Essays about: "In-sample"
Showing result 1 - 5 of 98 essays containing the word In-sample.
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1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE
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2. A Qualitative Analysis of the Impact of Artificial Intelligence (AI) Adoption (Focusing on Machine Learning (ML)) on the Organizational Capabilities of the Telecom Industry in Sweden and Finland
University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomiAbstract : The German government's "Industry 4.0" paradigm transforms technology application across domains using real-time data and connectivity. The telecom sector's reliance on digital, software-driven infrastructure for real-time data and connectivity is paramount. READ MORE
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3. Causal Discovery for Time Series : Based on Continuous Optimization
University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknikAbstract : Causal discovery is an important field of study that seeks to understand the underlying relationships between variables in a system. The goal of causal discovery is to discover the causal relationships from observational data and determine the direction of influence between variables. READ MORE
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4. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE
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5. In the Core of the Storm: Revisiting Inflation Hedging Properties Within and Across Asset Classes
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The recent surge in inflation has reignited discussions on hedging inflation risks, forming the focal point of this study. In our paper we consider conventional asset classes from 1968 to 2023 as well as alternative assets from 2020 to 2023 and find that no asset class provides a statistically significant hedge against core inflation shocks, while commodities and currencies can hedge headline and energy inflation risk. READ MORE