Essays about: "In-sample"

Showing result 21 - 25 of 98 essays containing the word In-sample.

  1. 21. Index prediction on the Swedish stock market using natural language processing methods on Swedish news

    University essay from Lunds universitet/Matematisk statistik

    Author : Erik Ris; Axel Sjöberg; [2021]
    Keywords : Stock market prediction; Index prediction; Sentiment analysis; Topic modelling; LDA; Swedish newspaper data; NLP; Machine Learning; RNN; Mathematics and Statistics;

    Abstract : This master thesis explores if topic modelling and sentiment analysis on Swedish financial newspaper data can be used to predict the direction of the Swedish stock market. A pipeline was set up where full length articles as well as article summaries were fed into a topic model and a sentiment analysis model. READ MORE

  3. 22. 3D Freehand Ultrasonography in Quantifying Muscle Morphological Parameters in Lower Extremity

    University essay from KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Author : Ruoyu Huang; [2021]
    Keywords : 3D freehand ultrasonography; muscle structure; fascicle length; pennation angle;

    Abstract : Muscle morphological parameters such as fascicle length (FL), pennationangle (PA) and physiologic cross-sectional area (PCSA) can provide an insightinto the reasons of the deteriorated muscle functions caused by pathologies.This study investigates the 3D structure of the lower leg muscles using 3Dfreehand ultrasound (3DfUS). READ MORE

  4. 23. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges

    University essay from Göteborgs universitet/Graduate School

    Author : Mohammad Rashidi Ranjbar; [2020-07-08]
    Keywords : Bitcoin; Volatility Modelling; GAS; GARCH; Realized GARCH; Coinbase; Bitfinex; Bitstamp;

    Abstract : Different characteristics of cryptocurrencies have been investigated by a number of studies. In this study, I focus on conditional volatility of Bitcoin in three exchanges which are Coinbase, Bitfinex and Bitstamp. READ MORE

  5. 24. Implied Volatility and Historical Volatility : An Empirical Evidence About The Content of Information And Forecasting Power

    University essay from Umeå universitet/Företagsekonomi

    Author : Mohammad Aljaid; Mohammed Diaa Zakaria; [2020]
    Keywords : Implied Volatilty; Mincer–Zarnowitz regression; GARCHModel; Realized Volatility; Predictive Power.;

    Abstract : This study examines whether the implied volatility index can provide further information in forecasting volatility than historical volatility using GARCHfamily models. For this purpose, this researchhas been conducted to forecast volatility in two main markets the United States of America through its wildly used Standard and Poor’s 500 index and its correspondingvolatility index VIX and in Europe through its Euro Stoxx 50 and its correspondingvolatility index VSTOXX. READ MORE

  6. 25. Determinants of the relationship between government shutdowns and real stock returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ruta Zemaityte; [2020]
    Keywords : Government shutdowns; Financial markets; Granger causality; Government funding; Risk;

    Abstract : PART I: The effects of government shutdowns on financial markets in the US are still unclear to this day, as they have not garnered enough attention from researchers. The aim of this thesis is to expand the current knowledge on these effects by analyzing how the real returns on the utilities market in the US are Granger caused by government shutdowns. READ MORE