Essays about: "Jakob Brandt"

Found 3 essays containing the words Jakob Brandt.

  1. 1. Analysing Regime-Switching and Cointegration with Hamiltonian Monte Carlo

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Jakob Brandt; [2023]
    Keywords : Time Series Econometrics; Regime-Switching; Cointegration; Markov Chain Monte Carlo; Hamiltonian Monte Carlo;

    Abstract : The statistical analysis of cointegration is crucial for inferring shared stochastic trends between variables and is an important area of Econometrics for analyzing long-term equilibriums in the economy. Bayesian inference of cointegration involves the identification of cointegrating vectors that are determined up to arbitrary linear combinations, for which the Gibbs sampler is often used to simulate draws from the posterior distribution. READ MORE

  3. 2. A Comparative Review of SMOTE and ADASYN in Imbalanced Data Classification

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Jakob Brandt; Emil Lanzén; [2021]
    Keywords : Machine learning; supervised learning; classification; class imbalance; over-sampling; SMOTE; ADASYN; Sensitivity; F-measure; Matthews correlation coefficient;

    Abstract : In this thesis, the performance of two over-sampling techniques, SMOTE and ADASYN, is compared. The comparison is done on three imbalanced data sets using three different classification models and evaluation metrics, while varying the way the data is pre-processed. READ MORE

  4. 3. Artificial Intelligence Applications in Financial Markets Forecasting : A Systematic Mapping

    University essay from Linnéuniversitetet/Institutionen för datavetenskap (DV)

    Author : Jakob Brandt; [2017]
    Keywords : Artificial Intelligence; Machine Learning; Financial Markets; Market forecasting; Systematic Map;

    Abstract : This bachelor thesis aims to give an overview of the last ten years research on financial market forecasting with Artificial Intelligence techniques. Reviews of this topic have been made earlier, but it can behard to get a sense to what degree this type of research have been made and to what extent specific topicshave been covered. READ MORE