Essays about: "LASSO"

Showing result 6 - 10 of 100 essays containing the word LASSO.

1. 6. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Olof Håkman; [2023]
   Keywords : Stochastic Frank-Wolfe; Stochastic optimization; Sampling without replacement;

   Abstract : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). READ MORE

3. 7. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

   University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

   Author : Vincent Ball; Thomas Pegoraro; [2023]
   Keywords : Energy Market; Energy Prices; Renewable Energy; Machine Learning; Business and Economics;

   Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE

4. 8. Capturing time variation within systemic risk estimation

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Christian Hovstadius; Baltsar Lindgren; [2023]
   Keywords : Systemic risk; CoVaR; State variables; Lasso; PCA; Business and Economics;

   Abstract : Systemic risk can be defined as the risk to the whole financial system. Financial institutions may contribute more or less to this risk, and measuring the systemic risk contributions of institutions is of central importance for regulators. READ MORE

5. 9. Explainable Machine Learning in Cardiovascular Diagnostics

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Alexander Gutell; Ludvig Skare; [2023]
   Keywords : ;

   Abstract : The major challenges in implementing machine learning models in medical applications stemfrom ethical and accountability concerns, which arise from the lack of insight and understandingof the models' inner workings and reasoning. This opaqueness has resulted in the emergenceof a new subfield of machine learning called Explainability, which aims to develop and deploymethods to gain insight into how input data is weighted and propagated through a machinelearning algorithm. READ MORE

6. 10. Interpretability and Accuracy in Electricity Price Forecasting : Analysing DNN and LEAR Models in the Nord Pool and EPEX-BE Markets

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Maria Margarida de Mendoça de Atayde P. de Mascarenhas; [2023]
   Keywords : Deep Neural Network DNN ; Lasso Estimated AutoRegressive LEAR ; Electricity Price Forecasting EPF ; Interpretability; EPEX-BE; Nord Pool.; Deep Neural Network DNN ; Lasso Estimate AutoRegressive LEAR ; elprisprognoser; tolkbarhet; EPEX-BE; Nord Pool.;

   Abstract : Market prices in the liberalized European electricity system play a crucial role in promoting competition, ensuring grid stability, and maximizing profits for market participants. Accurate electricity price forecasting algorithms have, therefore, become increasingly important in this competitive market. READ MORE