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Showing result 1 - 5 of 13 essays matching the above criteria.

1. 1. Evaluating clustering techniques in financial time series

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Johan Millberg; [2023]
   Keywords : clustering; machine learning; financial time series; time series; unsupervised learning; cluster validation; cluster evaluation; klustring; klusteranalys; finansiella tidsserier; maskininlärning; klustervalidering; evalueringsteknik;

   Abstract : This degree project aims to investigate different evaluation strategies for clustering methodsused to cluster multivariate financial time series. Clustering is a type of data mining techniquewith the purpose of partitioning a data set based on similarity to data points in the same cluster,and dissimilarity to data points in other clusters. READ MORE

3. 2. Machine learning for detecting financial crime from transactional behaviour

   University essay from Uppsala universitet/Signaler och system

   Author : Markus Englund; [2023]
   Keywords : machine learning; deep learning; financial crime; time series; time series classification; XGBoost; maskininlärning; djupinlärning; finansiell brottslighet; tidsserier; klassificering av tidsserier; XGBoost;

   Abstract : Banks and other financial institutions are to a certain extent obligated to ensure that their services are not utilized for any type of financial crime. This thesis investigates the possibility of analyzing bank customers' transactional behaviour with machine learning to detect if they are involved in financial crime. READ MORE

4. 3. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

   University essay from KTH/Matematik (Avd.)

   Author : Simon Wahlberg; [2022]
   Keywords : RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

   Abstract : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. READ MORE

5. 4. Forecasting checking account balance : Using supervised machine learning

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Martin Dannelind; [2022]
   Keywords : Time series forecasting; account balance forecasting; economic predicition; Python; GRU; LSTM; RNN; XGBoost; prophet; checking account;

   Abstract : The introduction of open banking has made it possible for companies to build the next generation of applications based on transactional data. Enabling economic forecasts which private individuals can use to make responsible financial decisions. This project investigated forecasting account balances using supervised learning. READ MORE

6. 5. Multivariate Short-term Electricity Load Forecasting with Deep Learning and exogenous covariates

   University essay from Umeå universitet/Institutionen för tillämpad fysik och elektronik

   Author : Nordström Oscar; [2021]
   Keywords : Machine learning; Time series; Deep learning; Forecasting; Short-term electricity load forecasting; Artificial Neural Network;

   Abstract : Maintaining the electricity balance between supply and demand is a challenge for electricity suppliers. If there is an under or overproduction, it entails financial costs and affects consumers and the climate. To better understand how to maintain the balance, can the suppliers use short-term forecasts of electricity load. READ MORE