Essays about: "PCA."

Showing result 16 - 20 of 260 essays containing the word PCA..

  1. 16. 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. 17. An Open-Source Autoencoder Compression Tool for High Energy Physics

    University essay from Lunds universitet/Partikel- och kärnfysik; Lunds universitet/Fysiska institutionen

    Author : Axel Gallén; [2023]
    Keywords : Physics; Particle Physics; Analysis; Machine Learning; Neural Networks; Autoencoders; Data Compression; Lossy Compression; Baler; Physics and Astronomy;

    Abstract : A common problem across scientific fields and industries is data storage. This thesis presents an open-source lossy data compression tool with its foundation in Machine Learning - Baler. Baler has been used to compress High Energy Physics (HEP) data, and initial compression tests on Computational Fluid Dynamics (CFD) toy data have been performed. READ MORE

  4. 18. 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. 19. A Rank Score Model of Variants Prioritization for Rare Disease

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Nanxing Liu; [2023]
    Keywords : machine learning; variants; rare disease;

    Abstract : The diagnosis of genetic illnesses has undergone a revolution with advancements in sequencing technology. Next-generation sequencing (NGS) has become a standard practice in genetic diagnostics, enabling the identification of various genetic variations. READ MORE

  6. 20. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

    University essay from KTH/Matematisk statistik

    Author : Kajsa Bjelle; [2023]
    Keywords : Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

    Abstract : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. READ MORE