Essays about: "PCA"

Showing result 1 - 5 of 151 essays containing the word PCA.

  1. 1. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
    Keywords : Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

    Abstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE

  2. 2. Semantic Scene Segmentation using RGB-D & LRF fusion

    University essay from Högskolan i Halmstad/CAISR Centrum för tillämpade intelligenta system (IS-lab)

    Author : Harald Lilja; [2020]
    Keywords : RGB-D; LiDAR; CNN; deep multimodal fusion; robotics; autonomous vehicles;

    Abstract : In the field of robotics and autonomous vehicles, the use of RGB-D data and LiDAR sensors is a popular practice for applications such as SLAM[14], object classification[19] and scene understanding[5]. This thesis explores the problem of semantic segmentation using deep multimodal fusion of LRF and depth data. READ MORE

  3. 3. Analysis of Instagram Stories: A quantitative study of Instagram Stories using PCA

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Linnea Eklund; [2020]
    Keywords : ;

    Abstract : .... READ MORE

  4. 4. Clustering Methods as a Recruitment Tool for Smaller Companies

    University essay from KTH/Matematisk statistik

    Author : Linnea Thorstensson; [2020]
    Keywords : Statistics; Clustering; Mapper; K-means clustering; Hierarchical clustering; Principal component analysis; recruitment; Statistik; Klustermetoder; PCA; rekrytering;

    Abstract : With the help of new technology it has become much easier to apply for a job. Reaching out to a larger audience also results in a lot of more applications to consider when hiring for a new position. This has resulted in that many big companies uses statistical learning methods as a tool in the first step of the recruiting process. READ MORE

  5. 5. Swedish Interest Rate Curve Dynamics Using Artificial Neural Networks

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Richard Spånberg; Billy Wallander; [2020]
    Keywords : Artificial Neural Network; Yield curve; PCA; Financial Mathematics; Neurala Nätverk; Avkastningskurva; PCA; Finansiell Matematik;

    Abstract : This thesis is a comparative study where the question is whether a neural network approach can outperform the principal component analysis (PCA) approach for predicting changes of interest rate curves. Today PCA is the industry standard model for predicting interest rate curves. READ MORE