Essays about: "Performance evaluation."

Showing result 1 - 5 of 2343 essays containing the words Performance evaluation..

  1. 1. Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Line Clausen; Jesper Strömberg; [2022-02-15]
    Keywords : ;

    Abstract : Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting asset returns. This new phenomenon in factor modeling has been dubbed ”The Factor Zoo”. READ MORE

  2. 2. Black-Litterman Model for Portfolio Performance Enhancement - An Out-Of-Sample Evaluation of the Black-Litterman Model on a U.S. Stock-Dominated Portfolio

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Christoffer Hellekant; Rasmus Olofsson; [2022-02-15]
    Keywords : ;

    Abstract : In this thesis, the Black-Litterman model is evaluated out-of-sample and compared to mean-variance and naïve allocation. Two references are implemented in the Black-Litterman framework, the minimum-variance and naive portfolios. The study complements previ-ous work by considering a stock-dominated portfolio, where all assets are from the U.S. READ MORE

  3. 3. Evaluation of communication protocol performance for use in reinforcement learning training in simulation

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Leo Wiklund; [2022]
    Keywords : reinforcement learning; network communication; communication protocols; communication performance;

    Abstract : Since artificial intelligence (AI) is growing more prominent it is interesting to look at the methods used to train AI. One such method is reinforcement learning in simulation, where AI can train safely in the confines of a simulation. READ MORE

  4. 4. An evaluation of Language Integrated Queries (LINQ)

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Mathias Nilsson; [2022]
    Keywords : ;

    Abstract : Accessing data in databases is an everyday operation that has to function with high performance. The use of Structured Query Language has for a long time been the default way of retrieving and modifying data. Another common approach is through the use of an Object-Relational Mapper. READ MORE

  5. 5. Predicting the size of a company winning a procurement: an evaluation study of three classification models

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Ellen Björkegren; [2022]
    Keywords : public procurement; classification; Linear Discriminant Analysis; Random Forests; Support Vector Machines;

    Abstract : In this thesis, the performance of the classification methods Linear Discriminant Analysis (LDA), Random Forests (RF), and Support Vector Machines (SVM) are compared using procurement data to predict what size company will win a procurement. This is useful information for companies, since bidding on a procurement takes time and resources, which they can save if they know their chances of winning are low. READ MORE