Essays about: "Predictive Regressions"

Showing result 1 - 5 of 30 essays containing the words Predictive Regressions.

  1. 1. Predictive Modeling of Pipetting Dynamics. Multivariate Regression Analysis: PLS and ANN for Estimating Density and Volume from Pressure Recordings

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

    Author : Lisa Linard Pedersen; [2024]
    Keywords : Technology and Engineering;

    Abstract : Thermo Fisher Scientific manufacture automatic pipetting instruments for diagnostic tests. These tests are sensitive to abnormalities and changes in e.g. volume or density could potentially lead to less precision or other issues in the pipetting work flow. READ MORE

  3. 2. Does Implied- or Historical Volatility predict Realized Volatility? : An empirical study conducted to find evidence for which out of historical volatility or implied volatility better forecasts the future volatility.

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Gustav Sjöberg; Gustav Oom; [2023]
    Keywords : Implied volatility; historical volatility; realized volatility;

    Abstract : This study tests if historical volatility- and implied volatility has significant predictive power over future realized volatility and if so which one of the two is the superior predictor. The study is conducted by using historical volatility of the OMXS30 and implied volatility from OMXS30 call options during the period 2012-2023. READ MORE

  4. 3. Narratives in Central Banking - A Case Study on Federal Reserve Communication

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Love Leijonklo; Felix Wilke; [2023]
    Keywords : federal reserve; central bank; communication; sentiment; latent dirichlet allocation;

    Abstract : This paper investigates how Federal Reserve communication affects financial markets. This is done by constructing a sentiment index based on meeting minutes released by the Federal Open Market Committee. READ MORE

  5. 4. Predicting the outcome of IVF treatments using forward selection regression and linear discriminant analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Agnes Ekman; Linnéa Fahlberg; [2022]
    Keywords : Mathematics and Statistics;

    Abstract : As more and more In Vitro Fertilizaiton (IVF) treatments are performed each year, there is a need to better predict the outcomes of different stages of the treatment and hence get a better understanding of which hormonal and physical parameters affect the treatment outcome and in what way. In this study, the effect of interaction between baseline AMH (anti-mullerian hormone) and DFI (DNA fragmentation index) on the chance of obtaining at least one good quality embryo was investigated, but no significance was found. READ MORE

  6. 5. Predicting Asset Prices with Machine Learning

    University essay from

    Author : Adam Eklund; Valter Trollius; [2020-06-29]
    Keywords : Machine learning; neural networks; OLS regression; asset pricing; financial forecasting; out-of-sample; predictability;

    Abstract : This study examines whether machine learning techniques such as neural networks contain predictability when modeling asset prices and if they can improve on asset pricing prediction compared to traditional OLS-regressions. This is analyzed through measuring and comparing the out-of-sample R2 to find each models’ predictive power. READ MORE