Essays about: "Single Index Model"

Showing result 1 - 5 of 66 essays containing the words Single Index Model.

  1. 1. Assessing water balance and yields in Malawian cropping systems : maize soybean and maize Gliricidia systems resilience against climate change

    University essay from SLU/Dept. of Soil and Environment

    Author : Danila Valeriano; [2024]
    Keywords : crop modelling; APSIM; Malawi; maize; soybean; Gliricidia; agroforestry; legume intercropping; climate predictions; climate adaptation; SDSM;

    Abstract : In Malawi, maize monocultures are increasingly susceptible to extreme weather patterns, causing considerable yield reduction and heightened food insecurity for smallholder farmers dependent on rainfed subsistence agriculture. Diversifying cropping systems is crucial for ensuring yield resilience. READ MORE

  3. 2. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2023]
    Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

    Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

  4. 3. Environmental performance and sovereign bond yields: Evidence from emerging markets

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kristin Unga; [2023]
    Keywords : sovereign yields; environmental performance; principal component analysis; Business and Economics;

    Abstract : This thesis analyses if investors price a country’s environmental (E) performance into sovereign bond yields. The sample consists of 17 emerging countries from 2011 to 2020. READ MORE

  5. 4. Segmentation and Valuation in  Stockholm Housing Market : Spatial Continuous and Discontinuous Submarkets Evaluating by Hedonic Price Model and XGBoost Model

    University essay from KTH/Fastighetsekonomi och finans

    Author : Xianglin Sun; [2023]
    Keywords : housing market segmentation ; spatial continuity ; hedonic price model ; XGBoost model ; segmentering av bostadsmarknaden ; rumslig kontinuitet ; hedonisk prismodell ; XGBoost modell ;

    Abstract : The housing market segmentation could provide a reference for more targeted policymaking and investment strategies. Although there have been many studies, there are no consistent submarkets delineating methods because of a lack of theoretical support and subjective evaluation. In this paper, two market segmentation methods are introduced. READ MORE

  6. 5. Predicting Health and Living Standards of India using Deep Learning

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Sarath Mookola Raveendran; [2022-10-14]
    Keywords : IWI index; Deep CNN; poverty; ResNet-18; Deep Learning; multispectral images; nightlight images; India; health and living standards;

    Abstract : Poverty eradication is an inexorable process in human growth [21], with poverty estimation being the first and most important stage. Identifying strategies for poverty reduction programs and distributing resources appropriately requires determining the poverty levels of distinct places throughout the world. READ MORE