Essays about: "Stationary and Non-stationary"

Showing result 6 - 10 of 67 essays containing the words Stationary and Non-stationary.

1. 6. On the Heterogeneous and Time-Varying Relationship Between Stock Returns and Exchange Rates: Using a Panel Smooth Transition Regression Model

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Basak Edizgil; [2022]
   Keywords : Stock Returns; Exchange Rates; Panel Smooth Transition Regression Model; Non-linear; Pedroni Panel Cointegration;

   Abstract : This paper investigates the heterogeneous and time-varying relationship between stock returns and exchange rates for a panel of 19 countries using a panel smooth transition regression model and evaluates the role of the current account balance. Panel unit root tests indicate that stock market price indices and real effective exchange rates are non-stationary. READ MORE

3. 7. Evaluation of non-stationary signal processing methods for binary EEG classification

   University essay from Lunds universitet/Matematisk statistik

   Author : Amanda Ledell; [2022]
   Keywords : Mathematics and Statistics;

   Abstract : Electroencephalogram (EEG) measurements are notoriously noisy and non-stationary and there are several specialized techniques for their analysis and interpretation. In this thesis, we implement a collection of stationary and non-stationary methods including coherence, Phase Locking Value (PLV), Phase Lag Index (PLI), and their imaginary counterparts. READ MORE

4. 8. Stock Price Prediction Using Machine Learning

   University essay from Södertörns högskola/Nationalekonomi

   Author : Yixin Guo; [2022]
   Keywords : Machine Learning; Stock Price; Time Series Data; Deep Learning;

   Abstract : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. READ MORE

5. 9. Forecasting Efficiency in Cryptocurrency Markets : A machine learning case study

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Erik Persson; [2022]
   Keywords : Cryptocurrencies; Financial time-series; Multi step-ahead forecasting; Machine Learning; Feature selection; Kryptovalutor; Finansiella tidsserier; Flerstegsprognoser; Maskininlärning; variabelselektion;

   Abstract : Financial time-series are not uncommon to research in an academic context. This is possibly not only due to its challenging nature with high levels of noise and non-stationary data, but because of the endless possibilities of features and problem formulations it creates. READ MORE

6. 10. Carbon dioxide, renewable energy and economic growth : A Swedish non-EKC case study

   University essay from Södertörns högskola/Nationalekonomi

   Author : Josephine Andersson; Kristina Everstova; [2022]
   Keywords : Economic growth; Environmental Kuznets Curve; Granger Approach; VECM; Sweden; Renewable energy consumption;

   Abstract : The purpose of this master’s thesis is to investigate the relationship between renewable and non-renewable energy consumption, economic growth and carbon dioxide emissions per capita in Sweden in the period of 1970-2018. As indicators, the economic indicator will be represented by the per capita gross domestic product, GDP, as the environmental indicator this study will use carbon dioxide emissions per capita, CO2, and the energy use per capita will represent the energy consumption variable. READ MORE