Essays about: "Statistical learning"

Showing result 1 - 5 of 255 essays containing the words Statistical learning.

  1. 1. Compressed Machine Learning on Time Series Data

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

    Author : Felix Finger; Nathalie Gocht; [2020-07-08]
    Keywords : time series clustering; large scale data; machine learning; prediction; anomaly detection; compression;

    Abstract : The extent of time related data across many fields has led to substantial interestin the analysis of time series. This interest meets growing challenges to store andprocess data. While the data is collected at an exponential rate, advancements inprocessing units are slowing down. READ MORE

  2. 2. 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

  3. 3. An exploratory machine learning workflow for the analysis of adverse events from clinical trials

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Margareta Carlerös; [2020-06-26]
    Keywords : Machine learning; Adverse events; Clinical trials; Data mining;

    Abstract : A new pharmaceutical drug needs to be shown to be safe and effective before it canbe used to treat patients. Adverse events (AEs) are potential side-effects that arerecorded during clinical trials, in which a new drug is tested in humans, and mayor may not be related to the drug under study. READ MORE

  4. 4. Neural networks for imputation of missing genotype data : An alternative to the classical statistical methods in bioinformatics

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Alfred Andersson; [2020]
    Keywords : genetics; imputation; bioinformatics; neural networks; GWAS;

    Abstract : In this project, two different machine learning models were tested in an attempt at imputing missing genotype data from patients on two different panels. As the integrity of the patients had to be protected, initial training was done on data simulated from the 1000 Genomes Project. READ MORE

  5. 5. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

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

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE