Essays about: "Tidsserieanalys"
Showing result 1 - 5 of 50 essays containing the word Tidsserieanalys.
-
1. Modelling Non-Maturing Deposits: Examining the Impact of Repo Rates and Volume Dynamics on Valuation Using Regression, Time Series Analysis, and Vasicek Methods
University essay from KTH/Matematik (Avd.)Abstract : This thesis focuses on modelling non-maturing deposits (NMD) and has been written in collaboration with Svenska Handelsbanken. The methodology includes regression analysis and time series analysis, with the Repo rate serving as an exogenous variable in both models. READ MORE
-
2. Improving Change Point Detection Using Self-Supervised VAEs : A Study on Distance Metrics and Hyperparameters in Time Series Analysis
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : This thesis addresses the optimization of the Variational Autoencoder-based Change Point Detection (VAE-CP) approach in time series analysis, a vital component in data-driven decision making. We evaluate the impact of various distance metrics and hyperparameters on the model’s performance using a systematic exploration and robustness testing on diverse real-world datasets. READ MORE
-
3. The Nuclear Dilemma : A Study on the Nuclear Energy Growth Nexus and Greenhouse Gas Emissions
University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakultetenAbstract : The relationship between energy consumption and economic growth has been a popular topic in recent studies, with a considerable amount of literature conducted, although there still is no consensus regarding the relationship. Few studies have analysed the nuclear energy growth nexus with greenhouse gas emissions, and none have used the same method, data, and sample period. READ MORE
-
4. Straight to the Heart : Classification of Multi-Channel ECG-signals using MiniROCKET
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Machine Learning (ML) has revolutionized various domains, with biomedicine standing out as a major beneficiary. In the realm of biomedicine, Convolutional Neural Networks (CNNs) have notably played a pivotal role since their inception, particularly in applications such as time-series classification. READ MORE
-
5. Modelling Risk in Real-Life Multi-Asset Portfolios
University essay from KTH/Matematik (Avd.)Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE