Essays about: "Tidsserieranalys"

Found 4 essays containing the word Tidsserieranalys.

  1. 1. Spectral Portfolio Optimisation with LSTM Stock Price Prediction

    University essay from KTH/Matematisk statistik

    Author : Nancy Wang; [2020]
    Keywords : Artificial Neural Network; LSTM; Spectral factor model; Portfolio optimisation; Stock price prediction; Time series analysis; Risk estimation; Spectral risk; Frequency-specific beta decomposition; Artificiella neurala nätverk; LSTM; Spektralfaktormodell; Portföljoptimering; Aktieprispredikering; Tidsserieranalys; Riskestimering; Spektra risk; Frekvensspecifik beta dekomposition;

    Abstract : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. READ MORE

  3. 2. Impact of daily time use on direct energy consumption in the uk and its climate importance : A time series analysis

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Saray Pradas Segura; [2020]
    Keywords : Direct emissions; UK; Time use; Carbon emissions; Households.; Direkta utsläpp; UK; Tidsanvändning; Koldioxidutsläpp; Hushåll.;

    Abstract : In order to achieve the reductions in emissions that nowadays our planet urgently needs, the collaboration of citizens is necessary. It is necessary that citizens consume products and services that sustainably reduce indirect emissions, but also it is necessary that citizens reduce their associated direct emissions, through the use that they make of their time. READ MORE

  4. 3. Time series Forecast of Call volume in Call Centre using Statistical and Machine Learning Methods

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

    Author : Nicoló Baldon; [2019]
    Keywords : Time Series Analysis; SARIMA; Seasonal ANN; LSTM; Call Center data; seasonal time series;

    Abstract : Time series is a collection of points gathered at regular intervals. Time series analysis explores the time correlations and tries to model it according to trend and seasonality. One of the most relevant tasks, in time series analysis, is forecasting future values, which is considered fundamental in many real-world scenarios. READ MORE

  5. 4. A Survey & Implementation of Financial Alarm Classification.

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Jens Wirén; Farhad Kimanos; [2013]
    Keywords : ;

    Abstract : The goal of this thesis is to find, implement and evaluate a suitable machine learning algorithm to classify and predict true and false alerts using labelled data. Alerts are triggered in the Scila Surveillance software when certain parameters are exceeded in a trade, such as a to big volume over a to small time-span. READ MORE