Essays about: "Time Series Analysis"

Showing result 21 - 25 of 798 essays containing the words Time Series Analysis.

  1. 21. Flame retardant treated wood : An investigation into phytic acid and its ability to act as a flame retardant agent

    University essay from Luleå tekniska universitet/Byggkonstruktion och brand

    Author : Mattias Ström; Herman Paulusson; [2023]
    Keywords : Flame-retardant; Phytic acid; Wood;

    Abstract : Flame-retardant coatings have been serving their purpose since the romans ruled Europe. These products have been developed through the years, by mixing and synthetizing solutions, which have resulted in effective, although questionable, products due to their impact on the environment and our health. READ MORE

  3. 22. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    University essay from KTH/Matematisk statistik

    Author : Mahsa Badakhsh; [2023]
    Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

  4. 23. Wi-Fi fingerprinting as a mean to measure building occupancy : A case study in an office environment

    University essay from KTH/Transportplanering

    Author : Johan Bexhorn; Karl Kvarnefalk; [2023]
    Keywords : Wi-Fi tracking systems; Wi-Fi fingerprinting; footfall analytics;

    Abstract : The task of collecting visitor data in an indoor environment and therein determining the occupancy of a building is an extensive task. Conventional methods are expensive, time-consuming, and often lack the ability to produce data in longer time series. Further, they often require disruption of the studied area as equipment must be deployed. READ MORE

  5. 24. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

  6. 25. Evaluating Brain-Inspired Machine Learning Models for Time Series Forecasting: A Comparative Study on Dynamical Memory in Reservoir Computing and Neural Networks

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

    Author : Eddie Nevander Hellström; Johan Slettengren; [2023]
    Keywords : ;

    Abstract : Brain-inspired computing is a promising research field, with potential to encouragebreakthroughs within machine learning and enable us to solve complex problems in a moreefficient way. This study aims to compare the performance of brain-like machine learningalgorithms for time series forecasting. READ MORE