Essays about: "aic"
Showing result 1 - 5 of 35 essays containing the word aic.
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1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE
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2. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen
University essay from Uppsala universitet/Statistik, AI och data scienceAbstract : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. READ MORE
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3. Investigating maintenance costs using response feature analysis
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : Svenska Kraftnät (Svk) is responsible for ensuring that Sweden has a safe, sustainable, and cost-effective transmission system for electricity. In an effort to reduce costs, Svk has participated in a study where it has been determined that there are mostly costs for common facilities that stand out cost-wise. READ MORE
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4. Effect of different thinning regimes on growth of Silver birch (Betula pendula Roth) planted on agricultural lands in Latvia
University essay from SLU/Southern Swedish Forest Research CentreAbstract : This study a is continuation of the long-term experiment established by Šaicāne (2019). The main aim of the study was to examine the initial effect of different thinning regimes on growth of Silver birch (Betula pendula Roth) planted on abandoned farmlands in Latvia. READ MORE
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5. Statistical modelling of Bitcoin volatility : Has the sanctions on Russia had any effect on Bitcoin?
University essay from Stockholms universitet/Statistiska institutionenAbstract : This thesis aims to fit and compare different time series models namely the ARIMA-model, conditional heteroscedastic models and lastly a dynamic regression model with ARIMA error to Bitcoin closing price data that spans over 5 consecutive years. The purpose is to evaluate if the sanction on Russia had any effect on the cryptocurrency Bitcoin. READ MORE