Essays about: "arima, future, thesis"

Showing result 1 - 5 of 18 essays containing the words arima, future, thesis.

1. 1. CryptoCurrency Time Series analysis : Comparative analysis between LSTM and BART Algorithm

   University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

   Author : Lakshmi Vyshnavi Nerella; Chiranjeevi Ponnada; [2023]
   Keywords : ;

   Abstract : Background: Cryptocurrency is an innovative digital or virtual form of money thatuses cryptographic techniques for secured financial transactions within a decentralized structure. Due to its high volatility and susceptibility to external factors, itis difficult to understand its behavior which makes accurate predictions challengingfor the investors who are trying to forecast price changes and make profitable investments. READ MORE

3. 2. Portfolio Risk Modelling in Venture Debt

   University essay from KTH/Matematisk statistik

   Author : John Eriksson; Jacob Holmberg; [2023]
   Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

   Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

4. 3. Do Inflation Expectations Granger Cause Inflation? A VEC Model Approach

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Alice Hindersson; Siri Jäderberg; [2023]
   Keywords : Forecasting; Inflation; Inflation Expectations; VEC Model; Granger Causality;

   Abstract : Being able to accurately predict future inflation is of great importance for a wide range of actors in the economy, as well as for the effectiveness of monetary policy decisions. In this thesis, we examine whether survey measures of inflation expectations contribute to more accurate inflation forecasts in Sweden. READ MORE

5. 4. Predicting Waveforms with Machine Learning for Efficient Triggering in Monitoring Systems

   University essay from Mälardalens universitet/Akademin för innovation, design och teknik

   Author : Amanda Rautio; [2023]
   Keywords : ;

   Abstract : Energy systems need to evolve to meet the requirements of the modern world and the future. Hence, substantial effort is needed at an academic and industrial level to develop valuable diagnostic techniques. READ MORE

6. 5. Stock Price Prediction Using Machine Learning

   University essay from Södertörns högskola/Nationalekonomi

   Author : Yixin Guo; [2022]
   Keywords : Machine Learning; Stock Price; Time Series Data; Deep Learning;

   Abstract : Accurate prediction of stock prices plays an increasingly prominent role in the stock market where returns and risks fluctuate wildly, and both financial institutions and regulatory authorities have paid sufficient attention to it. As a method of asset allocation, stocks have always been favored by investors because of their high returns. READ MORE