Essays about: "arma"

Showing result 21 - 25 of 51 essays containing the word arma.

  1. 21. Transgressing the Law: Rethinking the Brazilian LGBT Movement and its Relationship with the Law

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Ivan Junio Esteves Custódio; [2019]
    Keywords : Brazilian LGBT Movement. Law. Human Rights. Identities. Resistance. Transgression.; Law and Political Science;

    Abstract : The Brazilian LGBT movement has established in the last decades a strategy of action based on the achievement of social transformations through law. The struggle for human rights has become the focal point of the LGBT agenda in the country. For this reason, the linkages between the Brazilian LGBT movement and the law have multiplied. READ MORE

  3. 22. AUTOMATED OPTIMAL FORECASTING OF UNIVARIATE MONITORING PROCESSES : Employing a novel optimal forecast methodology to define four classes of forecast approaches and testing them on real-life monitoring processes

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Stanislav Razroev; [2019]
    Keywords : predictions; forecasting; optimal forecasting; forecast classes; optimality rules; ensemble forecasting; state switching; combinational forecasting; optimality framework; exponential smoothing; ARIMA; ARMA; SARIMA; Double-Seasonal Holt-Winters; time series; Wikipedia; Wikimedia; Wikipedia data; Twitter; Twitter data; electricity data; monitoring processes; monitoring process; monitoring; error metrics; outliers; missing values;

    Abstract : This work aims to explore practical one-step-ahead forecasting of structurally changing data, an unstable behaviour, that real-life data connected to human activity often exhibit. This setting can be characterized as monitoring process. READ MORE

  4. 23. Multitaper analysis of HRV power and its stress-related correlation to respiration frequency

    University essay from Lunds universitet/Matematisk statistik

    Author : Zite He; [2018]
    Keywords : Multitaper multiple windows ; Heart rate variability HRV ; Spectrum anal- ysis; Integrated pulse frequency modulation IPFM ; High frequency band HF ; Thomson multitaper TH MW ; Peak-matched multitaper PM MW ; Correlation.; Mathematics and Statistics;

    Abstract : In this Master thesis, different multitaper methods are implemented to estimate the spectra of respiratory signals and HRV data, and further to estimate the correlation between the respiratory center frequency and the narrow-banded high frequency band of HRV power. The methods are applied first on ARMA-process data, then on the integrated pulse frequency modulation (IPFM) data simulations, where the evaluation is performed by calculating the bias and standard deviation of the narrow-banded HRV power and its correlation with respiratory frequency. READ MORE

  5. 24. Anomaly Detection for Portfolio Risk Management : An evaluation of econometric and machine learning based approaches to detecting anomalous behaviour in portfolio risk measures

    University essay from KTH/Nationalekonomi

    Author : Simon Westerlind; [2018]
    Keywords : Anomaly detection; Outlier Detection; Portfolio management; Risk management; Value-at-Risk; HTM; EWMA; ARIMA; LSTM; GARCH; Anomalidetektering; Avvikelsedetektering; Portföljhantering; Riskhantering; Valueat-Risk; HTM; EWMA; ARIMA; LSTM; GARCH;

    Abstract : Financial institutions manage numerous portfolios whose risk must be managed continuously, and the large amounts of data that has to be processed renders this a considerable effort. As such, a system that autonomously detects anomalies in the risk measures of financial portfolios, would be of great value. READ MORE

  6. 25. FX Trading Using Gaussian Processes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ahmed Daadooch; [2018]
    Keywords : Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

    Abstract : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. READ MORE