Essays about: "auto regressive"

Showing result 6 - 10 of 36 essays containing the words auto regressive.

  1. 6. Unconventional Monetary Policy in the United States : An empirical study of the quantitative easing (QE) effects on households and firms

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Axel Robén; Hampus Ekberg; [2023]
    Keywords : ARDL; Quantitative Easing QE ; Federal Reserve; Consumption; Investments; Households; Firms;

    Abstract : Quantitative Easing is an unconventional instrument when conducting monetary policy with the aim of stimulating the economy. The instrument is a complementary tool when changing the nominal interest rate is no longer effective. READ MORE

  3. 7. Data-Driven Traffic Forecasting for Completed Vehicle Simulation: : A Case Study with Volvo Test Trucks

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Samaneh Shahrokhi; [2023]
    Keywords : supervised machine learning; traffic forecasting; vehicle presence prediction; binary classification; ensemble learning; feature engineering; hyperparameter tuning; data-driven analysis;

    Abstract : This thesis offers a thorough investigation into the application of machine learning algorithms for predicting the presence of vehicles in a traffic setting. The research primarily focuses on enhancing vehicle simulation by employing data-driven traffic prediction methods. The study approaches the problem as a binary classification task. READ MORE

  4. 8. Forecasting Stock Prices Using an Auto Regressive Exogenous model

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Måns Hjort; Lukas Andersson; [2023]
    Keywords : Bachelor thesis; Asset pricing; Quantitative finance; ARX model; OMX30; Finance; Stocks; Predictive models; Time series analysis; mathematical optimization theory; Gurobi Optimization Software;

    Abstract : This project aimed to evaluate the effectiveness of the Auto Regressive Exogenous(ARX) model in forecasting stock prices and contribute to research on statisticalmodels in predicting stock prices. An ARX model is a type of linear regression modelused in time series analysis to forecast future values based on past values and externalinput signals. READ MORE

  5. 9. Anomalous Behavior Detection in Aircraft based Automatic Dependent Surveillance–Broadcast (ADS-B) system using Deep Graph Convolution and Generative model (GA-GAN)

    University essay from Linköpings universitet/Databas och informationsteknik

    Author : Jayesh Kenaudekar; [2022]
    Keywords : Intrusion detection aircraft aviation security adsb protocol AI deep learning machine learning graph generative model surveillance broadcast;

    Abstract : The Automatic Dependent Surveillance-Broadcast (ADS-B) is a key component of the Next Generation Air Transportation System (Next Gen) that manages the increasingly congested airspace and operation. From Jan 2020, the U.S. Federal Aviation Administration (FAA) mandated the use of (ADS-B) as a key component of Next Gen project. READ MORE

  6. 10. Explaining the dynamics of exchange rate volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jacob Tjerneld; Hampus Lööw; [2022]
    Keywords : Exchange Rates; Volatility; GARCH; Heteroskedasticity; Time Series Analysis.; Business and Economics;

    Abstract : This research examines the volatility of the Swedish krona in regards to the Euro and US-dollar exchange rate, using both daily and monthly data ranging from the beginning of 2000 until 2022. Using this time span allows us to update previous literature on exchange rate volatility, and also incorporates recent economic events such as the great financial crisis of 2008, the 2020 covid-pandemic and the geopolitical uncertainty in Europe following Russia's invasion of Ukraine. READ MORE