Essays about: "information criterion"

Showing result 1 - 5 of 134 essays containing the words information criterion.

  1. 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 School

    Author : Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Keywords : Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Abstract : 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

  2. 2. Hole-in-one Experiences : Evaluating the Impact of Experiential MarketingDimensions on Customer Engagement and LoyaltyWithin the Golf Course Industry

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Zachary Sporn; [2023]
    Keywords : Experiential Marketing; Golf Industry; Customer Engagement; Customer Loyalty; Emotional Response; Recreational Sports;

    Abstract : Background: The leisure and recreational sports market, a multibillion-dollar industry, isexperiencing a transformative shift. With increased competition and changing consumerdemographics, businesses and facilities are seeking innovative strategies to ensure customerretention and maintain profitability. READ MORE

  3. 3. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Yuta Sakiyama; [2023]
    Keywords : ;

    Abstract : 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

  4. 4. An Empirical Investigation of The Effect of Proxy Response and The Merits of Its Remedial Measures

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Charles Edward Okon; Randi Kalanika Assalaarachchi; [2023]
    Keywords : missing data; proxy response; missingness mechanism; error-in-variable; logistic regression; Monte-Carlo simulation; missing at random; complete case analysis; proxy substitution; multiple imputation; inverse probability treatment weighting;

    Abstract : In the event of missing data, substitution of data from proxy sources are usually considered a very useful alternative when available to avoid the problem of missingness. Nonetheless, research has also shown that this approach often induces “response bias”. READ MORE

  5. 5. Reliable Detection of Water Areas in Multispectral Drone Imagery : A faster region-based CNN model for accurately identifying the location of small-scale standing water bodies

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

    Author : Shengyao Shangguan; [2023]
    Keywords : Water Detection; Faster region-based convolutional neural networks; Multiple images; Convolutional neural networks; Random Forest; Vattendetektering; Snabbare regionbaserade konvolutionella neurala nätverk; Flera bilder; Konvolutionella neurala nätverk; Random Forest;

    Abstract : Dengue and Zika are two arboviral viruses that affect a significant portion of the world population. The principal vector species of both viruses are Aedes aegypti and Aedes albopictus mosquitoes. They breed in very slow flowing or standing pools of water. READ MORE