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Showing result 1 - 5 of 31 essays matching the above criteria.

  1. 1. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods

    University essay from Lunds universitet/Statistiska institutionen

    Author : Markus Gerholm; Johan Sörstadius; [2024]
    Keywords : Linear regression; high dimensional data; regularization; Bayesian methods; Mathematics and Statistics;

    Abstract : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. READ MORE

  3. 2. Evaluating a LSTM model for bankruptcy prediction with feature selection

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

    Author : Emma Carlsson; [2023]
    Keywords : Feature selection; Bankruptcy prediction; Neural networks; LSTM; Chi-squared; t-test; Stepwise regression; Lasso regression; Random forest;

    Abstract : Bankruptcy prediction is an important research topic. The cost of incorrect decision making in companies and financial institutions can be great and could affect large parts of society. But while it is indeed a major research area, there are few studies which consider the effects of feature selection. READ MORE

  4. 3. Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Vincent Ball; Thomas Pegoraro; [2023]
    Keywords : Energy Market; Energy Prices; Renewable Energy; Machine Learning; Business and Economics;

    Abstract : This paper investigates the best methods for modeling hourly profiles in the German energy market for the period between 2018 and 2022. Modeling emphasized variable renewable energy (VRE) and included information on the level of energy production, oil price, COVID lockdowns, and historic hourly energy spot prices. READ MORE

  5. 4. Capturing time variation within systemic risk estimation

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christian Hovstadius; Baltsar Lindgren; [2023]
    Keywords : Systemic risk; CoVaR; State variables; Lasso; PCA; Business and Economics;

    Abstract : Systemic risk can be defined as the risk to the whole financial system. Financial institutions may contribute more or less to this risk, and measuring the systemic risk contributions of institutions is of central importance for regulators. READ MORE

  6. 5. Investigating the Impact of Air Pollution, Meteorology, and Human Mobility on Excess Deaths during COVID-19 in Quito : A Correlation, Regression, Machine Learning, and Granger Causality Analysis

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Waleed Tariq; Sehrish Naqvi; [2023]
    Keywords : Granger Causality; Gradient Boosting Machine; Lasso Regression; Excess Deaths; Correlation Analysis; Stationarity;

    Abstract : Air pollution and meteorological conditions impact COVID-19 mortality rates. This research studied Quito, Ecuador, using Granger causality tests and regression models to investigate the relationship between pollutants, meteorological variables, human mobility, and excess deaths. READ MORE