Essays about: "lasso-regression"

Showing result 21 - 25 of 31 essays containing the word lasso-regression.

  1. 21. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Gustav Pettersson; [2020-07-01]
    Keywords : Asset pricing; Factor models; Machine learning; PCA; LASSO; Variable selection; Dimension reduction; Fama French Three Factor model; Fama French Five Factor model;

    Abstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE

  3. 22. House Price Prediction

    University essay from Högskolan Kristianstad/Fakulteten för naturvetenskap

    Author : Nawar Aghi; Ahmad Abdulal; [2020]
    Keywords : Multiple linear regression; Lasso Regression; Ridge Regression; Random Forest Regression; Artificial Neural Network; Machine Learning; House Price Prediction;

    Abstract : This study proposes a performance comparison between machine learning regression algorithms and Artificial Neural Network (ANN). The regression algorithms used in this study are Multiple linear, Least Absolute Selection Operator (Lasso), Ridge, Random Forest. READ MORE

  4. 23. Analyzing the effect of competition in the hospitality industry

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Andreas Stasinakis; [2020]
    Keywords : Machine Learning; Competition; Competitive Analysis; Regression; LASSO;

    Abstract : Maximizing hotel's revenue is a hard and complicated task. A lot of aspects have to be taken into consideration during this procedure. One major variable is the competitors. Identifying hotel's competitors and using their behavior could be a crucial advantage for maximizing hotel's revenue. READ MORE

  5. 24. Predicting House Prices on the Countryside using Boosted Decision Trees

    University essay from KTH/Matematisk statistik

    Author : War Revend; [2020]
    Keywords : Machine Learning; Predicting House Prices; Shrinkage Methods; Random Forest; Decision Tree; AdaBoost; Gradient Boosting; LightGBM; CatBoost; XGBoost; Maskininlärning; Förutseende av Huspriser; Krympningsmetoder; Random Forest; Beslutsträd; AdaBoost; Gradient Boosting; LightGBM; CatBoost; XGBoost;

    Abstract : This thesis intends to evaluate the feasibility of supervised learning models for predicting house prices on the countryside of South Sweden. It is essential for mortgage lenders to have accurate housing valuation algorithms and the current model offered by Booli is not accurate enough when evaluating residence prices on the countryside. READ MORE

  6. 25. Inference and Prediction of Cryptocurrency Market Returns

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emilia Felicidad Alarcon Valdez; [2020]
    Keywords : Cryptocurrency Market; Machine Learning; Prediction; Inference; Determinants; Business and Economics;

    Abstract : The potential for making profits investing in cryptocurrencies, the hedging benefits and the role in global economy, make it relevant to study the determinants of cryptocurrencies and to analyze different returns prediction models. Previous studies have focused one or some cryptocurrencies, this study analyzes the cryptocurrency market as a whole and finds the determinants of the cryptocurrency market and a returns prediction model using a machine learning approach. READ MORE