Essays about: "multiple time series"

Showing result 26 - 30 of 152 essays containing the words multiple time series.

1. 26. Measurement of sectoral concentration with multiple factors

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Victor Norrbin; [2022]
   Keywords : Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

   Abstract : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. READ MORE

3. 27. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Karl Tingstedt; [2022]
   Keywords : SV; ARCH; GARCH; TARCH; EGARCH; HARRV; IV; RV; Integrated Volatility; TINA;

   Abstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE

4. 28. Vibration-Based Terrain Classification for an Autonomous Truck

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

   Author : Lucas Lovén; [2022]
   Keywords : Autonomous vehicles; machine learning; surface identification; obstacle identification; signal processing; time series classification; Autonoma fordon; maskininlärning; detektering av underlag; detektering av hinder; signalhantering; tidsserie klassifiering;

   Abstract : This thesis is focused on developing vibration based terrain classification for an autonomous mining truck. The goal is to classify between good and bad gravel roads as well as good and bad asphalt roads. Current literature within vibration based terrain classification has been focused to a great extent on smaller research vehicles. READ MORE

5. 29. Beamformed Channel Matrix Positioning using 5G Testbench CSI data with a Deep-Learning Pipeline

   University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

   Author : Andre Ráth; [2022]
   Keywords : 5G; Deep Learning; Positioning; Channel State Information; CSI; Deep-learning; neural-network; particle-filter; particle; filter; Channel Matrix; Beamformed Channel Matrix; localization; real-world; data-driven; 5G testbench; basestation; Technology and Engineering;

   Abstract : Within the telecommunications industry, a positioning system for estimating user equipment (UE) location using purely information available for the basestation has an enormous number of potential uses. The link between physical position and the network channel state enables potential positioning systems to function by under- standing the network channel state dependency on location, using a model-based, data-based, or a combined approach. READ MORE

6. 30. The dynamic effects of fiscal consolidations on income distribution: evidence for Spain over 1980-2020

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : David Sarasa Flores; [2022]
   Keywords : Local Projections; fiscal consolidation; income inequality; narrative approach; Business and Economics;

   Abstract : Based on the Spain’s annual and quarterly time series from 1980 to 2020, this paper presents the first case study on the dynamic effects of fiscal consolidation episodes on income distribution and the mechanisms driving the specific dynamics of the distribution. By estimating impulse response functions via Local Projections by Jordà (2005), I find supportive evidence of the increase in income inequality in the aftermath of consolidation episodes. READ MORE