Essays about: "multiple time series"

Showing result 31 - 35 of 152 essays containing the words multiple time series.

  1. 31. Signal detection of FX Fixing events

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Anton Sjöström; [2022]
    Keywords : Machine learning; Deep learning; Trading; Time series;

    Abstract : This master thesis investigates the price dynamics of two currency pairs, GBP/USD and EUR/GBP, during the event called the “London 4 PM Fix”, which is a daily event. The dynamics of this event is understood by first creating a mathematical model to find the theoretical optimal trading strategy given a number of assumptions. READ MORE

  3. 32. Evaluation of Machine Learning Methods for Time Series Forecasting on E-commerce Data

    University essay from KTH/Matematisk statistik

    Author : Peter Abrahamsson; Niklas Ahlqvist; [2022]
    Keywords : Thesis; Time Series; Machine Learning; E-commerce; Demand Forecasting; Multiple Linear Regression; SARIMAX; XGBoost; LSTM; Model Evaluation; Examensarbete; tidsserier; maskininlärning; e-handel; efterfrågeprognoser; multipel linjär regression; SARIMAX; XGBoost; LSTM; modellutvärdering;

    Abstract : Within demand forecasting, and specifically within the field of e-commerce, the provided data often contains erratic behaviours which are difficult to explain. This induces contradictions to the common assumptions within classical approaches for time series analysis. Yet, classical and naive approaches are still commonly used. READ MORE

  4. 33. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series

    University essay from KTH/Matematik (Avd.)

    Author : Simon Wahlberg; [2022]
    Keywords : RNN; LSTM; GRU; vector autoregression; implied volatility surface; stock loan; equity options; multivariate time-series analysis; financial mathematics.; Rekursiva neurala nätverk; LSTM; GRU; VAR; implicerade volatilitetsytor; aktielån; aktieoptioner; multidimensionell tidsserieanalys; finansiell matematik.;

    Abstract : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. READ MORE

  5. 34. Spectral density approach for dynamic analysis of high-speed railway bridges

    University essay from KTH/Bro- och stålbyggnad

    Author : Alket Ciku; Vlad Gavriliuc; [2022]
    Keywords : ;

    Abstract : The focus of this thesis is to introduce the concept of train signature in the spectraldensity approach used in the dynamic analysis of simply-supported railway bridges.Due to the increased transportation demands, longer trains with higher axles loadsand top speeds are being developed. READ MORE

  6. 35. A Generic Software Architecture for PoE Power Sourcing Equipment

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Andreas Mäkilä; [2022]
    Keywords : power over Ethernet; software architecture; real-time requirements;

    Abstract : The IEEE Power over Ethernet (PoE) protocol is currently the most used standard for allowing Power Sourcing Equipment (PSE) to distribute power to Powered Devices (PD) through standard Ethernet cables, permitting devices to be added to a network without needing extra power cables.There exist many PSE manager circuits which can be used to easily distribute power to a handful of PDs, but a problem arises when more are desired, since very few of these circuits can communicate with other circuits, and thus can't coordinate power distribution with each other. READ MORE