Essays about: "predictive models"
Showing result 16 - 20 of 561 essays containing the words predictive models.
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16. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
University essay from KTH/Matematisk statistikAbstract : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. READ MORE
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17. Restaurant Daily Revenue Prediction : Utilizing Synthetic Time Series Data for Improved Model Performance
University essay from Uppsala universitet/Avdelningen för beräkningsvetenskapAbstract : This study aims to enhance the accuracy of a demand forecasting model, XGBoost, by incorporating synthetic multivariate restaurant time series data during the training process. The research addresses the limited availability of training data by generating synthetic data using TimeGAN, a generative adversarial deep neural network tailored for time series data. READ MORE
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18. Does the Level of Swedish Economic Policy Uncertainty Help Forecast Excess Returns on the Swedish Stock Market?
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : This thesis examines whether the level of Swedish economic policy uncertainty (EPU) can predict excess returns on the Swedish stock market. We run out-of-sample forecasting using an EPU-based predictive model constructed with the official Swedish EPU index developed by Armelius et al. (2017). READ MORE
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19. ASSESSING PREDICTION CONDITIONS ANDSEQUENTIAL CLASSIFICATION IN ICU SEPSISPREDICTION
University essay from Uppsala universitet/Statistiska institutionenAbstract : Patients admitted to intensive care units (ICUs) often have a higher risk of sepsis due to weakened immune systems. Early sepsis diagnosis is crucial for timely treatment, emphasizing the need to improve the predictive capabilities of sepsis prediction models. READ MORE
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20. On Predicting Price Volatility from Limit Order Books
University essay from Uppsala universitet/Matematiska institutionenAbstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE
