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Showing result 1 - 5 of 168 essays matching the above criteria.

  1. 1. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Oskar Fransson; [2023]
    Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

  3. 2. Modeling and Balancing the Resource Economy in Gustav

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Jiaxuan Huang; [2023]
    Keywords : ;

    Abstract : In-game resource balancing is a crucial part of game design. By providing an appropriate amount of various kinds of resources to players, the game ensures that players are presented with meaningful challenges. READ MORE

  4. 3. Methods for determining focal point and delay for ultrasound arrays and multichannel electronics

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

    Author : Svante Rosenlind; [2023]
    Keywords : Focusing algorithms; k-wave; Spatiotemporal inverse filter; Gerchberg- Saxton algorithm; Focused ultrasound; Technology and Engineering;

    Abstract : High intensity focused ultrasound is a growing technique for tissue ablation, among other uses, and given its destructive capabilities, there is a need for control of where the energy is delivered. There exist a number of methods for focusing such ultrasound arrays, but these often assume prior knowledge of the impulse response, or require extensive full-system simulations. READ MORE

  5. 4. WSA-ENLIL + Cone ensemble modeling of an Earth-directed ICME : Comparison with in-situ observations by Solar Orbiter and WIND at L1

    University essay from Uppsala universitet/Institutionen för fysik och astronomi; Uppsala universitet/Institutet för rymdfysik, Uppsalaavdelningen

    Author : Alberto García Ribas; [2023]
    Keywords : ;

    Abstract : Coronal mass ejections (CMEs) are considered the most energetic phenomenon in the heliosphere. Originated in the solar corona, they are formed by ejected plasma driven by strong magnetic fields. READ MORE

  6. 5. Credit Index Forecasting: Stability of an Autoregressive Model

    University essay from KTH/Matematik (Avd.)

    Author : Melker Wallén; Erik Grimlund; [2023]
    Keywords : Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

    Abstract : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. READ MORE