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Showing result 1 - 5 of 8 essays matching the above criteria.

  1. 1. Volatility Forecasting with Artificial Neural Networks: Can we trust them?

    University essay from Stockholms universitet/Finansiering

    Author : Carl Oscar Dannström; Axel Broang; [2022]
    Keywords : ;

    Abstract : This thesis investigates how two types of artificial neural network models (ANN), feedforwardneural networks (FNN) and long short-term memory (LSTM), used for realized volatility (RV) forecasting, perform during high and low volatility regimes in comparison to the heterogeneousautoregressive (HAR) model. This is done for 23 stocks, constituents of the Swedish index OMXS30, between the 8th of February 2010 and the 31st of January 2022 using ten exogenous and three endogenous input variables. READ MORE

  3. 2. Characterization of the Hand Grasping Using Sensor Fusion

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

    Author : Endre Yllö; [2022]
    Keywords : Human activity recognition; Convolutional neural network; Sensor fusion; Technology and Engineering;

    Abstract : This master`s thesis explores the possibility of constructing a device capable of classifying human arm movements while performing a set of common tasks. Intended for use on patients undergoing rehabilitation, the device collects data using multiple sensors and applies a convolutional neural network in order to detect different activities of daily living. READ MORE

  4. 3. Exploring improvements of wind power forecasts using Convolutional Neural Networks and Time Series Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Jakob Nabialek; [2022]
    Keywords : wind power forecasting; convolutional neural networks; kalman filter; electricity market; day-ahead market; Mathematics and Statistics;

    Abstract : Due to environmental considerations, volumes of renewable power production are rapidly growing, and its share of the energy pool is increasing. The inter- mittent nature of wind power, being one of the main renewable energy sources, is a challenge when generating production forecasts. READ MORE

  5. 4. Option Pricing using Artificial Neural Networks

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

    Author : Jan Müller; [2021]
    Keywords : Physics and Astronomy;

    Abstract : Neural networks have an increasingly important role in the financial market, by offering a solution to stationarity and non-linearity whilst also providing robustness and predictive power. Options and option pricing are a fundamental area of interest in the daily activities of investment banks, hedge funds and trading firms in the financial market. READ MORE

  6. 5. Prediction of Dose Probability Distributions Using Mixture Density Networks

    University essay from KTH/Matematisk statistik

    Author : Viktor Nilsson; [2020]
    Keywords : Applied mathematics; machine learning; deep learning; mixture density network; dose planning; Tillämpad matematik; maskininlärning; djupinlärning; mixturdensitetsnätverk; dosplannerning;

    Abstract : In recent years, machine learning has become utilized in external radiation therapy treatment planning. This involves automatic generation of treatment plans based on CT-scans and other spatial information such as the location of tumors and organs. READ MORE