Essays about: "time series"

Showing result 36 - 40 of 1938 essays containing the words time series.

  1. 36. Flame retardant treated wood : An investigation into phytic acid and its ability to act as a flame retardant agent

    University essay from Luleå tekniska universitet/Byggkonstruktion och brand

    Author : Mattias Ström; Herman Paulusson; [2023]
    Keywords : Flame-retardant; Phytic acid; Wood;

    Abstract : Flame-retardant coatings have been serving their purpose since the romans ruled Europe. These products have been developed through the years, by mixing and synthetizing solutions, which have resulted in effective, although questionable, products due to their impact on the environment and our health. READ MORE

  2. 37. Restaurant Daily Revenue Prediction : Utilizing Synthetic Time Series Data for Improved Model Performance

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Stella Jarlöv; Anton Svensson Dahl; [2023]
    Keywords : demand forecasting; data augmentation; time series data; machine learning; restaurant industry; generative adversarial networks; TimeGAN; XGBoost;

    Abstract : 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

  3. 38. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    University essay from KTH/Matematisk statistik

    Author : Mahsa Badakhsh; [2023]
    Keywords : cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Abstract : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. READ MORE

  4. 39. Wi-Fi fingerprinting as a mean to measure building occupancy : A case study in an office environment

    University essay from KTH/Transportplanering

    Author : Johan Bexhorn; Karl Kvarnefalk; [2023]
    Keywords : Wi-Fi tracking systems; Wi-Fi fingerprinting; footfall analytics;

    Abstract : The task of collecting visitor data in an indoor environment and therein determining the occupancy of a building is an extensive task. Conventional methods are expensive, time-consuming, and often lack the ability to produce data in longer time series. Further, they often require disruption of the studied area as equipment must be deployed. READ MORE

  5. 40. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Carl Westerberg; Elvin Rolder; [2023]
    Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

    Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE