Essays about: "time-series"

Showing result 1 - 5 of 681 essays containing the word time-series.

  1. 1. Does the sinner beat the saint? An empirical study of the Nordic stock market

    University essay from Göteborgs universitet/Graduate School

    Author : Jonathan Winberg; [2019-11-27]
    Keywords : Sin Stocks; Sin Stock Anomaly; Nordic Stock Market; Fama-French Three-Factor Model; CAPM; Asset Pricing Models; Portfolio Asset Management; OLS; Gambling; Tobacco; Alcohol; Weapons; Oil Gas; Self-Financing; Portfolio Strategy;

    Abstract : MSc in Finance.... READ MORE

  2. 2. An approach to automate accident scenario generation using recurrent neural networks

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Ludvig Oliver Gee; Ian Rhys Jenkins; [2019-11-26]
    Keywords : Machine Learning; Recurrent Neural Networks; Active Safety Systems; Scenario Generation; Testing; Time Series Prediction;

    Abstract : There is a need to improve the test procedure of Active Safety Systems through the automation of scenario generation, especially accident scenarios that are critical for testing. The purpose of this thesis is to provide an approach to automate the test generation process using machine learning. READ MORE

  3. 3. City Safety Event Classification using Machine Learning

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Natalia Jurczynska; [2019-11-21]
    Keywords : Data Science; machine learning; time series analysis; binary classification; data pre-processing; feature engineering; thesis;

    Abstract : City safety technology aims to reduce vehicle collisions using activated warningsand braking based on automated detection of environmental threats. However, automaticdetection of tentative collisions may differ from driver perception, leadingto false positive activations. READ MORE

  4. 4. State capacity in dictatorships Investigating variation in income taxation amongst autocracies

    University essay from Göteborgs universitet/Statsvetenskapliga institutionen

    Author : Magnus Åsblad; [2019-09-16]
    Keywords : State capacity; Taxation; Dictatorship; Single-party regimes;

    Abstract : This thesis investigates whether different types of dictatorships construct their state apparatuses in different ways, resulting in higher or lower levels of state capacity. Arguing that income taxes is the hardest form of taxes to collect – and thus is a good indicator of the state’s overall fiscal capacity – the thesis hypothesize that party-based autocracies should display higher levels of fiscal capacity compared to other types of dictatorships, for three reasons: Firstly, party-based regimes tend to have longer time-horizons than most other types of autocracies. READ MORE

  5. 5. EMPTYING THE SCHOOL OF ATHENS A quantitative analysis of the link between the Eurozone crisis and declining worker productivity in the Greek economy

    University essay from Göteborgs universitet/Statsvetenskapliga institutionen

    Author : Mikael Hemlin; [2019-09-13]
    Keywords : Greece; euro crisis; worker productivity; human capital transfers; optimum currency area theory; worker flexibility;

    Abstract : The purpose of this thesis is to investigate the causes of Greece’s worker productivity declinein the aftermath of the euro crisis. Through the employment of three groups of time-seriesregressions, the empirical analysis of the thesis demonstrates that: 1) there exists anunambiguous correlation between the unfolding of the euro crisis and Greece’s declining worker productivity – a correlation which is entirely disconnected from the progression of thecountry’s competitiveness; 2) the progression of the crisis is intimately correlated withGreece’s recent surge in human capital emigration; and 3) this outflow of human capital-richworkers may explain a large portion of Greece’s worker productivity decline since 2008. READ MORE