Essays about: "variance"

Showing result 21 - 25 of 1162 essays containing the word variance.

  1. 21. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  3. 22. Market reaction to Basel III : An event study on the stock market reaction to the announcement by the Basel Committee on Banking Supervision on December 7th, 2017

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : David Kinch Palvig; Anton Östlund Wessberg; [2023]
    Keywords : Banks; Basel III; Capital regulation; Efficient Market Hypothesis; Event study; Financial leverage; Stock markets;

    Abstract : This paper investigates the impact of Basel III on the valuation of banks in the EEA through an event study of the stock market. It contributes to academic literature by enhancing the study by Bruno, Onali & Schaeck (2018) with another event date after the conclusion of their study. READ MORE

  4. 23. Exploration of using Twitter data to predict Swedish political opinion polls with neural networks

    University essay from Lunds universitet/Matematisk statistik

    Author : Alexander Gren; Klara Lundgren; [2023]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis aims to explore the possibility of using deep learning techniques to mine opinions on Twitter, with the objective to predict the political opinion distribution in Sweden. Different methods of gathering and annotating training data are evaluated to achieve accurate and reliable predictions. READ MORE

  5. 24. Study of evaluation metrics while predicting the yield of lettuce plants in indoor farms using machine learning models

    University essay from Högskolan i Skövde/Institutionen för informationsteknologi

    Author : Divya Chedayan; Harry Geo Fernandez; [2023]
    Keywords : machine learning; lettuce yield prediction; Regression; SVR; RF; DNN; MAE; MSE; RMSE; R-squared; Adjusted R-squared;

    Abstract : A key challenge for maximizing the world’s food supply is crop yield prediction. In this study, three machine models are used to predict the fresh weight (yield) of lettuce plants that are grown inside indoor farms hydroponically using the vertical farming infrastructure, namely, support vector regressor (SVR), random forest regressor (RFR), and deep neural network (DNN). READ MORE

  6. 25. Modeling Epidemics On Different Networks : Insights into Testing Strategies

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Martin Bacic Mikkelsen; Daniel Kenas; [2023]
    Keywords : ;

    Abstract : Modeling epidemics is of great interest because it allows us to anticipate and investigate what countermeasures like testing are more effective in slowing down the spread of a disease. In traditional mathematical modeling techniques, a society is represented as a singular entity where everyone can interact with everyone. READ MORE