Essays about: "variance"
Showing result 21 - 25 of 1162 essays containing the word variance.
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21. Robust Portfolio Optimization with Correlation Penalties
University essay from KTH/Matematisk statistikAbstract : 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
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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 HandelshögskolanAbstract : 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
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23. Exploration of using Twitter data to predict Swedish political opinion polls with neural networks
University essay from Lunds universitet/Matematisk statistikAbstract : 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
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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 informationsteknologiAbstract : 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
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25. Modeling Epidemics On Different Networks : Insights into Testing Strategies
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)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