Essays about: "weighting"

Showing result 11 - 15 of 261 essays containing the word weighting.

  1. 11. Evaluating the Effect of Meta-Labeling on Equity Market Neutral Strategy

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2023]
    Keywords : Meta-Labeling; Probabilistic Sharpe Ratio; Equity Market Neutral; Mathematics and Statistics;

    Abstract : This thesis aims to construct an Equity Market Neutral (EMN) strategy framework to predict intraday excess returns of stocks within the S&P 500 index by utilizing machine learning techniques proposed by (López de Prado, 2018). The constructed EMN strategies within the framework utilizes techniques such as Stacked Single Feature Importance (SSFI), sample weighting, Probabilistic Sharpe Ratio (PSR), and meta-labeling. READ MORE

  3. 12. Evaluation of in-situ technology performance and decision analysis by combining economic and environmental impact analysis for a case study

    University essay from Lunds universitet/Avdelningen för Energi och byggnadsdesign; Lunds universitet/Institutionen för arkitektur och byggd miljö

    Author : Elham Tamadonyazdian; [2023]
    Keywords : Stabilization; Dredging; Solidification; Cement mixtures; Binders; In-situ technology; Environmental impact categories; Life cycle assessment LCA ; Economic analysis; Life cycle costing LCC ; Global Warming Potential GWP ; Acidification Potential AP ; Eutrophication Potential EP ; Ozone Layer Depletion Potential ODP ; Single-Point Rate SPR .; Technology and Engineering;

    Abstract : In the contemporary global context, the global focus on reducing environmental impacts in any formats has intensified. This study intends to assess the environmental impacts and life cycle costs associated with the A1-A5 stages (production and construction stages) of the Köping Port project and eight additional proposed scenarios. READ MORE

  4. 13. An Empirical Investigation of The Effect of Proxy Response and The Merits of Its Remedial Measures

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Charles Edward Okon; Randi Kalanika Assalaarachchi; [2023]
    Keywords : missing data; proxy response; missingness mechanism; error-in-variable; logistic regression; Monte-Carlo simulation; missing at random; complete case analysis; proxy substitution; multiple imputation; inverse probability treatment weighting;

    Abstract : In the event of missing data, substitution of data from proxy sources are usually considered a very useful alternative when available to avoid the problem of missingness. Nonetheless, research has also shown that this approach often induces “response bias”. READ MORE

  5. 14. Techno-Economic Optimization and Control of Hybrid Energy Systems

    University essay from Linköpings universitet/Fordonssystem

    Author : Louise Calmered; Tanja Nyberg; [2023]
    Keywords : Hybrid Energy Systems; Optimization; Control Techniques; Peak Shaving; Energy Arbitrage; Ancillary Services;

    Abstract : The increasing demand for renewable energy sources to meet climate targets and reduce carbon emissions poses challenges to the power grid due to their intermittent nature. One potential solution to maintain grid stability is by implementing Hybrid Energy Systems (HESs) that incorporate a Battery Energy Storage System (BESS). READ MORE

  6. 15. Visualizing pediatric obesity data to determine treatment strategy effectiveness and improvements

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

    Author : Octav Le Tullier; [2023]
    Keywords : Pediatric Obesity Treatment; Clinical Decision Support System; Health Data; Information Visualization; Interaction Design; Barnobesitas Behandling; System För Kliniskt Beslutsstöd; Hälsodata; Informationsvisualisering; Interaktionsdesign; ;

    Abstract : Pediatric obesity is skyrocketing nowadays worldwide. Therefore, helping and supporting clinicians in curing children is needed. As Health IT is soaring thanks to the emergence of a cutting-edge technology, treatments can now be followed closely and daily to give a personalized therapy. READ MORE