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Dissertations / Theses on the topic 'Modern data stack'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

Welin-Berger, Robert. "Return barriers and their application to stack tracing on modern VMs." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-260513.

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Virtual machines are today at the core of a very large portion of the code that runs our everyday lives. Their relative performance and characteristics are of high significance for society indirectly and few other are as impactful as the JVM. In this thesis, we examine the possibility to speed up stack tracing on HotSpot and OpenJDK by implementing a return barrier. The barrier is implemented by overwriting the return program counter on the top frame with a function that re-installs itself on the frame below every time it’s executed. Because of this, the barrier acts as a “low water mark” and

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2

PEREIRA, SAVANO SOUSA. "DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5868@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>O presente trabalho visa generalizar a modelagem do tempo entre os negócios ocorridos no mercado financeiro, doravante chamado duração, e estudar os impactos destas duraçõoes sobre a volatilidade instântanea. O estudo foi realizado por meio do modelo linear ACD (autoregression conditional duration) proposto por Engel e Russel[3], os quais usaram a distribuição Exponencial e Weibull para as inovações, e o modelo GARCH-t para dados com alta freqüência para modelar a volatilidade instântanea, também usando a proposição d

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Kışınbay, Turgut. "Predictive ability or data snopping? : essays on forecasting with large data sets." Thesis, McGill University, 2004. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=85018.

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This thesis examines the predictive ability of models for forecasting inflation and financial market volatility. Emphasis is put on evaluation of forecasts and the usage of large data sets. Variety of models are used to forecast inflation, including diffusion indices, artificial neural networks, and traditional linear regressions. Financial market volatility is forecast using various GARCH-type and high-frequency based models. High-frequency data are also used to obtain ex-post estimates of volatility, which is then used to evaluate forecasts. All forecast are evaluated using recently p

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Hartmann, Daniel. "Stock markets and real-time macroeconomic data /." Hamburg : Kovač, 2007. http://d-nb.info/985325682/04.

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5

Northrop, Amanda Rosalind. "Importance of various data sources in deterministic stock assessment models." Thesis, Rhodes University, 2008. http://hdl.handle.net/10962/d1002811.

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In fisheries, advice for the management of fish populations is based upon management quantities that are estimated by stock assessment models. Fisheries stock assessment is a process in which data collected from a fish population are used to generate a model which enables the effects of fishing on a stock to be quantified. This study determined the effects of various data sources, assumptions, error scenarios and sample sizes on the accuracy with which the age-structured production model and the Schaefer model (assessment models) were able to estimate key management quantities for a fish resou

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Blazejewski, Adam. "Computational Models for Stock Market Order Submissions." Engineering, 2006. http://hdl.handle.net/2123/923.

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Doctor of Philosophy<br>The motivation for the research presented in this thesis stems from the recent availability of high frequency limit order book data, relative scarcity of studies employing such data, economic significance of transaction costs management, and a perceived potential of data mining for uncovering patterns and relationships not identified by the traditional top-down modelling approach. We analyse and build computational models for order submissions on the Australian Stock Exchange, an order-driven market with a public electronic limit order book. The focus of the thesis is o

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7

Blazejewski, Adam. "Computational Models for Stock Market Order Submissions." Thesis, The University of Sydney, 2005. http://hdl.handle.net/2123/923.

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The motivation for the research presented in this thesis stems from the recent availability of high frequency limit order book data, relative scarcity of studies employing such data, economic significance of transaction costs management, and a perceived potential of data mining for uncovering patterns and relationships not identified by the traditional top-down modelling approach. We analyse and build computational models for order submissions on the Australian Stock Exchange, an order-driven market with a public electronic limit order book. The focus of the thesis is on the trade implementati

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8

Téllez, De Vettori Giannio, and Chuchón Ricardo Najarro. "Duration models and value at risk using high-frequency data for the peruvian stock market." Master's thesis, Pontificia Universidad Católica del Perú, 2016. http://tesis.pucp.edu.pe/repositorio/handle/123456789/7890.

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Most empirical studies in nance use data on a daily basis which is obtained by retaining the last observation of the day and ignoring all intraday records. However, as a result of the increased automatization of nancial markets and the evolution of computational trading systems, intraday data bases that record every transaction along with their characteristics have been stablished. These data sets prompted the development of a new area of research ( nance with high frequency data), and in 1980 a literature based on the mechanisms of trading began (forms of trading, rules on securities

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9

Myburgh, Gustav. "Validation of the coherent market hypothesis using neural networks and JSE securities exchange data." Thesis, Stellenbosch : Stellenbosch University, 2001. http://hdl.handle.net/10019.1/52601.

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Thesis (MBA)--Stellenbosch University, 2001.<br>ENGLISH ABSTRACT: Much research effort has been spent over the past few decades in the field of capital market analysis and modelling. This research was mostly based on static linear models or derivatives thereof such as the Efficient Market Hypothesis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory. This study project takes an interesting look at a contemporary capital market hypothesis, which is fundamentally based on a non-linear statistical model. The Coherent Market Hypothesis (CMH) was first formulated by Tonis Vaga in 19

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10

Corti, Rachele. "Benchmarking the ability of different stock-assessment models to capture the highly-fluctuating dynamics of small pelagics." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2017.

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Small pelagics dynamics are characterised by extreme variability owing to environmental factors, fishing and natural mortality. Because of highly-fluctuating dynamics, it is difficult to evaluate the stock status through models. To assess these evaluation difficulties, a model comparison framework based on the Management Strategy Evaluation (MSE) approach has been developed and tested in the Gulf of Cadiz anchovy stock. We have used a minimum realistic model (MRM) as operating model, including well documented environmental drivers for this stock to simulate abundance indexes and catches, and

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11

Kleisner, Kristin Marie. "A Spatio-Temporal Analysis of Dolphinfish; Coryphaena hippurus, Abundance in the Western Atlantic: Implications for Stock Assessment of a Data-Limited Pelagic Resource." Scholarly Repository, 2008. http://scholarlyrepository.miami.edu/oa_dissertations/137.

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Dolphinfish (Coryphaena hippurus) is a pelagic species that is ecologically and commercially important in the western Atlantic region. This species has been linked to dominant oceanographic features such as sea surface temperature (SST) frontal regions. This work first explored the linkages between the catch rates of dolphinfish and the oceanography (satellite-derived SST, distance to front calculations, bottom depth and hook depth) using Principal Components Analysis (PCA). It was demonstrated that higher catch rates are found in relation to warmer SST and nearer to frontal regions. This

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12

Maredza, Andrew. "Profit incentives and technical efficiency in the provision of health care in Zimbabwe: an application of data envelopment analysis and econometric methods." Thesis, University of Fort Hare, 2009. http://hdl.handle.net/10353/294.

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This study examines issues surrounding efficiency in the Zimbabwean health sector with specific emphasis on for-profit hospitals in order to find out whether they are significantly more efficient than non-profit hospitals. The study attempts to explore the significance of profit incentives on efficiency. This study uses the Data Envelopment Analysis (DEA) methodology to examine hospital efficiency scores for the 100 hospitals in the sample classified as for-profit, mission and public. Outputs of the study include inpatient days and outpatient visits. The number of beds, doctors and nurses were

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McCafferty, James Ross. "An assessment of inland fisheries in South Africa using fisheries-dependent and fisheries-independent data sources." Thesis, Rhodes University, 2012. http://hdl.handle.net/10962/d1005072.

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The role of inland fisheries as contributors to local and national economies in developing African countries is well documented. In South Africa, there is increasing interest in inland fisheries as vehicles for achieving national policy objectives including food security, livelihoods provision, poverty alleviation and economic development but there is surprisingly little literature on the history, current status, and potential of inland fishery resources. This lack of knowledge constrains the development of management strategies for ensuring the biological sustainability of these resources and

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Cechin, Rafaela Boeira. "Análise de previsão de preços de ações de uma carteira otimizada, utilizando análise envoltória de dados, redes neurais artificiais e modelo de box-jenkins." reponame:Repositório Institucional da UCS, 2018. https://repositorio.ucs.br/handle/11338/3660.

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Hill, Evelyn June. "Applying statistical and syntactic pattern recognition techniques to the detection of fish in digital images." University of Western Australia. School of Mathematics and Statistics, 2004. http://theses.library.uwa.edu.au/adt-WU2004.0070.

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This study is an attempt to simulate aspects of human visual perception by automating the detection of specific types of objects in digital images. The success of the methods attempted here was measured by how well results of experiments corresponded to what a typical human’s assessment of the data might be. The subject of the study was images of live fish taken underwater by digital video or digital still cameras. It is desirable to be able to automate the processing of such data for efficient stock assessment for fisheries management. In this study some well known statistical pattern classif

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16

Colliri, Tiago Santos. "Avaliação de preços de ações: proposta de um índice baseado nos preços históricos ponderados pelo volume, por meio do uso de modelagem computacional." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/100/100132/tde-07072013-015903/.

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A importância de se considerar os volumes na análise dos movimentos de preços de ações pode ser considerada uma prática bastante aceita na área financeira. No entanto, quando se olha para a produção científica realizada neste campo, ainda não é possível encontrar um modelo unificado que inclua os volumes e as variações de preços para fins de análise de preços de ações. Neste trabalho é apresentado um modelo computacional que pode preencher esta lacuna, propondo um novo índice para analisar o preço das ações com base em seus históricos de preços e volumes negociados. O objetivo do modelo é o de

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17

Schmidt, Martin Hermann. "Four essays on German stocks." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016. http://dx.doi.org/10.18452/17445.

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Diese Dissertation zielt darauf ab, ein besseres Verständnis für Anomalien und Insiderhandel zu schaffen, sowie die Verfügbarkeit von qualitativ hochwertigen Daten für den deutschen Aktienmarkt zu verbessern. Der erste Aufsatz beinhaltet eine verzerrungsfreie Zeitreihe von monatlichen Renditen deutscher Aktien für die Jahre 1954 bis 2013, die auf der Basis stabiler Regeln berechnet und gut dokumentiert ist. Im Weiteren enthält der Aufsatz eine detaillierte Beschreibung des deutschen Aktienmarktes und dessen Besonderheiten, insbesondere im Vergleich zu den USA. Der zweite Aufsatz zeigt am Beisp

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18

Bartolozzi, Marco. "Complexity and self - organization : data analysis and models." 2006. http://hdl.handle.net/2440/37809.

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The understanding of the emergent behaviour of complex systems is probably one of the most intriguing challenges in modern theoretical physics. In the present Thesis we use novel data analysis techniques and numerical simulations in order to shed some light on the fundamental mechanisms involved in their dynamics. We divide the main core of the research into three parts, each of which address a specific, and formally well defined, issue. In the first part, we study the processes of self - organization and herding in the evolution of the stock market. The data analysis, carried out over the flu

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Bartolozzi, Marco. "Complexity and self-organization: data analysis and models." Thesis, 2006. http://hdl.handle.net/2440/37809.

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The understanding of the emergent behaviour of complex systems is probably one of the most intriguing challenges in modern theoretical physics. In the present Thesis we use novel data analysis techniques and numerical simulations in order to shed some light on the fundamental mechanisms involved in their dynamics. We divide the main core of the research into three parts, each of which address a specific, and formally well defined, issue. In the first part, we study the processes of self - organization and herding in the evolution of the stock market. The data analysis, carried out over the fl

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20

Alruwaili, Bader Lafi Q. "Time series properties of Saudi Arabia stock price data." 2013. http://liblink.bsu.edu/uhtbin/catkey/1709508.

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Access to abstract permanently restricted to Ball State community only.<br>Estimation and forecasting of time series data -- Fitting of Saudi stock price by deterministic models -- Determination and fitting of the ARIMA models for Saudi stock price data -- Evaluation of forecasts by cross validation.<br>Access to thesis permanently restricted to Ball State community only.<br>Department of Mathematical Sciences

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21

"Discovering patterns on financial data streams." Thesis, 2010. http://library.cuhk.edu.hk/record=b6075026.

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Then, we consider the patterns between news stream and time series indices stream. We first transform the news stream into a set of bursty feature (keywords) time series streams and propose three technique to study their relationship to time series index. First, we explore a Non-homogeneous Hidden Markov Model (NHMM) to predict the stock market process which takes both stock prices and news articles into consideration. Second, we propose a risk analytical model to predict the volatility of price indices by integrating news information. Finally, we devise an algorithm to detect the priming even

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"Stock risk mining by news." 2009. http://library.cuhk.edu.hk/record=b5894204.

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Pan, Qi.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2009.<br>Includes bibliographical references (leaves 70-73).<br>Abstract also in Chinese.<br>Abstract --- p.i<br>Acknowledgement --- p.iii<br>Chapter 1 --- Introduction --- p.1<br>Chapter 1.1 --- Main Contributions --- p.5<br>Chapter 1.2 --- Structure of Thesis --- p.6<br>Chapter 2 --- Related Works --- p.7<br>Chapter 2.1 --- Literature Review --- p.7<br>Chapter 2.1.1 --- Existing Works on Bursty Feature Idenfication --- p.9<br>Chapter 2.2 --- Classification --- p.9<br>Chapter 2.2.1 --- Support Vector Machine --- p.9<br>C

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23

Hsuen, Sheng-Pin, and 薛勝斌. "Modeling Mutual Fund Manager's Stock Holding Decision:Evidence from Count Panel Data Models." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/31907585992260159517.

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24

Lee, Chuan-Fong, and 李權峰. "Bayesian parameter estimation using stock and option data under Mixture Normal Models." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/ej72vk.

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碩士<br>國立中央大學<br>統計研究所<br>105<br>In this paper, we use a mixture normal model to analyze the relationship between the stock market and the option market. Observe after adding the implied volatility, whether the volatility of the mixture normal model has an effect and the way we test is to establish a confidence interval to see its changes. In the simulation and empirical study are using the Bayesian estimate to explore. Finally found to join the implied volatility, does reduce the confidence interval length of total volatility and estimates are more accurate, also shows that the option and the

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25

Saha, Sugandha. "Comparison of Performance Analysis using Different Neural Network and Fuzzy Logic Models for Prediction of Stock Price." Thesis, 2013. http://ethesis.nitrkl.ac.in/4765/1/211CS3298.pdf.

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Analysis and prediction of stock market is very interesting as this helps the financial experts in decision making and in turn profit making. In this thesis simple feed forward neural network (FFNN) model is initially considered for stock market prediction and its result is compared with Radial basis function network (RBFN) model, fuzzy logic model and Elman network model. A FFNN model can fit into any finite input-output mapping problem where the FFNN consists of one hidden layer and enough neurons in the hidden layer. RBFN are the Artificial Neural Networks (ANN) in which Radial Basis Functi

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Lee, Teng-Cheng, and 李騰正. "Volatility models for high frequency data in Taiwan stock market after considering trading volume." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/54994497267920090642.

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碩士<br>國立交通大學<br>經營管理研究所<br>89<br>The purpose of this research is to study the volatility model of high frequency stock index in Taiwan, especially with consideration of trading volume. We found that the GARCH model with trading volume had better explanation for high frequency data in Taiwan stock market. The trading volume increases the stock volatility and does not offset the GARCH effect. For the asymmetric property, we found the positive side has more influence on the volatility than the negative side. Further investigation indicates that the positive impulse or relative trading

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"Stock market forecasting by integrating time-series and textual information." 2003. http://library.cuhk.edu.hk/record=b5896089.

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Fung Pui Cheong Gabriel.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.<br>Includes bibliographical references (leaves 88-93).<br>Abstracts in English and Chinese.<br>Abstract (English) --- p.i<br>Abstract (Chinese) --- p.ii<br>Acknowledgement --- p.iii<br>Contents --- p.v<br>List of Figures --- p.ix<br>List of Tables --- p.x<br>Chapter Part I --- The Very Beginning --- p.1<br>Chapter 1 --- Introduction --- p.2<br>Chapter 1.1 --- Contributions --- p.3<br>Chapter 1.2 --- Dissertation Organization --- p.4<br>Chapter 2 --- Problem Formulation --- p.6<br>Chapter 2.1 --- Def

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"On the modelling of ultra high frequency financial data on the Johannesburg Stock Exchange." Thesis, 2008. http://hdl.handle.net/10210/760.

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This thesis considers the modelling of ultra high frequency (UHF) nancial data from South African markets. The approach to be taken is that such irregularly spaced data can be viewed as a realization of a marked point process. We propose a statistical model that incorporates both the unequally spaced transaction times (the points) as well as the movements of the associated returns (the marks). In all data sets investigated, no change in the value of the mark accounts for more that half the observations. If no change is considered as the censoring of some underlying process, we can explicitl

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"Real estate and stock returns are indeed correlated: evidence from Hong Kong micro data." 1999. http://library.cuhk.edu.hk/record=b5890054.

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by Chan Tsun Kit.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.<br>Includes bibliographical references (leaves 64-67).<br>Abstracts in English and Chinese.<br>Abstract --- p.i<br>Acknowledgments --- p.iii<br>Table of Contents --- p.iv<br>List of Tables --- p.vi<br>List of Figures --- p.vii<br>List of Appendices --- p.viii<br>Chapter Chapter 1. --- Introduction --- p.1<br>Chapter Chapter 2. --- Background --- p.4<br>Chapter 2.1 --- The Importance of Real Estate Sector --- p.4<br>Chapter 2.1.1 --- Employment Sector --- p.5<br>Chapter 2.1.2 --- Investment Sector --- p.5<b

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30

Niewińska, Katarzyna. "Czynniki kształtujące parametr zmienności cen akcji banków." Doctoral thesis, 2017.

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W pracy podjęto próbę określenia determinant zmienności stóp zwrotu z cen akcji w sektorze bankowym w Europie na podstawie 182 banków w 26 krajach. Głównym celem autorki niniejszej rozprawy jest określenie czynników wewnętrznych oraz zewnętrznych wpływających na badaną zmienność oraz zidentyfikowanie, na które zmienności historyczne stóp zwrotu z kursów akcji banków wpływa więcej determinant. Dane użyte w rozprawie są kwartalne z okres 2004–2015. Zastosowano modele panelowe z dekompozycją składnika losowego oraz modele panelowe ze zmiennymi sztucznymi, co pozwoliło doprowadzić do odpowiednich

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Gambús, Ordaz Maika Karen. "A field study to assess the value of 3D post-stack seismic data in forecasting fluid production from a deepwater Gulf-of-Mexico reservoir." Thesis, 2005. http://hdl.handle.net/2152/1548.

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Anderson and 李坤峰. "Modeling Extreme Risk in Stock Markets：The Influence of Data Dependence and Choice of Optimal Threshold Level on Extreme Value Models." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/94340679393918205019.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>95<br>Value at Risk is a widespread tool of risk management recently. It is a value that measures the worst loss of asset under the particular confidence level and possessed of period. Moreover, it is a quantile describing the tail of distribution of financial return series in statistics. In empirical literature, most of financial data have some properties such as fat tails and volatility clustering. Thus, estimating Value at Risk by conventional method may underestimate the quantile as a result of fat tails. We estimate Value at Risk in stock market by using ext

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Leggieri, Valeria. "Towards an Integrated Vulnerability Assessment of the existing building stock at the urban scale: combination of multi-source data, appraisal of the energy and seismic performance and development of typological-mechanical models for building aggregates." Doctoral thesis, 2021. http://hdl.handle.net/11589/219500.

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Negli ultimi anni, le metodologie di valutazione di prestazioni sismiche ed energetiche del patrimonio edilizio esistente sono diventate un tema centrale della ricerca tecnico-scientifica. Una delle principali criticità riguarda la notevole complessità legata alle valutazioni degli edifici esistenti rispetto alla nuova progettazione dovuta alle incertezze connesse al percorso di conoscenza delle effettive caratteristiche degli edifici e alle numerose variabili coinvolte. Inoltre, gli eventi sismici degli ultimi anni e gli obiettivi di breve termine imposti dall’Unione Europea per il miglioram

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Lopes, Tiago Miguel Dias da Gama Lobo de Sousa. "Como construir um modelo híbrido de previsão para o S&P500 usando um modelo VECM com um algoritmo LSTM?" Master's thesis, 2021. http://hdl.handle.net/10071/23512.

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A previsão de séries financeiras faz parte do processo de decisão das políticas monetárias por parte dos bancos centrais. Mendes, Ferreira e Mendes (2020) propõem um modelo híbrido que junta um VECM (modelo vetorial corretor de erro) com um algoritmo de aprendizagem profunda o LSTM (memória de longo curto-prazo) para uma previsão multivariada do índice acionista norte-americano S&P500, utilizando-se as séries do Nasdaq, Dow Jones e as taxas de juro dos bilhetes do tesouro americano a 3 meses no mercado secundário, com dados semanais, entre 19/04/2019 e 17/04/2020. Nesta dissertação, replicou-s

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