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- 2023
-
Mark
Modeling German Energy Market Hourly Profiles with a Focus on Variable Renewable Energy
(
- Master (One yr)
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Mark
Complex Document Labelling: An appraisal on the efficacy of supervised and unsupervised methods for automated organization and information retrieval
(
- Master (One yr)
- 2022
-
Mark
Performance of Stochastic Volatility and GARCH Models in Different Market Regimes
(
- Bach. Degree
-
Mark
Is the Federal Reserve Causing Funds to Underperform? A causal machine learning analysis
(
- Master (One yr)
-
Mark
Comparison of Machine Learning Algorithms in Predicting the Age Distribution Parameters of H&M Product Customers
(
- Master (One yr)
-
Mark
Household Energy Cost Optimization Using Deep Reinforcement Learning
(
- Master (One yr)
-
Mark
Unsupervised Anomaly Detection for Humidity Sensor Data
(
- Master (One yr)
- 2021
-
Mark
Image Classification using Functional Analysis and Neural Networks
(
- Master (One yr)
-
Mark
Knot Optimization with Recursive Partitioning in Functional Data Analysis
(
- Master (One yr)
- 2020
-
Mark
Modeling asymmetry in volatility response - non-Gaussian innovations approach
(
- Master (One yr)
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Mark
Music Recommendations; Approximating user distributions to address the cold start problem
(
- Bach. Degree
-
Mark
Music Recommendations; Approximating user distributions to address the cold start problem
(
- Bach. Degree
- 2019
-
Mark
Counterfactual Prediction Methods for Causal Inference in Observational Studies with Continuous Treatments
(
- Master (One yr)
-
Mark
Twitter bot detection & categorization - a comparative study of machine learning methods
(
- Master (One yr)
-
Mark
A simple model of volatility in financial data - An alternative to GARCH models
(
- Master (One yr)
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Mark
Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
(
- Bach. Degree
-
Mark
MODELING CAPITAL ASSET RETURNS ON THE SWEDISH STOCK MARKET - An evaluation of Fama French’s Five Factor Model against its predecessors
(
- Bach. Degree
- 2018
-
Mark
Bootstrapping Neural Networks for Time Series Forecasting
(
- Master (One yr)
-
Mark
Stochastic Modelling of Train Delay Time Series in Skåne, Sweden
(
- Bach. Degree
- 2017
-
Mark
Are GARCH models necessary for Expected Shortfall?
(
- Bach. Degree
-
Mark
Income inequality regression models with applications
(
- Master (One yr)
-
Mark
An alternative approach for solving the problem of close to singular covariance matrices in modern portfolio theory
(
- Master (One yr)
- 2016
-
Mark
Inflation and Inflation Uncertainty in Sweden: a GARCH Modelling Approach
(
- Bach. Degree
-
Mark
A critical review of the global minimum variance theory
(
- Bach. Degree
- 2015
-
Mark
ARMA and GARCH models for silver, nickel and copper price returns
(
- Bach. Degree
-
Mark
Robustness of bootstrap for testing means without normality and equal variances
(
- Master (One yr)
- 2013
-
Mark
Analyzing effects of thylakoid diet using multivariate statistical methods
(
- Bach. Degree