Browsing by Contributor "Arratia Quesada, Argimiro Alejandro"
Now showing items 1-20 of 38
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A comparative study of demand forecasting models for an online retailer business
(Universitat Politècnica de Catalunya, 2021-06-30)
Master thesis
Restricted access - author's decision -
A deep learning approach to portfolio optimization
(Universitat Politècnica de Catalunya, 2022-02)
Bachelor thesis
Open Access
Covenantee: Hong Kong University of Science and TechnologyDes del desenvolupament de la teoria moderna de carteres de Markowitz l'any 1952, s'han dut a terme numerosos avenços per a millorar-ne les tècniques originals, fins al punt que la recerca actual en aquest àmbit es centra ... -
A Deep learning method for optimal stopping problems
(Universitat Politècnica de Catalunya, 2023-07)
Bachelor thesis
Open AccessL’objectiu principal d’aquest treball és complementar els fonaments teòrics i implementar el model de Deep Learning presentat a l’article anomenat “Deep Optimal Stopping”, de Becker et al, publicat al Journal of Machine ... -
A machine learning approach to stock screening with fundamental analysis
(Universitat Politècnica de Catalunya, 2019-04-15)
Master thesis
Open AccessWe present HPC.FASSR, a High-Performance Computation Fundamental Analysis Stock Screener and Ranker to compare many ML models and the criteria of famous Benjamin Graham for stock investing using fundamental data. FASSR is ... -
A machine learning approach to the optimal estimation of portfolio weights
(Universitat Politècnica de Catalunya, 2022-07)
Bachelor thesis
Open Access
Covenantee: École polytechnique fédérale de LausanneThe purpose of this thesis is to review and expand the main result in the paper by Daniel Kinn, "Reducing Estimation Risk in Mean-Variance Portfolios with Machine Learning (preprint arXiv:1804.01764 (2018)). This result ... -
A mathematical proof of the soundness of the Fibonacci retracement rule in technical analysis of asset prices
(Universitat Politècnica de Catalunya, 2021-01)
Bachelor thesis
Open AccessThis project covers the idea of the Fibonacci retracement rule and its mathematical proof. Firstly, a thorough analysis of stochastic processes, in particular, diffusion processes such as the Brownian motion, the CEV model ... -
A Review of Regression Trees Algorithms in C++ and their application
(Universitat Politècnica de Catalunya, 2019-06)
Bachelor thesis
Open AccessEn aquesta tesis s'ha desenvolupat un software de generació d'arbres de decisió que fa completament autoexplicatius els arbres generats ja que, a més de la construcció del mateix, s'ha inclòs un conversor de regles lògiques ... -
A study of Deep Learning techniques for sequence-based problems
(Universitat Politècnica de Catalunya, 2021-10)
Master thesis
Restricted access - author's decisionTransformer Networks are a new type of Deep Learning architecture first introduced in 2017. By only applying attention mechanisms, the transformer network can model relations between text sequences that outperformed other ... -
Adding support for multi-analytes medical drugs in a software called Tucuxi
(Universitat Politècnica de Catalunya, 2022-04-26)
Bachelor thesis
Restricted access - confidentiality agreement -
AI models for risk and opportunity in the insurance sector
(Universitat Politècnica de Catalunya, 2023-06-28)
Master thesis
Restricted access - confidentiality agreementThe main goal of this thesis is to design and develop an insurance recommender system using machine learning. The AI model will analyze the risks and opportunities within several determined cross selling prospects in order ... -
An excursion into differential machine learning and applications to finance
(Universitat Politècnica de Catalunya, 2023-09-19)
Bachelor thesis
Open AccessEl paper "Differential Machine Learning", publicat el 2020 per Antoine Savine i Brian Huge obre una nova porta al càlcul de derivats financers a través d'un disseny d'una nova Xarxa Neuronal, nucli del Deep Learning, creant ... -
Analysis on distance metrics approaches in graphs and their applications
(Universitat Politècnica de Catalunya, 2019-07-05)
Master thesis
Restricted access - confidentiality agreement -
Cluster evaluation on weighted networks
(Universitat Politècnica de Catalunya, 2023-03-28)
Doctoral thesis
Open Access(English) This thesis presents a systematic approach to validate the results of clustering methods on weighted networks, particularly for the cases where the existence of a community structure is unknown. Including edge ... -
Conic portfolio theory
(Universitat Politècnica de Catalunya, 2016-07)
Master thesis
Open AccessConic financial theory is based on the existence of a two price economy (bid and ask prices) for market valuation and risk measures. We study the portfolio selection problem within the framework of conic finance. With this ... -
Deep learning based Recommender System for an online retailer
(Universitat Politècnica de Catalunya, 2021-10-29)
Master thesis
Restricted access - author's decisionSince Wide and Deep Learning for Recommender Systems appeared in 2016, multiple architecture models have been created around this idea of jointly train a wide and deep neural networks as this architecture allow the model ... -
Detecting clusters and their dynamics in the Forex Market
(Universitat Politècnica de Catalunya, 2016-07)
Bachelor thesis
Open AccessThis project studies and implements the clustering methods introduced by Fenn et al. to detect correlations in the foreign exchange market. To deal with the potentially non linear nature of currency time series dependance, ... -
Do Stop-Loss rules stop losses? An analytical framework based on modeling overnight gaps and the Stationary Bootstrap
(Universitat Politècnica de Catalunya / Universitat de Barcelona, 2017-06)
Master thesis
Open AccessAquest treball, que te per titol definitiu "Do Stop-Loss rules stop losses? An analytical framework based on modeling overnight gaps and the Stationary Bootstrap", presenta una analisi amplia i profunda sobre la utilitat ... -
Exploring linkages between international stock markets using Graphical models for multivariate time series
(Universitat Politècnica de Catalunya, 2014-01)
Master thesis
Open AccessIn this thesis we apply graphical statistics models for analyzing causality relations among various international stock markets. We present Graphical models in terms of conditional independence in probability spaces, as ... -
Feature engineering, dimensionality reduction and interpretability through autoencoders for structured data
(Universitat Politècnica de Catalunya, 2021-06-30)
Master thesis
Open AccessMachine Learning is the area of Artificial Intelligence where algorithms learn from data. Therefore, making a good selection of features is essential for the models to perform their tasks in the best possible way. We employ ... -
Forecasting financial time series using multiple Kernel Learning
(Universitat Politècnica de Catalunya, 2017-07-05)
Master thesis
Open AccessThis thesis introduces a forecasting procedure based on Multiple Kernel Learning to predict and measure the influence of several economic variables in the process of predicting the equity premium of the S&P 500 Index. ...
