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http://hdl.handle.net/2445/211340
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DC Field | Value | Language |
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dc.contributor.advisor | Corcuera Valverde, José Manuel | - |
dc.contributor.author | Cots Mañas, David | - |
dc.date.accessioned | 2024-05-16T06:29:37Z | - |
dc.date.available | 2024-05-16T06:29:37Z | - |
dc.date.issued | 2024-01-17 | - |
dc.identifier.uri | http://hdl.handle.net/2445/211340 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2024, Director: José Manuel Corcuera Valverde | ca |
dc.description.abstract | [en] The signature captures a non-parametric characteristic of a data stream that has been previously transformed into a path through an embedding algorithm. In this work, we will introduce the signature method, which consists of embedding a data stream into a path to hen use its signature as a feature in machine learning problems. First, we will define the signature of a path and present its most important properties. Then, we will explore different ways of embedding data streams into a continuous path and examine the application of this method to financial time series data. Finally, we will see how we can implement a supervised machine learning model based on signatures. | ca |
dc.format.extent | 55 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | cat | ca |
dc.rights | cc-by-nc-nd (c) David Cots Mañas, 2024 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Anàlisi estocàstica | ca |
dc.subject.classification | Aprenentatge automàtic | - |
dc.subject.classification | Anàlisi de sèries temporals | ca |
dc.subject.classification | Treballs de fi de grau | ca |
dc.subject.other | Stochastic analysis | en |
dc.subject.other | Machine learning | - |
dc.subject.other | Time-series analysis | en |
dc.subject.other | Bachelor's theses | en |
dc.title | El mètode de la signatura i aplicacions a dades de tipus financer | ca |
dc.type | info:eu-repo/semantics/bachelorThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
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tfg_cots_mañas_david.pdf | Memòria | 5.47 MB | Adobe PDF | View/Open |
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