Browsing AURA by Author "Jungeilges, Jochen"
Now showing items 1-10 of 10
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A Wavelet Analysis of the Bitcoin- Hashrate Nexus Accounting for the Effects of Energy Commodities
Farstad, Herman; Patricksson, Axel William (Master thesis, 2023)This study investigates the relationship between the growth rates of Bitcoin and Bitcoin hashrate while controlling for the effect of energy commodities, specifically two-month futures on Brent crude oil, coal, and natural ... -
A Wavelet Analysis of the Bitcoin-Hashrate Nexus Accounting for the Effects of Energy Commodities
Farstad, Herman; Patricksson, Axel William (Master thesis, 2023)This study investigates the relationship between the growth rates of Bitcoin and Bitcoin hashrate while controlling for the effect of energy commodities, specifically two-month futures on Brent crude oil, coal, and natural ... -
Empirical evaluation of home-based reablement: A review
Bersvendsen, Tore; Jungeilges, Jochen; Abildsnes, Eirik (Peer reviewed; Journal article, 2021) -
Market Timing Using Artificial Neural Networks
Charles, Jeffrey Benjamin; Meselu, Daniel Debbasu (Master thesis, 2022)The emergence of artificial neural networks has given us some of the most impressive technological tools. Inspired by the human brain, these networks consist of interconnected artificial neurons that can detect patterns ... -
Market Timing Using Artificial Neural Networks
Meselu, Daniel Debbasu; Charles, Jeffrey Benjamin (Master thesis, 2022)The emergence of artificial neural networks has given us some of the most impressive technological tools. Inspired by the human brain, these networks consist of interconnected artificial neurons that can detect patterns ... -
Noise-induced behavioral change driven by transient chaos
Jungeilges, Jochen; Pavletsov, Makar; Perevalova, Tatyana (Peer reviewed; Journal article, 2022)We study behavioral change in the context of a stochastic, non-linear consumption model with preference adjusting, interdependent agents. Changes in long-run consumption behavior are modelled as noise induced transitions ... -
Predicting Bitcoin Returns Using Artificial Neural Networks - An Application of Large Datasets to Convolutional Neural Networks and Long Short-Term Memory Based Artificial Neural Networks in Finance.
Lindestad, Daniel (Master thesis, 2022)Time series forecasting is one of the foremost challenges studied in finance. In this thesis various Convolutional Neural Network and Long Short Term Memory Artificial Neural Network models are used to predict Bitcoin ... -
Stochastic sensitivity of bull and bear states
Jungeilges, Jochen; Maklakova, Elena; Perevalova, Tatyana (Peer reviewed; Journal article, 2021)We study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows ... -
The Relationship between the EU ETS and Energy Commodities under Extreme Market Conditions
Levang, Athena Cassandra Haver; Fodstad, Sofie Skau (Master thesis, 2023)Climate change is becoming a more and more severe problem. Over many years, governments and organizations have introduced and proposed several measures to limit global warming. One of which is the Kyoto Protocol which was ... -
The Relationship between the EU ETS and Energy Commodities under Extreme Market Conditions
Fodstad, Sofie Skau; Levang, Athena Cassandra Haver (Master thesis, 2023)Climate change is becoming a more and more severe problem. Over many years, governments and organizations have introduced and proposed several measures to limit global warming. One of which is the Kyoto Protocol which was ...