Novel Regression Methods For Spectral Data

Singular Value Decomposition (SVD), Principal Component Analysis (PCA) and Multiple Linear Regression (MLR) are some of the mathematical pre- liminaries that are discussed prior to explaining PLS and PCR models. Both PLS and PCR are applied to real spectral data and their di erences and similarities are discussed in this thesis. The challenge lies in establishing the optimum number of components to be included in either of the models but this has been overcome by using various diagnostic tools suggested in this thesis. Correspondence analysis (CA) and PLS were applied to ecological data. The idea of CA was to correlate the macrophytes species and lakes. The di erences between PLS model for ecological data and PLS for spectral data are noted and explained in this thesis. i

Forecasting financial weather - can we foresee market sentiment? Spectrum of stock price behavior - NYSE case study

The desire to create a statistical or mathematical model, which would allow predicting the future changes in stock prices, was born many years ago. Economists and mathematicians are trying to solve this task by applying statistical analysis and physical laws, but there are still no satisfactory results. The main reason for this is that a stock exchange is a non-stationary, unstable and complex system, which is influenced by many factors. In this thesis the New York Stock Exchange was considered as the system to be explored. A topological analysis, basic statistical tools and singular value decomposition were conducted for understanding the behavior of the market. Two methods for normalization of initial daily closure prices by Dow Jones and S&P500 were introduced and applied for further analysis. As a result, some unexpected features were identified, such as a shape of distribution of correlation matrix, a bulk of which is shifted to the right hand side with respect to zero. Also non-ergodicity of NYSE was confirmed graphically. It was shown, that singular vectors differ from each other by a constant factor. There are for certain results no clear conclusions from this work, but it creates a good basis for the further analysis of market topology.

Static waves in corporate space : characterizing oscillating trading patterns in New York stock exchange

Various researches in the field of econophysics has shown that fluid flow have analogous phenomena in financial market behavior, the typical parallelism being delivered between energy in fluids and information on markets. However, the geometry of the manifold on which market dynamics act out their dynamics (corporate space) is not yet known. In this thesis, utilizing a Seven year time series of prices of stocks used to compute S&P500 index on the New York Stock Exchange, we have created local chart to the corporate space with the goal of finding standing waves and other soliton like patterns in the behavior of stock price deviations from the S&P500 index. By first calculating the correlation matrix of normalized stock price deviations from the S&P500 index, we have performed a local singular value decomposition over a set of four different time windows as guides to the nature of patterns that may emerge. I turns out that in almost all cases, each singular vector is essentially determined by relatively small set of companies with big positive or negative weights on that singular vector. Over particular time windows, sometimes these weights are strongly correlated with at least one industrial sector and certain sectors are more prone to fast dynamics whereas others have longer standing waves.

Effects of variety, soil type and nitrogen fertilizer supply on the nutritive value of barley for growing pigs

Selostus: Lajikkeen, typpilannoitustason ja maalajin vaikutus ohran ruokinnalliseen arvoon lihasioilla

Feeding value of grass ensiled with absorbents assessed in growing lambs

Selostus: Eri absorbenteilla valmistettu säilörehu karitsoiden ruokinnassa

Effects of expanding on the nutritive value of wheat bran in pig diets

Selostus: Ekspanderkäsittelyn vaikutus vehnänleseen rehuarvoon lihasian ruokinnassa

Effects of sodium sulphate and potassium chloride fertilizers on the nutritive value of timothy grown on different soils

Selostus: Natrium- ja kaliumlannoituksen vaikutus timotein ravintoarvoon

Timing of primary growth harvest affects the yield and nutritive value of timothy-red clover mixtures

Selostus: Ensimmäisen sadon korjuuaika vaikuttaa timotein ja puna-apilan seosnurmen satoon ja rehuarvoon

Apparent ileal amino acid digestibility and the nutritive value of the triticale cultivars Moreno and Ulrika for growing-finishing pigs

Selostus: Ruisvehnälajikkeiden Ulrika ja Moreno rehuarvo lihasikojen ruokinnassa

Composition, ileal amino acid digestibility and nutritive value of organically grown legume seeds and conventional rapeseed cakes for pigs

Selostus: Palkoviljojen ja rypsipuristeiden koostumus, aminohappojen ohutsuolisulavuus sekä rehuarvo sikojen ruokinnassa

Effect of data acquisition accuracy on timing of stand harvests and expected net present value

Abstract