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Bitcoin has since its inception in 2009 seen its market capitalisation rise to a staggering 846 billion US Dollars making it the world’s leading cryptocurrency. This has attracted financial analysts as well as researchers to experiment with different models with the aim of developing one capable of predicting Bitcoin closing prices. The aim of this thesis was to examine how well the LSTM and the SVR models performed in predicting Bitcoin closing prices. As a measure of performance, the RMSE, NRMSE and MAPE were used as well as the Random walk without drift as a benchmark to further contextualise the performance of both models. The empirical results show that the Random walk without drift yielded the best results for both the RMSE and NRMSE scoring 1624.638 and 0.02525, respectively while the LSTM outperformed both the Random Walk without drift and the SVR model in terms of the MAPE scoring 0.0272 against 0.0274 for both the Random walk without drift and SVR, respectively. Given the performance of the Random Walk against both models, it cannot be inferred that the LSTM and SVR models yielded statistically significant predictions. / <p>Aaron Green</p>

The Thermal Radiation Group at Virginia Polytechnic Institute and State University has been working closely with scientists and engineers at NASA's Langley Research Center to develop accurate analytical and numerical models suitable for designing next-generation thin-film thermal radiation detectors for earth radiation budget measurement applications. The current study provides an analytical model of the notional thermal radiation detector that takes into account thermal transport phenomena, such as the contact resistance between the layers of the detector, and is suitable for use in parameter estimation. It was found that the responsivity of the detector can increase significantly due to the presence of contact resistance between the layers of the detector. Also presented is the effect of doping the thermal impedance layer of the detector with conducting particles in order to electrically link the two junctions of the detector. It was found that the responsivity and the time response of the doped detector decrease significantly in this case. The corresponding decrease of the electrical resistance of the doped thermal impedance layer is not sufficient to significantly improve the electrical performance of the detector. Finally, the "roughness effect" is shown to be unable to explain the decrease in the thermal conductivity often reported for thin-film layers / Master of Science

We study a random walk on the special unitary group SU(N) consisting of a product of matrices chosen Haar uniformly from a fixed conjugacy class. In particular, we make use of the representation theory of matrix Lie groups to show two results about the rate of convergence of the random walk's distribution to the Haar measure in total variation distance. We derive a lower bound in total variation distance before a threshold number of steps, which appears to be an example of a cut-off phenomenon, and for dimension N=2 we prove exponentially fast convergence.

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Submitted by Ludmilla Oliveira Ambrosi Sales (ludy.sales@gmail.com) on 2017-02-19T02:58:28Z No. of bitstreams: 1 Dissertação de Ludmila_FGV.pdf: 1634569 bytes, checksum: f69fd3c3e31851a5d2a8496dbd9c50a8 (MD5) / Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Trabalho submetido duas vezes. on 2017-02-20T16:33:52Z (GMT) / Submitted by Ludmilla Oliveira Ambrosi Sales (ludy.sales@gmail.com) on 2017-02-20T21:43:17Z No. of bitstreams: 1 Dissertação de Ludmila_FGV_.pdf: 2700997 bytes, checksum: 502da2dea23764b52c65a0ab70a00a9f (MD5) / Rejected by Renata de Souza Nascimento (renata.souza@fgv.br), reason: Ludmilla, Está correto, porém, o código da ficha catalográfica (CDU 336.76) deve estar ao lado direito da ficha. Aguardo on 2017-02-20T21:48:45Z (GMT) / Submitted by Ludmilla Oliveira Ambrosi Sales (ludy.sales@gmail.com) on 2017-02-20T23:06:20Z No. of bitstreams: 1 Dissertação de Ludmila_FGV_.pdf: 2701182 bytes, checksum: c86ac2ab833162046024483778a8b39a (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2017-02-20T23:28:14Z (GMT) No. of bitstreams: 1 Dissertação de Ludmila_FGV_.pdf: 2701182 bytes, checksum: c86ac2ab833162046024483778a8b39a (MD5) / Made available in DSpace on 2017-02-21T18:12:36Z (GMT). No. of bitstreams: 1 Dissertação de Ludmila_FGV_.pdf: 2701182 bytes, checksum: c86ac2ab833162046024483778a8b39a (MD5) Previous issue date: 2017-01-27 / This paper revisits the theory of market efficiency and analyzes the Brazilian capital market for a more recent period in order to verify if the improvement pointed out in the study by Bonomo (2002) persists, that is, if the reduction of inefficiency in the course of the Time is robust. The existence of autocorrelation may be an indication of abnormal returns if the strategies adopted exploit this correlation and generate an abnormal return. The autocorrelation tests adopted in the random walk literature, for the most part, do not take into account the Heteroscedasticity characteristic of financial assets and, therefore, this work seeks to apply Bartlett’s formula for non-linear processes in order to verify if existence Of autocorrelation between the Brazilian papers analyzed and if this is enough to generate an extraordinary return. Traditional statistical and correlation tests were applied together with random walk tests to verify if the Brazilian capital market is efficient in its weak form. / Este trabalho revisita a teoria de eficiência de mercado e analisa o mercado de capitais brasileiros para um período mais recente a fim de verificar se a melhora apontada no estudo feito por Bonomo (2002) persiste, ou seja, se a redução da ineficiência no decorrer do tempo é robusta. Foram selecionadas 15 ações brasileiras que compunham o IBOVESPA de Maio 2016 e o período de análise compreende Janeiro de 2000 a Maio 2016. A existência de autocorrelação pode ser um indício de retornos anormais caso as estratégias adotadas explorem essa correlação e consigam gerar um retorno anormal. Os testes de autocorrelação adotados na literatura de passeio aleatório, em sua maioria, não levam em conta a característica de Heterocedasticidade dos ativos financeiros e, por isso, este trabalho busca aplicar a fórmula de Bartlett para processos não lineares a fim de verificar se a existência de autocorrelação entre os papéis brasileiros analisados e se esta é suficiente para gerar um retorno extraordinário. Testes estatísticos tradicionais e de correlação foram aplicados juntamente a testes de random walk para verificar se o mercado de capitais brasileiro é eficiente na sua forma fraca.