Sökning: "Expectation Conditional Maximization ECM"

Hittade 1 uppsats innehållade orden Expectation Conditional Maximization ECM.

1. 1. Imputation of Missing Data with Application to Commodity Futures

   Master-uppsats, KTH/Matematisk statistik

   Författare :Simon Östlund; [2016]
   Nyckelord :Missing Data; Bayesian Statistics; Expectation Conditional Maximization ECM ; Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization ECM ; Betingad Sannolikhet; Robust Regression; MCMC; Copulas.;

   Sammanfattning : In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures of their exposure to different types of risk. One of these requirements results in a need to perform stress tests to check the resilience in case of a stressed market/crisis. LÄS MER