Sökning: "Matematisk Statistik"

Visar resultat 21 - 25 av 1613 uppsatser innehållade orden Matematisk Statistik.

1. 21. Robust Portfolio Optimization with Correlation Penalties

   Master-uppsats, KTH/Matematisk statistik

   Författare :Pelle Nydahl; [2023]
   Nyckelord :Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

   Sammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER

3. 22. Robust Statistical Jump Models with Feature Selection

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Jonatan Persson; [2023]
   Nyckelord :Clustering; Jump; Feature selection; Robust; Mathematics and Statistics;

   Sammanfattning : A large area in statistics and machine learning is cluster analysis. This field of research concerns the design of algorithms that allow computers to automatically categorize a set of observations into different groups in a reasonable way, without any prior information about which observations belongs to which group. LÄS MER

4. 23. Assessment and evaluation of heterogeneity in data from immune infiltration spatial niches in lung cancer

   Kandidat-uppsats, Lunds universitet/Matematisk statistik

   Författare :Mahta Keivani Najafabadi; [2023]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : The protein biomarker expressions in three types of sampled immune INFILTration spatial niches in lung cancer tissue were measured using the new technology Digital Spatial Profiler (DSP). The three types of immune INFILTration that were observed in lung tumors were STROMA identified as immune cells separate from tumor cells, Tertiary lymphoid structures (TLS) identified as dense structures of organized immune cells and finally Infiltraterate where immune cells dispersed among and in direct contact with tumor cells (INFILT). LÄS MER

5. 24. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

   Master-uppsats, KTH/Matematisk statistik

   Författare :Lucas Fageräng; Hugo Thoursie; [2023]
   Nyckelord :Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

   Sammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER

7. 25. Detection of insurance fraud using NLP and ML

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Rasmus Bäcklund; Hampus Öhman; [2023]
   Nyckelord :Technology and Engineering;

   Sammanfattning : Machine-Learning can sometimes see things we as humans can not. In this thesis we evaluated three different Natural Language Procces-techniques: BERT, word2vec and linguistic analysis (UDPipe), on their performance in detecting insurance fraud based on transcribed audio from phone calls (referred to as audio data) and written text (referred to as text-form data), related to insurance claims. LÄS MER