Sökning: "Non-Parametric bootstrap"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Non-Parametric bootstrap.

  1. 1. Modeling the yield curve in conjunction with the FX spots

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Philip Lundqvist; [2022]
    Nyckelord :Yield Curve; FX spots; Bootstrap; Hull-White; Simulation; Calibration;

    Sammanfattning : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. LÄS MER

  3. 2. Modeling Patterns of Transactions after Companies Implementation of Getswish AB’s Payment Service

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Jakob Amaya Scott; Amanda Skålberg; [2022]
    Nyckelord :Multiple linear regression; Confidence interval; Residual analysis; Multicollinearity; Box-Cox; Non-Parametric bootstrap; Seasonality analysis; and Validation; Konfidensintervall; Residualanalys; Box-Cox; Icke-parametrisk bootstrap; Valdering; Säsongsanalys och Multipel linjär regression. iii;

    Sammanfattning : This thesis is a case study in collaboration with the company Getswish AB. GetswishAB provides the mobile application and payment service Swish with the purpose ofdelivering smooth money transfers for individuals and companies in Sweden. LÄS MER

  4. 3. Evaluation of the Variance in the Premium Provision Estimate : Handling Inhomogeneous and Decreasing Risk in Premium Provision Purposes

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Eric Egelius; Anna Methander; [2021]
    Nyckelord :Premium Provision; Reserves; Insurance; Claim Frequency; Inhomogeneous Risk; Claim Severity; Hidden Fault; Title Transfer Insurance; Premiereserv; Reserv; Försäkring; Skadefrekvens; Inhomogen Risk; Skadekostnad; Dolda Fel; Säljaransvarsförsäkring;

    Sammanfattning : The costs related to events of losses within non-life insurance are stochastic and a prerequisite of running a successful insurance business is to predict risks and future costs. From both a business- and regulatory perspective, it is of high interest to have a genuine understanding of the precision and the sensitivity of the estimated costs and future risks. LÄS MER

  5. 4. The Efficiency of Financial Markets Part II : A Stochastic Oscillator Approach

    Magister-uppsats, Umeå universitet/Företagsekonomi

    Författare :André Netzén Örn; [2019]
    Nyckelord :Technical Trading; Technical Analysis; Efficient Market Hypothesis; Stock Market; Financial Markets; Trading; algorithm;

    Sammanfattning : Over a long period of time, researchers have investigated the efficiency of financial markets. The widely accepted theory of the subject is the Efficient Market Hypothesis, which states that prices of financial assets are set efficiently. LÄS MER

  7. 5. An Approach for Detecting Potential Market Anomalies in the Balancing Power Market Using Screening Analysis and Regression Analysis

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Kristoffer Ravudd; Lilian Gren; [2019]
    Nyckelord :;

    Sammanfattning : In accordance to the insertion of the regulation "(EU) nr 1227/2011"  (RE- MIT), responsibilities and duties for participants as well as a People Profes- sionally Arranging Transactions (PPAT) comes to maintain a competitive and fair market.  After recent clarifications of the term PPAT, directives from the Agency for the Cooperation of Energy Regulators (ACER) specify that system operators with responsibilities over a balancing power market should also be considered as PPAT’s. LÄS MER