Sökning: "avd c"

Visar resultat 1 - 5 av 46 uppsatser innehållade orden avd c.

  1. 1. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Nils Henningsson; [2022]
    Nyckelord :Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Sammanfattning : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. LÄS MER

  3. 2. Using Gradient Boosting to Identify Pricing Errors in GLM-Based Tariffs for Non-life Insurance

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Felix Greberg; Andreas Rylander; [2022]
    Nyckelord :GLM; Gradient Boosting; XGBoost; Non-life insurance; Property Casualty; Rate making; Insurance Tariff; MTPL insurance; Machine learning; Regression trees; Tweedie regression; Credit risk; GLM; Gradient Boosting; XGBoost; Skadeförsäkring; Prissättning; Försäkringstariff; Trafikförsäkring; Regressionsträd; Maskininlärning; Tweedie-regression; Kreditrisk;

    Sammanfattning : Most non-life insurers and many creditors use regressions, more specifically Generalized Linear Models (GLM), to price their liabilities. One limitation with GLMs is that interactions between predictors are handled manually, which makes finding interactions a tedious and time-consuming task. LÄS MER

  4. 3. On orthogonalizing weights for the Hermite polynomials

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Lukas Odelius; [2022]
    Nyckelord :Analysis; orthogonal polynomials; orthogonalizing weights; weights; Hermite; Hermite polynomial; Analys; ortogonala polynom; ortogonaliserande vikter; vikter; Hermite; Hermite polynom;

    Sammanfattning : In this paper we study the orthogonal polynomial system on C (z = x + iy) generated by weights of the form w(x, y) = e^{-Q(x, y)} where Q(x, y) is a positive definite quadratic form, we consider the stability of the polynomial system relative to perturbations to the weights and we construct new orthogonalizing weights for the Hermite polynomials. . LÄS MER

  5. 4. Dynamical Behaviors of A Class of Generalized Skew Shifts

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Kuan Yan; [2022]
    Nyckelord :mathematics; dynamical systems; skew shifts; SNAs; matematik; dynamiska system; skeva skift; SNAs;

    Sammanfattning : In this paper we study a dynamical system given by a variant of the classic skew-shifts on the torus $S^1\times S^1$. Our map is defined based on $T(x,y) = (x+\omega,x+f(y))$, where $\omega$ is Diophatine, $f$ is an orientation-preserving circle diffeomorphism. LÄS MER

  7. 5. Evaluation of Onshore Transportation Methods for Captured CO2 between Facility and Harbour in Stockholm

    Master-uppsats, KTH/Maskinkonstruktion (Avd.)

    Författare :Emma Johansson; Vilborg Pétursdóttir; [2021]
    Nyckelord :CCS; Economic cost; Transportation; Truck; Pipeline; CCS; Ekonomisk kostnad; Transport; Lastbil; Rörledning;

    Sammanfattning : Carbon capture and storage (CCS) is a method to reduce the emission of CO2 into the atmosphere. Stockholm Exergi is a Stockholm based company with combined heat and power (CHP) plants in various places around the city and are currently investigating the possibilities to implement CCS on their CHP plant Högdalenverket. LÄS MER