Sökning: "refitting"

Hittade 5 uppsatser innehållade ordet refitting.

  1. 1. Empirical Analysis of Joint Quantile and Expected Shortfall Regression Backtests

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Viktor Ågren; [2023]
    Nyckelord :risk metric; expected shortfall; backtest; value at risk; empirical analysis;

    Sammanfattning : In this work, we look into the practical applicability of three joint quantile and expected shortfall regression backtests. The strict, auxiliary, and intercept ESR backtests are applied to the historical log returns of the OMX Stockholm 30 market-weight price index. LÄS MER

  3. 2. Elektrifiering M/F Ljungskär : Konvertering från diesel till batteridrift

    M1-uppsats, Linnéuniversitetet/Sjöfartshögskolan (SJÖ)

    Författare :Emil Vestman; Karl Davidsson; [2022]
    Nyckelord :Battery propulsion; electrification; refitting; Batteridrift; elektrifiering; ombyggnation;

    Sammanfattning : I detta arbete undersöktes möjligheten för fartyget M/F Ljungskär att konverteras till batteridrift. Arbetet delades upp i två delar där första delen undersökte om det var möjligt med dagens driftprofil och passagerarantal. I andra delen modifierades driftprofilen och passagerarantalet. LÄS MER

  4. 3. Fragmentation in graupel snow collisions

    Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Författare :Martanda Gautam; [2022]
    Nyckelord :Ecosystem Analysis; Clouds; Snow; Graupel; SIP; Fragmentation; CKE; Rime Fraction; Earth and Environmental Sciences;

    Sammanfattning : Aircraft observations of precipitating clouds with cloud top temperatures higher than -38°C have revealed that Secondary Ice Production (SIP) is responsible for presence of majority of ice particles. One such SIP mechanism is fragmentation via collisions between ice particles. LÄS MER

  5. 4. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sara Barwary; Hanna Lind; [2021]
    Nyckelord :ARCH; EGARCH; GARCH; GJR-GARCH; Return; Risk; Volatility; Volatility Managing Strategy; ARCH; EGARCH; GARCH; GJR-GARCH; Avkastning; Risk; Volatilitet; Volatilitetshanterande strategi;

    Sammanfattning : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. LÄS MER

  7. 5. Variable selection for generalized linear mixed model by L1 penalization for predicting clinical parameters of ovarian cancer

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Lan Hoa Diep; [2021]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : The quantity of biomarkers, which are proteins in this case, in ovarian cancer (OC) tumor and immune tissue regions of interest (ROIs) were measured with the new technology Digital Spatial Profiler (DSP). These measurements were used to construct regression models on the biomarkers to predict for two clinical parameters; tumor type (”Type 1” vs ”Type 2”) and the immune infiltration type (”Cavities” vs ”Dispersed”). LÄS MER