Sökning: "Agnieszka Beata Juszczuk"

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1. 1. Revision Moment for the Retail Decision-Making System

   Magister-uppsats, Högskolan i Halmstad; Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

   Författare :Agnieszka Beata Juszczuk; Evgeniya Tkacheva; [2010]
   Nyckelord :Financial Mathematics; Loan origination; Logistic regression model; Change-point problem; Maximum likelihood method; Poisson process; Disorder problem; Non-homogeneous Poisson process; Optimal stopping problem; Free-boundary problem;

   Sammanfattning : In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. LÄS MER