Sökning: "Bayesian Information Criteria"

Visar resultat 1 - 5 av 10 uppsatser innehållade orden Bayesian Information Criteria.

  1. 1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    Kandidat-uppsats, Uppsala universitet/Statistik, AI och data science

    Författare :Yuta Sakiyama; [2023]
    Nyckelord :;

    Sammanfattning : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. LÄS MER

  3. 2. Comparison of impact on stock market volatility by COVID-19 and the 2008 financial crisis

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Nationalekonomi

    Författare :Anand Enkhtur; [2022]
    Nyckelord :;

    Sammanfattning : The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500 Index during the 2008 global financial crisis and the recent COVID-19 global pandemic. S&P 500 is a large stock market index that tracks the performance of 500 companies that are some of the largest in the world. LÄS MER

  4. 3. Evidence and perceptions on GUI test automation : An explorative Multi-Case study

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för programvaruteknik

    Författare :Chahna Polepalle; Ravi Shankar Kondoju; [2017]
    Nyckelord :GUI test automation; when to automate; testability requirements; automation waste; maintenance;

    Sammanfattning : Context. GUI-based automation testing is a costly and tedious activity in practice. As GUIs are well-known for being modified and redesigned throughout the development process, the corresponding test scripts are not valid anymore thereby being a hindrance to automation. LÄS MER

  5. 4. Evaluating model selection criteria for nuisance models in causal inference : (when the true models are finite mixtures)

    Magister-uppsats, Umeå universitet/Statistik

    Författare :Samuel Hellman; [2016]
    Nyckelord :;

    Sammanfattning : When using inverse probability weighting (IPW) and doubly robust (DR) estimators for estimating the causal effect we need to use nuisance models for estimating the propensity scores, and for the DR estimator also the outcome regression. These nuisance models are often created using a selection of covariates, higher order and interaction terms, which require some model selection criteria. LÄS MER

  7. 5. Construction of the Berkeley Innovation Index: A Higher-Order Item Response Theory Model Approach

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Johan Eng Larsson; Alexander Fred-Ojala; [2016]
    Nyckelord :Index Construction; Innovation Capability; Item Response Theory; Higher-Order Latent Trait Estimation; Bayesian Inference; Markov Chain Monte Carlo; Feature Selection; Mathematics and Statistics;

    Sammanfattning : The Berkeley Innovation Index (BII) is a tool developed for assessment of individual innovation capability. The index is based on responses to a survey that constitutes of questions linked to domain abilities, i.e., sub-traits, that are hypothesized to govern an individual's overall innovation ability. LÄS MER