Sökning: "Entropy Pooling"

Hittade 1 uppsats innehållade orden Entropy Pooling.

  1. 1. A Scenario Based Allocation Model Using Entropy Pooling for Computing the cenarioProbabilities

    Master-uppsats, KTH/Matematisk statistik

    Författare :Nikos Georgelis; Mikael Nyberg; [2013]
    Nyckelord :Scenario Based Allocation Model; Entropy Pooling; Scenario;

    Sammanfattning : We introduce a scenario based allocation model (SBAM) that uses entropy pooling for computing scenario probabilities. Compared to most other models that allow the investor to blend historical data with subjective views about the future, the SBAM does not require the investor to quantify a level of confidence in the subjective views. LÄS MER