Sökning: "Extreme value theory"
Visar resultat 1 - 5 av 93 uppsatser innehållade orden Extreme value theory.
1. Anomaly Detection in the EtherCAT Network of a Power Station : Improving a Graph Convolutional Neural Network Framework
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : In this thesis, an anomaly detection framework is assessed and fine-tuned to detect and explain anomalies in a power station, where EtherCAT, an Industrial Control System, is employed for monitoring. The chosen framework is based on a previously published Graph Neural Network (GNN) model, utilizing attention mechanisms to capture complex relationships between diverse measurements within the EtherCAT system. LÄS MER
2. The Swedish way : How can employees be included in internal communication during a crisis?
Magister-uppsats, Högskolan i Borås/Akademin för bibliotek, information, pedagogik och ITSammanfattning : This thesis is focused on internal crisis communication during the Covid-19 pandemic at the medical faculty of a major Swedish university (MSU). This thesis aims to examine how the use of internal communication channels at MSU contributed to including employees in internal crisis communication during the COVID-19 pandemic. LÄS MER
3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts
Master-uppsats, KTH/Matematisk statistikSammanfattning : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. LÄS MER
4. Intention and Indiscernibilia: : Against Interpretive Intentionalism
Master-uppsats, Uppsala universitet/Avdelningen för estetikSammanfattning : What determines the meaning of a work of art? This paper considers three theories of art-critical interpretation: moderate actual intentionalism (the artist’s intention partly determines the work’s meaning), hypothetical intentionalism (the work’s meaning is the best hypothesis of what the artist could have meant), and the value-maximizing theory (interpretations which maximize the work’s value are to be preferred). I argue that moderate actual intentionalism is incoherent, collapsing either into the intentional fallacy or into an extreme form of intentionalism. LÄS MER
5. Copula approach to fitting bivariate time series
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. LÄS MER