Sökning: "Extremvärdes upptäckt"
Hittade 2 uppsatser innehållade orden Extremvärdes upptäckt.
1. Market Surveillance Using Empirical Quantile Model and Machine Learning
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In recent years, financial trading has become more available. This has led to more market participants and more trades taking place each day. The increased activity also implies an increasing number of abusive trades. To detect the abusive trades, market surveillance systems are developed and used. LÄS MER
2. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures
Master-uppsats, KTH/Matematisk statistikSammanfattning : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. LÄS MER