Sökning: "Maximum Likelihood t distribution"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden Maximum Likelihood t distribution.

  1. 1. Analyzing the Negative Log-Likelihood Loss in Generative Modeling

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Aleix Espuña I Fontcuberta; [2022]
    Nyckelord :Generative modeling; Normalizing flows; Generative Adversarial Networks; MaximumLikelihood Estimation; Real Non-Volume Preserving flow; Fréchet Inception Distance; Misspecification; Generativa metoder; Normalizing flows; Generative adversarial networks; Maximum likelihood-metoden; Real non-volume preserving flow; Fréchet inception distance; felspecificerade modeller;

    Sammanfattning : Maximum-Likelihood Estimation (MLE) is a classic model-fitting method from probability theory. However, it has been argued repeatedly that MLE is inappropriate for synthesis applications, since its priorities are at odds with important principles of human perception, and that, e.g. LÄS MER

  3. 2. Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Gustav Furenmo; [2019]
    Nyckelord :GARCH; OMXS30; financial time series; volatility; heteroscedasticity; stationarity; McLeod-Li test; normal distribution; student-t distribution; skewed student-t distribution; generalised error distribution; skewed generalised error distribution; Mathematics and Statistics;

    Sammanfattning : This thesis investigates the volatility structures found in forward-looking fundamental valuations of the Swedish stock index OMXS30. The evaluated data constitutes daily observations of P/E ratios based on twelve months earnings estimates during the period 2009-01-02 until 2018-10-18. LÄS MER

  4. 3. Copula selection and parameter estimation in market risk models

    Master-uppsats, KTH/Matematisk statistik

    Författare :Carl Ljung; [2017]
    Nyckelord :;

    Sammanfattning : In this thesis, literature is reviewed for theory regarding elliptical copulas (Gaussian, Student’s t, and Grouped t) and methods for calibrating parametric copulas to sets of observations. Theory regarding model diagnostics is also summarized in the thesis. LÄS MER

  5. 4. Conditional Noise-Contrastive Estimation : With Application to Natural Image Statistics

    Master-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

    Författare :Ciwan Ceylan; [2017]
    Nyckelord :noise-contrastive estimation; NCE; unnormalised models; statistical estimation; natural image statistics; unsupervised learning; neural network;

    Sammanfattning : Unnormalised parametric models are an important class of probabilistic models which are difficult to estimate. The models are important since they occur in many different areas of application, e.g. in modelling of natural images, natural language and associative memory. LÄS MER

  7. 5. Imputation of Missing Data with Application to Commodity Futures

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Östlund; [2016]
    Nyckelord :Missing Data; Bayesian Statistics; Expectation Conditional Maximization ECM ; Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization ECM ; Betingad Sannolikhet; Robust Regression; MCMC; Copulas.;

    Sammanfattning : In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures of their exposure to different types of risk. One of these requirements results in a need to perform stress tests to check the resilience in case of a stressed market/crisis. LÄS MER