Sökning: "Maximum likelihood estimation"

Visar resultat 1 - 5 av 118 uppsatser innehållade orden Maximum likelihood estimation.

  1. 1. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Anton Eriksson Nyberg; Olof de Blanche; [2024]
    Nyckelord :Cumulative Prospect Theory; CPT; observational study; field study; lottery bonds;

    Sammanfattning : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. LÄS MER

  3. 2. Evaluating Bag Of Little Bootstraps On Logistic Regression With Unbalanced Data

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Henrik Bark; [2023]
    Nyckelord :Bootstrapping; Logistic Regression; Bag of Little Bootstraps; BLB; Penalized Maximum Likelihood Estimation; PMLE;

    Sammanfattning : The Bag of Little Bootstraps (BLB) was introduced to make the bootstrap method more computationally efficient when used on massive data samples. Since its introduction, a broad spectrum of research on the application of the BLB has been made. LÄS MER

  4. 3. Exploring Normalizing Flow Modifications for Improved Model Expressivity

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

    Författare :Marcel Juschak; [2023]
    Nyckelord :Normalizing Flows; Motion Synthesis; Invertible Neural Networks; Glow; MoGlow; Maximum Likelihood Estimation; Generative models; normaliserande flöden; rörelsesyntes; inverterbara neurala nätverk; Glow; MoGlow; maximum likelihood-skattning generativa modeller;

    Sammanfattning : Normalizing flows represent a class of generative models that exhibit a number of attractive properties, but do not always achieve state-of-the-art performance when it comes to perceived naturalness of generated samples. To improve the quality of generated samples, this thesis examines methods to enhance the expressivity of discrete-time normalizing flow models and thus their ability to capture different aspects of the data. LÄS MER

  5. 4. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Marcus Gehrmann; [2023]
    Nyckelord :Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

    Sammanfattning : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. LÄS MER

  7. 5. A Framework to Model Bond Liquidity

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alan Issa; [2023]
    Nyckelord :Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Sammanfattning : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. LÄS MER