Sökning: "Non-parametric models"
Visar resultat 1 - 5 av 62 uppsatser innehållade orden Non-parametric models.
1. Robust Non-Linear State Estimation for Underwater Acoustic Localization : Expanding on Gaussian Mixture Methods
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Robust state estimation solutions must deal with faulty measurements, called outliers, and unknown data associations, which lead to multiple feasible hypotheses. Take, for instance, the scenario of tracking two indistinguishable targets based on position measurements, where each measurement could refer to either of the targets or even be a faulty reading. LÄS MER
2. Exploring the Feasibility of Replicating SPAN-Model's Required Initial Margin Calculations using Machine Learning : A Master Thesis Project for Intraday Margin Call Investigation in the Commodities Market
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Machine learning is a rapidly growing field within artificial intelligence that an increasing number of individuals and corporations are beginning to utilize. In recent times, the financial sector has also started to recognize the potential of these techniques and methods. LÄS MER
3. Prognostics for Condition Based Maintenance of Electrical Control Units Using On-Board Sensors and Machine Learning
Master-uppsats, Linköpings universitet/FordonssystemSammanfattning : In this thesis it has been studied how operational and workshop data can be used to improve the handling of field quality (FQ) issues for electronic units. This was done by analysing how failure rates can be predicted, how failure mechanisms can be detected and how data-based lifetime models could be developed. LÄS MER
4. Risk measurement of cryptocurrencies using value at risk and expected shortfall
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Cryptocurrencies are highly volatile and risky assets, therefore, it is of vital importance to find an appropriate model for risk measurement. This thesis compares three parametric and three non-parametric estimation methods to estimate the value at risk and the expected shortfall of five cryptocurrencies, namely Bitcoin (BTC), Ethereum (ETH), Binance coin (BNB), Ripple coin (XRP), and Cardano (ADA). LÄS MER
5. Modeling the yield curve in conjunction with the FX spots
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. LÄS MER