Sökning: "Non-parametric models"

Visar resultat 16 - 20 av 63 uppsatser innehållade orden Non-parametric models.

1. 16. Similarity models for atlas-based segmentation of whole-body MRI volumes

   Master-uppsats, Linköpings universitet/Institutionen för medicinsk teknik

   Författare :Elin Axberg; Ida Klerstad; [2020]
   Nyckelord :Atlas-based segmentation; image registration; image similarity measures;

   Sammanfattning : In order to analyse body composition of MRI (Magnetic Resonance Imaging) volumes, atlas-based segmentation is often used to retrieve information from specific organs or anatomical regions. The method behind this technique is to use an already segmented image volume, an atlas, to segment a target image volume by registering the volumes to each other. LÄS MER

3. 17. Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Fredrik Hedman; Emil Håkansson; [2020]
   Nyckelord :Value at Risk; Expected Shortfall; Normal distribution; t-distribution; Historical Simulation; Extreme Value Theory; Peaks Over Threshold; Business and Economics;

   Sammanfattning : With the implementation of the Fundamental Review of the Trading Book in January of 2022, financial institutions will be obligated to implement Expected Shortfall as a means of determining market risk capital. With the transition from Value at Risk to Expected Shortfall, the question of how to accurately forecast Expected Shortfall arises. LÄS MER

4. 18. The Swap Market Model with Local Stochastic Volatility

   Master-uppsats, KTH/Matematisk statistik

   Författare :Mohammed Benmakhlouf Andaloussi; [2019]
   Nyckelord :;

   Sammanfattning : Modeling volatility is an intricate part of all financial models and the pricing of derivative contracts. And while local volatility has gained popularity in equity and FX models, it remained neglected in interest rates models. LÄS MER

5. 19. Optimizing Product Assortments with Unknown Historical Transaction Data Using Nonparametric Choice Modeling and Random Forest Classification

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

   Författare :Yuxiang Lou; Filip Matz; [2019]
   Nyckelord :;

   Sammanfattning : Assortment optimization is a crucial problem for many firms who need to make decisions on which products to stock in their stores in order to maximize revenues. Optimizing assortments usually entails fitting choice models to historical data. To a large extent, this becomes a problem of understanding consumer behavior. LÄS MER

7. 20. Claims Reserving using Gradient Boosting and Generalized Linear Models

   Master-uppsats, KTH/Matematisk statistik

   Författare :Marcus Ahlgren; [2018]
   Nyckelord :;

   Sammanfattning : One fundamental function of an insurance company revolves around calculating the expected claims costs for which the insurer has to compensate its policyholders for. This is the process of claims reserving which is practised by actuaries using statistical methods. LÄS MER