Sökning: "Peak Over Threshold"

Visar resultat 1 - 5 av 16 uppsatser innehållade orden Peak Over Threshold.

  1. 1. Simulations of the Tenuous Upper Atmospheres of Exoplanets

    Master-uppsats, Lunds universitet/Astrofysik; Lunds universitet/Fysiska institutionen

    Författare :Lucian Spitzner; [2023]
    Nyckelord :astronomy; astrophyics; exoplanets; transmission spectroscopy; magnetic fields; atmospheres; ions; Physics and Astronomy;

    Sammanfattning : Over the last decade, the interest in research on extraterrestrial planets has expanded dramatically. With the number of confirmed exoplanets having increased tenfold over the last ten years, we now know that many different types of exoplanets exist. LÄS MER

  3. 2. Risk measurement of cryptocurrencies using value at risk and expected shortfall

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Van Cao Thi Hong; [2022]
    Nyckelord :cryptocurrencies; value at risk; expected shortfall; risk measurement; parametric methods; non-parametric methods; EWMA; GARCH; EGARCH; GJRGARCH; backtesting; Business and Economics;

    Sammanfattning : 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

  4. 3. Traffic safety analysis by surrogate measures:an extreme value approach

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Heidi Mach; [2022]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Road safety analyses are required for the prevention of road accident fatalities. In Europe, the ambition is "Vision Zero". Data that was used is collected by the research group Transport and Roads which is part of Department of Technology and Society at LTH, Lund University. LÄS MER

  5. 4. Testing macroscopic traffic evacuation models for wildland-urban interface fires

    Master-uppsats, Lunds universitet/Avdelningen för Brandteknik

    Författare :Adam Ardinge; [2021]
    Nyckelord :WUI-NITY; WUI; V V; traffic evacuation; WUI fire evacuation; simulation model; verification testing; validation testing; Kincade; Technology and Engineering;

    Sammanfattning : This thesis presents the verification and validation testing performed on the evacuation simulation platform WUI-NITY which has the aim of being a simulation tool for the integration of different layers, such as pedestrian, traffic and wildfire with evolving dynamic interactions. The present thesis aims at applying a set of verification tests and validation testing suitable for WUI-NITY with a focus on the traffic component. LÄS MER

  7. 5. Rening av lösta metaller i vägdagvatten : Fullskaleförsök vintertid med reaktivt filtermaterial

    Master-uppsats, KTH/Hållbar utveckling, miljövetenskap och teknik

    Författare :John Agewall; Kim Wallgren; [2021]
    Nyckelord :Adsorption; de-icing salts; Filtralite P; metal removal; stormwater treatment; Adsorption; dagvattenrening; Filtralite P; remobilisering av metaller och vägsalt;

    Sammanfattning : Metallspridning via dagvatten är ett problem, vilket fo ̈rväntas växa i framtiden. Det finns dock en problematik i att många metoder för dagvattenrening inte är tillräckligt effektiva gällande avskiljning av lösta metalljoner. Detta har medfört ett ökat intresse för reaktiva filtermaterial vilka avskiljer lösta metalljoner. LÄS MER