Sökning: "conditional models"

Visar resultat 1 - 5 av 200 uppsatser innehållade orden conditional models.

1. 1. Predicting Counter-Strike Matches using Machine Learning Models

   Kandidat-uppsats, Lunds universitet/Statistiska institutionen

   Författare :Erik Broms; William Nordansjö; [2024]
   Nyckelord :Mathematics and Statistics;

   Sammanfattning : Sports betting is a widespread industry where predictive modeling play a big role. The goal of this thesis is to explore the possibilities of machine learning within the realm of e-sport prediction. The data used for this thesis is publicly available data was recorded over a three year period. LÄS MER

3. 2. Spatio-temporal analysis of COVID-19 in Västra Götaland, Sweden

   Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Natalia Andreeva; [2023-08-23]
   Nyckelord :;

   Sammanfattning : Spatio-temporal analysis of COVID-19 data with the two different statistical approaches is the main objective of this thesis. The first classical approach, the Endemic-Epidemic framework (Held et al., 2005) is a class of multivariate time-series models for the incidence counts, obtained from the surveillance systems. LÄS MER

4. 3. Volatility Forecasting - A comparative study of different forecasting models.

   Kandidat-uppsats,

   Författare :Emil Sturesson; Anton Wennström; [2023-06-29]
   Nyckelord :Volatility; GARCH; EGARCH; t-GAS; HAR-RV; Realized GARCH; Volatility Forecasting; Volatility Modelling;

   Sammanfattning : This study evaluates the out-of-sample forecasting performance of different volatility mod- els. When applied to XACT OMXS30, we use GARCH(1,1), EGARCH(1,1), and t- GAS(1,1) to forecast squared daily returns while Realized GARCH(1,1) and HAR-RV are used to forecast Realized Variance. LÄS MER

5. 4. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Khaled Jrideh; [2023-05-26]
   Nyckelord :;

   Sammanfattning : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. LÄS MER

7. 5. Uncertainty Estimation in Radiation Dose Prediction U-Net

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

   Författare :Frida Skarf; [2023]
   Nyckelord :Radiation dose prediction models; U-net; quantile regression; Monte Carlo Dropout; epistemic uncertainty estimation; aleatoric uncertainty estimation; Stråldospredicerande modeller; U-net; kvantilregression; Monte Carlo Dropout; epistemisk osäkerhetsskattning; aletorisk osäkerhetsskattning;

   Sammanfattning : The ability to quantify uncertainties associated with neural network predictions is crucial when they are relied upon in decision-making processes, especially in safety-critical applications like radiation therapy. In this paper, a single-model estimator of both epistemic and aleatoric uncertainties in a regression 3D U-net used for radiation dose prediction is presented. LÄS MER