Sökning: "henrik kragh"
Hittade 2 uppsatser innehållade orden henrik kragh.
1. Estimating Risk Using Stochastic Volatility Models and Particle Stochastic Approximation Expectation MaximizationMaster-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : In this thesis several stochastic volatility models are presented and used to estimate the risk of a collection of Swedish stocks, as well as of a portfolio consisting of said stocks. Model parameters are estimated using the PSAEM algorithm. LÄS MER
- Kandidat-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : Heart rate variability (HRV) is a term within cardiology describing the natu- rally occurring variation of the time interval between heartbeats, and high HRV activity has been linked to both cardiovascular and non-cardiovascular health. This bachelor thesis aims to find differences between HRV-signals where short term physical strain (pain) was induced and HRV-signals where no such strain was applied. LÄS MER