Sökning: "mean-square criterion"
Hittade 5 uppsatser innehållade orden mean-square criterion.
1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen
Kandidat-uppsats, Uppsala universitet/Statistik, AI och data scienceSammanfattning : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. LÄS MER
2. An Empirical Investigation of The Effect of Proxy Response and The Merits of Its Remedial Measures
Magister-uppsats, Högskolan Dalarna/Institutionen för information och teknikSammanfattning : In the event of missing data, substitution of data from proxy sources are usually considered a very useful alternative when available to avoid the problem of missingness. Nonetheless, research has also shown that this approach often induces “response bias”. LÄS MER
3. Vibrations in a high frequency clt floor panel - Measurement, prediction and evaluation
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Byggnadsmekanik; Lunds universitet/Institutionen för byggvetenskaperSammanfattning : There is an increased need for floors that can accommodate different type of sensitive equipment [1]. Further, it is recommended to design these floors as high frequency floors (HFF) to be able to meet the stringent vibration criteria [1]. LÄS MER
4. Dynamic prediction of repair costs in heavy-duty trucks
Master-uppsats, Linköpings universitet/Statistik och maskininlärningSammanfattning : Pricing of repair and maintenance (R&M) contracts is one among the most important processes carried out at Scania. Predictions of repair costs at Scania are carried out using experience-based prediction methods which do not involve statistical methods for the computation of average repair costs for contracts terminated in the recent past. LÄS MER
5. Problem of hedging of a portfolio with a unique rebalancing moment
Magister-uppsats, Tillämpad matematik och fysik (MPE-lab)Sammanfattning : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. LÄS MER