Sökning: "mean-square criterion"

Hittade 5 uppsatser innehållade orden mean-square criterion.

  1. 1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    Kandidat-uppsats, Uppsala universitet/Statistik, AI och data science

    Författare :Yuta Sakiyama; [2023]
    Nyckelord :;

    Sammanfattning : 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

  3. 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 teknik

    Författare :Charles Edward Okon; Randi Kalanika Assalaarachchi; [2023]
    Nyckelord :missing data; proxy response; missingness mechanism; error-in-variable; logistic regression; Monte-Carlo simulation; missing at random; complete case analysis; proxy substitution; multiple imputation; inverse probability treatment weighting;

    Sammanfattning : 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

  4. 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 byggvetenskaper

    Författare :André Wirthig; [2023]
    Nyckelord :Vibrations; High frequency floors; Sensitive equipment; Technology and Engineering;

    Sammanfattning : 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

  5. 4. Dynamic prediction of repair costs in heavy-duty trucks

    Master-uppsats, Linköpings universitet/Statistik och maskininlärning

    Författare :Lakshidaa Saigiridharan; [2020]
    Nyckelord :Hurdle Gamma model; Hierarchical hurdle Gamma model; Generalized linear model GLM ; Supervised Machine Learning; feature selection; Akaike Information Criterion AIC ; prediction of repair costs; heavy-duty trucks; truck variants; operational features;

    Sammanfattning : 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

  7. 5. Problem of hedging of a portfolio with a unique rebalancing moment

    Magister-uppsats, Tillämpad matematik och fysik (MPE-lab)

    Författare :Georgy Mironenko; [2012]
    Nyckelord :Financial Mathematics; optimal stopping problem; mean-square criterion; hedging; optimal portfolio rebalansing;

    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