Sökning: "quantile regression"

Visar resultat 1 - 5 av 45 uppsatser innehållade orden quantile regression.

1. 1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   Kandidat-uppsats, Umeå universitet/Företagsekonomi

   Författare :Anthony Baugi; Eugene Zhang; [2024]
   Nyckelord :Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Sammanfattning : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. LÄS MER

3. 2. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Vladyslava Bab’yak; [2023-06-29]
   Nyckelord :Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

   Sammanfattning : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. LÄS MER

4. 3. 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

5. 4. Institutional Quality and Public Renewable Energy Investments : A panel quantile regression analysis on the effects ofcorruption on the renewable energy transition in middle-income countries

   Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Författare :Filip Halldén; Anna Hultberg; [2023]
   Nyckelord :quantile regression; panel data; renewable energy investments; public investments; determinants of investments; middle-income countries; corruption;

   Sammanfattning : To avoid the worst effects of climate change, we need to end our reliance on fossil fuels and invest in alternative, renewable sources. Despite making up only 25% of total renewable energy investments, public investment is still vital due to its ability to encourage investments through policy measures and programs. LÄS MER

7. 5. Capturing time variation within systemic risk estimation

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Christian Hovstadius; Baltsar Lindgren; [2023]
   Nyckelord :Systemic risk; CoVaR; State variables; Lasso; PCA; Business and Economics;

   Sammanfattning : Systemic risk can be defined as the risk to the whole financial system. Financial institutions may contribute more or less to this risk, and measuring the systemic risk contributions of institutions is of central importance for regulators. LÄS MER