Sökning: "risk estimation"
Visar resultat 1 - 5 av 418 uppsatser innehållade orden risk estimation.
1. Predicting inflow and infiltration to wastewater networks based on temperature measurements
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Institutionen för informationsteknologiSammanfattning : Sewer pipelines are deteriorating due to aging and sub optimal material selections, leading to the infiltration of clean ground and rainfall water into the pipes. It is estimated that a significant portion (up to 40-50%) of the water entering wastewater treatment plants is actually clean infiltrated water. LÄS MER
2. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory
D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomiSammanfattning : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. LÄS MER
3. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : 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
4. Failure Probability and Lifetime Estimation for Industrial Robots : A Logistic Regression and Lifetime Analysis Approach
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : The ability to handle and process data for information extraction is getting more and more important. Using extracted data from the business to improve productivity is seen as an important part in developing the business processes. In this thesis, industrial robots and their survival times are analyzed. LÄS MER
5. On Predicting Price Volatility from Limit Order Books
Master-uppsats, Uppsala universitet/Matematiska institutionenSammanfattning : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. LÄS MER