Sökning: "sannolikhetsteori"

Visar resultat 11 - 15 av 140 uppsatser innehållade ordet sannolikhetsteori.

  1. 11. Empirical Analysis of Joint Quantile and Expected Shortfall Regression Backtests

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Viktor Ågren; [2023]
    Nyckelord :risk metric; expected shortfall; backtest; value at risk; empirical analysis;

    Sammanfattning : In this work, we look into the practical applicability of three joint quantile and expected shortfall regression backtests. The strict, auxiliary, and intercept ESR backtests are applied to the historical log returns of the OMX Stockholm 30 market-weight price index. LÄS MER

  3. 12. Cospectral graphs : What properties are determined by the spectrum of a graph?

    Kandidat-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Erik Sundström; [2023]
    Nyckelord :graph theory; graph; graphs; spectral graph theory; cospectral graphs; adjacency matrix; adjacency matrices; graph spectrum; spectrum; graph spectra; spectra;

    Sammanfattning : This paper was written as a bachelor thesis in mathematics. We study adjacency matrices and their eigenvalues to investigate what properties of the corresponding graphs can be determined by those eigenvalues, the spectrum of the graph. The question of which graphs are uniquely determined by their spectra is also covered. LÄS MER

  4. 13. Stochastic Geometry and Mosaic Models with Applications

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Albert Nilsson; [2023]
    Nyckelord :stochastic geometry; random mosaics; random tessellations;

    Sammanfattning : In this thesis, we consider stationary random mosaics with a focus on the Poisson-Voronoi mosaic and the Poisson-Delaunay mosaic. We consider properties of stationary random mosaics in R2, such as mean value results of the typical cell. LÄS MER

  5. 14. The Dividend Problem for Diffusion Processes

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Patrik Deigård; [2022]
    Nyckelord :Optimal dividend problem; Barrier strategy; Stochastic control; Itô diffusion.;

    Sammanfattning : .... LÄS MER

  7. 15. On Minimizing Properties of Geodesics

    Kandidat-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Zoe Perman; [2022]
    Nyckelord :;

    Sammanfattning : .... LÄS MER