Sökning: "skewness and kurtosis"

Visar resultat 1 - 5 av 33 uppsatser innehållade orden skewness and kurtosis.

  1. 1. Texture Analysis and Ultra high-frequency ultrasound in use for diagnosing Hirschsprung's disease

    Kandidat-uppsats, Lunds universitet/Avdelningen för Biomedicinsk teknik

    Författare :Sophia Klarén; Jonathan Jedhammar; [2023]
    Nyckelord :Hirschsprung s disease; Aganglionosis; UHF ultrasound; Texture analysis; Nakagami; Skewness; Kurtosis; Technology and Engineering;

    Sammanfattning : An investigation into the use of statistical texture analysis in combination with ultra high-frequency ultrasound for diagnosing Hirschsprung’s disease (HD); An illness that manifests itself through the absence of ganglia cells in lower parts of the intestine. Current diagnostic techniques carry a higher risk of long-term consequences in newborns and children which enables a new avenue of research into new methods. LÄS MER

  3. 2. Credit scoring using Logistic regression

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Iftho Hara Khanam; [2023]
    Nyckelord :Kurtosis; Skewness; Winsorization; Logistic regression analysis; Maximum likelihood estimation; Newton–Raphson method; T–ratio test; P-value; LR test;

    Sammanfattning : In this thesis, we present the use of logistic regression method to develop a credit scoring modelusing the raw data of 4447 customers of a bank. The data of customers is collected under 14independent explanatory variables and 1 default indicator. The objective of this thesis is toidentify optimal coefficients. LÄS MER

  4. 3. Hållbarhet och fondprestation

    Kandidat-uppsats,

    Författare :Ludvig Johansson; Alva Mentor; [2022-07-11]
    Nyckelord :Sustainability; CAPM; Sharpe ratio; Treynor ratio; Swedish funds;

    Sammanfattning : The purpose of this paper is to conduct research regarding fund performance based on Morningstar’s Sustainability Rating, with the aim of drawing conclusions about whether funds with high sustainability rating perform differently than funds with low sustainability rating. A quantitative method was used to investigate fund performance over the last three years, regarding 20 Swedish funds investing on the Swedish market. LÄS MER

  5. 4. Considering Tail Events in Hedge Fund Portfolio Optimization

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Josefin Bladh; Holm Greta; [2021]
    Nyckelord :Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

    Sammanfattning : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. LÄS MER

  7. 5. Preferenser för hög ESG eller högre moment?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Isabella Söderqvist; Moa Andersson; [2021]
    Nyckelord :ESG; risk; kurtosis; skewness; preferences; Business and Economics;

    Sammanfattning : Most existing literature uses a mean-variance frame-work for evaluating expected stock returns and ESG (environmental, social and governance) performance. At the same time, it is argued that the risk mitigation offered by high ESG should lead to higher skewness and lower kurtosis in stock returns. LÄS MER