Sökning: "statistik bootstrapping"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden statistik bootstrapping.

  1. 1. Bootstrapping methods for assessing causality in survival analysis: A case study on major adverse cardiovascular events

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Paulina Benthem Ciano; [2023]
    Nyckelord :Causality; Graphical models; Bootstrap; Survival analysis; Additive hazards model.; Mathematics and Statistics;

    Sammanfattning : The combination of graphical models with Aalen's additive hazards model, resulting in a model known as dynamical path analysis, permits assessing the effects of different variables on times until an event and decomposing these total effects into direct and indirect effects. This thesis proposes novel bootstrapping methods designed for left-truncated right-censored data, conditional on covariates within the framework of Aalen's additive hazards model, in order to obtain confidence intervals for the estimates. LÄS MER

  3. 2. Batch sizing in production : A case study on batch sizing at the press lines at Volvo GTO in Umeå

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Martin Ericson; Oscar Westin; [2022]
    Nyckelord :Analytics; Bootstrapping; Lean; Lean production; Logistics; Lot sizing; Manufacturing;

    Sammanfattning : Volvo GTO is currently interested in reducing their batch sizes at the press operation in Umeå. Where a large number of different cab parts are currently produced for trucks on two different production lines that interact with each other. LÄS MER

  4. 3. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Eidenvall; [2021]
    Nyckelord :Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Sammanfattning : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. LÄS MER

  5. 4. A performance investigation and evaluation of selected portfolio optimization methods with varying assets and market scenarios

    Master-uppsats, KTH/Matematisk statistik

    Författare :Gustaf Callert; Filip Halén Dahlström; [2016]
    Nyckelord :Portfolio optimization; Asset allocation; Evaluation ratios; Asset pricing; Risk measures; Monte Carlo simulation; Bootstrapping;

    Sammanfattning : This study investigates and evaluates how different portfolio optimization methods perform when varying assets and financial market scenarios. Methods included are mean variance, Conditional Value-at-Risk, utility based, risk factor based and Monte Carlo optimization. LÄS MER

  7. 5. Long-term and Short-term Forecasting Techniques for Regional Airport Planning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Robin Wargentin; [2016]
    Nyckelord :;

    Sammanfattning : The aim of this thesis is to forecast passenger demand in long term and short term perspectives at the Airport of Bologna, a regional airport in Italy with a high mix of low cost traffic and conventional airline traffic. In the long term perspective, time series are applied to forecast a significant growth of passenger volumes in the airport in the period 2016-2026. LÄS MER