Essays about: "Non-parametric approach"

Showing result 16 - 20 of 57 essays containing the words Non-parametric approach.

  1. 16. Wind Turbine Performance Assessment Modeling Using Machine Learning Method for Condition Based Maintenance

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Qiuyi Huang; [2018]
    Keywords : ;

    Abstract : This thesis work proposes a performance assessment framework to estimateoperation states of wind turbines for the sake of condition monitoring. Theframework uses the data in the supervisory control and data acquisition systemsas original input and some machine learning methods including K-NearestNeighbour, K-Means Clustering, Support Vector Machine and Artificial NeuralNetwork are implemented to analyze the data. READ MORE

  2. 17. FX Trading Using Gaussian Processes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ahmed Daadooch; [2018]
    Keywords : Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

    Abstract : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. READ MORE

  3. 18. Fundamental review of the trading book - The new approach to measure market risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonas Drakenberg; Samuel Hegnell; [2017]
    Keywords : Expected Shortfall; Value-at-Risk; Fundamental Review of the Trading Book; Bank for International Settlements; Basel Committee on Banking Supervision; Market risk; Parametric approach; Non-parametric approach; Business and Economics;

    Abstract : The Fundamental Review of the Trading Book sets the standard for the most recent regulatory framework for minimum capital requirement within market risk. It will be implemented gradually up until 2019 and will overhaul a major part of the current regulation. READ MORE

  4. 19. Premium influencing factors in life assurance : Study of an income parameter in mortality analysis

    University essay from KTH/Matematisk statistik

    Author : Pontus Waltré; [2017]
    Keywords : ;

    Abstract : The expected lifetime is steadily increasing in Sweden and the World. As the increase will eventually level out the question is: at what level will the expected lifetime be then? The outlook for or searching after factors and assumptions that can influence mortality in life insurance, are principally missing. READ MORE

  5. 20. Evaluating Multitemporal Sentinel-2 data for Forest Mapping using Random Forest

    University essay from Stockholms universitet/Institutionen för naturgeografi

    Author : Marc Nelson; [2017]
    Keywords : Forest classification; multitemporal; sentinel-2; sentinel 2; classification; forest; random forest; machine learning; cadasterENV; sweden; remote sensing; GIS; geomatics; land cover;

    Abstract : The mapping of land cover using remotely sensed data is most effective when a robust classification method is employed. Random forest is a modern machine learning algorithm that has recently gained interest in the field of remote sensing due to its non-parametric nature, which may be better suited to handle complex, high-dimensional data than conventional techniques. READ MORE