Essays about: "Risk estimation"

Showing result 1 - 5 of 346 essays containing the words Risk estimation.

  1. 1. Predicting inflow and infiltration to wastewater networks based on temperature measurements

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Martin Åsell; [2024]
    Keywords : Inflow and Infiltration; I I; CNN; Linear regression;

    Abstract : 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. READ MORE

  3. 2. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anton Eriksson Nyberg; Olof de Blanche; [2024]
    Keywords : Cumulative Prospect Theory; CPT; observational study; field study; lottery bonds;

    Abstract : 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. READ MORE

  4. 3. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Khaled Jrideh; [2023-05-26]
    Keywords : ;

    Abstract : 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. READ MORE

  5. 4. Failure Probability and Lifetime Estimation for Industrial Robots : A Logistic Regression and Lifetime Analysis Approach

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Erik Fahlbeck Carlsson; Martin Herbert; [2023]
    Keywords : Lifetime Analysis; Logistic regression; Prediction; Lifetime estimation; Industrial robots; Livslängdsanalys; Logistisk regression; Prediktion; Livslängdsestimering; Industriella robotar;

    Abstract : 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. READ MORE

  6. 5. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : 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. READ MORE