Essays about: "Skewness and Kurtosis"

Showing result 1 - 5 of 30 essays containing the words Skewness and Kurtosis.

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

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

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

    Abstract : 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. READ MORE

  3. 2. Credit scoring using Logistic regression

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

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

    Abstract : 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. READ MORE

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

    University essay from Linköpings universitet/Produktionsekonomi

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

    Abstract : 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. READ MORE

  5. 4. Downside risk: is downside risk being priced in the U.S. stock market?

    University essay from

    Author : Raouf Bahsoun; Arsalan Hakimi; [2020-07-06]
    Keywords : Excess kurtosis; skewness; Value-at-Risk; Expected shortfall; semi deviation; downside beta; Sortino ratio; Fama-French three-factor model; Fama French Five Factor model; Carhart four-factor model; q-four factor model; q-five factor model; asset pricing; U.S. stock market;

    Abstract : This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. READ MORE

  6. 5. The personalization-privacy paradox: personalized ads on social media : Exploring invasive ads on social media, in relation to perceived usefulness, consumer privacy and trust

    University essay from Linnéuniversitetet/Institutionen för marknadsföring (MF)

    Author : Oliver Hillqvist; Amanda Johnsson Östergren; [2020]
    Keywords : Privacy; trust; social media; invasiveness; usefulness; personalized marketing;

    Abstract : Background: In the realm of online digital marketing, personalization tailored around the user’s interests are becoming the norm. It is becoming more and more challenging for marketers to get the attention of relevant consumers and get heard through all the noise. READ MORE