Essays about: "Two-Step Model"

Showing result 6 - 10 of 93 essays containing the words Two-Step Model.

  1. 6. Copula approach to fitting bivariate time series

    University essay from Lunds universitet/Matematisk statistik

    Author : Jun Wang; [2023]
    Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Abstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE

  3. 7. Models for solid waste and its management in Stockholm metropolitan area

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Lars Arvidsson; Kasper Nordenram; [2022]
    Keywords : ;

    Abstract : In the transition from a linear economy to a sustainable circular economy, waste management is critical. This thesis approaches the management of Municipal Solid Waste (MSW) from the perspective of a mathematical modelling. Within the scope of the thesis, three mathematical models were developed. READ MORE

  4. 8. Exploiting the Overtones in Online Localization of Sound Sources

    University essay from Lunds universitet/Matematisk statistik

    Author : David Sundström; [2022]
    Keywords : Multi-pitch estimation; localization; block sparsity; sparse recursive least squares; online estimation; ADMM; adaptive dictionary; Mathematics and Statistics;

    Abstract : Localization of multiple sound sources from a microphone array is a challenging task that has been a research topic for decades. The challenges stem from the diversity of acoustic contexts due to reverberation and disturbances. READ MORE

  5. 9. Template-assisted Electrodeposition and Model Electrodes Studied by Electron Microscopy and High Energy X-ray Diffraction

    University essay from Lunds universitet/Fasta tillståndets fysik; Lunds universitet/Fysiska institutionen

    Author : Hanna Sjö; [2022]
    Keywords : Physics and Astronomy;

    Abstract : There is a great interest in studying detailed changes at electrode surfaces during electrochemical processes to better understand the electrochemical reactions at the electrode surface-liquid interface and improve the electrode efficiency. The Au(110) surface has a known (1$\times$2) missing row reconstruction in vacuum conditions, which can change into higher-order (1$\times$3), (1$\times$5), and (1$\times$7) depending on environment. READ MORE

  6. 10. The ESG-Risk Relationship - A study of the relationship between ESG and firm-specific risk of publicly traded firms in Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jonathan Bark; Melker Lundberg; [2022]
    Keywords : Idiosyncratic Volatility; ESG; Fama-French three-factor model; ESG-risk relationship; Business and Economics;

    Abstract : Non-financial metrics have come to play a larger role in financial markets as years pass, impacting decisions made by businesses, investors and policy makers alike. A significant non-financial metric captured by the term ESG or Environmental, Social and Governance. READ MORE