Essays about: "conditional intensity"

Showing result 1 - 5 of 15 essays containing the words conditional intensity.

  1. 1. A temporal Hawkes process model for shooting occurrences in Sweden

    University essay from Lunds universitet/Statistiska institutionen

    Author : Sara Kopelman; [2024]
    Keywords : Point processes; stochastic processes; statistics; conditional intensity; crime; shootings; Mathematics and Statistics;

    Abstract : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. READ MORE

  3. 2. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    University essay from Göteborgs universitet/Graduate School

    Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

  4. 3. Economic Interdependence and Conflict: The case of the post-Soviet space

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Linn Alice Backlund; [2022]
    Keywords : Trade; Interdependence; Conflict; Former Soviet Union; Business and Economics;

    Abstract : There is still little consensus on whether trade promotes peace or not This thesis aims at investigating the relationship between economic interdependence and conflicts in post-Soviet countries, contributing to the empirical literature on the regional level. Using dyadic measures of trade and conflict, I investigate the relationship between interdependence and onset conflict, ongoing conflict, and conflict intensity. READ MORE

  5. 4. High-definition map creation and update for autonomous driving

    University essay from KTH/Geoinformatik

    Author : Wanru Xia; [2021]
    Keywords : HD map; mobile LiDAR; point cloud; road edge; road surface; road marking;

    Abstract : Autonomous driving technology is now evolving at an unprecedented speed. HD maps, which are embedded with highly precise and detailed road spatial and object information, play an important role in supporting autonomous vehicles. READ MORE

  6. 5. Convergence of CO2 emissions in the Americas

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Mikael Arvidsson Martins; [2021]
    Keywords : Carbon Dioxide Emissions; Emission Intensity; Convergence; Club Convergence; The Americas;

    Abstract : Maintaining global warming to 2 degrees Celsius above pre-industrial levels is vital. Whether the convergence hypothesis holds for carbon dioxide emissions is important for policymakers facing this issue. This paper investigates the convergence behavior of carbon dioxide emissions for 39 countries in the Americas from 1960-2016. READ MORE