Advanced search

Showing result 1 - 5 of 26 essays matching the above criteria.

  1. 1. Robust Statistical Jump Models with Feature Selection

    University essay from Lunds universitet/Matematisk statistik

    Author : Jonatan Persson; [2023]
    Keywords : Clustering; Jump; Feature selection; Robust; Mathematics and Statistics;

    Abstract : A large area in statistics and machine learning is cluster analysis. This field of research concerns the design of algorithms that allow computers to automatically categorize a set of observations into different groups in a reasonable way, without any prior information about which observations belongs to which group. READ MORE

  3. 2. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Axel Nilsson; [2022]
    Keywords : Vine Copulas; Extreme Value Theory; Financial Risk Management; Vine Copulas; Extremvärdesteori; Finansiell riskhantering;

    Abstract : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. READ MORE

  4. 3. Play behaviour and maternal relationship between ewe and lambs in Urial sheep (Ovis vignei bochariensis)

    University essay from SLU/Dept. of Animal Environment and Health

    Author : Alicia Josefsson; [2022]
    Keywords : Urial sheep; play behaviour; social play; locomotor play; maternal behaviour; locomotor behaviour welfare; conservation; ex situ; zoo;

    Abstract : Ex situ conservation is done to alleviate the risk of threatened species going extinct and one major conservation aim is increasing the population size. One place working with ex situ conservation is the zoo Nordens Ark in Sweden, and one of their target species is Urials (Ovis vignei bochariensis). READ MORE

  5. 4. Aktivitetshalsband på katt : verifiering av tillförlitligheten i mätningar av katters fysiska aktivitet

    University essay from SLU/Dept. of Clinical Sciences

    Author : Kent Anders Mathiasson; [2021]
    Keywords : accelerometer; accelerometri; aktivitetshalsband; aktivitetsmonitor; felin; fysisk aktivitet; katt;

    Abstract : Andelen äldre katter ökar i Sverige och med åldern ökar diabetes och ledsjukdomar, som osteoartrit. Tidig diagnos av dylika sjukdomar är viktigt för katternas hälsa och välmående. READ MORE

  6. 5. Deep learning for portfolio optimization

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : JOHN N. MBITI; [2021]
    Keywords : Portfolio optimization; optimal portfolio; jump diffusion; Itô-Lévy process; stochastic control; dynamic programming; HJB equation; utility optimization; stochastic gradient descent; Deep learning; neural network.;

    Abstract : In this thesis, an optimal investment problem is studied for an investor who can only invest in a financial market modelled by an Itô-Lévy process; with one risk free (bond) and one risky (stock) investment possibility. We present the dynamic programming method and the associated Hamilton-Jacobi-Bellman (HJB) equation to explicitly solve this problem. READ MORE