Essays about: "Bayesian Information Criteria"
Showing result 1 - 5 of 9 essays containing the words Bayesian Information Criteria.
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1. Comparison of impact on stock market volatility by COVID-19 and the 2008 financial crisis
University essay from Umeå universitet/NationalekonomiAbstract : The aim of this thesis is to analyse the volatility of 11 sectorial stock return data of S&P 500 Index during the 2008 global financial crisis and the recent COVID-19 global pandemic. S&P 500 is a large stock market index that tracks the performance of 500 companies that are some of the largest in the world. READ MORE
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2. Evidence and perceptions on GUI test automation : An explorative Multi-Case study
University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknikAbstract : Context. GUI-based automation testing is a costly and tedious activity in practice. As GUIs are well-known for being modified and redesigned throughout the development process, the corresponding test scripts are not valid anymore thereby being a hindrance to automation. READ MORE
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3. Evaluating model selection criteria for nuisance models in causal inference : (when the true models are finite mixtures)
University essay from Umeå universitet/StatistikAbstract : When using inverse probability weighting (IPW) and doubly robust (DR) estimators for estimating the causal effect we need to use nuisance models for estimating the propensity scores, and for the DR estimator also the outcome regression. These nuisance models are often created using a selection of covariates, higher order and interaction terms, which require some model selection criteria. READ MORE
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4. Construction of the Berkeley Innovation Index: A Higher-Order Item Response Theory Model Approach
University essay from Lunds universitet/Matematisk statistikAbstract : The Berkeley Innovation Index (BII) is a tool developed for assessment of individual innovation capability. The index is based on responses to a survey that constitutes of questions linked to domain abilities, i.e., sub-traits, that are hypothesized to govern an individual's overall innovation ability. READ MORE
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5. Futures risk premium characterization and spot price modeling on the German electricity market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this thesis it was investigated how accurate the futures predict the spot prices and characterizing the futures risk premium on the German electricity market, which currently undergoes an energy transition. This was conducted twice, with realized data and with data from an own developed model. READ MORE