Essays about: "Bayesiansk Statistik"

Showing result 11 - 15 of 22 essays containing the words Bayesiansk Statistik.

  1. 11. Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models

    University essay from KTH/Matematisk statistik

    Author : Carolina Ljung; Maria Svedberg; [2020]
    Keywords : Loss Given Default; Non-Performing Loans; Internal Ratings Based Approach; Basel Accords; Zero-and-One Inflated Beta Regression; Bayesian Inference; Förlust vid fallissemang; Icke-presterande lån; Intern riskklassificeringsmetod; Basel; Utvidgad betaregression; Bayesiansk inferens;

    Abstract : This thesis investigates three different techniques for estimating loss given default of non-performing consumer loans. This is a contribution to a credit risk evaluation model compliant with the regulations stipulated by the Basel Accords, regulating the capital requirements of European financial institutions. READ MORE

  3. 12. Classification of Wi-Fi Sensor Data for a Smarter City : Probabilistic Classification using Bayesian Statistics

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Elin Tyni; Johanna Wikberg; [2019]
    Keywords : ;

    Abstract : As cities are growing with an increasing number of residents, problems with the traffic such as congestion and larger emission arise. The city planners have challenges with making it as easy as possible for the residents to commute and in as large scale as possible to avoid vehicles. READ MORE

  4. 13. Building an Efficient Occupancy Grid Map Based on Lidar Data Fusion for Autonomous driving Applications

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Marwan Salem; [2019]
    Keywords : Autonomous Driving; Occupancy Grids; Bayesian Inference; Lidar; SLAM; Rao-Blackwellized Particle Filter; Sensor Fusion; GPU;

    Abstract : The Localization and Map building module is a core building block for designing an autonomous vehicle. It describes the vehicle ability to create an accurate model of its surroundings and maintain its position in the environment at the same time. READ MORE

  5. 14. Break Point Detection for Strategic Asset Allocation

    University essay from KTH/Matematisk statistik

    Author : Erika Madebrink; [2019]
    Keywords : Strategic asset allocation; Bayesian; reversible jump; Markov chain Monte Carlo; regime switching;

    Abstract : This paper focuses on how to improve strategic asset allocation in practice. Strategic asset allocation is perhaps the most fundamental issue in portfolio management and it has been thoroughly discussed in previous research. We take our starting point in the traditional work of Markowitz within portfolio optimization. READ MORE

  6. 15. Estimating the Early Evolution of Brachiopods Using an Integrated Approach Combining Genomics and Fossils

    University essay from Uppsala universitet/Paleobiologi

    Author : Chloé Robert; [2019]
    Keywords : Brachiopoda; evolutionary history; phylogeny; Maximum likelihood; Bayesian inference; fossil calibrations; Brachiopoda; evolutionhistoria; fylogeni; Maximum likelihood-metoden; Bayesiansk statistik; fossilkalibering;

    Abstract : The Brachiopoda, a major group of the Lophotrochozoa, experienced a rapid early evolutionary diversification during the well-known Cambrian explosion and subsequently dominated the Palaeozoic benthos with its diversity and abundance. Even though the phylogeny of the Lophotrochozoa is still hotly debated, it is now known that the Brachiopoda are a monophyletic grouping. READ MORE