Essays about: "Benjamin Ringdahl"

Found 2 essays containing the words Benjamin Ringdahl.

1. 1. Investigating some GARCH(1,1)-type value-at-risk models pre-Covid-19 and intra-Covid-19

   University essay from Linnéuniversitetet/Institutionen för matematik (MA)

   Author : Benjamin Ringdahl; [2021]
   Keywords : ;

   Abstract : Value-at-risk quantifies the amount of capital needed to handle future losses on investments at a given confidence level. The Covid-19 pandemic greatly increased market volatility, which motivates us to investigate value-at-risk models during this time period. READ MORE

3. 2. Gaussian Process Multiclass Classification : Evaluation of Binarization Techniques and Likelihood Functions

   University essay from Linnéuniversitetet/Institutionen för matematik (MA)

   Author : Benjamin Ringdahl; [2019]
   Keywords : Machine learning; Gaussian process classification; Laplace s approximation; Likelihood functions; Binarization techniques; Class imbalance;

   Abstract : In binary Gaussian process classification the prior class membership probabilities are obtained by transforming a Gaussian process to the unit interval, typically either with the logistic likelihood function or the cumulative Gaussian likelihood function. Multiclass classification problems can be handled by any binary classifier by means of so-called binarization techniques, which reduces the multiclass problem into a number of binary problems. READ MORE