Essays about: "Central Limit Theorem"

Found 2 essays containing the words Central Limit Theorem.

1. 1. Portfolio Risk Modelling in Venture Debt

   University essay from KTH/Matematisk statistik

   Author : John Eriksson; Jacob Holmberg; [2023]
   Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

   Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

3. 2. Peak to Average Ratio Reduction in Wireless OFDM Communication Systems

   University essay from Blekinge Tekniska Högskola/Avdelningen för signalbehandling

   Author : KAMRAN HAIDER; [2006]
   Keywords : PAR; OFDM; Active-Set; Tone reservation; PSD constraint;

   Abstract : Future mobile communications systems reaching for ever increasing data rates require higher bandwidths than those typical used in today’s cellular systems. By going to higher bandwidth the (for low bandwidth) flat fading radio channel becomes frequency selective and time dispersive. READ MORE