Essays about: "Conditional probability"

Showing result 21 - 25 of 55 essays containing the words Conditional probability.

1. 21. Understanding people movement and detecting anomalies using probabilistic generative models

   University essay from KTH/Matematisk statistik

   Author : Agnes Hansson; [2020]
   Keywords : Machine Learning; Unsupervised Learning; Generative Models; Auto-encoders; Gaussian Mixture Models; Maskininlärning; Oövervakad inlärning; generativa modeller; auto-encoders; gaussiska mixtur-modeller;

   Abstract : As intelligent access solutions begin to dominate the world, the statistical learning methods to answer for the behavior of these needs attention, as there is no clear answer to how an algorithm could learn and predict exactly how people move. This project aims at investigating if, with the help of unsupervised learning methods, it is possible to distinguish anomalies from normal events in an access system, and if the most probable choice of cylinder to be unlocked by a user can be calculated. READ MORE

3. 22. The performance of inverse probability of treatment weighting and propensity score matching for estimating marginal hazard ratios

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Jonatan Nåtman; [2019]
   Keywords : Monte Carlo simulations; propensity score; survival analysis; Cox model; censoring rate; sample size;

   Abstract : Propensity score methods are increasingly being used to reduce the effect of measured confounders in observational research. In medicine, censored time-to-event data is common. READ MORE

4. 23. Private Equity Centrality and Club Deal Formation: Evidence from a Social Network Analysis - Subsample Analysis and Social Network Analysis in the Nordic Countries

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Francesco Brambati; [2019]
   Keywords : Private Equity; Club Deals; Social Network Analysis; Centrality;

   Abstract : In this paper, we investigate the structure of the network of relationships established between private equity firms when they form acquisition consortiums. We collected information on 1562 private equity transactions, including both sole-sponsored and club deals, across the period 2000-2017. READ MORE

5. 24. Clustering and Anomaly Detection in Financial Trading Data

   University essay from Lunds universitet/Matematisk statistik

   Author : Erik Norlander; [2019]
   Keywords : Variational Autoencoder; Generative Models; Latent Space; Dimensionality Reduction; Unsupervised Learning; Anomaly Detection; Clustering; Gaussian Mixture Models; Isolation Forest.; Mathematics and Statistics;

   Abstract : In this thesis we propose a new form of Variational Autoencoder called the Conditional Latent Space Variational Autoencoder or CL-VAE. By conditioning on a known label in a dataset we can decide what points are being mapped to what prior distribution. This makes the latent space more understandable and separates the classes further. READ MORE

6. 25. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application

   University essay from Göteborgs universitet/Graduate School

   Author : Jesper Karlsson; [2018-07-04]
   Keywords : Risk Management; Migration Analysis; Intensity Models; IFRS 9; Basel Accords; Portfolio Stress Test;

   Abstract : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. READ MORE