Essays about: "Copula."

Showing result 11 - 15 of 70 essays containing the word Copula..

  1. 11. Locative clauses and existential constructions in Khowar

    University essay from Stockholms universitet/Institutionen för lingvistik

    Author : Hilda Appelgren; [2023]
    Keywords : Khowar; locative clauses; existential clauses; non-verbal predication; Hindu Kush;

    Abstract : The current study investigates how locative clauses and existential constructions are realized and differentiated in the language of Khowar [ISO 693–3: khw] (Hindu Kush Indo-Aryan, HKIA). Khowar is one of several under-researched languages in the Hindu Kush, and as of yet there is no comprehensive description of its linguistic structure. READ MORE

  3. 12. A short bit on copulas and alternative versions of Spearmans rho

    University essay from Lunds universitet/Matematisk statistik

    Author : Filip Carlsson; [2023]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis aims to understand copula theory and its application in measuring dependence, particularly in the context of the paper "Multivariate conditional versions of Spearman’s rho and related measures of tail dependence" by Schmid and Schmidt. We clarify certain statements and formulas in Schmid and Schmidt's work, explore the potential of the conditional version of Spearman's rho, and demonstrate empirical versions of copulas and Spearman's rho using a bivariate normal distribution. READ MORE

  4. 13. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    University essay from KTH/Matematik (Avd.)

    Author : Nils Henningsson; [2022]
    Keywords : Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Abstract : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. READ MORE

  5. 14. Improving term structure measurements by incorporating steps in a multiple yield curve framework

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Gustav Villwock; Clara Rydholm; [2022]
    Keywords : Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

    Abstract : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). READ MORE

  6. 15. Estimation of severe crash frequency using two surrogates

    University essay from Lunds universitet/Matematisk statistik

    Author : Zhankun Chen; [2022]
    Keywords : Multivariate Extreme Value distributions; Copula; Extreme Value Theory; Crash frequency; Surrogate Meausre of Safety; Road safety; Mathematics and Statistics;

    Abstract : This thesis is concerned with the estimation of crash frequency based on the bivariate modeling of surrogate measures of safety (SMoS), which serve as indicators for traffic risk. Using the SMoS, any traffic conflict between two road users can be described by their proximity together with their hypothetical consequence. READ MORE