Essays about: "Dependence"

Showing result 1 - 5 of 762 essays containing the word Dependence.

  1. 1. Optimal financial resources for Central Counterparties: Introducing default dependence of clearing members: a mixed binomial approach

    University essay from Göteborgs universitet/Graduate School

    Author : Leonardo Di Geronimo; [2019-07-02]
    Keywords : Central Counterparties; Risk Management; Merton Model; Mixed Binomial Model; Merton Mixed Binomial Model; Initial Margin; Default Fund;

    Abstract : MSc in Finance.... READ MORE

  2. 2. MODELING CAPITAL ASSET RETURNS ON THE SWEDISH STOCK MARKET - An evaluation of Fama French’s Five Factor Model against its predecessors

    University essay from Lunds universitet/Statistiska institutionen

    Author : Kristoffer Bergram; Ludvig Göransson; [2019]
    Keywords : asset pricing modeling; time series regression; statistics; Fama French Five Factor model; Carhart Four Factor model; Fama French Three Factor model; Swedish stock market; portfolio theory; behavioral economics; Mathematics and Statistics; Business and Economics;

    Abstract : This thesis compared the explanatory rate of three asset pricing models related to excess returns on the Swedish stock market. A more granular evaluation of each model’s factors was also conducted. A random sample of 90 companies was drawn from the Stockholm Stock Exchange (N = 371) using a Blomberg terminal. READ MORE

  3. 3. Region Proposal Based Object Detectors Integrated With an Extended Kalman Filter for a Robust Detect-Tracking Algorithm

    University essay from Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

    Author : Gabriel Khajo; [2019]
    Keywords : Object Detection; Extended Kalman Filter; Tracking;

    Abstract : In this thesis we present a detect-tracking algorithm (see figure 3.1) that combines the detection robustness of static region proposal based object detectors, like the faster region convolutional neural network (R-CNN) and the region-based fully convolutional networks (R-FCN) model, with the tracking prediction strength of extended Kalman filters, by using, what we have called, a translating and non-rigid user input region of interest (RoI-) mapping. READ MORE

  4. 4. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rostislav Sibirtsev; [2019]
    Keywords : Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Abstract : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. READ MORE

  5. 5. Overcoming obstacles to Lund University’s sustainability goals: a case study on the use of behavioral insights in canteen settings

    University essay from Lunds universitet/LUCSUS

    Author : Mathieu Mal; [2019]
    Keywords : Organizational change; sustainable university; meat consumption; nudging; sustainability science; Social Sciences;

    Abstract : Universities are in a unique position to lead society through a sustainability transition. Still, there is an unexploited potential, even of low-effort, low-investment measures, for improving environmental sustainability at Lund University. This raises the question of what obstacles lead to suboptimal environmental management in universities. READ MORE