Essays about: "Empirical quantiles"

Found 5 essays containing the words Empirical quantiles.

  1. 1. Market Surveillance Using Empirical Quantile Model and Machine Learning

    University essay from KTH/Matematik (Avd.)

    Author : Daniel Landberg; [2022]
    Keywords : Market surveillance; Outlier detection; Empirical quantiles; Empirical distribution; Isolation forest; Principal Component Analysis; PCA; Finance; Marknadsövervakning; Extremvärdes upptäckt; Empiriska kvantiler; Empirisk distribution; Isolationsskog; Huvudkomponent analys; Finans;

    Abstract : In recent years, financial trading has become more available. This has led to more market participants and more trades taking place each day. The increased activity also implies an increasing number of abusive trades. To detect the abusive trades, market surveillance systems are developed and used. READ MORE

  3. 2. Green Finance and its Relation to Asset Classes : Analyzing the dependency structure with a DCC-GARCH and a cross-quantilogram approach

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Mona Ebadian; Linda Ivarsson; [2021]
    Keywords : ;

    Abstract : In this master thesis, we present the first empirical study that investigates the correlation- and dependence structure of green finance with major asset classes such as cryptocurrency, commodities, equity and currency on a global level. Over the years, green finance and sustainability questions have become more and more central in the literature. READ MORE

  4. 3. Symmetric alpha-Stable Adapted Demodulation and Parameter Estimation

    University essay from Luleå tekniska universitet/Signaler och system

    Author : Kristoffer Hägglund; [2018]
    Keywords : ;

    Abstract : Transmission and reception of signals in wireless communication systems is affected by additive interference corrupting the signal. Traditionally, the interference is assumed to be AWGN and the system designs are usually based on that assumption. READ MORE

  5. 4. An Empirical Assessment of the N-Shaped Environmental Kuznets Curve Hypothesis

    University essay from Linköpings universitet/Nationalekonomi

    Author : Alexandra Allard; Johanna Takman; [2017]
    Keywords : Environmental Kuznets Curve; N-shaped EKC; CO2 emissions; Renewable Energy; Technologic Development; Trade; Institutions; Quantile Regressions; Miljökuznetskurvan; N-formad EKC; Koldioxidutsläpp; Förnybar Energi; Teknologisk Utveckling; Internationell Handel; Institutioner; Kvantilregressioner;

    Abstract : In order to combat global warming and climate change issues and facilitate economic prosperity in the same time, it is important to understand the possible tradeoffs between economic growth and environmental degradation. In this thesis, we evaluate the hypothesis of an N-shaped environmental Kuznets curve (EKC). READ MORE

  6. 5. An empirical comparison of extreme value modelling procedures for the estimation of high quantiles

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Alexander Engberg; [2016]
    Keywords : extreme value analysis; peaks over threshold; generalized Pareto distribution; mixture models; folding procedure;

    Abstract : The peaks over threshold (POT) method provides an attractive framework for estimating the risk of extreme events such as severe storms or large insurance claims. However, the conventional POT procedure, where the threshold excesses are modelled by a generalized Pareto distribution, suffers from small samples and subjective threshold selection. READ MORE