Essays about: "Evgeniya Tkacheva"

Found 1 essay containing the words Evgeniya Tkacheva.

  1. 1. Revision Moment for the Retail Decision-Making System

    University essay from Högskolan i Halmstad; Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Agnieszka Beata Juszczuk; Evgeniya Tkacheva; [2010]
    Keywords : Financial Mathematics; Loan origination; Logistic regression model; Change-point problem; Maximum likelihood method; Poisson process; Disorder problem; Non-homogeneous Poisson process; Optimal stopping problem; Free-boundary problem;

    Abstract : In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. READ MORE