Essays about: "Expectation Conditional Maximization ECM"
Found 1 essay containing the words Expectation Conditional Maximization ECM.
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1. Imputation of Missing Data with Application to Commodity Futures
University essay from KTH/Matematisk statistikAbstract : In recent years additional requirements have been imposed on financial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures of their exposure to different types of risk. One of these requirements results in a need to perform stress tests to check the resilience in case of a stressed market/crisis. READ MORE
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