Essays about: "Extreme value theory"
Showing result 1 - 5 of 78 essays containing the words Extreme value theory.
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1. Anomaly Detection in the EtherCAT Network of a Power Station : Improving a Graph Convolutional Neural Network Framework
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In this thesis, an anomaly detection framework is assessed and fine-tuned to detect and explain anomalies in a power station, where EtherCAT, an Industrial Control System, is employed for monitoring. The chosen framework is based on a previously published Graph Neural Network (GNN) model, utilizing attention mechanisms to capture complex relationships between diverse measurements within the EtherCAT system. READ MORE
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2. The Swedish way : How can employees be included in internal communication during a crisis?
University essay from Högskolan i Borås/Akademin för bibliotek, information, pedagogik och ITAbstract : This thesis is focused on internal crisis communication during the Covid-19 pandemic at the medical faculty of a major Swedish university (MSU). This thesis aims to examine how the use of internal communication channels at MSU contributed to including employees in internal crisis communication during the COVID-19 pandemic. READ MORE
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3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts
University essay from KTH/Matematisk statistikAbstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE
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4. Intention and Indiscernibilia: : Against Interpretive Intentionalism
University essay from Uppsala universitet/Avdelningen för estetikAbstract : What determines the meaning of a work of art? This paper considers three theories of art-critical interpretation: moderate actual intentionalism (the artist’s intention partly determines the work’s meaning), hypothetical intentionalism (the work’s meaning is the best hypothesis of what the artist could have meant), and the value-maximizing theory (interpretations which maximize the work’s value are to be preferred). I argue that moderate actual intentionalism is incoherent, collapsing either into the intentional fallacy or into an extreme form of intentionalism. READ MORE
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5. Copula approach to fitting bivariate time series
University essay from Lunds universitet/Matematisk statistikAbstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE
