Essays about: "GEV Generalized Extreme Value"

Showing result 6 - 7 of 7 essays containing the words GEV Generalized Extreme Value.

1. 6. On Modelling Extreme Foreign Exchange Volatility Using Copulas

   University essay from Lunds universitet/Matematisk statistik

   Author : Anna Sandström; Henrik Bosaeus; [2015]
   Keywords : Foreign Exchange; Volatility; ARMA-GARCH; Block Maxima; Extreme Values; Copula; Maximum Likelihood.; Mathematics and Statistics;

   Abstract : The price volatility is an important property to monitor in financial trading. A volatile period implies threats of large losses, but at the same time opportunities of higher gains. This makes accurate volatility prediction models an important part of an algorithmic trading system. READ MORE

3. 7. On-line Water Quality Monitoring system in Borensberg, Motala, Sweden

   University essay from Lunds universitet/Avdelningen för Teknisk vattenresurslära

   Author : Jing Li; [2011]
   Keywords : Online Water Quality Monitoring System; microbiological water quality; microbiological contaminants; Borensberg Waterworks; Log Reduction; GEV Generalized Extreme Value ; threshold definition.; Technology and Engineering;

   Abstract : In one year water research project in Borensberg Waterworks, Motala, Sweden, water quality with respect to microscopic particle accounts both in raw water and drinking water were monitored by Predect’s Online Water Quality Monitoring System. Microscopic particle counts were documented with normalized value in real-time by P-100 for raw water and P-300 for pure water. READ MORE