Essays about: "Generaliserade linjära modeller"

Showing result 1 - 5 of 9 essays containing the words Generaliserade linjära modeller.

  1. 1. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    University essay from KTH/Matematisk statistik

    Author : Andreas Prastorfer; [2020]
    Keywords : Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Abstract : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. READ MORE

  2. 2. The Impact of Weather on Residential Fires in Sweden: A Regression Analysis

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Viktor Reineck; Folke Ulfsparre; [2019]
    Keywords : Regression; Poisson; Negative binomial; Generalized linear models; Organizational theory; Regression; Poisson; Negativ binomial; Generaliserade linjära modeller; Organisationsteori;

    Abstract : The purpose of this report is to investigate possible relationships between the number of residential fires in Sweden and various weather parameters. The study is conducted based on a hypothesis as stated by the MSB, the Swedish Civil Contingencies Agency, that behavioral factors related to weather can have an influence on the number of residential fires. READ MORE

  3. 3. Purchase behaviour analysis in the retail industry using Generalized Linear Models

    University essay from KTH/Matematisk statistik

    Author : Sofia Karlsson; [2018]
    Keywords : Generalized linear models; Algorithm; Historical transaction; Retail; Fashion; Recommendation engine;

    Abstract : This master thesis uses applied mathematicalstatistics to analyse purchase behaviour based on customer data of the Swedishbrand Indiska. The aim of the study is to build a model that can helppredicting the sales quantities of different product classes and identify whichfactors are the most significant in the different models and furthermore, tocreate an algorithm that can provide suggested product combinations in thepurchasing process. READ MORE

  4. 4. Claims Reserving using Gradient Boosting and Generalized Linear Models

    University essay from KTH/Matematisk statistik

    Author : Marcus Ahlgren; [2018]
    Keywords : ;

    Abstract : One fundamental function of an insurance company revolves around calculating the expected claims costs for which the insurer has to compensate its policyholders for. This is the process of claims reserving which is practised by actuaries using statistical methods. READ MORE

  5. 5. Algorithm that creates productcombinations based on customerdata analysis : An approach with Generalized Linear Modelsand Conditional Probabilities

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Enkhzul Uyanga; Lida Wang; [2017]
    Keywords : E-commerce; Customer data; Generalized linear model; Conditional probability; ; E-handel; Kunddata; Generaliserad linjär modell; Betingad sannolikhet; Produktkombination; SWOT; Algoritm;

    Abstract : This bachelor’s thesis is a combined study of applied mathematical statistics and industrial engineering and management implemented to develop an algorithm which creates product combinations based on customer data analysis for eleven AB. Mathematically, generalized linear modelling, combinatorics and conditional probabilities were applied to create sales prediction models, generate potential combinations and calculate the conditional probabilities of the combinations getting purchased. READ MORE