Essays about: "Geroukis Asterios"

Found 2 essays containing the words Geroukis Asterios.

  1. 1. Prediction of Linear Models: Application of Jackknife Model Averaging

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Geroukis Asterios; [2016]
    Keywords : ;

    Abstract : When using linear models, a common practice is to find the single best model fit used in predictions. This on the other hand can cause potential problems such as misspecification and sometimes even wrong models due to spurious regression. READ MORE

  3. 2. Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Asterios Geroukis; Erik Brorson; [2014]
    Keywords : Risk modelling; Discriminant analysis; Logisistic regression; Principal components; Solvency;

    Abstract : In this study, we compare the two statistical techniques logistic regression and discriminant analysis to see how well they classify companies based on clusters – made from the solvency ratio ­– using principal components as independent variables. The principal components are made with different financial ratios. READ MORE