Essays about: "Goodness of fit test"

Showing result 1 - 5 of 34 essays containing the words Goodness of fit test.

  1. 1. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether

    University essay from Göteborgs universitet/Graduate School

    Author : Johannes Marmdal; Adam Törnqvist; [2023-06-29]
    Keywords : Forecast; Volatility; Ether; GARCH; EWMA; SMA;

    Abstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE

  3. 2. Swedish National Team selections in ice hockey : A retrospective study

    University essay from Gymnastik- och idrottshögskolan, GIH/Institutionen för fysisk aktivitet och hälsa

    Author : Oscar Eriksson; [2023]
    Keywords : Talent selection; National team selection; Relative age effect; RAE; Ice Hockey;

    Abstract : Countries invest a large amount of money in talent development and talent identification. The Swedish ice hockey federation is reorganizing and evaluating the national team selection system. Relative age effect (RAE) refers to a selection bias when relatively older athletes get selected because maturity can be mistaken for talent. READ MORE

  4. 3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    University essay from KTH/Matematisk statistik

    Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
    Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Abstract : 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

  5. 4. Copula approach to fitting bivariate time series

    University essay from Lunds universitet/Matematisk statistik

    Author : Jun Wang; [2023]
    Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Abstract : 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

  6. 5. Goodness-of-fit Tests for Time Dependent Ensemble Averages

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation; Lunds universitet/Institutionen för astronomi och teoretisk fysik - Genomgår omorganisation

    Author : Jake Lumsden; [2022]
    Keywords : Physics and Astronomy; Mathematics and Statistics;

    Abstract : Fitting a model to a time-dependent ensemble average is a process repeated frequently throughout biophysics. A selected ensemble-averaged observable (⟨y(t)⟩) for a given system can be predicted through the use of an estimated ensemble average, where the estimated ensemble average is created via simulated or experimental data sets. READ MORE