Essays about: "Henrik Kragh"

Found 2 essays containing the words Henrik Kragh.

1. 1. Estimating Risk Using Stochastic Volatility Models and Particle Stochastic Approximation Expectation Maximization

   University essay from Lunds universitet/Matematisk statistik

   Author : Henrik Kragh; [2020]
   Keywords : Mathematics and Statistics;

   Abstract : In this thesis several stochastic volatility models are presented and used to estimate the risk of a collection of Swedish stocks, as well as of a portfolio consisting of said stocks. Model parameters are estimated using the PSAEM algorithm. READ MORE

3. 2. Classification of HRV-signals using Time-Frequency Analysis

   University essay from Lunds universitet/Matematisk statistik

   Author : Ante Forsgren; Henrik Kragh; [2018]
   Keywords : Mathematics and Statistics;

   Abstract : Heart rate variability (HRV) is a term within cardiology describing the natu- rally occurring variation of the time interval between heartbeats, and high HRV activity has been linked to both cardiovascular and non-cardiovascular health. This bachelor thesis aims to find differences between HRV-signals where short term physical strain (pain) was induced and HRV-signals where no such strain was applied. READ MORE