Essays about: "Maximum likelihood estimation"

Showing result 1 - 5 of 110 essays containing the words Maximum likelihood estimation.

  1. 1. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Anton Eriksson Nyberg; Olof de Blanche; [2024]
    Keywords : Cumulative Prospect Theory; CPT; observational study; field study; lottery bonds;

    Abstract : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. READ MORE

  3. 2. Evaluating Bag Of Little Bootstraps On Logistic Regression With Unbalanced Data

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Henrik Bark; [2023]
    Keywords : Bootstrapping; Logistic Regression; Bag of Little Bootstraps; BLB; Penalized Maximum Likelihood Estimation; PMLE;

    Abstract : The Bag of Little Bootstraps (BLB) was introduced to make the bootstrap method more computationally efficient when used on massive data samples. Since its introduction, a broad spectrum of research on the application of the BLB has been made. READ MORE

  4. 3. Exploring Normalizing Flow Modifications for Improved Model Expressivity

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Marcel Juschak; [2023]
    Keywords : Normalizing Flows; Motion Synthesis; Invertible Neural Networks; Glow; MoGlow; Maximum Likelihood Estimation; Generative models; normaliserande flöden; rörelsesyntes; inverterbara neurala nätverk; Glow; MoGlow; maximum likelihood-skattning generativa modeller;

    Abstract : Normalizing flows represent a class of generative models that exhibit a number of attractive properties, but do not always achieve state-of-the-art performance when it comes to perceived naturalness of generated samples. To improve the quality of generated samples, this thesis examines methods to enhance the expressivity of discrete-time normalizing flow models and thus their ability to capture different aspects of the data. READ MORE

  5. 4. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Gehrmann; [2023]
    Keywords : Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

    Abstract : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. READ MORE

  6. 5. A Framework to Model Bond Liquidity

    University essay from KTH/Matematik (Avd.)

    Author : Alan Issa; [2023]
    Keywords : Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Abstract : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. READ MORE