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Found 2 essays matching the above criteria.

1. 1. Extreme value theory with Markov chain Monte Carlo - an automated process for EVT in finance

   University essay from KTH/Matematisk statistik

   Author : Philip Bramstång; Richard Hermanson; [2015]
   Keywords : ;

   Abstract : The purpose of this thesis was to create an automated procedure for estimating financial risk using extreme value theory (EVT). The "peaks over threshold" (POT) result from EVT was chosen for modelling the tails of the distribution of financial returns. READ MORE

3. 2. Evolutionary Tuning of Chess Playing Software

   University essay from KTH/Fysik

   Author : Jonah Schreiber; Philip Bramstång; [2013]
   Keywords : ;

   Abstract : In the ambition to create intelligent computer players, the game of chess is probably the most well-studied game. Much work has already been done on producing good methods to search a chess game tree and to statically evaluate chess positions. READ MORE