Essays about: "Poisson process"

Showing result 1 - 5 of 27 essays containing the words Poisson process.

  1. 1. A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Dennis Lindell Schettini; [2019]
    Keywords : GIS; homicide; deprivation; hot spot; generalized regression; Earth and Environmental Sciences;

    Abstract : A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017 Homicide crimes are rare events depending on numerous factors and tend to be distributed differently based on geographic location. The use of spatial analysis is substantively important for detecting different predictors in varying geographic areas and for the diffusion process of homicide crimes. READ MORE

  2. 2. The Hawkes process – a self-exciting Poisson shot noise model

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Julia Landström; [2019]
    Keywords : ;

    Abstract : .... READ MORE

  3. 3. Portfolio Optimization with Catastrophe Bonds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tianfang Zhang; [2019]
    Keywords : Catastrophe bonds; Poisson processes; Portfolio theory; Value-at-risk; Conditional value-at-risk;

    Abstract : This thesis investigates properties of the returns of catastrophe bonds and their risk diversification potential in portfolios. Ideas from existing literature, such as modeling the evolution of the outstanding principal as a compound Poisson process, are extended to take into account the times of occurrence of the loss events, which are important for the returns of catastrophe bonds with certain types of payment structure. READ MORE

  4. 4. An Extreme Value Approach to Road Safety Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Johanna Lägnert; [2019]
    Keywords : Mathematics and Statistics;

    Abstract : In this thesis we study the feasibility of applying extreme value theory to data regarding road safety. In particular, we propose a model for assessing the risk of collision and near collision using extreme value theory. READ MORE

  5. 5. Matched Filters for Direct-Detection LiDAR in Non-Perpendicular Measurement Scenes

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Simon Ranefjärd; [2019]
    Keywords : ;

    Abstract : The ongoing development of Advanced Driver Assistance Systems (ADAS) and autonomous vehicles pushes the requirements of accurate measurements from several on-board sensors, one of which being the Light Detection And Ranging (LiDAR). The performance of the LiDAR measurements relies partially on the reflectivity of the target, the level of background noise and the angle of incidence to the measurement scene. READ MORE