Essays about: "Real World Probability Measure"

Showing result 1 - 5 of 8 essays containing the words Real World Probability Measure.

  1. 1. Measures of statistical dependence for feature selection : Computational study

    University essay from Umeå universitet/Statistik

    Author : Mohamad Alshalabi; [2022]
    Keywords : ;

    Abstract : The importance of feature selection for statistical and machine learning models derives from their explainability and the ability to explore new relationships, leading to new discoveries. Straightforward feature selection methods measure the dependencies between the potential features and the response variable. READ MORE

  3. 2. Bluetooth Low Energy Industrial Sensor

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Lamiaa Riad; Haithem Elhesseawy; [2018]
    Keywords : Bluetooth; BLE; Sensor; IoT; RSSI; Machines; Path Loss; Line of Sight; Mesh Network; Non Line of Sight; Technology and Engineering;

    Abstract : Industrial Internet of Things (IIoT) market is rapidly growing and expected to further expand in the incoming years. To keep up with such a fast pace, new wireless technologies need to be developed to accommodate the huge number of devices expected to connect to the internet. READ MORE

  4. 3. Evaluation of MEMS accelerometer and gyroscope for orientation tracking nutrunner functionality

    University essay from KTH/Data- och elektroteknik

    Author : Erik Grahn; [2017]
    Keywords : MEMS; IMU; accelerometer; gyroscope; nutrunner; orientation tracking; MEMS; IMU; accelerometer; gyroskop; skruvdragare; rörelseavläsning;

    Abstract : In the production industry, quality control is of importance. Even though today's tools provide a lot of functionality and safety to help the operators in their job, the operators still is responsible for the final quality of the parts. Today the nutrunners manufactured by Atlas Copco use their driver to detect the tightening angle. READ MORE

  5. 4. Exposure At Default During Financial Stress - A Comparative Study

    University essay from Lunds universitet/Matematisk statistik

    Author : Susanna Haglund; Julia Ripa; [2016]
    Keywords : Exposure At Default; EAD; Interest Rate Swap; Kalman Filter; Monte Carlo; Real World Probability Measure; Risk Neutral Probability Measure; Vasicek Model.; Mathematics and Statistics;

    Abstract : In recent years the capital requirements for banks have been updated which has complicated the pricing procedure for derivatives. Nordea has developed a proxy model that approximates the risk measure Exposure At Default, which is an important component in the recently updated requirements. READ MORE

  6. 5. Risk premia implied by derivative prices

    University essay from KTH/Matematisk statistik

    Author : Richard Steffen; [2015]
    Keywords : ;

    Abstract : The thesis investigates the potential to recover the real world probabilities of an underlying asset from derivative prices by using the recovery approach developed in (Carr & Yu, 2012) and (Ross, 2011). For this purpose the VIX Index and US Treasury bills are used to recover the VIX dynamics and the short rate dynamics under the real world probability measure. READ MORE