Essays about: "Statistical distribution"
Showing result 1 - 5 of 363 essays containing the words Statistical distribution.
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1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). READ MORE
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2. The Role of Uni- and Multivariate Bias Adjustment Methods for Future Hydrological Projections and Subsequent Decision-Making
University essay from Uppsala universitet/Luft-, vatten- och landskapsläraAbstract : Climate models are essential for generating future climate projections. However, due to simplifications, the models can produce systematic differences between output and reality, which is referred to as model bias. Bias adjustment methods aim to reduce this error, which is important for making future projections more reliable. READ MORE
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3. Regularization Methods and High Dimensional Data: A Comparative Study Based on Frequentist and Bayesian Methods
University essay from Lunds universitet/Statistiska institutionenAbstract : As the amount of high dimensional data becomes increasingly accessible and common, the need for reliable methods to combat problems such as overfitting and multicollinearity increases. Models need to be able to manage large data sets where predictor variables often outnumber the amount of observations. READ MORE
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4. Forecasting Volatility of Ether- An empirical evaluation of volatility models and their capacity to forecast one-day-ahead volatility of Ether
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study evaluates the performance of volatility models in forecasting one-day-ahead volatility of the cryptocurrency Ether. The selected models are: GARCH, EGARCH, GJR-GARCH, SMA9, SMA20, and EWMA. We investigate both in-sample performance and out-of-sample performance. READ MORE
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5. Forecasting Volatility of Electricity Intraday Log Returns with Generalized Autoregressive Score Models
University essay from Göteborgs universitet/Graduate SchoolAbstract : We forecast volatility of electricity intraday log returns with Generalized Autoregressive Score (GAS) models. We extend our GAS models with variables representing the difference between the public’s expectation of weather and energy load and the actual outcome using a restricted ARMA(4,4) model. READ MORE
