Essays about: "Tail Correlations"

Showing result 1 - 5 of 8 essays containing the words Tail Correlations.

  1. 1. The perfect wing, The perfect trade-off? : What implements the main selection pressure on wing morphology?

    University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

    Author : Emme MacDonald; [2023]
    Keywords : Bird; wing morphology; migration; habitat; aspect ratio; wing loading;

    Abstract : Selection pressure is a constant force in evolution, pushing birds and their wings towards an optimal shape and structure, were increasing performance, and minimizing the costs is central. But even though the science of aerodynamics can provide calculations of the optimal construction for the wing in different situations this rarely directly correspond to what is observed in nature. READ MORE

  3. 2. Copula Modelling of High-Dimensional Longitudinal Binary Response Data

    University essay from KTH/Matematik (Avd.)

    Author : Nils Henningsson; [2022]
    Keywords : Copula; latent model; variational inference; Copula; latent modell; variational inference;

    Abstract : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. READ MORE

  4. 3. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    University essay from Lunds universitet/Matematisk statistik

    Author : Adam Eidenvall; [2021]
    Keywords : Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Abstract : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. READ MORE

  5. 4. Effects of an anti-anxiety drug on predator-induced behavior in a boreal frog species

    University essay from Umeå universitet/Institutionen för ekologi, miljö och geovetenskap

    Author : Martin Johansson; [2021]
    Keywords : Behavior; oxazepam; predator; Rana temporaria; velocity;

    Abstract : Pharmaceuticals polluting natural environments pose a greater and greater threat in today’s society. Benzodiazepines, the most common form of anxiolytic drug, can commonly be found in nature as a result of the release of human wastewater containing the drug, and have been shown to affect both fish and frog species in several different ways related to predator evasion. READ MORE

  6. 5. Studying dynamics in risk-neutral skewness using a Gauss-Hermite expansion on S&P 500 index options

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dennis Facius; Mohit Rakyan; [2017]
    Keywords : Options; Risk-neutral density; Gauss-Hermite expansion; Skewness;

    Abstract : Building on a new method of pricing options by modelling the underlying risk-neutral distribution with 'physicist' Hermite polynomials, we assess the properties of these distributions over time. We employ a set of S&P 500 index options ranging from 2007 to 2016. READ MORE