Essays about: "bayesian var model"

Showing result 1 - 5 of 24 essays containing the words bayesian var model.

  1. 1. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE

  2. 2. Estimation of Loss Given Default Distributions for Non-Performing Loans Using Zero-and-One Inflated Beta Regression Type Models

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Carolina Ljung; Maria Svedberg; [2020]
    Keywords : Loss Given Default; Non-Performing Loans; Internal Ratings Based Approach; Basel Accords; Zero-and-One Inflated Beta Regression; Bayesian Inference; Förlust vid fallissemang; Icke-presterande lån; Intern riskklassificeringsmetod; Basel; Utvidgad betaregression; Bayesiansk inferens;

    Abstract : This thesis investigates three different techniques for estimating loss given default of non-performing consumer loans. This is a contribution to a credit risk evaluation model compliant with the regulations stipulated by the Basel Accords, regulating the capital requirements of European financial institutions. READ MORE

  3. 3. Classification of Wi-Fi Sensor Data for a Smarter City : Probabilistic Classification using Bayesian Statistics

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Elin Tyni; Johanna Wikberg; [2019]
    Keywords : ;

    Abstract : As cities are growing with an increasing number of residents, problems with the traffic such as congestion and larger emission arise. The city planners have challenges with making it as easy as possible for the residents to commute and in as large scale as possible to avoid vehicles. READ MORE

  4. 4. Automatic tag suggestions using a deep learning recommender system

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : David Malmström; [2019]
    Keywords : Deep Learning; Recommender System; Collaborative Filtering; Matrix Factorization; Djupinlärning; Rekommendationssystem; Collaborative Filtering; Matrisfaktorisering;

    Abstract : This study was conducted to investigate how well deep learning can be applied to the field of tag recommender systems. In the context of an image item, tag recommendations can be given based on tags already existing on the item, or on item content information. READ MORE

  5. 5. Attempts at using Bayesian neural networksfor uncertainty assessments of temperature forecasts

    University essay from Lunds universitet/Förbränningsfysik; Lunds universitet/Fysiska institutionen

    Author : Joel Lundqvist; [2019]
    Keywords : Meteorology; Artificial neural networks; Bayesian neural networks; Forecast uncertainty; Physics and Astronomy;

    Abstract : This thesis describes attempts at estimating the uncertainty of the 2-metre temperature forecast error from a probabilistic point of view, utilizing Bayesian neural networks. Bayesian neural networks are a type of machine-learning algorithms used to find patterns in data and make probabilistic predictions. READ MORE