Essays about: "binomial"

Showing result 1 - 5 of 106 essays containing the word binomial.

1. 1. Modeling Stoppage Time as a Convolution of Negative Binomials

   University essay from Uppsala universitet/Avdelningen för systemteknik

   Author : Råvan Talani; [2023]
   Keywords : Machine learning; negative binomial; convolution; stoppage time; injury time; extra time; football;

   Abstract : This thesis develops and evaluates a probabilistic model that estimates the stoppage time in football. Stoppage time represents the additional minutes of play given after the original matchtime is over. It is crucial in determining the course of events during the remainder of a match, thereby affecting the odds of live sports betting. READ MORE

3. 2. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

   University essay from Uppsala universitet/Datalogi

   Author : Rebecca Fällström; [2023]
   Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

   Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

4. 3. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

   University essay from KTH/Matematisk statistik

   Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
   Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

   Abstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE

5. 4. Governing with the Commons : A quantitative study on the effects of Civil Society on Rebel Governance

   University essay from Uppsala universitet/Institutionen för freds- och konfliktforskning

   Author : Theodor Stensö; [2023]
   Keywords : Rebel Governance; Civil Society; Conflict Intensity; Ideology; Grassroot;

   Abstract : What is the impact of civil society on rebel governance? The field of rebel governance has gained increased attention recently, but few researchers highlight the interactive relationship between rebels and local communities. As the principal organisational tool for civilian populations, civil society has been largely overlooked. READ MORE

6. 5. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency

   University essay from Lunds universitet/Matematisk statistik

   Author : Gustav Pålsson; Marcus Laurens; [2023]
   Keywords : Mathematics and Statistics;

   Abstract : Statistical modelling could be included in a betting strategy where the value of a bet is assessed by comparing model predictions and market odds. This thesis presents several models based on statistical learning methods for predicting the total number of corners in a football match. READ MORE