Essays about: "generalized Gaussian distribution"
Showing result 6 - 10 of 11 essays containing the words generalized Gaussian distribution.
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6. Unsupervised Change Detection Using Multi-Temporal SAR Data : A Case Study of Arctic Sea Ice
University essay from KTH/Geodesi och geoinformatikAbstract : The extent of Arctic sea ice has decreased over the years and the importance of sea ice monitoring is expected to increase. Remote sensing change detection compares images acquired over the same geographic area at different times in order to identify changes that might have occurred in the area of interest. READ MORE
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7. Application of Noise Invalidation Denoising in MRI
University essay from Medicinsk informatik; Tekniska högskolanAbstract : Magnetic Resonance Imaging (MRI) is a common medical imaging tool that have beenused in clinical industry for diagnostic and research purposes. These images are subjectto noises while capturing the data that can eect the image quality and diagnostics. READ MORE
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8. Study of Timing Yield Optimization and Rectilinear Polygon Generation Algorithm
University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)Abstract : With the decreasing of integrate circuit’s feature size, the process parameters of chips have serious variations. The process variations have severe influence on the timing analysis of integrate circuit. The precise modeling of process variations is the prerequisite of statistical timing analysis. READ MORE
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9. Modeling and forecasting volatility of Shanghai Stock Exchange with GARCH family models
University essay from Statistiska institutionenAbstract : This paper discusses the performance of modeling and forecasting volatility ofdaily stock returns of A-shares in Shanghai Stock Exchange. The volatility is modeledby GARCH family models which are GARCH, EGARCH and GJR-GARCHmodels with three distributions, namely Gaussian distribution, student-t distributionand generalized error distribution (GED). READ MORE
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10. Cornish-Fisher Expansion and Value-at-Risk method in application to risk management of large portfolios
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : One of the major problem faced by banks is how to manage the risk exposure in large portfolios. According to Basel II regulation banks has to measure the risk using Value-at-Risk with confidence level 99%. However, this regulation does not specify the way to calculate Valueat- Risk. READ MORE