Essays about: "generalized error distribution"

Showing result 6 - 10 of 15 essays containing the words generalized error distribution.

  1. 6. GARCH models applied on Swedish Stock Exchange Indices

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Wiktor Blad; Vilim Nedic; [2019]
    Keywords : Value-at-Risk; GARCH; GJR-GARCH; EGARCH; student´s t distribution; generalized error distribution; Kupiec´s test; Chrisoffersen´s test; forecast;

    Abstract : In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. READ MORE

  3. 7. Tiling heuristics and evaluation metrics for treemaps with a target node aspect ratio

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Rodrigo Roa Rodríguez; [2017]
    Keywords : Treemap; heuristics; tiling; tessellation; metrics; aspect ratio; orientation agnostic; OAAR; FOAAR; orientation; offset factor; offset quotient; information visualization; infoviz; macro-economic metaphor; eat the poor; eat the rich; subsidy; welfare;

    Abstract : Treemaps are a popular space-filling visualization of hierarchical data that maps an attribute of a datum, or a data aggregate, to a proportional amount of area. Assuming a rectangular treemap consisting of nested rectangles (also called tiles), there are multiple possible valid tiling arrangements. READ MORE

  4. 8. Analysis of spatial subdomains in the Generalized Weighted Residual Method : Optimization of the distribution of spatial subdomains in one spatial dimension

    University essay from

    Author : Andreas Gillgren; [2017]
    Keywords : ;

    Abstract : The Generalized Weighted Residual Method (GWRM) is a recently developed time- spectral method for parabolic or hyperbolic initial-value partial differential equations. In this paper, spatial subdomains, used in this method, are analyzed. READ MORE

  5. 9. Risk Premium Prediction of Car Damage Insurance using Artificial Neural Networks and Generalized Linear Models

    University essay from KTH/Matematisk statistik

    Author : Lovisa Styrud; [2017]
    Keywords : ;

    Abstract : Over the last few years the interest in statistical learning methods, in particular artificial neural networks, has reawakened due to increasing computing capacity, available data and a strive towards automatization of different tasks. Artificial neural networks have numerous applications, why they appear in various contexts. READ MORE

  6. 10. Empirical Research on Value-at-Risk Methods of Chinese Stock Indexes

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Xibei Chen; [2017]
    Keywords : Value at Risk; TGARCH; EGARCH; Student’s t-distribution; GED; Business and Economics;

    Abstract : The Chinese stock market has been established for more than 20 years. Although it is not as mature as the highly developed western securities markets, it has a huge influence on the global economy. It is significant to study the risks of the Chinese stock market, especially the risk of stock indexes. READ MORE