Essays about: "hierarchical construct."

Showing result 1 - 5 of 17 essays containing the words hierarchical construct..

  1. 1. Estimating the Market Risk Exposure through a Factor Model with Random Effects

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Lukas Börjesson; [2022]
    Keywords : Market risk exposure; non-stationary market risk exposure; non-stationary idiosyncratic risk; factor model; linear regression; linear mixed model; random effects; mixture of gaussians.;

    Abstract : In this thesis, we set out to model the market risk exposure for 251 stocks in the S&P 500 index, during a ten-year period between 2011-04-30 and 2021-03-31. The study brings to light a model not often mentioned in the scientific literature focused on market risk estimation, the linear mixed model. READ MORE

  3. 2. Intelligence Extraction Using Machine Learning for Threat Identification Purposes : An Overview

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

    Author : Jonatan Lindgren; [2022]
    Keywords : Machine learning; Radar threat identification; Clustering; Performance metrics for unsupervised learning; Feature scaling; Electronic warfare; Maskininlärning; Identifikation av radarhot; Klustring; Prestandamått för oövervakad inlärning; Skalning av dataparametrar; Elektronisk krigsföring;

    Abstract : Radar is an invaluable tool for detecting and assessing threats on land, on the seas and in the air. To properly evaluate threats, radar operators construct threat libraries where the signal characteristics of emitters are stored and mapped to specific types of platforms. 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. Is there a meaningful subgroup of youths displaying both psychopathic traits and ADHD?

    University essay from Örebro universitet/Institutionen för juridik, psykologi och socialt arbete

    Author : Fanny Aronsson; Alexandra Laini Bovellan; [2021]
    Keywords : Psychopathy; ADHD; adolescents; cross-sectional; cluster analysis; psychopathic traits.;

    Abstract : In this study, we examined subgroups of adolescents based on their levels of psychopathic traits and ADHD symptoms. Participants were 982 adolescents from a community sample, with a mean age of 14.28 (SD= .94) years. READ MORE

  6. 5. The Extraordinarily Ordinary: How the Rebels of Extinction Rebellion Berlin Shape Their Movement by Using Connective Action Repertoires

    University essay from Lunds universitet/Sociologi

    Author : Hannah Amm; [2020]
    Keywords : Extinction Rebellion; collective action; connective action; social movement theory; decentralized networks; Social Sciences;

    Abstract : Extinction Rebellion (XR) is a global climate justice movement. Founded in 2018 in the UK and arising partly out of the Rising Up! network, it has since spread across the globe with various local and working groups in 57 countries. While environmental in focus, XR appears to be more than what first meets the eye. READ MORE