Essays about: "kvantilregression"

Found 4 essays containing the word kvantilregression.

1. 1. Uncertainty Estimation in Radiation Dose Prediction U-Net

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

   Author : Frida Skarf; [2023]
   Keywords : Radiation dose prediction models; U-net; quantile regression; Monte Carlo Dropout; epistemic uncertainty estimation; aleatoric uncertainty estimation; Stråldospredicerande modeller; U-net; kvantilregression; Monte Carlo Dropout; epistemisk osäkerhetsskattning; aletorisk osäkerhetsskattning;

   Abstract : The ability to quantify uncertainties associated with neural network predictions is crucial when they are relied upon in decision-making processes, especially in safety-critical applications like radiation therapy. In this paper, a single-model estimator of both epistemic and aleatoric uncertainties in a regression 3D U-net used for radiation dose prediction is presented. READ MORE

3. 2. Predicting Short-term Absences of a Railway Crew using Historical Data

   University essay from KTH/Matematisk statistik

   Author : Agnes Björnfot; Sandra Fjelkestam; [2023]
   Keywords : statistics; machine learning; absence prediction; random forest; XGBoost; quantile regression; statistik; maskininlärning; frånvaroprognoser; random forest; XGBoost; kvantilregression;

   Abstract : Transportation via train is considered the most environmentally friendly way of traveling and is widely seen as the future of transportation. Canceled and delayed trains worsen customer satisfaction; thus, punctual trains are crucial for railway companies. READ MORE

4. 3. Effects of ESG on Market Risk : A Copula and a Regression Approach to CoVaR

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

   Author : Viktor Thornqvist; [2023]
   Keywords : ESG; CoVaR; Market Risk; Quantile Regression; Copula; Fund Portfolios; ESG; CoVaR; Marknadsrisk; Kvantilregression; Copula; Fondportföljer;

   Abstract : With a background in EU regulations and an increased interest in Environmental, Social, and Governence (ESG) policies in companies when investing, this thesis considers the individual contributions to market risk in portfolios by different ESG parameters. It explores two different methods to examine if there are effects consistent across the whole Nordic markets, and the possibility to express any effects within portfolios in a clear way. READ MORE

5. 4. A Tale Of Two Shocks : The Dynamics of Internal and External Shock Vulnerability in Real Estate Markets

   University essay from Linköpings universitet/Nationalekonomi

   Author : Amanda Dahlström; Oskar Ege; [2016]
   Keywords : REIT; Internal Shocks; External Shocks; Push- and Pull; Quantile Regression; Economics; Interna chocker; Externa chocker; kvantilregression; nationalekonomi;

   Abstract : This paper examines the major potential drivers of five international real estate markets with a focus on pushing versus pulling effects. Using a quantile regression approach for the period 2000-2015 we examine the coefficients during three different market conditions: downward (bearish), normal (median) and upward (bullish). READ MORE