Essays about: "marginal distribution estimates"

Found 4 essays containing the words marginal distribution estimates.

  1. 1. Bidding models for bond market auctions

    University essay from KTH/Matematisk statistik

    Author : Kristofer Engman; [2019]
    Keywords : Auction; winner s curse; request for quote; RFQ; statistics; applied mathematics; financial mathematics; bond; e-auction; fixed income; skew exponential power; mifid II; pricing; Budgivning; winner s curse; request for quote; RFQ; statistik; tillämpad matematik; finansiell matematik; obligation; e-auktion; fixed income; skew exponential power; mifid II; prissättning;

    Abstract : In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. READ MORE

  3. 2. Training Artificial Neural Networks on the Marginal Distribution Estimates of the C index

    University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation; Lunds universitet/Institutionen för astronomi och teoretisk fysik - Genomgår omorganisation

    Author : Frank Johansson; [2016]
    Keywords : soft; concordance; c; index; artificial neural networks; marginal distribution estimates; Physics and Astronomy;

    Abstract : In this project, we compare two error functions for the purpose of training artificial neural networks on heavily censored data (data where key information is missing). J. Kalderstam et al. has shown that it is possible to train artificial neural networks directly on Harrell's C index \cite{Harrell} using genetic algorithms. READ MORE

  4. 3. Does a new tax system have an economic impact on a forest investment?

    University essay from SLU/Dept. of Economics

    Author : Wilhelm Aschan; [2015]
    Keywords : taxation; net present value; deposition; forest;

    Abstract : The Swedish forest owners own more than half of the productive forest land in Sweden. Interest in investing in forestry has increased in recent years which are reflected in price developments in forest land over the last 10 years. Businesses engaged in forestry are often operated as a private firm. READ MORE

  5. 4. Den skogliga informationens roll i ett kundanpassat virkesflöde : en bakgrundsstudie samt simulering av inventeringsmetoders inverkan på noggrannhet i leveransprognoser till sågverk

    University essay from SLU/Dept. of Forest Resource Management

    Author : Hans Djurberg; [1996]
    Keywords : forest inventories;

    Abstract : This MSc thesis is divided into two parts. The first part deals with the need for information from forest campartments selected for clear cutting, in connection with planning in an integrated forest- and sawmill enterprise. READ MORE