Essays about: "mean-square criterion"

Found 5 essays containing the words mean-square criterion.

  1. 1. Exchange Rate Analysis Between the U.S. Dollar and the Japanese Yen

    University essay from Uppsala universitet/Statistik, AI och data science

    Author : Yuta Sakiyama; [2023]
    Keywords : ;

    Abstract : The exchange data between the U.S. Dollar and Japanese Yen are analyzed with three models called the Auto-Regressive Integrated Moving- Average (ARIMA) model, the Generalized Auto-Regressive Conditional Heteroscedastic (GARCH) model, and the Fractional Differencing model. READ MORE

  3. 2. An Empirical Investigation of The Effect of Proxy Response and The Merits of Its Remedial Measures

    University essay from Högskolan Dalarna/Institutionen för information och teknik

    Author : Charles Edward Okon; Randi Kalanika Assalaarachchi; [2023]
    Keywords : missing data; proxy response; missingness mechanism; error-in-variable; logistic regression; Monte-Carlo simulation; missing at random; complete case analysis; proxy substitution; multiple imputation; inverse probability treatment weighting;

    Abstract : In the event of missing data, substitution of data from proxy sources are usually considered a very useful alternative when available to avoid the problem of missingness. Nonetheless, research has also shown that this approach often induces “response bias”. READ MORE

  4. 3. Vibrations in a high frequency clt floor panel - Measurement, prediction and evaluation

    University essay from Lunds universitet/Byggnadsmekanik; Lunds universitet/Institutionen för byggvetenskaper

    Author : André Wirthig; [2023]
    Keywords : Vibrations; High frequency floors; Sensitive equipment; Technology and Engineering;

    Abstract : There is an increased need for floors that can accommodate different type of sensitive equipment [1]. Further, it is recommended to design these floors as high frequency floors (HFF) to be able to meet the stringent vibration criteria [1]. READ MORE

  5. 4. Dynamic prediction of repair costs in heavy-duty trucks

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Lakshidaa Saigiridharan; [2020]
    Keywords : Hurdle Gamma model; Hierarchical hurdle Gamma model; Generalized linear model GLM ; Supervised Machine Learning; feature selection; Akaike Information Criterion AIC ; prediction of repair costs; heavy-duty trucks; truck variants; operational features;

    Abstract : Pricing of repair and maintenance (R&M) contracts is one among the most important processes carried out at Scania. Predictions of repair costs at Scania are carried out using experience-based prediction methods which do not involve statistical methods for the computation of average repair costs for contracts terminated in the recent past. READ MORE

  6. 5. Problem of hedging of a portfolio with a unique rebalancing moment

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Georgy Mironenko; [2012]
    Keywords : Financial Mathematics; optimal stopping problem; mean-square criterion; hedging; optimal portfolio rebalansing;

    Abstract : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. READ MORE