Essays about: "non-parametric methods"

Showing result 6 - 10 of 76 essays containing the words non-parametric methods.

1. 6. Assessing the Eco-efficiency of Swedish Crop Farms and the Role of Subsidies : a Directional Distance Function Approach

   University essay from SLU/Dept. of Economics

   Author : Therese Ratilla; [2023]
   Keywords : Swedish crop farmers; CAP subsidies; FADN; stochastic frontier analysis; multi-output; one-step approach;

   Abstract : The agriculture sector’s contribution to global greenhouse gas (GHG) emissions and its increasing vulnerability to the effects of climate change warrants assessments considering not only on-farm productivity but also the industry’s environmental sustainability. Utilizing the concept of eco-efficiency, this study analyzes the environmental performance of Swedish crop farms by incorporating farm-level GHG emissions as an undesirable output in the production function. READ MORE

3. 7. Into the Trading Book: Estimating Expected Shortfall

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Robin Eric Schmutz; Leonard Schneider; [2023]
   Keywords : Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

   Abstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE

4. 8. Breaking the Time Preference : A study of home delivery

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Gustav Alvinsson; [2022]
   Keywords : Time preference; last-mile delivery; consumer preference; Tidspreferens; last-mile delivery; frakt; fraktpreferens; konsumentpreferenser;

   Abstract : Bakgrund. E-handel ökar ständigt, och med det även frakt av ehandelsvaror. Frakten som skrivs om i den här studien syftar till den frakt som sker mellan en återförsäljare och en slutkonsument. Denna är i texten kallad last-mile delivery. READ MORE

5. 9. Backtesting Expected Shortfall : A qualitative study for central counterparty clearing

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

   Author : Emil Berglund; Albin Markgren; [2022]
   Keywords : Expected Shortfall; Value-at-Risk; Initial Margin; Backtesting; Central Counterparty Clearing;

   Abstract : Within Central Counterparty Clearing, the Clearing House collects Initial Margin from its Clearing Members. The Initial Margin can be calculated in many ways, one of which is by applying the commonly used risk measure Value-at-Risk. However, Value-at-Risk has one major flaw, namely its inability to encapsulate Tail Risk. READ MORE

6. 10. Prognostics for Condition Based Maintenance of Electrical Control Units Using On-Board Sensors and Machine Learning

   University essay from Linköpings universitet/Fordonssystem

   Author : Gabriel Fredriksson; [2022]
   Keywords : machine learning; random forest; random survival forest; condition based maintenance; cbm; reliability; solder joint failure; thermomechanical cycling; ECU; lifetime prediction; data-driven; statistics; BGA; PCBA; field quality; maintenance; truck; bus; vehicle;

   Abstract : In this thesis it has been studied how operational and workshop data can be used to improve the handling of field quality (FQ) issues for electronic units. This was done by analysing how failure rates can be predicted, how failure mechanisms can be detected and how data-based lifetime models could be developed. READ MORE