Essays about: "non-parametric model"

Showing result 1 - 5 of 69 essays containing the words non-parametric model.

1. 1. Robust Non-Linear State Estimation for Underwater Acoustic Localization : Expanding on Gaussian Mixture Methods

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

   Author : Diogo Antunes; [2023]
   Keywords : Robust state estimation; Underwater localization; Target tracking; Gaussian mixture; AUV; Estimação robusta de estado; Localização subaquática; Rastreamento de alvos; Mistura Gaussiana; AUV; Robust tillståndsuppskattning; Undervattenslokalisering; Målspårning; Gaussisk blandning; AUV;

   Abstract : Robust state estimation solutions must deal with faulty measurements, called outliers, and unknown data associations, which lead to multiple feasible hypotheses. Take, for instance, the scenario of tracking two indistinguishable targets based on position measurements, where each measurement could refer to either of the targets or even be a faulty reading. READ MORE

3. 2. Exploring the Feasibility of Replicating SPAN-Model's Required Initial Margin Calculations using Machine Learning : A Master Thesis Project for Intraday Margin Call Investigation in the Commodities Market

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

   Author : Clara Branestam; Amanda Sandgren; [2023]
   Keywords : Machine Learning; Market Risk; Initial Margin; SPAN-model; Central Counterparty Clearing; Margin Call;

   Abstract : Machine learning is a rapidly growing field within artificial intelligence that an increasing number of individuals and corporations are beginning to utilize. In recent times, the financial sector has also started to recognize the potential of these techniques and methods. READ MORE

4. 3. Multi-scale Bark Beetle Predictions Using Machine Learning

   University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

   Author : Albert Øhrman Wellendorf; [2023]
   Keywords : Geography; GIS; Geographically weighted regression; bark beetle; machine learning; Earth and Environmental Sciences;

   Abstract : Bark beetle attacks have led to widespread tree disturbance and deaths in many parts of the world, and thereby also economic and biodiversity losses. Forest-rich Sweden has experienced periodic attacks, latest in 2018. READ MORE

5. 4. 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

6. 5. A blessing in disguise? - The effect of COVID-19 restrictions on air pollution in India

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Jonatan Pupp; [2022]
   Keywords : air pollution; COVID-19; lockdown; local linear regression; non-parametric regression discontinuity design; Business and Economics;

   Abstract : The outbreak of COVID-19 plunged the world economy into a pandemic with severe consequences. However, the pandemic may very well have been a blessing in disguise for the mitigation of another killer: ambient air pollution. READ MORE