Essays about: "statistical modelling"
Showing result 11 - 15 of 181 essays containing the words statistical modelling.
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11. Improving Machinery Safety : Modelling data to explain machine stops and developing a strategy on how to reduce them
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The purpose of this thesis is to examine how machinery safety at Stora Enso can be increased, with the goal of reducing the amount of machine stops and improving the operational safety within the Packaging Solutions division. To do this, data from the one of the machines at the Jönköping mill has been used for classification and time series modelling. READ MORE
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12. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency
University essay from Lunds universitet/Matematisk statistikAbstract : Statistical modelling could be included in a betting strategy where the value of a bet is assessed by comparing model predictions and market odds. This thesis presents several models based on statistical learning methods for predicting the total number of corners in a football match. READ MORE
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13. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing
University essay from KTH/Matematisk statistikAbstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE
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14. Applying the Shadow Rating Approach: A Practical Review
University essay from KTH/Matematik (Avd.)Abstract : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. READ MORE
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15. Modelling Risk in Real-Life Multi-Asset Portfolios
University essay from KTH/Matematik (Avd.)Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE