Essays about: "transition probability matrix"
Showing result 1 - 5 of 13 essays containing the words transition probability matrix.
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1. Human Rights Violations and Machine Learning - Cluster Analysis of Countries using the CIRIGHTS Dataset
University essay from Lunds universitet/Statistiska institutionen; Lunds universitet/Nationalekonomiska institutionenAbstract : This master's thesis explores the use of unsupervised machine learning techniques to cluster countries based on their degree of human rights violations. Accordingly, the study evaluates the performance of two clustering methods, K-Means clustering and Latent Class Analysis (LCA), using two cluster validation metrics (Silhouette Coefficient and Dunn Index), as well as an Accuracy measure using the Human Rights index. READ MORE
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2. Stationary Distribution of Markov Chain
University essay from Uppsala universitet/Matematiska institutionenAbstract : Markov chain is a mathematical tool for modeling systems that evolve over time and hasbeen used in many fields such as physics, chemistry, economics, biology, and data science.This thesis contains an introduction to the theory and the applications of Markov chains,focusing on those with finite state spaces. READ MORE
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3. STRESS TESTING AN SME PORTFOLIO : Effects of an Adverse Macroeconomic Scenario on Credit Risk Transition Matrices
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The financial crisis of 2007-2008 was a severe global crisis causing a worldwide recession. One of the main contributing factors of the crisis was the excessive risk appetite of banks and financial institutions. READ MORE
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4. Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms
University essay from Linköpings universitet/ReglerteknikAbstract : Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. READ MORE
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5. Transition Matrices Conditional on Macroeconomic Cycles: A Portfolio Stress-Test Application
University essay from Göteborgs universitet/Graduate SchoolAbstract : Transition matrices show the probabilities of credit rating migrations for a pool of ratings within a particular industry, geographical area, time-horizon, etc. Regulation, in the form of Basel accords, has opted for standards in banking that among other techniques use transition matrices, and thus the probability of default, for internally-based risk-assessment, as well as incorporating the external credit rating in the capital requirement calculation. READ MORE