Essays about: "variable selection methods"

Showing result 11 - 15 of 55 essays containing the words variable selection methods.

  1. 11. Evaluation of the decision-making process for credit decisions at Preem AB

    University essay from KTH/Matematisk statistik

    Author : Annie Holgersson; Theresa Döös; [2022]
    Keywords : credit; applied mathematics; statistics; logistic regression; kredit; tillämpad matematik; statistik; logistisk regression;

    Abstract : The purpose of the following bachelor thesis report within mathematical statistics was to evaluate the decision making process at the credit department at Preem AB. The study used a logistic regression model to find a relationship between the probability of an application for credit being accepted and some quantitative and categorical factors about the applicant. READ MORE

  2. 12. BAGGED PREDICTION ACCURACY IN LINEAR REGRESSION

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Daniel Kimby; [2022]
    Keywords : ;

    Abstract : Bootstrap aggregation, or bagging, is a prominent method used in statistical inquiry suggested to improve predictive performance. It is useful to confirm the efficacy of such improvements and to expand upon them. READ MORE

  3. 13. Zero Coupon Yield Curve Construction Methods in the European Markets

    University essay from KTH/Matematik (Avd.)

    Author : Andreas Möller; [2022]
    Keywords : Zero coupon; Yield curve construction; Forward monotone convex spline; Cubic spline; Nelson Siegel; Nelson Siegel Svensson; Hedge; Interpolation; Parameterization; Evaluation; Principal component; Nollkupong; Yieldkurva; Forward monotone convex spline; Kubisk spline; Nelson Siegel; Nelson Siegel Svensson; Interpolering; Parameterisering; Utvärdering; Principalkomponent; Hedge;

    Abstract : In this study, four frequently used yield curve construction methods are evaulated on a set of metrics with the aim of determining which method is the most suitable for estimating yield curves from European zero rates. The included curve construction methods are Nelson-Siegel, Nelson-Siegel-Svensson, cubic spline interpolation and forward monotone convex spline interpolation. READ MORE

  4. 14. Measures of statistical dependence for feature selection : Computational study

    University essay from Umeå universitet/Statistik

    Author : Mohamad Alshalabi; [2022]
    Keywords : ;

    Abstract : The importance of feature selection for statistical and machine learning models derives from their explainability and the ability to explore new relationships, leading to new discoveries. Straightforward feature selection methods measure the dependencies between the potential features and the response variable. READ MORE

  5. 15. Prediction of quote acceptance in a B2B environment using Random Forests and Gradient Boosting Machines

    University essay from Lunds universitet/Matematisk statistik

    Author : Jesper Gunnarsson; Jacob Tyrberg; [2021]
    Keywords : B2B; pricing; Random Forest; Gradient Boosting; calibration; feature engineering; Mathematics and Statistics;

    Abstract : For a business to be as successful as possible it needs a sound pricing strategy. A B2B environment allows the business more freedom to tailor each quote to maximize the performance.In order to do this, proper understanding of how probable a quote is to succeed is crucial. READ MORE