Essays about: "weighted clustering"

Showing result 16 - 20 of 22 essays containing the words weighted clustering.

1. 16. Evaluation of Value-at-Risk Models During Volatility Clustering

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Medjit Yalmaz Kadir; [2014]
   Keywords : EWMA; VaR; VWHS; AWHS; Value-at-Risk; Business and Economics;

   Abstract : In the light of the financial crisis of 2008, risk management has become one of the most important topics in the financial world. This study applies five different VaR approaches, normal distribution, student’s t distribution, historical simulation, age weighted historical simulation and volatility weighted historical simulation under three different sample windows. READ MORE

3. 17. Efficient Distributed Pipelines for Anomaly Detection on Massive Production Logs

   University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

   Author : Xiao Chen; [2014]
   Keywords : ;

   Abstract : The data volume of live corporate production logs is increasingly growing every day. On one hand, companies have to handle millions of data produced daily by their services which require high storage capacity. READ MORE

4. 18. Performance Evaluation of a Weighted Clustering Algorithm in NSPS Scenarios

   University essay from KTH/Reglerteknik

   Author : Yufeng Zhou; [2013]
   Keywords : ;

   Abstract : In national security and public safety (NSPS) scenarios, the concept of device-to-device (D2D) clustering allows user equipment (UEs) to dynamically form clusters and thereby allows for local communication with partial or no cellular network assistance. We propose and evaluate a clustering approach to solve this problem in this thesis report. READ MORE

5. 19. Word Space Models for Web User Clustering and Page Prefetching

   University essay from Institutionen för datavetenskap; Filosofiska fakulteten

   Author : Albin Sundin; [2012]
   Keywords : LSA; RI; CAS-C; Clustering; Prefetching; Web mining; Segmentering;

   Abstract : This study evaluates methods for clustering web users via vector space models, for the purpose of web page prefetching for possible applications of server optimization. An experiment using Latent Semantic Analysis (LSA) is deployed to investigate whether LSA can reproduce the encouraging results obtained from previous research with Random Indexing (RI) and a chaos based optimization algorithm (CAS-C). READ MORE

6. 20. Evaluation and Analysis of Value at Risk Methodologies for Exchange Rate Risk in the Euro Market

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yu Shao; Haibo Yan; [2012]
   Keywords : Value at Risk; volatility clustering; exchange rate; volatility weighted historical simulation; normal distribution; student t-distribution; extreme value theory; Business and Economics;

   Abstract : The deteriorating European economic situation has suggested the necessity of risk management in the exchange rate of EUR for governments and corporations, but there is few researches studying in this field. In this thesis, by choosing USD/EUR, JPY/EUR and GBP/EUR as subjects, with a focus on the availability of different methods to the estimation of exchange rate risk of EUR, we aim to calculate the VaR of those three kinds of exchange rates and try to find the most accurate model to measure exchange rate risk in different environments and periods. READ MORE