Sökning: "Model misspecification"

Visar resultat 1 - 5 av 19 avhandlingar innehållade orden Model misspecification.

  1. 1. Optimal Stopping and Model Robustness in Mathematical Finance

    Detta är en avhandling från Uppsala : Universitetsbiblioteket

    Författare :Henrik Wanntorp; Uppsala universitet.; [2008]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik;

    Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER

  2. 2. Some aspects of statistical inference in systems of equations

    Detta är en avhandling från Department of Statistics, Lund university

    Författare :Ghazi Shukur; Lunds universitet.; Lund University.; [1997]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; small sample properties.; misspecification; system of equations; dynamic specification; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : The objective of this thesis is to develop a strategy for statistical/econometric inferences applicable to systemwise testing of econometric models. A common deficiency in many applied econometric studies is the absence of statistical diagnostic testing. LÄS MER

  3. 3. Learning about the unobservable The role of attitudes, measurement errors, norms and perceptions in user behaviour

    Detta är en avhandling från Stockholm : Kungliga Tekniska högskolan

    Författare :Juan Manuel Lorenzo Varela; KTH.; [2019]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Attitudes; Measurement errors; Discrete choice analysis; Latent variables; Model misspecification; Normative beliefs; Rail factor; User perceptions; Social norms; Value of travel time savings; Transportvetenskap; Transport Science;

    Sammanfattning : Unobservable factors are important to understand user behaviour. Moreover, they contain information to help design services that willsolve today’s challenges. Yet, we have barely scratched the surface ofthe underlying mechanisms ruling user behaviour. LÄS MER

  4. 4. Essays on Financial Market Volatility

    Detta är en avhandling från Stockholm : Kungliga Tekniska högskolan

    Författare :Ai Jun HOU; Lunds universitet.; Lund University.; [2011]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nonparametric GARCH model; News Impact Curve; Interest rate volatility; MCMC; Markov Switching; Chinese stock markets; EMU stock markets;

    Sammanfattning : This thesis examines the volatility in the equity and short-term interest-rate markets, and the spillover from the short term interest rate market to the equity market. It consists of three papers and focuses on adapting and proposing models for the estimation and forecasting of financial market volatility. LÄS MER

  5. 5. Applied Adaptive Optimal Design and Novel Optimization Algorithms for Practical Use

    Detta är en avhandling från Uppsala : Acta Universitatis Upsaliensis

    Författare :Eric Strömberg; Uppsala universitet.; [2016]
    Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Nonlinear Mixed Effects Models; Pharmacometrics; Fisher Information Matrix; Approximation; Optimality Criterion; Parallelization; Model Based Adaptive Optimal Design; Pharmaceutical Science; Farmaceutisk vetenskap;

    Sammanfattning : The costs of developing new pharmaceuticals have increased dramatically during the past decades. Contributing to these increased expenses are the increasingly extensive and more complex clinical trials required to generate sufficient evidence regarding the safety and efficacy of the drugs. LÄS MER