Sökning: "SAMHÄLLSVETENSKAP Statistik"

Visar resultat 21 - 25 av 384 avhandlingar innehållade orden SAMHÄLLSVETENSKAP Statistik.

1. 21. Analytical Approximation of Contingent Claims

   Författare :Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

   Sammanfattning : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. LÄS MER

3. 22. On Non Parametric Regression and Panel Unit Root Testing

   Författare :Xijia Liu; Rolf Larsson; Johan Lyhagen; Niklas Ahlgren; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : In this thesis, two different issues in econometrics are studied, the estimation of regression coefficients and the non-stationartiy analysis in a panel setting.Regarding the first topic, we study a set of measure of location-based estimators (MLBEs) for the slope parameter in a linear regression model with a single stochastic regressor. LÄS MER

4. 23. Aggregating Case Studies of Vehicle Crashes by Means of Causation Charts : An Evaluation and Revision of the Driving Reliability and Error Analysis Method

   Författare :Jesper Sandin; Per Lövsund; Chalmers University of Technology; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Accident; Cause; Classification; Characteristics; Driver; Error; 81 Road: Accidents; 81 Road: Accidents; 841 Road: Road user behaviour; 841 Road: Road user behaviour;

   Sammanfattning : There is a need for increased knowledge about causes to motor-vehicle crashes and their prevention. Multidisciplinary in-depth case studies can provide detailed causation data that is otherwise unattainable. Such data might allow the formulation of hypotheses of causes and causal relationships for further study. LÄS MER

5. 24. Random Models in Time and Space with Financial, Economics and Engineering Applications : Structural Covariance in Space and Stochastic Variability in Time

   Författare :Nima Shariati; Statistiska institutionen; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Cross-border spillover; Inter- and intralocation effects; Multivariate spatial regression models; Panel data; Spatial econometric models; Gamma distributed variances; Generalized Laplace distribution; Modulated volatility; Non-Gaussian time series; Road profile; Spatial vector autoregressive model; Outlier; Robust control chart; Robust estimation;

   Sammanfattning : In this thesis, we model stochastic processes in time and space. We focus on the processes whose covariance structure is either changing over the time span, or depends on the location in space. We develop models that appropriately describe and analyze such data behaviors in various different fields including finance, economics and engineering. LÄS MER

7. 25. Looking into the Future : How to Use Advanced Statistical Methods for Predicting Psychotherapy Outcomes in Routine Care

   Författare :Carl-Johan Uckelstam; Fredrik Falkenström; Björn Philips; Rolf Holmqvist; Sigal Zilcha-Mano; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Statistics; Machine learning; Multilevel modeling; Latent profile analysis; Prediction; Psychotherapy; Routine care; Outcome; Statistik; Maskininlärning; Latent profilanalys; Flernivåanalys; Prediktion; Psykoterapi; Rutinmässig vård; Utfall;

   Sammanfattning : Psychotherapy research has shifted from mainly focusing on the average effects of different treatments to concentrating more on questions related to the individual patient. When research attention shifts, it can give rise to the implementation of new statistical methods that, in turn, can illuminate new challenges that must be addressed. LÄS MER