Sökning: "Stochastic dominance"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Stochastic dominance.

1. 1. Methods for interval-censored data and testing for stochastic dominance

   Författare :Angel G. Angelov; Magnus Ekström; Maria Karlsson; Bengt Kriström; Per Johansson; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Interval-censored data; Informative censoring; Self-selected intervals; Questionnaire-based studies; Maximum likelihood; Permutation test; Two-sample test; Stochastic dominance; Four-decision test; Statistics; statistik;

   Sammanfattning : This thesis includes four papers: the first three of them are concerned with methods for interval-censored data, while the forth paper is devoted to testing for stochastic dominance.In many studies, the variable of interest is observed to lie within an interval instead of being observed exactly, i.e. LÄS MER

3. 2. Essays on Risk in International Financial Markets

   Författare :Ola Larsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

4. 3. Microbial communities in biological electrochemical systems

   Författare :Marie Abadikhah; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; viruses; microbial ecology. microbial electrolysis cells; bioelectrochemical system; biocathode; bioanode; microbial community assembly;

   Sammanfattning : Biological electrochemical systems (BES) can be used as biosensors and for recovery of resources from waste streams. BES utilizes microbial communities that grow on the surface of electrodes in the form of biofilms. LÄS MER

5. 4. Copula-based Portfolio Optimization

   Författare :Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

   Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER

7. 5. State-based Channel Access for a Network of Control Systems

   Författare :Chithrupa Ramesh; Karl Henrik Johansson; Henrik Sandberg; Joao Hespanha; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; networked control; multiple access; event-based; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : Wireless networked control systems use shared wireless links to communicate between sensors and controllers, and require a channel access policy to arbitrate access to the links. Existing multiple access protocols perform this role in an agnostic manner, by remaining insular to the applications that run over the network. LÄS MER