Sökning: "estimation theory"

Visar resultat 11 - 15 av 494 avhandlingar innehållade orden estimation theory.

  1. 11. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

    Författare :Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

    Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER

  3. 12. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER

  4. 13. Effects of college choice on income : estimation and sensitivity analysis

    Författare :Mathias Lundin; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Statistik; Statistics; statistik;

    Sammanfattning : .... LÄS MER

  5. 14. Studies in plausibility theory, with applications to physics

    Författare :Piero Giovanni Luca Porta Mana; Gunnar Björk; Sergei Ya. Kilin; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian probability theory; quantum theory; state assignment; state estimation; Physics; Fysik;

    Sammanfattning : The discipline usually called `probability theory' can be seen as the theory which describes and sets standard norms to the way we reason about plausibility. From this point of view, this `plausibility theory' is a province of logic, and the following informal proportion subsists: plausibility theory is to the common notion of `plausibility', as deductive logic is to the common notion of `truth'. LÄS MER

  7. 15. Position Estimation and Tracking in Colloidal Particle Microscopy

    Författare :Mats Kvarnström; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; censored regression; colloidal chemistry; depth estimation; diffusion coefficient; nonparametric function estimation; position estimation; rotational symmetry; tracking; template matching; video microscopy; rotational symmetry;

    Sammanfattning : This thesis presents methods for estimating the locations (including depth) of spherical colloidal particles in images recorded in video microscopy. Understanding the behavior of colloidal interactions and diffusion is of crucial importance in a vast number of areas. LÄS MER