Mathematical Statistics
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- 2017
-
Mark
Spatial Statistical Modeling of Insurance Risk
(
- Master (Two yrs)
-
Mark
Estimation of Probability of Default in Low Default Portfolios
(
- Master (Two yrs)
- 2016
-
Mark
Modeling Life Insurance Guarantees
(
- Master (Two yrs)
-
Mark
Infant Mortality Factors of Bangladesh
(
- Master (One yr)
-
Mark
Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation
(
- Master (Two yrs)
-
Mark
Isotonic regression in deterministic and random design settings
(
- Master (Two yrs)
-
Mark
Estimating expected lifetime of revolving credit facilities in an IFRS 9 framework
(
- Master (Two yrs)
-
Mark
My Guess is Better Than Yours
(
- Master (Two yrs)
-
Mark
HOW MENSTRUAL PRODUCT USERS DIFFER - a logistic regression model
(
- Bach. Degree
-
Mark
On Modeling Operational Risk using Extreme Value Theory
(
- Master (Two yrs)
-
Mark
Kindergarten, Parents’ Education and Reading Literacy Achievement - a multiple regression model
(
- Bach. Degree
-
Mark
Robustness Analysis when Estimating Economic Capital for Credit Risk
(
- Master (Two yrs)
-
Mark
Musical Instrument Categorization using Spectral- and Cepstral Analysis
(
- Bach. Degree
-
Mark
Joint Calibration of Year-on-Year and Zero-Coupon Products for Inflation Models
(
- Master (Two yrs)
-
Mark
Construction of the Berkeley Innovation Index: A Higher-Order Item Response Theory Model Approach
(
- Master (Two yrs)
-
Mark
Beam losses along the ESS LINAC due to nonlinear effects - A Statistical review
(
- Master (Two yrs)
-
Mark
A mean-variance Portfolio Optimizing Trading Algorithm using regime-switching Economic Parameters
(
- Master (Two yrs)
-
Mark
Absolute & Relative Credit Quality Assessment
(
- Master (Two yrs)
-
Mark
Exposure At Default During Financial Stress - A Comparative Study
(
- Master (Two yrs)
-
Mark
Default Correlations within Credit Valuation
(
- Master (Two yrs)
-
Mark
Optimering av hyperparametrar till artificiella neurala nätverk med genetiska algoritmer
(
- Master (Two yrs)
-
Mark
Randomized Quasi-Monte Carlo Methods for Basket Option Pricing Where Underlying Assets Follow a Time-Changed Meixner Lévy Process
(
- Master (Two yrs)
-
Mark
Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy Process
(
- Master (Two yrs)
-
Mark
Creation & Assessment of a Video Quality Ruler
(
- Master (Two yrs)
-
Mark
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
(
- Master (Two yrs)
- 2015
-
Mark
Pricing swing options in the electricity market
(
- Master (Two yrs)
-
Mark
Active Management of Non-Granular Loan Portfolios
(
- Master (Two yrs)
-
Mark
Modelling Large Claims in Property and Home Insurance - Extreme Value Analysis
(
- Master (Two yrs)
-
Mark
Linear and Non-linear Regression:Application to Competitor's Gasoline Volume Estimation
(
- Master (Two yrs)
-
Mark
Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques
(
- Master (Two yrs)
-
Mark
A Bayesian Approach to Modeling Operational Risk When Data is Scarce
(
- Master (Two yrs)
-
Mark
Forecasting commodity futures using Principal Component Analysis and Copula
(
- Master (Two yrs)
-
Mark
On Modelling Extreme Foreign Exchange Volatility Using Copulas
(
- Master (Two yrs)
-
Mark
A Parametric Method for Multi-Pitch Estimation
(
- Master (Two yrs)
-
Mark
Model risk quantification in option pricing
(
- Master (Two yrs)
-
Mark
Possible Bene ts With Combined Creatinine and cystatin C Test for Estimated GFR
(
- Bach. Degree
-
Mark
Evaluation and development of methods for time-frequency analysis of heart rate variability
(
- Master (Two yrs)
-
Mark
Maximum Likelihood Estimation Using Bayesian Monte Carlo Methods
(
- Master (Two yrs)
-
Mark
Exploiting user preference similarity transitivity in nearest neighbour recommender algorithms
(
- Master (Two yrs)
-
Mark
On Climate Change and Its Impact on Extreme Rainfall in Bangladesh
(
- Master (Two yrs)
-
Mark
Classication of semantic memories using multitaper spectral estimation
(
- Bach. Degree
-
Mark
Calculation of Value-at-Risk and Expected Shortfall under model uncertainty
(
- Master (Two yrs)
-
Mark
Product Recommendations in E-commerce Systems using Content-based Clustering and Collaborative Filtering
(
- Master (Two yrs)
-
Mark
Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)
(
- Bach. Degree
-
Mark
Analysis of Spatial Patterns in Tissue Samples using Spectral Analysis and GMRF Modelling
(
- Master (Two yrs)
-
Mark
Valuing Credit Default Swaps with a Structural Approach
(
- Master (Two yrs)
-
Mark
Factors driving the Euro senior funding costs for Swedish Banks
(
- Master (Two yrs)
-
Mark
Classification of non-stationary Heart Rate Variability using AR-model parameters
(
- Master (Two yrs)
-
Mark
Credit Value Adjustment
(
- Master (Two yrs)
-
Mark
Wind power and its impact on power prices in Denmark
(
- Master (Two yrs)
-
Mark
Inference and hedging of the Heston model under P (a simulation study)
(
- Master (Two yrs)
-
Mark
A comparison of the Fourier-Gauss-Laguerre and Fourier cosine series method in option pricing
(
- Master (Two yrs)
-
Mark
Phrase and word classication using weighted N-Grams, edit distance and next word prediction
(
- Master (Two yrs)
-
Mark
Optimizing Stimulation Strategies in Cochlear Implants for Music Listening
(
- Master (Two yrs)
- 2014
-
Mark
ALL WEATHER REVISITED
(
- Master (Two yrs)
-
Mark
Forecasting Model of Electricity Demand in the Nordic Countries
(
- Master (Two yrs)
-
Mark
A model to Predict Churn
(
- Master (Two yrs)
-
Mark
M-step Bootstrap Percolation on Z1
(
- Master (Two yrs)
-
Mark
Pricing and Hedging using Hedge Monte-Carlo Method
(
- Master (Two yrs)
-
Mark
Approximating Capital Requirement Due to Name Credit Concentration Risk.- A Comparison of Two Methodologies, the Standardised Approach
(
- Master (Two yrs)
-
Mark
What Drives the Difference in Probability of Default from Reduced Form- and Structural Approaches
(
- Master (Two yrs)
-
Mark
A Copula Approach to Modeling Extreme Values of Exchange Rates
(
- Master (Two yrs)
-
Mark
Fast Valuation of Options under Parameter Uncertainty
(
- Master (Two yrs)
-
Mark
Forecasting Foreign Exchange Rates, A comparison between forecasting horizons and Bayesian vs. Frequentist approaches
(
- Master (Two yrs)
-
Mark
Forbearance Policy in an Asset Quality Review Framework
(
- Master (Two yrs)
-
Mark
Tuning of Learning Algorithms for Use in Automated Product Recommendations
(
- Master (Two yrs)
-
Mark
Pricing and Hedging of Swing Options in the European Electricity and Gas Markets
(
- Master (Two yrs)
-
Mark
Insurance Loss Reserving
(
- Master (Two yrs)
-
Mark
Improving Portfolio Performance
(
- Master (Two yrs)
-
Mark
Commodity Pricing in a Discrete Markov Chain Framework
(
- Master (Two yrs)
-
Mark
Features of Auditory Brainstem Response Spectral Representations as Tools for ADHD-Diagnostics
(
- Master (Two yrs)
-
Mark
Modeling the Syntax of the song of the Great Reed Warbler Faculty of Engineering, LTH
(
- Bach. Degree
-
Mark
Multi-objective Optimization for Clustering using Evolutionary Computing
(
- Master (Two yrs)
-
Mark
Implementation of a Funds Transfer Pricing model with stochastic interest rates
(
- Master (Two yrs)
-
Mark
Neutron wavelength estimation on crystal monochromator beamlines
(
- Master (Two yrs)
-
Mark
Statistical Analysis of Oceanographic Data: A Comparison between Stationary and Mobile Sea Level Gauges
(
- Master (Two yrs)
-
Mark
Pricing Timer Options under Jump-Diffusion Processes
(
- Master (Two yrs)
-
Mark
A Spatial Relations Study of Virus Infected Cells and the Human Immune Response through the V-Proportionality Measurement
(
- Bach. Degree
-
Mark
On Monte Carlo approximation of the Snell envelope with application to the pricing of American options
(
- Bach. Degree
-
Mark
Pricing of Liqueed Petroleum Gas in North-West Europe
(
- Master (Two yrs)
-
Mark
A feature selected clustered connectivity for DCMs in a unified framework
(
- Master (Two yrs)
-
Mark
Extreme events on the financial market has become an important and Rebounds
(
- Master (Two yrs)
-
Mark
Using GEV-regression to improve accuracy of probability of default in low default portfolios
(
- Master (Two yrs)
-
Mark
Closing Time Effects on Derivative Pricing and Risk Measurement
(
- Master (Two yrs)
-
Mark
Target Localization in Distributed Multiple-Input Multiple-Output Radar: Algorithms and Analysis
(
- Master (Two yrs)
-
Mark
Statistical Methods for Classification of Wooden Boards
(
- Master (Two yrs)
-
Mark
Modeling Copper Prices and Risk Management
(
- Master (Two yrs)
-
Mark
Prudent Valuation & Model Risk Quantification
(
- Master (Two yrs)
-
Mark
Statistical error analysis of a nitrate deposition
(
- Master (Two yrs)
-
Mark
Statistical post-processing of the air pollution model SIMAIR
(
- Master (Two yrs)
-
Mark
Responding to the Eurozone Crisis - Applying the Shadow Rating Approach to Determine Economic Capital for Sovereign Exposures
(
- Master (Two yrs)
-
Mark
An improvement to Global Tractography Using Anatomical Priors
(
- Master (Two yrs)
-
Mark
Improved Positioning of City Buses
(
- Master (Two yrs)
-
Mark
A new dimension to Risk Assessment
(
- Master (Two yrs)
-
Mark
Modelling prices of in-play football betting
(
- Master (Two yrs)
- 2013
-
Mark
Statistical Analysis of Wind Components
(
- Master (Two yrs)
-
Mark
THE SOCIOSPATIAL DISTRIBUTION OF PSYCHOTIC SYMPTOMS AND DIMENSIONS
(
- Bach. Degree
-
Mark
Simultaneous Calibration and Hedging of Options
(
- Master (Two yrs)
-
Mark
Hedging under Parameter Uncertainty
(
- Master (Two yrs)
-
Mark
Bud burst of birch in Finland and the United Kingdom - Logistic regression analysis and modeling
(
- Bach. Degree