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Showing records 1 – 18 of
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KTH

1. Östlund, Simon. Imputation of Missing Data with Application to Commodity Futures.

Degree: Mathematical Statistics, 2016, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

►

In recent years additional requirements have been imposed on ﬁnancial institutions, including Central Counterparty clearing houses (CCPs), as an attempt to assess quantitative measures… (more)

Subjects/Keywords: Missing Data; Bayesian Statistics; Expectation Conditional Maximization (ECM); Conditional Distribution; Robust Regression; MCMC; Copulas.; Saknad Data; Bayesiansk Statistik; Expectation Conditional Maximization (ECM); Betingad Sannolikhet; Robust Regression; MCMC; Copulas.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Östlund, S. (2016). Imputation of Missing Data with Application to Commodity Futures. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Östlund, Simon. “Imputation of Missing Data with Application to Commodity Futures.” 2016. Thesis, KTH. Accessed April 02, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Östlund, Simon. “Imputation of Missing Data with Application to Commodity Futures.” 2016. Web. 02 Apr 2020.

Vancouver:

Östlund S. Imputation of Missing Data with Application to Commodity Futures. [Internet] [Thesis]. KTH; 2016. [cited 2020 Apr 02]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459.

Note: this citation may be lacking information needed for this citation format:

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Östlund S. Imputation of Missing Data with Application to Commodity Futures. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187459

Not specified: Masters Thesis or Doctoral Dissertation

University of Guelph

2. Levick, Jeremy. New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels .

Degree: 2015, University of Guelph

URL: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128

► The Perfect-Mirsky conjecture states that the set of all possible eigenvalues of an n by n doubly stochastic matrix is the union of certain specific…
(more)

Subjects/Keywords: Matrix; Perfect-Mirsky; Quantum Information; Private Quantum Channel; Quasiorthogonality; Lie algebra; Conditional expectation

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APA (6^{th} Edition):

Levick, J. (2015). New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels . (Thesis). University of Guelph. Retrieved from https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Levick, Jeremy. “New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels .” 2015. Thesis, University of Guelph. Accessed April 02, 2020. https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Levick, Jeremy. “New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels .” 2015. Web. 02 Apr 2020.

Vancouver:

Levick J. New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels . [Internet] [Thesis]. University of Guelph; 2015. [cited 2020 Apr 02]. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Levick J. New Methods for the Perfect-Mirsky Conjecture and Private Quantum Channels . [Thesis]. University of Guelph; 2015. Available from: https://atrium.lib.uoguelph.ca/xmlui/handle/10214/9128

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

3. Su, Nan-cheng. An Investigation of Distribution Functions.

Degree: PhD, Applied Mathematics, 2008, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

► The study of properties of probability distributions has always been a persistent theme of statistics and of applied probability. This thesis deals with an investigation…
(more)

Subjects/Keywords: skew-normal distribution; nonhomogeneous Poisson process; conditional expectation; skew-Cauchy distribution; skew-t distribution.; skew-symmetric distribution; order statistics; characterization; conditional distribution; record values; order statistics property

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Su, N. (2008). An Investigation of Distribution Functions. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

Chicago Manual of Style (16^{th} Edition):

Su, Nan-cheng. “An Investigation of Distribution Functions.” 2008. Doctoral Dissertation, NSYSU. Accessed April 02, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139.

MLA Handbook (7^{th} Edition):

Su, Nan-cheng. “An Investigation of Distribution Functions.” 2008. Web. 02 Apr 2020.

Vancouver:

Su N. An Investigation of Distribution Functions. [Internet] [Doctoral dissertation]. NSYSU; 2008. [cited 2020 Apr 02]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139.

Council of Science Editors:

Su N. An Investigation of Distribution Functions. [Doctoral Dissertation]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624108-184139

North-West University

4.
Rambane, Daniel Thanyani.
Operators defined by *conditional* expectations and random measures / Daniel Thanyani Rambane
.

Degree: 2004, North-West University

URL: http://hdl.handle.net/10394/282

► This study revolves around operators defined by *conditional* expectations and operators generated by random measures. Studies of operators in function spaces defined by *conditional* expectations…
(more)

Subjects/Keywords: Riesz spaces; Conditional expectations; Multiplication conditional expectation-representable operators; Random measures

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APA (6^{th} Edition):

Rambane, D. T. (2004). Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/282

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Rambane, Daniel Thanyani. “Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane .” 2004. Thesis, North-West University. Accessed April 02, 2020. http://hdl.handle.net/10394/282.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Rambane, Daniel Thanyani. “Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane .” 2004. Web. 02 Apr 2020.

Vancouver:

Rambane DT. Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane . [Internet] [Thesis]. North-West University; 2004. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10394/282.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rambane DT. Operators defined by conditional expectations and random measures / Daniel Thanyani Rambane . [Thesis]. North-West University; 2004. Available from: http://hdl.handle.net/10394/282

Not specified: Masters Thesis or Doctoral Dissertation

Clemson University

5. Zapata raudales, Samuel. Three Essays on Contingent Valuation.

Degree: PhD, Applied Economics, 2012, Clemson University

URL: https://tigerprints.clemson.edu/all_dissertations/995

► Contingent valuation (CV), a survey-based method, is widely used by researchers and government agencies to assess the value of those goods or services whose market…
(more)

Subjects/Keywords: Contingent valuation; E-commerce; iterated conditional expectation; kernel functions; New technologies; nonparametric methods; Agricultural and Resource Economics

Record Details Similar Records

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APA (6^{th} Edition):

Zapata raudales, S. (2012). Three Essays on Contingent Valuation. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/995

Chicago Manual of Style (16^{th} Edition):

Zapata raudales, Samuel. “Three Essays on Contingent Valuation.” 2012. Doctoral Dissertation, Clemson University. Accessed April 02, 2020. https://tigerprints.clemson.edu/all_dissertations/995.

MLA Handbook (7^{th} Edition):

Zapata raudales, Samuel. “Three Essays on Contingent Valuation.” 2012. Web. 02 Apr 2020.

Vancouver:

Zapata raudales S. Three Essays on Contingent Valuation. [Internet] [Doctoral dissertation]. Clemson University; 2012. [cited 2020 Apr 02]. Available from: https://tigerprints.clemson.edu/all_dissertations/995.

Council of Science Editors:

Zapata raudales S. Three Essays on Contingent Valuation. [Doctoral Dissertation]. Clemson University; 2012. Available from: https://tigerprints.clemson.edu/all_dissertations/995

Delft University of Technology

6. Chen, B. Interest Rate Derivative Pricing with Stochastic Volatility.

Degree: 2012, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a

► One purpose of exotic derivative pricing models is to enable financial institutions to quantify and manage their financial risk, arising from large books of portfolios.…
(more)

Subjects/Keywords: LIBOR market model; SABR model; asymptotic expansion; conditional expectation

Record Details Similar Records

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APA (6^{th} Edition):

Chen, B. (2012). Interest Rate Derivative Pricing with Stochastic Volatility. (Doctoral Dissertation). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a

Chicago Manual of Style (16^{th} Edition):

Chen, B. “Interest Rate Derivative Pricing with Stochastic Volatility.” 2012. Doctoral Dissertation, Delft University of Technology. Accessed April 02, 2020. http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a.

MLA Handbook (7^{th} Edition):

Chen, B. “Interest Rate Derivative Pricing with Stochastic Volatility.” 2012. Web. 02 Apr 2020.

Vancouver:

Chen B. Interest Rate Derivative Pricing with Stochastic Volatility. [Internet] [Doctoral dissertation]. Delft University of Technology; 2012. [cited 2020 Apr 02]. Available from: http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a.

Council of Science Editors:

Chen B. Interest Rate Derivative Pricing with Stochastic Volatility. [Doctoral Dissertation]. Delft University of Technology; 2012. Available from: http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; urn:NBN:nl:ui:24-uuid:09e70685-851e-4cc6-8d67-e9ac506b248a ; http://resolver.tudelft.nl/uuid:09e70685-851e-4cc6-8d67-e9ac506b248a

Universidad del Rosario

7. Alayón González, José Luis. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.

Degree: 2014, Universidad del Rosario

URL: http://repository.urosario.edu.co/handle/10336/8856

►

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada,… (more)

Subjects/Keywords: Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz; Multi-cicle, Expectation, and Conditional Estimation Method; 381; Mercados; Mercado de valores; Finanzas; Economía; Generalized Hyperbolic Distribution; Portfolio Selection; Robust Portfolio selection; Conditional Value at Risk; Worse Case Conditional Value at Risk; Asset Allocation; Risk Management; Markowitz Portfolio Selection; Multi-cicle, Expectation, and Conditional Estimation Method

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Alayón González, J. L. (2014). Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. (Thesis). Universidad del Rosario. Retrieved from http://repository.urosario.edu.co/handle/10336/8856

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Thesis, Universidad del Rosario. Accessed April 02, 2020. http://repository.urosario.edu.co/handle/10336/8856.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Alayón González, José Luis. “Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado.” 2014. Web. 02 Apr 2020.

Vancouver:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Internet] [Thesis]. Universidad del Rosario; 2014. [cited 2020 Apr 02]. Available from: http://repository.urosario.edu.co/handle/10336/8856.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Alayón González JL. Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado. [Thesis]. Universidad del Rosario; 2014. Available from: http://repository.urosario.edu.co/handle/10336/8856

Not specified: Masters Thesis or Doctoral Dissertation

University of Ottawa

8. Loukrati, Hicham. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .

Degree: 2018, University of Ottawa

URL: http://hdl.handle.net/10393/37594

► Au cours des dernières années, des changements importants dans le domaine des assurances et des finances attirent de plus en plus l’attention sur la nécessité…
(more)

Subjects/Keywords: Extremes; Conditional tail expectation; Regularly varying tail; Hill estimator; Bootstrap; Harmonic moment estimators; T-Hill estimator; Value-at-Risk; Tail empirical distribution function

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Loukrati, H. (2018). Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . (Thesis). University of Ottawa. Retrieved from http://hdl.handle.net/10393/37594

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Thesis, University of Ottawa. Accessed April 02, 2020. http://hdl.handle.net/10393/37594.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Loukrati, Hicham. “Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures .” 2018. Web. 02 Apr 2020.

Vancouver:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Internet] [Thesis]. University of Ottawa; 2018. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10393/37594.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Loukrati H. Tail Empirical Processes: Limit Theorems and Bootstrap Techniques, with Applications to Risk Measures . [Thesis]. University of Ottawa; 2018. Available from: http://hdl.handle.net/10393/37594

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

9. Lin, Chen-yi. Some characterization results related to k-record values.

Degree: Master, Applied Mathematics, 2004, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922

► In this paper, let be a sequence of k-record values from a population with common distribution function F. We will characterize the continuous (or discrete)…
(more)

Subjects/Keywords: characterization; k-record values; conditional expectation; weak record values.; order statistics

Record Details Similar Records

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APA (6^{th} Edition):

Lin, C. (2004). Some characterization results related to k-record values. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lin, Chen-yi. “Some characterization results related to k-record values.” 2004. Thesis, NSYSU. Accessed April 02, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lin, Chen-yi. “Some characterization results related to k-record values.” 2004. Web. 02 Apr 2020.

Vancouver:

Lin C. Some characterization results related to k-record values. [Internet] [Thesis]. NSYSU; 2004. [cited 2020 Apr 02]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin C. Some characterization results related to k-record values. [Thesis]. NSYSU; 2004. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0701104-113922

Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech

10. Liao, Lingrui. Novel Approaches for Some Stochastic and Deterministic Scheduling Problems.

Degree: PhD, Industrial and Systems Engineering, 2011, Virginia Tech

URL: http://hdl.handle.net/10919/77109

► In this dissertation, we develop novel approaches to independently address two issues that are commonly encountered in machine scheduling problems: uncertainty of problem parameters (in…
(more)

Subjects/Keywords: expectation-variance evaluation; stochastic scheduling; conditional-value-at-risk; scenario generation; integrated lot-sizing and scheduling; high multiplicity asymmetric TSP; column generation

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Liao, L. (2011). Novel Approaches for Some Stochastic and Deterministic Scheduling Problems. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/77109

Chicago Manual of Style (16^{th} Edition):

Liao, Lingrui. “Novel Approaches for Some Stochastic and Deterministic Scheduling Problems.” 2011. Doctoral Dissertation, Virginia Tech. Accessed April 02, 2020. http://hdl.handle.net/10919/77109.

MLA Handbook (7^{th} Edition):

Liao, Lingrui. “Novel Approaches for Some Stochastic and Deterministic Scheduling Problems.” 2011. Web. 02 Apr 2020.

Vancouver:

Liao L. Novel Approaches for Some Stochastic and Deterministic Scheduling Problems. [Internet] [Doctoral dissertation]. Virginia Tech; 2011. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10919/77109.

Council of Science Editors:

Liao L. Novel Approaches for Some Stochastic and Deterministic Scheduling Problems. [Doctoral Dissertation]. Virginia Tech; 2011. Available from: http://hdl.handle.net/10919/77109

University of Sydney

11.
Chen, Qian.
Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail *Conditional* Expectations
.

Degree: 2011, University of Sydney

URL: http://hdl.handle.net/2123/7863

► Forecasting financial risk and risk measurement methods have been of increasing interest for financial market regulators and financial institutions in the past two decades. While…
(more)

Subjects/Keywords: Bayesian method; Value-at-Risk; expected shortfall; asymmetric Laplace; two-sided Weibull; partitioned distribution; backtesting; Markov chain Monte Carlo; mixture of Gaussian; financial crisis; risk measurement; conditional tail expectation

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Chen, Q. (2011). Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/7863

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chen, Qian. “Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .” 2011. Thesis, University of Sydney. Accessed April 02, 2020. http://hdl.handle.net/2123/7863.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chen, Qian. “Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations .” 2011. Web. 02 Apr 2020.

Vancouver:

Chen Q. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . [Internet] [Thesis]. University of Sydney; 2011. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/2123/7863.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen Q. Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations . [Thesis]. University of Sydney; 2011. Available from: http://hdl.handle.net/2123/7863

Not specified: Masters Thesis or Doctoral Dissertation

University of Manitoba

12. Huang, Xinxin. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.

Degree: Agribusiness and Agricultural Economics, 2014, University of Manitoba

URL: http://hdl.handle.net/1993/23875

► Value at Risk (VaR) and Expected Shortfall (ES) are methods often used to measure market risk. Inaccurate and unreliable Value at Risk and Expected Shortfall…
(more)

Subjects/Keywords: Risk Management; Volatility Estimate; Value at Risk; GARCH; ARMA; General Error Distribution (GED); ARMA(1,1)-GJR-GARCH(1,1)-SGED; Extreme Value Theory (EVT); General Pareto Distribution (GPD); Expected Shortfall (ES); Conditional Tail Expectation (CTE); Conditional Value at Risk (CVaR)

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Huang, X. (2014). Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/23875

Chicago Manual of Style (16^{th} Edition):

Huang, Xinxin. “Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.” 2014. Masters Thesis, University of Manitoba. Accessed April 02, 2020. http://hdl.handle.net/1993/23875.

MLA Handbook (7^{th} Edition):

Huang, Xinxin. “Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models.” 2014. Web. 02 Apr 2020.

Vancouver:

Huang X. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. [Internet] [Masters thesis]. University of Manitoba; 2014. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/1993/23875.

Council of Science Editors:

Huang X. Analyzing value at risk and expected shortfall methods: the use of parametric, non-parametric, and semi-parametric models. [Masters Thesis]. University of Manitoba; 2014. Available from: http://hdl.handle.net/1993/23875

University of Waterloo

13. Weng, Chengguo. Optimal Reinsurance Designs: from an Insurer’s Perspective.

Degree: 2009, University of Waterloo

URL: http://hdl.handle.net/10012/4766

► The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a…
(more)

Subjects/Keywords: optimal reinsurance; risk measure; Value at Risk; Conditional Tail Expectation; empirical approach; convex optimization; Lagrangian method; second order conic programming

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Weng, C. (2009). Optimal Reinsurance Designs: from an Insurer’s Perspective. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/4766

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Weng, Chengguo. “Optimal Reinsurance Designs: from an Insurer’s Perspective.” 2009. Thesis, University of Waterloo. Accessed April 02, 2020. http://hdl.handle.net/10012/4766.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Weng, Chengguo. “Optimal Reinsurance Designs: from an Insurer’s Perspective.” 2009. Web. 02 Apr 2020.

Vancouver:

Weng C. Optimal Reinsurance Designs: from an Insurer’s Perspective. [Internet] [Thesis]. University of Waterloo; 2009. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10012/4766.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Weng C. Optimal Reinsurance Designs: from an Insurer’s Perspective. [Thesis]. University of Waterloo; 2009. Available from: http://hdl.handle.net/10012/4766

Not specified: Masters Thesis or Doctoral Dissertation

14. ZHANG YUBEI. Using quasi-Monte Carlo methods to evaluate value-at-risk.

Degree: 2005, National University of Singapore

URL: https://scholarbank.nus.edu.sg/handle/10635/161076

Subjects/Keywords: VAR; Monte Carlo methods; Quasi-Monte Carlo methods; low-discrepancy sequences; Fourier Transformation method; Conditional Expectation method

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

YUBEI, Z. (2005). Using quasi-Monte Carlo methods to evaluate value-at-risk. (Thesis). National University of Singapore. Retrieved from https://scholarbank.nus.edu.sg/handle/10635/161076

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

YUBEI, ZHANG. “Using quasi-Monte Carlo methods to evaluate value-at-risk.” 2005. Thesis, National University of Singapore. Accessed April 02, 2020. https://scholarbank.nus.edu.sg/handle/10635/161076.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

YUBEI, ZHANG. “Using quasi-Monte Carlo methods to evaluate value-at-risk.” 2005. Web. 02 Apr 2020.

Vancouver:

YUBEI Z. Using quasi-Monte Carlo methods to evaluate value-at-risk. [Internet] [Thesis]. National University of Singapore; 2005. [cited 2020 Apr 02]. Available from: https://scholarbank.nus.edu.sg/handle/10635/161076.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

YUBEI Z. Using quasi-Monte Carlo methods to evaluate value-at-risk. [Thesis]. National University of Singapore; 2005. Available from: https://scholarbank.nus.edu.sg/handle/10635/161076

Not specified: Masters Thesis or Doctoral Dissertation

Georgia Southern University

15. AL Buqami, Meznah R. Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions.

Degree: MSin Mathematics (M.S.), Department of Mathematical Sciences, 2013, Georgia Southern University

URL: https://digitalcommons.georgiasouthern.edu/etd/880

► In this thesis, tail *conditional* *expectation* (TCE) in risk analysis, an important measure for right-tail risk, is presented. This value is generally based on…
(more)

Subjects/Keywords: ETD; income inequality; tail conditional expectation; weighted BurrIII distribution; risk measure; average loss; Physical Sciences and Mathematics; Statistical Methodology; Statistical Models; Statistics and Probability; Survival Analysis; Jack N. Averitt College of Graduate Studies, Electronic Theses & Dissertations, ETDs, Student Research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

AL Buqami, M. R. (2013). Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions. (Masters Thesis). Georgia Southern University. Retrieved from https://digitalcommons.georgiasouthern.edu/etd/880

Chicago Manual of Style (16^{th} Edition):

AL Buqami, Meznah R. “Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions.” 2013. Masters Thesis, Georgia Southern University. Accessed April 02, 2020. https://digitalcommons.georgiasouthern.edu/etd/880.

MLA Handbook (7^{th} Edition):

AL Buqami, Meznah R. “Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions.” 2013. Web. 02 Apr 2020.

Vancouver:

AL Buqami MR. Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions. [Internet] [Masters thesis]. Georgia Southern University; 2013. [cited 2020 Apr 02]. Available from: https://digitalcommons.georgiasouthern.edu/etd/880.

Council of Science Editors:

AL Buqami MR. Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions. [Masters Thesis]. Georgia Southern University; 2013. Available from: https://digitalcommons.georgiasouthern.edu/etd/880

16. Wiart, Jaspar. Semicrossed Products, Dilations, and Jacobson Radicals.

Degree: 2017, University of Waterloo

URL: http://hdl.handle.net/10012/12159

► We compute the C*-envelope of the isometric semicrossed product of a C*-algebra arising from number theory by the multiplicative semigroup of a number ring R,…
(more)

Subjects/Keywords: Semicrossed product; C*-algebra; C*-envelope; Dilation; Dynamical System; Endomorphism; Finite Index Conditional Expectation; Jacobson Radical; Purely Infinite; Semi-simplicity

…4.1.6), or
2
(ii) there exists a a faithful *conditional* *expectation* Es : αs…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

Wiart, J. (2017). Semicrossed Products, Dilations, and Jacobson Radicals. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/12159

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wiart, Jaspar. “Semicrossed Products, Dilations, and Jacobson Radicals.” 2017. Thesis, University of Waterloo. Accessed April 02, 2020. http://hdl.handle.net/10012/12159.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wiart, Jaspar. “Semicrossed Products, Dilations, and Jacobson Radicals.” 2017. Web. 02 Apr 2020.

Vancouver:

Wiart J. Semicrossed Products, Dilations, and Jacobson Radicals. [Internet] [Thesis]. University of Waterloo; 2017. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10012/12159.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wiart J. Semicrossed Products, Dilations, and Jacobson Radicals. [Thesis]. University of Waterloo; 2017. Available from: http://hdl.handle.net/10012/12159

Not specified: Masters Thesis or Doctoral Dissertation

17. McMahon, Brian. Differential framing: when meaning depends on motive.

Degree: PhD, Psychology, 2009, Georgia Tech

URL: http://hdl.handle.net/1853/31840

► Differential framing occurs when individuals with different latent motives assign qualitatively different meanings to the same attributes or events in the environment (James&Mazerolle, 2002; James&McIntyre,…
(more)

Subjects/Keywords: Organizational culture; Social cognition; Meaning; Conditional reasoning; Personality; Organizational behavior; Expectation (Psychology); Personality and motivation; Human behavior

…*conditional* reasoning. *Conditional*
reasoning means that the outcome of the reasoning process is… …*conditional* on the
1
personality of the individual doing the reasoning. That is, what is… …*conditional* reasoning is that individuals like to believe
that – for the most part – they behave… …Framing Test with subscales of another *conditional* reasoning measure
designed to assess…

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

McMahon, B. (2009). Differential framing: when meaning depends on motive. (Doctoral Dissertation). Georgia Tech. Retrieved from http://hdl.handle.net/1853/31840

Chicago Manual of Style (16^{th} Edition):

McMahon, Brian. “Differential framing: when meaning depends on motive.” 2009. Doctoral Dissertation, Georgia Tech. Accessed April 02, 2020. http://hdl.handle.net/1853/31840.

MLA Handbook (7^{th} Edition):

McMahon, Brian. “Differential framing: when meaning depends on motive.” 2009. Web. 02 Apr 2020.

Vancouver:

McMahon B. Differential framing: when meaning depends on motive. [Internet] [Doctoral dissertation]. Georgia Tech; 2009. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/1853/31840.

Council of Science Editors:

McMahon B. Differential framing: when meaning depends on motive. [Doctoral Dissertation]. Georgia Tech; 2009. Available from: http://hdl.handle.net/1853/31840

18. ΔΗΜΑΚΗ, ΑΙΚΑΤΕΡΙΝΗ. ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE.

Degree: 1991, Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB)

URL: http://hdl.handle.net/10442/hedi/1805

►

THE PRIMARY OBJECTIVE OF THIS THESIS IS TO ESTABLISH CHARACTERIZATIONS FOR DISTRIBUTIONS USED IN INCOME ANALYSIS AMONG OTHER FIELDS OF APPLICATION. THE THESISCONSISTS OF EIGHT… (more)

Subjects/Keywords: Characterizations; CONDITIONAL EXPECTATION; DAMAGE MODEL; DISTORTION MODEL; Order statistics; Pareto distribution; RELIABILITY THEORY; WARING DISTRIBUTION; WEIGHTED DISTRIBUTION; YULE DISTRIBUTION; ΔΙΑΤΕΤΑΓΜΕΝΗ ΣΤΑΤΙΣΤΙΚΗ ΣΥΝΑΡΤΗΣΗ; ΘΕΩΡΙΑ ΑΞΙΟΠΙΣΤΙΑΣ; ΚΑΝΤΑΝΟΜΗ YULE; ΚΑΤΑΝΟΜΗ PARETO; ΚΑΤΑΝΟΜΗ WARING; ΠΡΟΤΥΠΟ DAMAGE; ΠΡΟΤΥΠΟ ΔΙΑΣΤΡΕΒΛΩΣΗΣ; ΣΤΑΘΜΙΣΜΕΝΗ ΚΑΤΑΝΟΜΗ; ΥΠΟ ΣΥΝΘΗΚΗ ΑΝΑΜΕΝΟΜΕΝΗ ΤΙΜΗ; Χαρακτηρισμοί

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

ΔΗΜΑΚΗ, . (1991). ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE. (Thesis). Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB). Retrieved from http://hdl.handle.net/10442/hedi/1805

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

ΔΗΜΑΚΗ, ΑΙΚΑΤΕΡΙΝΗ. “ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE.” 1991. Thesis, Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB). Accessed April 02, 2020. http://hdl.handle.net/10442/hedi/1805.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

ΔΗΜΑΚΗ, ΑΙΚΑΤΕΡΙΝΗ. “ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE.” 1991. Web. 02 Apr 2020.

Vancouver:

ΔΗΜΑΚΗ . ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE. [Internet] [Thesis]. Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB); 1991. [cited 2020 Apr 02]. Available from: http://hdl.handle.net/10442/hedi/1805.

Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ΔΗΜΑΚΗ . ΧΑΡΑΚΤΗΡΙΣΜΟΙ ΚΑΤΑΝΟΜΩΝ ΜΕ ΕΜΦΑΣΗ ΣΤΙΣ ΚΑΤΑΝΟΜΕΣ PARETO ΚΑΙ YULE. [Thesis]. Οικονομικό Πανεπιστήμιο Αθηνών; Athens University Economics and Business (AUEB); 1991. Available from: http://hdl.handle.net/10442/hedi/1805

Not specified: Masters Thesis or Doctoral Dissertation