Searched for: contributor%3A%22Parolya%2C+N.+%28mentor%29%22
(1 - 13 of 13)
document
Nie, Ping (author)
This paper primarily employs Item Response Theory (IRT) to estimate item characteristics and the proficiency levels of students as reflected in the exam results. The process includes the application of algorithms for item characteristic parameter estimation and the utilization of statistical techniques for item selection from an item pool....
master thesis 2023
document
Zomerdijk, Koen (author)
This thesis concerns modeling residential real estate selling prices in a hedonic price model framework on a small spatial-temporal granularity. The research addresses the challenge of sparse spatial-temporal real estate data, i.e. many combinations of location and time with few or no transactions, by employing spatial dynamic factor models ...
master thesis 2023
document
Husain Cornelissen, Adnan (author)
Automated Market Makers (AMMs) are a novel type of market makers that eliminate the need for a coun-terparty in a trade. This thesis analyses the properties of several types of AMMs, and in particular the con-centrated liquidity market maker. An axiomatic definition of AMMs is provided, and two types of constant function market makers (CFMMs),...
bachelor thesis 2023
document
Yao, Yunsong (author)
master thesis 2023
document
Chen, Qianqian (author)
American option pricing has been an active research area in financial engineering over the past few decades. Since no analytic closed-form solution exists, various numerical approaches have been developed. Among all proposed methods, the least square Monte Carlo(LSMC) approach is the most successful and popular. The LSMC utilizes linear...
master thesis 2023
document
Vogel, Tim (author)
In this thesis, a factor model which estimates multivariate time series is extended to include an asymmetric relation between the returns of assets and the volatility of said assets. The model proposed in this thesis uses the classical factor model, with univariate logarithmic volatility equations to model the factors as well as the asset...
master thesis 2022
document
Gangapersad, Ravish (author)
In this paper, we want to create a prediction model for target attainment and a scoring system based on these models. The Random Forest model, Logistic Regression model, and Naive Bayes model are employed to achieve this. Classification trees and predictors from the random forest model are used to create the scoring system. The theory behind...
master thesis 2022
document
Veldman, Frederik (author)
This thesis is concerned with finding the asymptotic distributions of linear spectral statistics of the nonlinear shrinkage estimator for large covariance matrices derived by Ledoit and Wolf (2012). It provides some new inferential procedures for large-dimensional data and shed some light on the power of the new statistical tests on the...
bachelor thesis 2022
document
van Beek, Rutger (author)
Cardiac complications after surgery are common irrespective of the underlying condition. The postoperative level of troponin T is a good marker for cardiac complications. Little is known on the pathology of the release of troponin T in the blood, while a better understanding might provide the ability to reduce the complications. The goal of the...
master thesis 2022
document
Sluijmer, Reinout (author)
master thesis 2022
document
de Jong, Jur (author)
The Shapley value method is an explanatory method that describes the feature attribution of Machine Learning models. There are three different definitions of the Shapley values, namely Conditional Expectation Shapley, Marginal Expectation Shapley and Baseline Shapley. A comparison is made between the three definitions and they are applied to one...
master thesis 2021
document
Boon, Cindy (author)
Measuring variable importance is often a difficult task: among others models can be complex and covariates can interact with each other and can be correlated. This study focuses on two questions: First, what should be the theoretical measure of variable importance under a given data-generating model? And second, what are the best estimates of...
master thesis 2021
document
Oostdam, Oskar Oostdam (author)
Time series analysis is used to predict future behaviour of processes and is widely used in the finance sector. In this paper we will analyse the modelling of multivariate time series of financial data using vector autoregressive processes. The goal is that the reader will understand the presented models and could theoretically perform time...
bachelor thesis 2019
Searched for: contributor%3A%22Parolya%2C+N.+%28mentor%29%22
(1 - 13 of 13)