Search for dissertations about: "Model misspecification"

Showing result 21 - 25 of 32 swedish dissertations containing the words Model misspecification.

  2. 21. Priors and uncertainty in reinforcement learning

    Author : Emilio Jorge; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Bayesian reinforcement learning; reinforcement learning; Minimax; Markov decision processes;

    Abstract : Handling uncertainty is an important part of decision-making. Leveraging uncertainty for guiding exploration to discover higher rewards has been a standard approach for a long time, using both ad hoc and more principled approaches. READ MORE

  4. 22. Covariate selection and propensity score specification in causal inference

    Author : Ingeborg Waernbaum; Xavier de Luna; Elena Stanghellini; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Covariate selection; graphical models; matching; observational studies; treatment effects; unconfoundedness; Statistics; Statistik;

    Abstract : This thesis makes contributions to the statistical research field of causal inference in observational studies. The results obtained are directly applicable in many scientific fields where effects of treatments are investigated and yet controlled experiments are difficult or impossible to implement. READ MORE

  5. 23. Four essays on the econometric modelling of volatility and durations

    Author : Cristina Amado; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : The thesis "Four Essays on the Econometric Modelling of Volatility and Durations" consists of four research papers in the area of financial econometrics on topics of the modelling of financial market volatility and the econometrics of ultra-high-frequency data. The aim of the thesis is to develop new econometric methods for modelling and hypothesis testing in these areas. READ MORE

  6. 24. On the pricing equations of some path-dependent options

    Author : Jonatan Eriksson; Johan Tysk; Maciej Klimek; Tomas Björk; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; Parabolic partial differential equations; variational inequalities; American options; barrier options; monotonicity in the volatility; turbo warrants; pricing formulas; Matematisk analys; Mathematical analysis; Analys;

    Abstract : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. READ MORE

  7. 25. Mathematical programming for optimal probability weighting

    Author : Michele Santacatterina; Karolinska Institutet; Karolinska Institutet; []
    Keywords : ;

    Abstract : In spite of the fact that probability weighting is widely used in statistics to correct for unequal sampling, control for confounding, and handle missing data, it has two main limitations. First, statistical inferences may be inefficient in the presence of extreme probability weights. READ MORE