Search for dissertations about: "risk prediction"

Showing result 1 - 5 of 580 swedish dissertations containing the words risk prediction.

  2. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

    Author : Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

    Abstract : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. READ MORE

  4. 2. On Risk Prediction

    Author : Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    Abstract : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. READ MORE

  5. 3. Identifying risk of type 2 diabetes : epidemiologic perspectives from biomarkers to lifestyle

    Author : Margareta Norberg; Lars Weinehall; Jan W Eriksson; Christer Andersson; Mai-Lis Hellénius; Umeå universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Type 2 diabetes mellitus; metabolic syndrome; prediction; stress; social support; smokeless tobacco; risk; obesity; lifestyle; psychosocial; clinical markers; case-referent study; cohort study; Epidemiology; Epidemiologi;

    Abstract : Type 2 diabetes is a significant health problem because of its high prevalence and strong association with cardiovascular morbidity and mortality. An increase of type 2 diabetes is predicted due to increasing obesity and sedentary lifestyle habits. READ MORE

  6. 4. Some Statistical Aspects of Cancer Risk Estimation

    Author : Johan Eklund; Lennart Bondesson; Yuri Belyaev; Tom Britton; Umeå universitet; []
    Keywords : Cancer risk; competing risk model; prediction; familial cancer; hierarchic model; method of moments; maximum likelihood; MCMC;

    Abstract : .... READ MORE

  7. 5. Obesity in obstetric care : Consequences and risk prediction

    Author : Heiðrún Pétursdóttir Maack; Inger Sundström Poromaa; Þóra Steingrímsdóttir; Uppsala universitet; []
    Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Obstetrik och gynekologi; Obstetrics and Gynaecology;

    Abstract : The incidence of obesity is increasing at an alarming rate worldwide and the epidemic has reached the pregnant population of developed countries. Obesity is associated with several obstetric complications for both the mother, the fetus and the new-born. Today, obesity risk assessment is based on body mass index (BMI). READ MORE