Browsing Rechts-, Wirtschafts- und Sozialwissenschaften by Advisor "Zucchini, Walter Prof. Dr."
Now showing items 1-11 of 11
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Dynamic Language Bindings for C Libraries with emphasis on their application to R
(2013-10-31)Scripting languages are becoming increasingly prevalent as a tool for rapid application development. However, numerous efficient “best-practice” software solutions are initially available as C libraries. Scripting ... -
Messung der Vulnerabilität der Armut - Eine statistische Analyse mit deutschen Paneldaten
(2012-11-06)In order to reduce poverty it is clearly of interest to identify, not only those households that are poor, but also those that are at risk of becoming poor, i.e. vulnerable to poverty. In this research, the accuracy of ... -
Contributions to statistical modelling of high-frequency financial data with applications to Frankfurt Stock Exchange
(2012-03-22)This dissertation is concerned with the forecasting performance of time series models for the price movements of high-frequency transaction data on the Frankfurt Stock Exchange. The availability of high quality data of ... -
On some special-purpose hidden Markov models
(2011-05-11)Hidden Markov models (HMMs) provide flexible devices for modelling time series of observations that depend on underlying serially correlated states. They constitute a specific class of ... -
Classification and Analysis of Management and Marketing Data
(2010-06-18)This work investigates and provides examples of effective methods of statistical analysis for strategic decision making, specifically in managerial and marketing applications. The particular motivation is to bridge the ... -
Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios
(2008-05-09)This thesis is concerned with the modeling of time-varying sensitivities in financial markets. Although interest in applying advanced time series techniques, such as the Kalman filter and Markov regime switching models, ... -
Estimating and Correcting the Effects of Model Selection Uncertainty
(2006-04-07)Most applied statistical analyses are carried out under model uncertainty, meaning that the model which generated the observations is unknown, and so the data are first used to select one of a set of plausible models by ... -
Operational Risk Management - Implementing a Bayesian Network for Foreign Exchange and Money Market Settlement
(2005-09-09)Operational risk losses in the financial industry usually occur at the business unit (micro) level and are due to weak management oversight, weak internal controls or the lack of it, or to ... -
Überprüfung stochastischer Modelle mit Pseudo-Residuen
(2003-02-27)In this thesis we investigate the application of pseudo-residuals for assessing the fit of probability models. Pseudo-residuals enjoy three important advantages over traditional residuals: They are applicable to a wide ... -
A Statistical Approach to Feature Detection and Scale Selection in Images
(2000-12-13)In computer vision "feature detection" refers to some procedure that determines candidate positions at which a particular feature, e.g. an edge or a line, could be located. "Scale selection" aims to find the scale or size ... -
Ein stochastisches Modell zur Beschreibung stündlichen Niederschlages
(1999)A Neyman-Scott cluster process model for hourly precipitation is developed that accounts for seasonality by the model parameters being continuous sinusoidal functions of time. The process is fitted to a set of 27 years of ...