Haku
Viitteet 1-2 / 2
Structure learning of context-specific graphical models
(Åbo Akademi - Åbo Akademi University, 2016-06-30)
Abstract The ultimate problem considered in this thesis is modeling a high-dimensional joint distribution over a set of discrete variables. For this purpose, we consider classes of context-specific graphical models and ...
Economic capital allocation
(Åbo Akademi - Åbo Akademi University, 2016-03-04)
For my Licentiate thesis, I conducted research on risk measures. Continuing with this research, I now focus on capital allocation. In the proportional capital allocation principle, the choice of risk measure plays a very ...