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Mathematical Statistics

Master theses

The 50 most recent M.Sc. theses supervised by members of the division

[1]
F. Bragone, "Physics-Informed Machine Learning in Power Transformer Dynamic Thermal Modelling," , 2021.
[2]
L. Börthas and J. Krange Sjölander, "Machine Learning Based Prediction and Classification for Uplift Modeling," , 2020.
[3]
A. Prastorfer, "Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures," , 2020.
[4]
W. Löfgren, "Distributional Dynamics of Fama-French Factors in European Markets," , 2020.
[5]
T. Charitidis, "Sequence Prediction for Identifying User Equipment Patterns in Mobile Networks," , 2020.
[6]
N. Nayeri, "Option strategies using hybrid Support Vector Regression - ARIMA," , 2020.
[7]
S. Kornfeld, "Predicting Default Probability in Credit Risk using Machine Learning Algorithms," , 2020.
[8]
A. Andersson and S. Mirkhani, "Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and Markowitz," , 2020.
[9]
E. Lagerström and M. Magne Schrab, "An Empirical Study of Modern Portfolio Optimization," , 2020.
[10]
C. García Ling, "Graphical Glitch Detection in Video Games Using CNNs," , 2020.
[11]
A. Eskandari, "VAE-clustering of neural signals and their association to cytokines," , 2020.
[12]
S. Ahlqvist and M. Arriaza-Hult, "How to measure the degree of PIT-ness in a credit rating system for a low default portfolio?," , 2020.
[13]
D. Olanders, "Optimal Time-Varying Cash Allocation," , 2020.
[14]
O. Bergqvist, "Calibration of Breast Cancer Natural History Models Using Approximate Bayesian Computation," , 2020.
[15]
O. Ungsgård, "Stochastic Modelling of Cash Flows in Private Equity," , 2020.
[16]
J. Lindberg and I. Wolfert Källman, "Vehicle Collision Risk Prediction Using a Dynamic Bayesian Network," , 2020.
[17]
D. Evholt and O. Larsson, "Generative Adversarial Networks and Natural Language Processing for Macroeconomic Forecasting," , 2020.
[18]
C. Herron and A. Zachrisson, "Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces," , 2020.
[19]
A. Qader and W. Shiver, "Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning," , 2020.
[20]
S. Berg and V. Elfström, "IRRBB in a Low Interest Rate Environment," , 2020.
[21]
P. Hanna and E. Swartling, "Anomaly Detection in Time Series Data using Unsupervised Machine Learning Methods: A Clustering-Based Approach," , 2020.
[22]
N. Wang, "Spectral Portfolio Optimisation with LSTM Stock Price Prediction," , 2020.
[23]
A. Karlsson and T. Sjöberg, "Synthesis of Tabular Financial Data using Generative Adversarial Networks," , 2020.
[24]
L. Wikland, "Early-Stage Prediction of Lithium-Ion Battery Cycle Life Using Gaussian Process Regression," , 2020.
[25]
O. Åkerström, "Multi-Agent System for Coordinated Defence," , 2020.
[26]
L. Thorstensson, "Clustering Methods as a Recruitment Tool for Smaller Companies," , 2020.
[27]
V. Nilsson, "Prediction of Dose Probability Distributions Using Mixture Density Networks," , 2020.
[28]
G. Norén, "Noise Robustness of Convolutional Autoencoders and Neural Networks for LPI Radar Classification," , 2020.
[29]
M. Jablecka, "Modelling CLV in the Insurance Industry Using Deep Learning Methods," , 2020.
[30]
G. Singh, "Statistical Modeling of Dynamic Risk in Security Systems," , 2020.
[31]
H. Kerek, "Product Similarity Matching for Food Retail using Machine Learning," , 2020.
[32]
A. Djerf, "Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting," , 2020.
[33]
A. V. Chari, "Prediction of Optimal Packaging Solution using Supervised Learning Methods," , 2020.
[34]
T. Brodd, "Modeling the Relation Between Implied and Realized Volatility," , 2020.
[35]
E. Hendey Bröte, "Duration-Weighted Carbon Footprint Metrics and Carbon Risk Factor for Credit Portfolios," , 2020.
[36]
I. Eriksson, "Image Distance Learning for Probabilistic Dose–Volume Histogram and Spatial Dose Prediction in Radiation Therapy Treatment Planning," , 2020.
[37]
R. Spånberg and B. Wallander, "Swedish Interest Rate Curve Dynamics Using Artificial Neural Networks," , 2020.
[38]
R. Sultani, "Rebalancing 2.0-A Macro Approach to Portfolio Rebalancing," , 2020.
[39]
E. Backman and D. Petersson, "Evaluation of methods for quantifying returns within the premium pension," , 2020.
[40]
F. Lindahl, "Detection of Sparse and Weak Effects in High-Dimensional Supervised Learning Problems, Applied to Human Microbiome Data," , 2020.
[41]
C. Hamell, "Statistical Methods for Analysis of the Homeowner's Impact on Property Valuation and Its Relation to the Mortgage Portfolio," , 2020.
[42]
S. Koller, "Multiple Time Series Analysis of Freight Rate Indices," , 2020.
[43]
B. Cao, "Dynamic Portfolio Management by Market Cycle Identification and Inter-Market Analysis," , 2020.
[44]
P. Amethier and A. Gerbaulet, "Sales Volume Forecasting of Ericsson Radio Units - A Statistical Learning Approach," , 2020.
[45]
A. Hansson, "Understanding people movement and detecting anomalies using probabilistic generative models," , 2020.
[46]
F. Stern, "Sustainability scores for portfolio performance," , 2020.
[47]
B. Johansson, "Statistical Methods for Mineral Models of Drill Cores," , 2020.
[48]
W. Revend, "Predicting House Prices on the Countryside using Boosted Decision Trees," , 2020.
[49]
R. Fuglesang, "Particle-Based Online Bayesian Learning of Static Parameters with Application to Mixture Models," , 2020.
[50]
T. Eriksson and T. Petkov, "Developing a selection of credit scoring models based on customer data," , 2019.
Full list in the KTH publications portal