Sevda Alaca
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Estimation of quantiles in a simulation model based on artificial neural networks

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Master's Thesis from the year 2017 in the subject Mathematics - Stochastics, grade: 1,3, Technical University of Darmstadt, language: English, abstract: This thesis deals with the development of an "alpha"-quantile estimate based on a surrogate model with the use of artificial neuralnetworks. Using artificial neural networks as an estimate is considered a nonparametric approach.The estimation of a specific quantile of a data population is a widely used statistical task and a comprehensive way to discover the true relationship among variables. It can be classified as nonparametric regression, w...