Essays about: "Expected Loss"

Showing result 21 - 25 of 283 essays containing the words Expected Loss.

1. 21. Combining proprietary real-time Ethernet protocols with Time-Sensitive Networking for avionics : A simulation study in OMNeT++ with INET 4.4

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Fredrik Ekstedt Karpers; [2023]
   Keywords : Ethernet; Time-sensitivenetworking; Real-timenetworks; IEEE802.1Q; Aeronautics; OMNeT ; Ethernet; Time-sensitive networking; Realtidsnätverk; IEEE 802.1Q; Aeronautik; OMNeT ;

   Abstract : Robust real-time communication is crucial in many safety-critical systems, such as air-crafts. One example of real-time communication within an aircraft is the Ethernet-based protocol called Proprietary Real-Time Ethernet (PRTE), used for sensor data and other hard real-time information exchange. READ MORE

3. 22. Into the Trading Book: Estimating Expected Shortfall

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Robin Eric Schmutz; Leonard Schneider; [2023]
   Keywords : Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

   Abstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE

4. 23. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Elias Hadad; Angus Wigton; [2023]
   Keywords : Machine learning; Expected credit loss; Probability of default; ECL; PD; Risk Management; Credit Risk Management; Default Estimation; AI; Artificial intelligence; Fintech; Supervised learning; Decision tree; Random forest; XG boost; Transparency; Machine learning transparency;

   Abstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE

5. 24. Risk Factors of Food Loss and Waste, and Life Cycle Assessment of waste management strategies in the Brazilian Leafy Vegetable Supply Chain

   University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomi

   Author : Nathalie Garavito; [2023]
   Keywords : Behavioural causes; carbon footprint; causal mapping; mitigation strategies; prevention; root-cause analysis; take-back agreements;

   Abstract : Food loss and waste (FLW) occurring early in the food supply chain (FSC) leads to increased resource wastage, including land, water, fertilisers, pesticides, fuel, packaging, energy, and labour. Targeting FLW prevention benefits various aspects such as food security, productivity, economic growth, climate change mitigation, resource conservation, and food waste management. READ MORE

6. 25. End-of-life wind blade recycling through thermal process

   University essay from Uppsala universitet/Institutionen för materialvetenskap

   Author : Kerstin Benz; [2023]
   Keywords : Wind Turbine Blades; Recycling; Glass Fiber Reinforced Plastic; Molten Salt Pyrolysis;

   Abstract : Renewable energy production with wind turbines has been rising in the last 30 years and it is a crucial technology, which is necessary for the energy transition. As sustainable as the energy production of wind turbines is, the waste management of the blade material is not. Most of the blades end up on a landfill or get incinerated. READ MORE