Essays about: "Pds"

Showing result 1 - 5 of 17 essays containing the word Pds.

  1. 1. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

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

    Author : Johan Luhr; [2023]
    Keywords : Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Abstract : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. READ MORE

  3. 2. Monitoring of Partial Discharges on Cable Terminations : An experimental approach to evaluate non-conventional online PD measurement techniques

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

    Author : Tony Sibo; [2023]
    Keywords : Monitoring; Partial discharges; Medium-voltage cable terminations; Sensor performance; Reliability evaluation; Infrared camera IR-camera ; Ultrasonic emission sensor AE-sensor ; Temperature and relative humidity sensor TRH-sensor ; High frequency current transformer HFCT ; Transient earth voltage antenna TEV-antenna ; Conventional VS non-conventional PD measurement techniques; Övervakning; Partiella urladdningar; Mellanspänningskabelslut; Evaluering av sensorprestanda; Utvärdering av systemets tillförlitlighet; Infraröd kamera; Ultraljudssensor; Temperatur- och relativ fuktighetssensor; Högfrekvent strömtransformator; Transient jordspänningsantenn; Konventionella vs icke-konventionella mättekniker;

    Abstract : The transmission of electric power over long distances has historically posed challenges. However, the advent of high-voltage engineering has not only addressed distance barriers and power losses in electricity transmission and distribution, but it has also significantly improved the efficiency and transmission capacity of power grids. READ MORE

  4. 3. A Generic Software Architecture for PoE Power Sourcing Equipment

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Andreas Mäkilä; [2022]
    Keywords : power over Ethernet; software architecture; real-time requirements;

    Abstract : The IEEE Power over Ethernet (PoE) protocol is currently the most used standard for allowing Power Sourcing Equipment (PSE) to distribute power to Powered Devices (PD) through standard Ethernet cables, permitting devices to be added to a network without needing extra power cables.There exist many PSE manager circuits which can be used to easily distribute power to a handful of PDs, but a problem arises when more are desired, since very few of these circuits can communicate with other circuits, and thus can't coordinate power distribution with each other. READ MORE

  5. 4. The Governance of Personal Data Sovereignty in the Banking Sector

    University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

    Author : Christine Otieno; [2022]
    Keywords : data governance; personal data sovereignty; Swedish banks;

    Abstract : Concerns related to the control of personal “digital data” have resulted in initiatives being taken globally to safeguard the individuals’ control over their own data. The EU’s General Data Protection Regulation (GDPR) being a significant example in this connection. READ MORE

  6. 5. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains

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

    Author : Hugo Englund; Viktor Mostberg; [2022]
    Keywords : Machine Learning; Deep Neural Networks; XGBoost; Probability of Default; Term Structure Modeling; IFRS 9; Maskininlärning; Djupa neuronnät; XGBoost; Fallisemangsrisk; Terminsstruktursmodellering; IFRS 9;

    Abstract : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. READ MORE