Essays about: "Simon Westerlind"

Found 2 essays containing the words Simon Westerlind.

  1. 1. Anomaly Detection for Portfolio Risk Management : An evaluation of econometric and machine learning based approaches to detecting anomalous behaviour in portfolio risk measures

    University essay from KTH/Nationalekonomi

    Author : Simon Westerlind; [2018]
    Keywords : Anomaly detection; Outlier Detection; Portfolio management; Risk management; Value-at-Risk; HTM; EWMA; ARIMA; LSTM; GARCH; Anomalidetektering; Avvikelsedetektering; Portföljhantering; Riskhantering; Valueat-Risk; HTM; EWMA; ARIMA; LSTM; GARCH;

    Abstract : Financial institutions manage numerous portfolios whose risk must be managed continuously, and the large amounts of data that has to be processed renders this a considerable effort. As such, a system that autonomously detects anomalies in the risk measures of financial portfolios, would be of great value. READ MORE

  3. 2. Genetic algorithms in mazes : A comparative study of the performance for solving mazes between genetic algorithms, BFS and DFS.

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Anton Jonasson; Simon Westerlind; [2016]
    Keywords : ;

    Abstract : In this report, genetic algorithms were compared to BFS and DFS for solvingmazes with regards to computational time and solution path length. This wasdone by creating mazes with Wilson's algorithm and running several tests ina controlled environment. READ MORE