Essays about: "credit evaluation"
Showing result 1 - 5 of 63 essays containing the words credit evaluation.
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1. Credit Exposure Modelling Using Differential Machine Learning
University essay from Lunds universitet/Matematisk statistikAbstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE
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2. Evaluating Random Forest and k-Nearest Neighbour Algorithms on Real-Life Data Sets
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Computers can be used to classify various types of data, for example to filter email messages, detect computer viruses, detect diseases, etc. This thesis explores two classification algorithms, random forest and k-nearest neighbour, to understand how accurately and how quickly they classify data. READ MORE
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3. An Evaluation of Leading Indicators in the Context of a Swedish Recession
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The aim of this paper is to evaluate potential leading indicators of a recession in Sweden. To answer the question potential leading indicators are first identified with previous findings in literature and with the current state of the Swedish financial system as background. READ MORE
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4. 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 statistikAbstract : 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
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5. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates
University essay from KTH/Fastighetsföretagande och finansiella systemAbstract : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. READ MORE