Essays about: "stresstestning"

Found 5 essays containing the word stresstestning.

1. 1. Probability of Default Machine Learning Modeling : A Stress Testing Evaluation

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

   Author : Tobias Andersson; Mattias Mentes; [2023]
   Keywords : Probability of Default; Machine Learning; Stress Testing; Logistic Regression; Decision Tree; Random Forest; Artificial Neural Network;

   Abstract : This thesis aims to assist in the development of machine learning models tailored for stress testing. The main objective is to create models that can predict loan defaults while considering the impact of macroeconomic stress. READ MORE

3. 2. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

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

   Author : Jonas Gustafsson; Conrad Jonsson; [2023]
   Keywords : Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

   Abstract : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. READ MORE

4. 3. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks

   University essay from KTH/Matematik (Avd.)

   Author : William Nord-Nilsson; [2023]
   Keywords : Extreme Value Theory; Generative Adversarial Networks; Stress Testing; Machine Learning; Convolutional Neural Networks; evtGAN; Extreme Events; Extremvärdesteori; Generativa nätverk; Stresstestning; Maskininlärning; Djupt neuralt nätverk; evtGAN; Extrema händelser;

   Abstract : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. READ MORE

5. 4. Modeling credit risk for an SME loan portfolio: An Error Correction Model approach

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

   Author : Jonathan Lindgren; [2017]
   Keywords : Error Correction Model; Credit risk; Risk management; Regression; Econometrics; Mathematical analysis; Probability of Default; Loss Given Default; Finance; Mathematical modeling; Kreditrisk; Risk hantering; Finans; Ekonometri; Matematisk modellering; Sannolikhet för Fallissemang; Förlust givet Fallissemang;

   Abstract : Sedan den globala finanskrisen 2008 har flera stora regelverk införts för att säkerställa att banker hanterar risker på sunt sätt. Bland dessa regelverk är Basel II som infört kapitalkrav för kreditrisk som baseras på Sannolikhet för Fallissemang och Förlust Givet Fallissemang. READ MORE

6. 5. Functional testing of an Android application

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Sebastian Bångerius; Felix Fröberg; [2016]
   Keywords : Testing; Android; Espresso; Monkey; Android Monkey; Google; Functional testing; application; Android application; testing oracle; oracle; automation; black box; white box; stress testing; Testning; Android; Espresso; Monkey; Android Monkey; Google; funktionell testning; applikation; Androidapplikation; testningsorakel; orakel; automatisering; stresstestning;

   Abstract : Testing is an important step in the software development process in order to increase the reliability of the software. There are a number of different methods available to test software that use different approaches to find errors, all with different requirements and possible results. READ MORE