Essays about: "Daniel Saphir"

Found 2 essays containing the words Daniel Saphir.

1. 1. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach

   University essay from KTH/Matematik (Avd.)

   Author : William Karlsson Lille; Daniel Saphir; [2021]
   Keywords : Machine learning; Neural networks; LSTM; MDN; Mixture density; Value at Risk; VaR; Risk; Financial mathematics; Finance; Maskininlärning; Neurala nätverk; LSTM; MDN; Mixture Density; Value at Risk; VaR; Risk; Finansiell matematik; Finans;

   Abstract : In response to financial crises and opaque practices, governmental entities and financial regulatory bodies have implemented several pieces of legislature and directives meant to protect investors and increase transparency. Such regulations often impose strict liquidity requirements and robust estimations of the risk borne by a financial firm at any given time. READ MORE

3. 2. Identifying the Implications of Equatorial Distance in Regards to GDP per Capita Using Linear Regression

   University essay from KTH/Matematisk statistik

   Author : William Karlsson Lille; Daniel Saphir; [2019]
   Keywords : ;

   Abstract : One common metric used to determine the economic conditions of a country isthe gross domestic product (GDP) per capita. However, GDP is a somewhatnarrow metric, and other factors should be taken into account in economic anal-ysis. One way to further augment economic analysis is to take the geographicalpositioning of a country into account. READ MORE