Essays about: "Dynamic Risk Model"

Showing result 6 - 10 of 148 essays containing the words Dynamic Risk Model.

1. 6. Anticipating Glacier Lake Outburst Floods (GLOFs): an impact-based forecasting framework for managing GLOF risks in Nepal.

   University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

   Author : Grace Muir; [2023]
   Keywords : Anticipatory Action; Impact-based Forecasting; Glacier Lake Outburst Flood; Nepal; Risk-informed Early Action; Prediction; Disaster Risk Management; Science General;

   Abstract : Glacier lake outburst floods (GLOFs) are an increasingly documented threat across the Himalayan region, wherein Nepal is situated. GLOFs involve a rapid discharge of water from a lake situated at the side, front, within, beneath, or on the surface of a glacier. READ MORE

3. 7. The Risk Spillover Effect Between the EUA Carbon Market and Carbon-intensive Sectors in European Stock Markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Yuhan Chen; Hsin-Ying Chiu; [2023]
   Keywords : Risk spillover; EUA carbon market; Carbon-intensive sectors; European stock markets; Diebold and Yilmaz model.; Business and Economics;

   Abstract : This study examines the risk spillover effect between European emission allowance (EUA) carbon price and the indices of energy-intensive industries in the stock market in the European countries. To achieve this, we employ the Diebold and Yilmaz model to investigate both the static and dynamic risk spillover effect and discuss the impact of the economic conditions and policy changes on the carbon market. READ MORE

4. 8. Portfolio Risk Modelling in Venture Debt

   University essay from KTH/Matematisk statistik

   Author : John Eriksson; Jacob Holmberg; [2023]
   Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

   Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

5. 9. Evaluation and Selection of Routes for Automated Road Freight Vehicles : Using the analytical hierarchy process (AHP) to evaluate andselect potential routes for automated driving systems (ADS) in the road freight industry when considering the operational design domain (ODD) and strategic criteria

   University essay from KTH/Produktionsutveckling

   Author : Jan Kauper; [2023]
   Keywords : ;

   Abstract : Researchers anticipate the road freight industry to be among the first ones to integrate automated driving systems (ADS) in their operations. Matching the driving capabilities with suitable routes is pivotal for deploying ADS at early stages. READ MORE

6. 10. KARTAL: Web Application Vulnerability Hunting Using Large Language Models : Novel method for detecting logical vulnerabilities in web applications with finetuned Large Language Models

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

   Author : Sinan Sakaoglu; [2023]
   Keywords : Broken Access Control; Vulnerability; Large Language Models; Web Application; API; Detection; Scanner; DAST; Application Security; Brutet åtkomstkontroll; Sårbarhet; Stora språkmodeller; Webbapplikation; API; Upptäckt; Skanner; DAST; Applikationssäkerhet;

   Abstract : Broken Access Control is the most serious web application security risk as published by Open Worldwide Application Security Project (OWASP). This category has highly complex vulnerabilities such as Broken Object Level Authorization (BOLA) and Exposure of Sensitive Information. READ MORE