Essays about: "FRONT OFFICE"

Showing result 1 - 5 of 27 essays containing the words FRONT OFFICE.

1. 1. Creating helpful and motivating motion games for active breaks in a sedentary work environment

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Daniel Norström; [2023]
   Keywords : exergaming; HCI; games for health; mediapipe; godot;

   Abstract : One major issue that office workers face in their daily lives is a large amount of sedentary behavior. To help alleviate this, researchers at Linköping University are developing a collection of motion games to create natural and motivating active breaks named Liopep. READ MORE

3. 2. Matching Trades with Confirmations via Contrastive Learning : Asymmetric Contrastive Learning on Text Data

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

   Author : Markus Hector; [2023]
   Keywords : Asymmetric Contrastive Learning; Attention; GloVe; Securities Trading; Asymmetrisk kontrast-inlärning; Uppmärksamhetsmekanism; GloVe; Värdepappershandel;

   Abstract : In the banking world trades of securities are finalized every day, on behalf of the banks themselves or of their clients. When the trades have been booked by the front office the confirmations sent by the counterparty have to be checked and connected to the correct trade by hand, posing the question whether this process could not be automated using machine learning techniques. READ MORE

4. 3. Changes in the Core Work Inside the Foreign Embassies due to the Russo- Ukrainian War : How the work of Nordic embassies’ employees due to the war has changed on macro, meso and micro levels by applying the Social Ecology Model by Urie Bronfenbrenner

   University essay from Malmö universitet/Institutionen för Urbana Studier (US)

   Author : Pinja Närhi; [2023]
   Keywords : embassies; russo-ukrainian war; social ecology model;

   Abstract : In the current state of the world, embassies provide a crucial perspective to world matters as an inspectional office to view the status quo from the front row of the global politics. The embassies as organizations are sensitive and reactive to the events in the global politics, making them organizations worth studying for more profound in the various levels they impact. READ MORE

5. 4. Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment

   University essay from Lunds universitet/Matematisk statistik

   Author : Isabelle Frodé; Viktor Sambergs; [2022]
   Keywords : xVA; CVA; OTC; Counterparty Credit Risk; Interest Rate Swaps; Hull-White Model; Machine Learning; Artificial Neural Networks; Gated Recurrent Units; Mathematics and Statistics;

   Abstract : We present a data-driven proof of concept model capable of reproducing expected counterparty credit exposures from market and trade data. The model has its greatest advantages in quick single-contract exposure evaluations that could be used in front office xVA solutions. The data was generated using short rates from the Hull-White One-Factor model. READ MORE

6. 5. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

   University essay from KTH/Matematisk statistik

   Author : Christopher Herron; André Zachrisson; [2020]
   Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

   Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE