Essays about: "Financial institutions and Markets"

Showing result 11 - 15 of 80 essays containing the words Financial institutions and Markets.

  1. 11. Federated Learning with FEDn for Financial Market Surveillance

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : Isak Voltaire Edoh; [2022]
    Keywords : machine learning; federated learning; privacy; market surveillance; financial markets; fraud detection; spoofing; market abuse; market manipulation; LSTM; FEDn;

    Abstract : Machine Learning (ML) is the current trend that most industries opt for to improve their business and operations. ML has also been adopted in the financial markets, where well-funded financial institutions employ the latest ML algorithms to gain an advantage on the market. READ MORE

  3. 12. Stock Market Volatility in the Context of Covid-19

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Liu Kunyu; [2022]
    Keywords : The U.S. stock market; COVID-19; volatility clustering; GARCH models; leverage effect;

    Abstract : The global economy has been severely impacted during the Covid-19 period. The U.S. stock market has also experienced greater volatility. READ MORE

  4. 13. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

    University essay from KTH/Matematik (Avd.)

    Author : William Gan; [2022]
    Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

    Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE

  5. 14. Credit Modeling with Behavioral Data

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

    Author : Jingning Zhou; [2022]
    Keywords : Credit modeling; Behavioral data; Feature engineering; Kreditmodellering; Beteendedata; Funktionsteknik;

    Abstract : In recent years, the Buy Now Pay Later service has spread across the e-commerce industry, and credit modeling is inevitable of interest for related companies to predict the default rate of the customers. The traditional data used in such models are financial bureaus which include credit records bought from external financial institutions. READ MORE

  6. 15. THE EXPANSION OF THE SWEDISH HIGH YIELD CORPORATE BOND MARKET - An abductive research of the development and nature of the Swedish high yield corporate bond market of the 2010s

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Carl Rosengren; Fanny Söderström; [2021-07-28]
    Keywords : High Yield; Swedish Corporate Bond Market; Capital markets;

    Abstract : The time period spanning from 2010-2020 was to the Swedish economy initially characterized as a phase of recovery from the financial crisis of 2007-2008, and furthermore a decade of rather stable economic growth without any major disrupting elements of crises or recessions. In this overall favourable economic environment, the corporate bond market, and more explicitly - the high yield corporate bond market, has stood out with an extraordinary growth of over 1000% during the given time period. READ MORE