Essays about: "Initial Margin"

Showing result 1 - 5 of 31 essays containing the words Initial Margin.

  1. 1. Estimation of respiratory frequency from Heart Rate Variability

    University essay from Lunds universitet/Matematisk statistik

    Author : Daniel Ågärd; [2023]
    Keywords : time-frequency analysis; multitaper spectrogram; Optimization; signal processing; heart rate variability; Mathematics and Statistics;

    Abstract : In this master's thesis the ability to estimate the respiratory frequency from heart rate variability measurement is analyzed. The goal was to implement a solution that is easily transferable to real time. READ MORE

  3. 2. Exploring the Feasibility of Replicating SPAN-Model's Required Initial Margin Calculations using Machine Learning : A Master Thesis Project for Intraday Margin Call Investigation in the Commodities Market

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

    Author : Clara Branestam; Amanda Sandgren; [2023]
    Keywords : Machine Learning; Market Risk; Initial Margin; SPAN-model; Central Counterparty Clearing; Margin Call;

    Abstract : Machine learning is a rapidly growing field within artificial intelligence that an increasing number of individuals and corporations are beginning to utilize. In recent times, the financial sector has also started to recognize the potential of these techniques and methods. READ MORE

  4. 3. Monte Carlo analysis of BWR transients : A study on the Best Estimate Plus Uncertainty methodology within safety analyses at Forsmark 3

    University essay from Uppsala universitet/Tillämpad kärnfysik

    Author : Jonathan Eriksson; [2023]
    Keywords : BEPU; Wilks; Uncertainty analysis; BISON; Monte Carlo; BWR; Osäkerhetsanalys; transientanalys; Forsmark;

    Abstract : Transient analyses at Forsmark nuclear power plant are currently performed using realistic computer models in conjunction with conservative estimates of initial- and boundary conditions. This is known as the combined methodology. READ MORE

  5. 4. Minimizing initial margin requirements using computational optimization

    University essay from Umeå universitet/Institutionen för datavetenskap

    Author : Jacob Ahlman Bohm; [2023]
    Keywords : optimization; initial margin; simulated annealing; particle swarm optimization; differential evolution;

    Abstract : Trading contracts with future commitments requires posting a collateral, called initial margin requirement, to cover associated risks. Differences in estimating those risks and varying risk appetites can however lead to identical contracts having different initial margin requirements at different market places. READ MORE

  6. 5. Dynamic Modelling of a Fluidic Muscle with a Comparison of Hysteresis Approaches

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Tess Antonsson; [2023]
    Keywords : Mechatronics; Soft Actuators; Pneumatic Artificial Muscles; Dynamic Modelling; Hysteresis; Maxwell-Slip Model; Generalised Bouc-Wen Model; Mekatronik; Mjuka Ställdon; Pneumatiska Artificiella Muskler; Dynamisk Modellering; Hysteres; Maxwell-Slip Modell; Generaliserad Bouc-Wen Modell;

    Abstract : n recent years, there has been a surge in interest and research into the utilisation of soft actuators within the field of robotics, driven by the novel capabilities of their inherently compliant material. One such actuator is the Pneumatic Artificial Muscle (PAM) which offers a high power-to-mass ratio, compliance, safety, and biological mimicry when compared to their traditional counterparts. READ MORE