Essays about: "Lucas Borg"

Found 3 essays containing the words Lucas Borg.

  1. 1. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  3. 2. System Dynamics Simulation of Hospital Resource Relocation for Healthcare Decision-making

    University essay from Malmö universitet/Institutionen för datavetenskap och medieteknik (DVMT)

    Author : Borg Lucas; Moreau Filip; [2023]
    Keywords : System Dynamics; Simulation; Healthcare; Resource Relocation;

    Abstract : INTRODUCTION: Relocating hospital resources can change the efficiency of their use. The focus of this thesis is on non-emergency healthcare, specifically the relocation of staff and facilities. Relocation can be both time-consuming and costly. READ MORE

  4. 3. How to explain graph-based semi-supervised learning for non-mathematicians?

    University essay from Malmö universitet/Fakulteten för teknik och samhälle (TS)

    Author : Mattias Jönsson; Lucas Borg; [2019]
    Keywords : Graph based SSL; Label Propagation; Naive Bayes’; KNN; RBF; Feature extraction; 20 newsgroup; preprocessing; graph construction;

    Abstract : Den stora mängden tillgänglig data på internet kan användas för att förbättra förutsägelser genom maskininlärning. Problemet är att sådan data ofta är i ett obehandlat format och kräver att någon manuellt bestämmer etiketter på den insamlade datan innan den kan användas av algoritmen. READ MORE