Essays about: "Melker Wallén"

Found 2 essays containing the words Melker Wallén.

  1. 1. Credit Index Forecasting: Stability of an Autoregressive Model

    University essay from KTH/Matematik (Avd.)

    Author : Melker Wallén; Erik Grimlund; [2023]
    Keywords : Credit spreads; Time Series; Credit Risk; Index Modeling; Forecasting; Kreditspreadar; Tidsserier; Kreditrisk; Indexmodellering; Prognoser;

    Abstract : This thesis investigates the robustness and stability of total return series for credit bond index investments. Dueto the challenges which arise for financial institutes and investors in achieving these objectives, we aim to createa forecasting model which matches the statistical properties of historical data, while remaining robust, stable andeasy to calibrate. READ MORE

  3. 2. Water Anomaly Detection Using Federated Machine Learning

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

    Author : Melker Wallén; Mauricio Böckin; [2021]
    Keywords : Federated learning; neural network; anomaly detection; water monitoring; long short-term memory;

    Abstract : With the rapid increase of Internet of Things-devices(IoT), demand for new machine learning algorithms and modelshas risen. The focus of this project is implementing a federatedlearning (FL) algorithm to detect anomalies in measurementsmade by a water monitoring IoT-sensor. READ MORE