Essays about: "Oscar Öhman"

Found 5 essays containing the words Oscar Öhman.

  1. 1. Backtesting of simulated method for Counterparty Credit Risk

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

    Author : Love Lundström; Oscar Öhman; [2020]
    Keywords : Counterparty Credit Risk; Risk Factor; Monte Carlo Simulation; Quantitative Backtesting; Statistical Backtesting; OTC Derivative;

    Abstract : After the financial crisis of 2008 regulators found that the derivative market, where financial institutions traded OTC derivatives with each other, played a significantrole in triggering the crisis. This led to the emergence of Counterparty Credit Risk(CCR) which is used to measure the exposure banks have to their counterparties. READ MORE

  2. 2. Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector

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

    Author : Love Lundström; Oscar Öhman; [2019]
    Keywords : Credit risk; probability of default; Logistic regression; Neural network; Decision tree; Random Forest; Kredit risk; sannolikheten att fallera; Logistisk regression; Neurala nätverk; Decision Tree; Random Forest;

    Abstract : When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect themselves towards future financial crisis. READ MORE

  3. 3. Rating corrumption within insurance companies using Bayesian network classifiers

    University essay from Umeå universitet/Statistik

    Author : Oscar Öhman; [2019]
    Keywords : ;

    Abstract : Bayesian Network (BN) classifiers are a type of probabilistic models. The learning process consists of two steps, structure learning and parameter learning. Four BN classifiers will be learned. These are two different Naive Bayes classifiers (NB), one Tree Augmented Naive Bayes classifier (TAN) and one Forest Naive Bayes classifier (FAN). READ MORE

  4. 4. Macroeconomic factors that correlate with the performance of IndustrialTransportation Companies : A study using multiple linear regression

    University essay from KTH/Matematisk statistik

    Author : Oscar Wijkström; Sofia Öhman; [2017]
    Keywords : ;

    Abstract : This thesis in Applied Mathematics and Industrial Economics examines which macroeconomic factors, related to the business cycle, that correlate with the performance of Industrial Transportation Companies. The data for the thesis is collected with the help of Nordea and from reports of each variable. READ MORE

  5. 5. Protein Folding Implementation of the Simulated Annealing Algorithm on Simple Three-Dimensional Models

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Linus Börjesson; Ludvigsson Maximillian; Oscar Kalldal; Johnny Ngu; Per Andreas Nillson; Gustav Öhman; [2014-09-25]
    Keywords : ;

    Abstract : How an arbitrary coil of amino acids folds into its functional structure is known as the protein folding problem. Since the underlying mechanisms that guide protein folding in nature are widely unknown, simpli ed models are studied. READ MORE