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Found 5 essays matching the above criteria.
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1. Backtesting of simulated method for Counterparty Credit Risk
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : 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
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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 statistikAbstract : 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
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3. Rating corrumption within insurance companies using Bayesian network classifiers
University essay from Umeå universitet/StatistikAbstract : 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
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4. Macroeconomic factors that correlate with the performance of IndustrialTransportation Companies : A study using multiple linear regression
University essay from KTH/Matematisk statistikAbstract : 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
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5. Protein Folding Implementation of the Simulated Annealing Algorithm on Simple Three-Dimensional Models
University essay from Göteborgs universitet/Institutionen för data- och informationsteknikAbstract : 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