Essays about: "Praktisk matematik"

Showing result 1 - 5 of 10 essays containing the words Praktisk matematik.

  1. 1. Applying the Shadow Rating Approach: A Practical Review

    University essay from KTH/Matematik (Avd.)

    Author : Viktor Barry; Carl Stenfelt; [2023]
    Keywords : Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

    Abstract : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. READ MORE

  3. 2. Implementation of a Fast Approximation Algorithm for Precedence Constrained Scheduling

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Måns Alskog; [2022]
    Keywords : Optimization; scheduling; approximation algorithms; linear programming; multiplicative weight update; Optimering; schemaläggning; approximationsalgoritmer; linjärprogrammering;

    Abstract : We present an implementation of a very recent approximation algorithm for scheduling jobs on a single machine with precedence constraints, minimising the total weighted completion time. We also evaluate the performance of this implementation. READ MORE

  4. 3. The what, how and why of finite projective planes

    University essay from Lunds universitet/Matematik LTH; Lunds universitet/Matematik (naturvetenskapliga fakulteten)

    Author : Markus Höglin; [2021]
    Keywords : Finite projective planes; Affine planes; Field plane; Secret sharing; Orthogonal latin squares; Mathematics and Statistics;

    Abstract : This thesis defines the finite projective plane and the affine projective plane. A method of construction is defined for the field planes by extension of the affine plane constructed from the vector space over a finite field. READ MORE

  5. 4. Classification Storage : A practical solution to file classification for information security

    University essay from Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

    Author : Joël Sloof; [2021]
    Keywords : Data Classification; Information Classification; User­Driven Classification; Information Security Awareness; Dataklassificering; Informationsklassificering; Användardriven Klassificering; Informationssäkerhet Medvetenhet;

    Abstract : In the information age we currently live in, data has become the most valuable resource in the world. These data resources are high value targets for cyber criminals and digital warfare. To mitigate these threats, information security, laws and legislation is required. READ MORE

  6. 5. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach

    University essay from KTH/Matematik (Avd.)

    Author : William Karlsson Lille; Daniel Saphir; [2021]
    Keywords : Machine learning; Neural networks; LSTM; MDN; Mixture density; Value at Risk; VaR; Risk; Financial mathematics; Finance; Maskininlärning; Neurala nätverk; LSTM; MDN; Mixture Density; Value at Risk; VaR; Risk; Finansiell matematik; Finans;

    Abstract : In response to financial crises and opaque practices, governmental entities and financial regulatory bodies have implemented several pieces of legislature and directives meant to protect investors and increase transparency. Such regulations often impose strict liquidity requirements and robust estimations of the risk borne by a financial firm at any given time. READ MORE