Essays about: "Rasmus Öhman"

Found 2 essays containing the words Rasmus Öhman.

1. 1. Detection of insurance fraud using NLP and ML

   University essay from Lunds universitet/Matematisk statistik

   Author : Rasmus Bäcklund; Hampus Öhman; [2023]
   Keywords : Technology and Engineering;

   Abstract : Machine-Learning can sometimes see things we as humans can not. In this thesis we evaluated three different Natural Language Procces-techniques: BERT, word2vec and linguistic analysis (UDPipe), on their performance in detecting insurance fraud based on transcribed audio from phone calls (referred to as audio data) and written text (referred to as text-form data), related to insurance claims. READ MORE

3. 2. Position sizing methods for a trend following CTA

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Henrik Sandberg; Rasmus Öhman; [2014]
   Keywords : CTA; managed futures; trend following; position sizing; target volatility; omega optimization.;

   Abstract : This study examines whether a trend following managed futures fund can improve its performance by changing its position sizing method. Trades for a simple trend following strategy was simulated on 47 futures contracts over the period 1990-2012, using varying methods for determining position size. READ MORE