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Showing result 1 - 5 of 14 essays matching the above criteria.

  1. 1. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  2. 2. What would be the highestelectrical loads with -20°C inStockholm in 2022 ? : A study of the sensitivity of electrical loads to outdoor temperature in Stockholm region.

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

    Author : Magali Mellon; [2022]
    Keywords : Data-driven approach; Electrical load forecasting; Temperature sensitivity; Linear Regression; Time series analysis; SARIMAX;

    Abstract :  In the last 10 years, no significant increase in the peak electricity consumption of the region of Stockholm has been observed, despite new customers being connected to the grid. But, as urbanization continues and with electrification being a decisive step of decarbonization pathways, more growth is expected in the future. READ MORE

  3. 3. Design of a Polygeneration system in Filipinas ETCR, Colombia

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Germán Ropero Pérez; [2021]
    Keywords : ;

    Abstract : This project has addressed the design of a cost-effective Polygeneration system that guarantees a continuous, equitable and environmentally friendly energy supply for the rural settlement of Filipinas ETCR, (in Spanish, Espacios Territoriales de Capacitación y Reincorporación) Colombia, which is currently not achieved, due to a system that relies on the national electricity grid (with numerous outages) and on LPG (Liquefied Petroleum Gas) and wood to meet the thermal demand, mainly for cooking. For this purpose, in addition to the current energy supply situation, the energy demand according to type (electricity and heat) and sector (residential, commercial and agro-livestock) is characterized. READ MORE

  4. 4. Evaluation of the Variance in the Premium Provision Estimate : Handling Inhomogeneous and Decreasing Risk in Premium Provision Purposes

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

    Author : Eric Egelius; Anna Methander; [2021]
    Keywords : Premium Provision; Reserves; Insurance; Claim Frequency; Inhomogeneous Risk; Claim Severity; Hidden Fault; Title Transfer Insurance; Premiereserv; Reserv; Försäkring; Skadefrekvens; Inhomogen Risk; Skadekostnad; Dolda Fel; Säljaransvarsförsäkring;

    Abstract : The costs related to events of losses within non-life insurance are stochastic and a prerequisite of running a successful insurance business is to predict risks and future costs. From both a business- and regulatory perspective, it is of high interest to have a genuine understanding of the precision and the sensitivity of the estimated costs and future risks. READ MORE

  5. 5. Polygeneration system model in rural areas of Colombia : Filipinas ETCR as a case of study

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Nestor Ruiz Crespo; [2021]
    Keywords : ;

    Abstract : This project has addressed the design of a cost-effective Polygeneration system that guarantees a continuous, equitable and environmentally friendly energy supply for the rural settlement of Filipinas ETCR, (in Spanish, Espacios Territoriales de Capacitación y Reincorporación) Colombia, which is currently not achieved, due to a system that relies on the national electricity grid (with numerous outages) and on LPG (Liquefied Petroleum Gas) and wood to meet the thermal demand, mainly for cooking. For this purpose, in addition to the current energy supply situation, the energy demand according to type (electricity and heat) and sector (residential, commercial and agro-livestock) is characterized. READ MORE