Essays about: "Risk model evaluation"

Showing result 36 - 40 of 257 essays containing the words Risk model evaluation.

  1. 36. Modelling of Fluid Flow and Contaminant Transport in Fractured Rock : Case Study

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Ebba Pegestam; [2022]
    Keywords : Contaminant transport; Discrete Fracture Network; Geology; Geohydrology; Groundwater transport; Fracture; Drinking water; Contamination; Föroreningar; flödestransport; spricknätverk; geologi; geohydrologi; grundvattentransport; sprickor; dricksvatten;

    Abstract : Drinking water contamination is a big concern in Sweden and is commonly traced back to being waste from former manufacturing industrial sites. Pollutants in the topsoil can be remediated by several techniques, such as decontamination or excavation but the toxins already enclosed in the bedrock cannot be treated the same and is harder to track possible contaminant pathways. READ MORE

  3. 37. Credit risk modelling and prediction: Logistic regression versus machine learning boosting algorithms

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Linnéa Machado; David Holmer; [2022]
    Keywords : Machine learning; Credit risk; Logistic regression; Decision trees;

    Abstract : The use of machine learning methods in credit risk modelling has been proven to yield good results in terms of increasing the accuracy of the risk score as- signed to customers. In this thesis, the aim is to examine the performance of the machine learning boosting algorithms XGBoost and CatBoost, with logis- tic regression as a benchmark model, in terms of assessing credit risk. READ MORE

  4. 38. Composite timber structures – Ribbed plate design : Evaluation of existing and development of new design methods

    University essay from Linnéuniversitetet/Institutionen för byggteknik (BY)

    Author : Cristoffer Mård; [2022]
    Keywords : Ribbed plates; CLT; gamma-method; Timoshenko-method; shear analogy-method; FE-models; RFEM; Abaqus;

    Abstract : Ribbed plates comprising cross-laminated timber slab, CLT, with glulam beams allow for increased span length compared to pure CLT slabs. At the moment the Eurocodes do not provide any recommendations to design a CLT plate or a ribbed plate. There are handbooks for designing ribbed plates. READ MORE

  5. 39. Volatility Forecasting using GARCH Processes with Exogenous Variables

    University essay from KTH/Matematisk statistik

    Author : Ellis Larson; [2022]
    Keywords : Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Abstract : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. READ MORE

  6. 40. The Effects of ESG Scores onStock Performance : A study of the risk-adjusted performance on European stocks

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Katarina Ovuk; Angelica Grahovac; [2022]
    Keywords : ESG; environmental; social; governance; sustainability; abnormal returns; risk-adjusted performance; sustainable investing.;

    Abstract : This thesis aims to examine the relationship between ESG (Environmental, Social and Governance) ratings and the performance of European stocks. The purpose of this study is to examine the existing evidence pertaining to this relationship and the contradictory results that have been offered by previous scholars. READ MORE