Essays about: "Stress Testing"

Showing result 31 - 35 of 255 essays containing the words Stress Testing.

  1. 31. Scenario Generation for Stress Testing Using Generative Adversarial Networks : Deep Learning Approach to Generate Extreme but Plausible Scenarios

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

    Author : Jonas Gustafsson; Conrad Jonsson; [2023]
    Keywords : Machine Learning; Generative Adversarial Network GAN ; Wasserstein Generative Adversarial Network WGAN ; Scenario Generation; Stress Testing; Central Counterparty Clearing;

    Abstract : Central Clearing Counterparties play a crucial role in financial markets, requiring robust risk management practices to ensure operational stability. A growing emphasis on risk analysis and stress testing from regulators has led to the need for sophisticated tools that can model extreme but plausible market scenarios. READ MORE

  3. 32. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks

    University essay from KTH/Matematik (Avd.)

    Author : William Nord-Nilsson; [2023]
    Keywords : Extreme Value Theory; Generative Adversarial Networks; Stress Testing; Machine Learning; Convolutional Neural Networks; evtGAN; Extreme Events; Extremvärdesteori; Generativa nätverk; Stresstestning; Maskininlärning; Djupt neuralt nätverk; evtGAN; Extrema händelser;

    Abstract : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. READ MORE

  4. 33. Fan-wall modifications : Improving Vibrations

    University essay from

    Author : bobby Ngu; [2023]
    Keywords : Maskinteknik; JTH; Vibration; FläktGroup;

    Abstract : FläktGroup is one of the world’s largest supplier of products and solutions related to indoor climate control. The Jönköping location is the largest production facility for FläktGroup. Air handling equipment for commercial buildings are the company's major products, while ventilation and air treatment are its primary business. READ MORE

  5. 34. Evaluation of pretension losses in heated screw joint

    University essay from Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Author : Joel Svensson; [2022]
    Keywords : screw joint; clamping force; thermal load;

    Abstract : The heated flow within the silencers of heavy transport vehicles can easily reach temperatures of hundreds of degrees Celsius. The thermal loads can cause problems for certain components on a silencer. READ MORE

  6. 35. Verification and validation of the implementation of an Algebraic Reynolds-Stress Model for stratified boundary layers

    University essay from KTH/Teknisk mekanik

    Author : Martina Formichetti; [2022]
    Keywords : Atmospheric boundary layer; turbulence modelling; stratified flows; eddy viscosity; eddy diffusivity;

    Abstract : This thesis studies the implementation of an Explicit Algebraic Reynolds-Stress Model(EARSM) for Atmospheric Boundary Layer (ABL) in an open source ComputationalFluid Dynamics (CFD) software, OpenFOAM, following the guidance provided by thewind company ENERCON that aims to make use of this novel model to improvesites’ wind-field predictions. After carefully implementing the model in OpenFOAM,the EARSM implementation is verified and validated by testing it with a stratifiedCouette flow case. READ MORE