Essays about: "Tim Andersson-säll"

Found 2 essays containing the words Tim Andersson-säll.

  1. 1. Transforming Legal Entity Recognition

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Tim Andersson-Säll; [2021]
    Keywords : Natural Language Processing; BERT; Transformer; Legal AI; Transfer Learning; Neural Networks; Named Entity Recognition;

    Abstract : Transformer-based architectures have in recent years advanced state-of-the-art performance in Natural Language Processing. Researchers have successfully adapted such models to downstream tasks within NLP in a domain-specific setting. READ MORE

  3. 2. A STUDY ON THE DCC-GARCH MODEL’S FORECASTING ABILITY WITH VALUE-AT-RISK APPLICATIONS ON THE SCANDINAVIAN FOREIGN EXCHANGE MARKET

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Tim Andersson-Säll; Johan Lindskog; [2019]
    Keywords : Multivariate GARCH; Conditional Correlations; Forecasting; Time-varying covariance matrices; Exchange rate returns; Variance-Covariance matrix;

    Abstract : This thesis has treated the subject of DCC-GARCH model’s forecasting ability and Value-at- Risk applications on the Scandinavian foreign exchange market. The estimated models were based on daily opening foreign exchange spot rates in the period of 2004-2013, which captured the information in the financial crisis of 2008 and Eurozone crisis in the early 2010s. READ MORE