Essays about: "William Keith"

Found 2 essays containing the words William Keith.

1. 1. Bayesian Neural Networks for Financial Asset Forecasting

   University essay from KTH/Matematisk statistik

   Author : Alexander Back; William Keith; [2019]
   Keywords : Bayesian neural networks; variational inference; Markov chain Monte Carlo; dropout; systematic trading; futures contracts; Bayesianska neurala nätverk; variational inference; Markov chain Monte Carlo; dropout; systematisk trading; terminskontrakt;

   Abstract : Neural networks are powerful tools for modelling complex non-linear mappings, but they often suffer from overfitting and provide no measures of uncertainty in their predictions. Bayesian techniques are proposed as a remedy to these problems, as these both regularize and provide an inherent measure of uncertainty from their posterior predictive distributions. READ MORE

3. 2. Valuation of Contingent Convertible Bonds

   University essay from KTH/Matematisk statistik

   Author : Alexander Back; William Keith; [2016]
   Keywords : Contingent Convertible Bonds; Hybrid Capital; Capital Structure; Capital Adequacy Regulation; Basel III; Risk-NeutralValuation;

   Abstract : Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. READ MORE