Essays about: "William Nord-Nilsson"

Found 2 essays containing the words William Nord-Nilsson.

  1. 1. 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

  3. 2. Wake analysis for NACA4412 in free-flight condition

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : William Nord Nilsson; Oskar Hedström; [2021]
    Keywords : ;

    Abstract : The purpose of this project is to evaluate the differences in the wake of a NACA 4412 airfoil in free-flight condition compared to wind tunnel and also investigate wall-interference. This was done using two sets of angles of attack, 5 degrees and 8 degrees. READ MORE