Essays about: "basel thesis"

Showing result 11 - 15 of 87 essays containing the words basel thesis.

  1. 11. Modelling of Capital Requirements using LSTM and A-SA in CRR 3

    University essay from KTH/Matematik (Avd.)

    Author : William Gan; [2022]
    Keywords : Capital Requirements; machine learning; neural networks; financial mathematics; risk management; CRR 3; FRTB; Kapitalkrav; maskininlärning; neurala nätverk; finansiell matematik; riskhantering; CRR 3; FRTB;

    Abstract : In response to the Great Financial Crisis of 2008, a handful of measures were taken to increase the resilience toward a similar disaster in the future. Global financial regulatory entities implemented several new directives with the intention to enhance global capital markets, leading to regulatory frameworks where financial participants (FPs) are regulated with own fund's requirements for market risks. READ MORE

  3. 12. A Cosmic View of Life on Earth : Visualizing the relationship between species DNA in a threedimensional space

    University essay from Linköpings universitet/Medie- och Informationsteknik; Linköpings universitet/Tekniska fakulteten

    Author : Emma Segolsson; Linn Storesund; [2022]
    Keywords : visualization; DNA; openspace; primates; barcodes; PCA;

    Abstract : This master thesis project is interdisciplinary between the fields of biology, visualization, and astrophysics. The project was conducted at the American Museum of Natural History in New York in collaboration with researchers from Basel, Switzerland. READ MORE

  4. 13. Modernizing and Evaluating the Autotuning Framework of SkePU 3

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Basel Nsralla; [2022]
    Keywords : SkePU; Autotuning; Parallel Computing; Multicore; OpenCL; OpenMP;

    Abstract : Autotuning is a method which enables a program to automatically choose the most suitable parameters that optimizes it for a certain goal e.g. speed, cost, etc. READ MORE

  5. 14. Optimal selection of raw grain for ethanol production at Lantmännen Agroetanol

    University essay from Linköpings universitet/Kommunikations- och transportsystem; Linköpings universitet/Tekniska fakulteten

    Author : Basel Hijazi; Gustav Åkesson; [2021]
    Keywords : Optimization; Statistical analysis; Mathematical model; AMPL; Ethanol production; Optimering; Statistisk analys; Matematisk modell; AMPL; Etanoltillverkning;

    Abstract : Lantmännen is a Swedish agricultural cooperative in agriculture, machinery, bioenergy and food. With over 10,000 employees and 5 divisions, Lantmännen is the Nordic region’s largest ethanol manufacturer. In the Energy division business area are Agroetanol, which produces sustainable ethanol that is used for, among other things, biofuels. READ MORE

  6. 15. Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning

    University essay from KTH/Matematisk statistik

    Author : Aso Qader; William Shiver; [2020]
    Keywords : Internal-Ratings Based Approach; Machine Learning; Zero-Inflated Beta Regression; Capital Requirement; Basel Accords;

    Abstract : Since the regulatory framework Basel II was implemented in 2007, banks have been allowed to develop internal risk models for quantifying the capital requirement. By using data on retail non-performing loans from Hoist Finance, the thesis assesses the Advanced Internal Ratings-Based approach. READ MORE