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Showing result 1 - 5 of 54 essays matching the above criteria.

1. 1. Increasing explainability of neural network based retail credit risk models

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Anton Evilevitch; [2023]
   Keywords : Explainability; Artificial Neural Network; Mortgage Credit Risk Modeling; Förklarbarhet; Artificiella Neurala Nätverk; Modellering av Hypotekskreditrisk;

   Abstract : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. READ MORE

3. 2. Portfolio Risk Modelling in Venture Debt

   University essay from KTH/Matematisk statistik

   Author : John Eriksson; Jacob Holmberg; [2023]
   Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

   Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

4. 3. Topic Modeling for Customer Insights : A Comparative Analysis of LDA and BERTopic in Categorizing Customer Calls

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

   Author : Henrik Axelborn; John Berggren; [2023]
   Keywords : Customer Insights; Natural Language Processing; Topic Modeling; Latent Dirichlet Allocation; BERTopic;

   Abstract : Customer calls serve as a valuable source of feedback for financial service providers, potentially containing a wealth of unexplored insights into customer questions and concerns. However, these call data are typically unstructured and challenging to analyze effectively. READ MORE

5. 4. Thermal Modeling and Simulationwith High Voltage Solid StateRelays for Battery DisconnectionApplications : The potential of replacing mechanical contactors with semiconductors

   University essay from Uppsala universitet/Elektricitetslära

   Author : David Radisic; Johan Mårtensson; [2023]
   Keywords : SSR; SSCB; SiC MOSFET; BEV; Pre-charge; Solid-state relay; Solid-state circuit breaker; Electric vehicles; DC fast-charge; Simulink; BDU;

   Abstract : The swift shift of the automotive industry towards electrification is primarily propelled by technological advancements in battery technology. To stay competitive and meet the new demands of the industry, there is a crucial need for novel ideas and innovation. READ MORE

6. 5. Modeling a Relationship between ESG Metrics and Financial Performance for Nordic Publicly-listed Companies

   University essay from KTH/Matematisk statistik

   Author : Cornelia Sparring; Topias Karlsson; [2023]
   Keywords : Sustainable finance; ESG variables; ESG score; Accounting-based financial performance; Market-based financial performance; Nordic Compass; Materiality; Hållbar finansiering; ESG variabler; ESG värde; Redovisningsbaserad finansiell prestation; Marknadsbaserad finansiell prestation; Nordic Compass; Materialitet;

   Abstract : This study aims to identify whether a relationship between ESG performance and financial performance exists for Nordic publicly-listed companies, by conducting a multiple linear regression analysis. Also, it will be observed which (if any) ESG variables are of relevance. READ MORE