Essays about: "financial modeling analysis"

Showing result 21 - 25 of 54 essays containing the words financial modeling analysis.

  1. 21. Synthesis of Tabular Financial Data using Generative Adversarial Networks

    University essay from KTH/Matematisk statistik

    Author : Anton Karlsson; Torbjörn Sjöberg; [2020]
    Keywords : Generative Adversarial Networks; GAN; Generative Modeling; Tabular data; Financial data; Machine Learning; Statistical learning; Applied Mathematics; GANs; Generativa modeller; Tabulär data; Finansdata; Maskininlärning; Statistisk inlärning; Tillämpad Matematik;

    Abstract : Digitalization has led to tons of available customer data and possibilities for data-driven innovation. However, the data needs to be handled carefully to protect the privacy of the customers. Generative Adversarial Networks (GANs) are a promising recent development in generative modeling. READ MORE

  3. 22. Optimization of integrated energy storage for implicit demand-side flexibility : The case study of Singapore office buildings

    University essay from KTH/Kraft- och värmeteknologi

    Author : Tommaso Miori; [2020]
    Keywords : ;

    Abstract : Demand-Side Flexibility (DSF) is a very attractive option to solve challenges that are emerging from the evolution of modern power systems all around the world. The greater integration of intermittent renewable energy sources into the energy mix creates the need for flexible end-user behavior and demand management. READ MORE

  4. 23. Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective

    University essay from Lunds universitet/Matematisk statistik

    Author : Filip Östlund; Marcel Attar; [2020]
    Keywords : Nowcasting; Macroeconomic Prediction; Dynamic Factor Model; DFM; Pseudo Real-Time Vintage data; U.S. GDP Growth Rate; Financial Market Actor; Mathematics and Statistics;

    Abstract : We develop and examine a dynamic factor nowcasting model (DFM) from the perspective of a financial market participant. The first point of analysis is the examination of its performance. Unlike other papers, we evaluate with daily frequency so that the performance metric reflects a continuous nowcasting signal. READ MORE

  5. 24. Probability analysis and financial model development of MITRE ATT&CK Enterprise Matrix's attack steps and mitigations

    University essay from KTH/Hälsoinformatik och logistik

    Author : Lina Evensjö; [2020]
    Keywords : cyber security; threat modeling; attack paths; probability; financial impact; cybersäkerhet; hotmodellering; attackvägar; sannolikhet; finansiell påverkan;

    Abstract : Cyberattacks are becoming a greater concern as our society is digitized to a greater extent, with the storage of sensitive information being a rule rather than an exception. This poses a need of a time- and cost efficient way to assess the cyber security of an enterprise. READ MORE

  6. 25. Modeling of non-maturing deposits

    University essay from KTH/Matematisk statistik

    Author : Fredrik Stavrén; Nikita Domin; [2019]
    Keywords : Financial mathematics; time series analysis; replicating portfolio; risk management; risk analysis; econometric anaylsis; non-maturing deposits; SARIMA; Random forest regression; EBA; BCBS; Finansiell matematik; tidsserieanalys; replikeringsportfölj; riskhantering; riskanalys; Ekonometrisk analys; Icke-tidsbunden inlåning; ARIMA; SARIMA; SARIMAX; Random Forest Regression; EBA; BCBS;

    Abstract : The interest in modeling non-maturing deposits has skyrocketed ever since thefinancial crisis 2008. Not only from a regulatory and legislative perspective,but also from an investment and funding perspective.Modeling of non-maturing deposits is a very broad subject. READ MORE