Essays about: "losses estimation"
Showing result 1 - 5 of 79 essays containing the words losses estimation.
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1. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. READ MORE
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2. Steel yourselves : Effects of a price cap sanction on Russian steel
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : This thesis examines the potential effects of a price cap sanction on semi-finished steel products against the Russian steel industry. The research question is: "What are the effects on the Russian economy of a price cap on semi-finished steel products?”. READ MORE
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3. Open-Circuit-Voltage hysteresis measurement and modelling of LiFePO4 Batteries : Master Thesis Report - 2023
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : In a context of an expected increasing use of Lithium-ion batteries in the transportation sector, Volvo AB is developing its own solutions for large electric vehicles. It is then beneficial to reduce the costs, the energy demand and the raw materials demand by improving the battery systems’ performances. READ MORE
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4. Peeking Through the Leaves : Improving Default Estimation with Machine Learning : A transparent approach using tree-based models
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : In recent years the development and implementation of AI and machine learning models has increased dramatically. The availability of quality data paving the way for sophisticated AI models. Financial institutions uses many models in their daily operations. READ MORE
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5. Design and Simulation of a 10kW High-Efficiency Dual Active Bridge Converter
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : The EU has proposed an ambitious goal to achieve widespread E-mobility in both the electrical and commercial sectors. To accomplish this, a substantial number of DC fast-charging stations must be built. READ MORE