Essays about: "matematisk statistik"

Showing result 21 - 25 of 1299 essays containing the words matematisk statistik.

  1. 21. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Lucas Fageräng; Hugo Thoursie; [2023]
    Keywords : Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

    Abstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE

  3. 22. Detection of insurance fraud using NLP and ML

    University essay from Lunds universitet/Matematisk statistik

    Author : Rasmus Bäcklund; Hampus Öhman; [2023]
    Keywords : Technology and Engineering;

    Abstract : Machine-Learning can sometimes see things we as humans can not. In this thesis we evaluated three different Natural Language Procces-techniques: BERT, word2vec and linguistic analysis (UDPipe), on their performance in detecting insurance fraud based on transcribed audio from phone calls (referred to as audio data) and written text (referred to as text-form data), related to insurance claims. READ MORE

  4. 23. Exploration of using Twitter data to predict Swedish political opinion polls with neural networks

    University essay from Lunds universitet/Matematisk statistik

    Author : Alexander Gren; Klara Lundgren; [2023]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis aims to explore the possibility of using deep learning techniques to mine opinions on Twitter, with the objective to predict the political opinion distribution in Sweden. Different methods of gathering and annotating training data are evaluated to achieve accurate and reliable predictions. READ MORE

  5. 24. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  6. 25. Feature Selection on the Nord Pool power market

    University essay from Lunds universitet/Matematisk statistik

    Author : Lukas Andersson; [2023]
    Keywords : Mathematics and Statistics;

    Abstract : .... READ MORE