Essays about: "modellering"

Showing result 1 - 5 of 550 essays containing the word modellering.

  1. 1. Capturing Tail Risk in a Risk Budgeting Model

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Filip Lundin; Markus Wahlgren; [2020]
    Keywords : ;

    Abstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE

  2. 2. Modelling default probabilities: The classical vs. machine learning approach

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Filip Janovic; Paul Singh; [2020]
    Keywords : Machine learning; gradient boosting; pd-modelling; CatBoost; Random Forest; Logistic Regression; Maskininlärning; gradient boosting; fallissemangmodellering; CatBoost; Random Forest; Logistisk Regression;

    Abstract : Fintech companies that offer Buy Now, Pay Later products are heavily dependent on accurate default probability models. This is since the fintech companies bear the risk of customers not fulfilling their obligations. READ MORE

  3. 3. A Study Evaluating the Liquidity Risk for Non-Maturity Deposits at a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; [2020]
    Keywords : Financial mathematics; time series analysis; risk management; risk analysis; non-maturing deposits; SARIMA; SARIMAX; BCBS; IRRBB; Finansiell matematik; tidsserieanalys; riskhantering; riskanalys; Icke-tidsbunden inlåning; SARIMA; SARIMAX; BCBS; IRRBB;

    Abstract : Since the 2008 financial crisis, the interest for the subject area of modelling non-maturity deposits has been growing quickly. The area has been widely analysed from the perspective of a traditional bank where customers foremost have transactional and salary deposits. However, in recent year the Swedish banking sector has become more digitized. READ MORE

  4. 4. Machine Learning Based Prediction and Classification for Uplift Modeling

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Lovisa Börthas; Jessica Krange Sjölander; [2020]
    Keywords : Uplift Modeling; Data Pre-Processing; Predictive Modeling; Incremental Modeling; Random Forests; Logistic Regression; Neural Networks; Ensemble Methods; Machine Learning; Multi-Layer Perceptron; Inkrementell responsanalys; databehandling; prediktiv modellering; random forests; logistisk regression; neurala nätverk; mulit-layer perceptron; ensemble metoder; maskininlärning;

    Abstract : The desire to model the true gain from targeting an individual in marketing purposes has lead to the common use of uplift modeling. Uplift modeling requires the existence of a treatment group as well as a control group and the objective hence becomes estimating the difference between the success probabilities in the two groups. READ MORE

  5. 5. Adhesive modelling in multi-material structures : Evaluating the strength and fatigue life of adhesive joints

    University essay from Linköpings universitet/Mekanik och hållfasthetslära

    Author : Nitin Narayanaswamy; [2020]
    Keywords : Adhesive Joints Strength Calculation J Integral Method Energy Release Rate Theory Crack Finite Element Analysis Multi Material Structures Automotive;

    Abstract : Advancements in material science and manufacturing techniques are enabling the use of lightweight metal alloys and polymer composites in several combinations and shapes for producing more efficient and lightweight structures for automotive applications without compromising strength, stiffness and/or durability. When evaluating the strength of the structure, the joints are of importance. READ MORE