Essays about: "models of supervision"

Showing result 21 - 25 of 47 essays containing the words models of supervision.

  1. 21. CASE STUDIES ON MODELING SECURITY IMPLICATIONS ON SAFETY

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Aleksandar Matović; [2019]
    Keywords : model-checking; security; safety-critical; rebeca; modeling security implications;

    Abstract : Security is widely recognized as an important property that is tightly interdependentwith safety in safety-critical systems. The goal of this thesis is to conduct case studies on the implications that security attacks may have on the safety of these systems. READ MORE

  3. 22. Predicting Exchange Rate Value-at-Risk and Expected Shortfall: A Neural Network Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Anna Bijelic; Tilila Ouijjane; [2019]
    Keywords : Value-at-Risk; Expected Shortfall; Recurrent Neural Networks; GRU; GARCH 1; 1 ; Exchange Rate Volatility; Intra-day Data; Business and Economics;

    Abstract : On the basis of the recommendation of the Basel Committee on Banking Supervision to transition from Value-at-Risk (VaR) to Expected Shortfall (ES) in determining market risk capital, this paper attempts to investigate whether a Recurrent Neural Network provides more accurate VaR and ES predictions of the EUR/USD exchange rate compared to the conventional GARCH(1,1) model. A number of previous studies has confirmed the forecasting ability of a plain vanilla Feedforward Neural Network over traditional statistical models. READ MORE

  4. 23. INTEREST RATE RISK : A comparative study aimed at finding the most crucial shift in interest rate curves for a life insurance company

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

    Author : Felix Gyllenberg; Leonard Rudolf Åström; [2019]
    Keywords : ;

    Abstract : Risk management is applied in many financial institutions under regulatory supervision. Life insurance companies face many challenges to ensure policy holders of future payouts. READ MORE

  5. 24. Optimal driving decision based on energy and time costs

    University essay from KTH/Optimeringslära och systemteori

    Author : Sakina Huseynzade; [2019]
    Keywords : ;

    Abstract : Nowadays the industrial world has a common goal to build environment-friendly transportation and power-train systems. The first step for this aim is electrification of vehicles on the road which has remarkable influence on energy dependency and greenhouse gas emissions. READ MORE

  6. 25. Unsupervised Learning of Useful and Interpretable Representations from Image Data

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

    Author : Thomas Gaddy; [2019]
    Keywords : ;

    Abstract : This master thesis tackles the problem of unsupervised learning of useful and interpretable representations from image data using deep Convolutional Neural Networks (CNN). Recent years have seen remarkable success from using deep learning technologies to tackle computer vision problems. READ MORE