Essays about: "network risk"

Showing result 1 - 5 of 327 essays containing the words network risk.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE

  2. 2. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

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

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  3. 3. Gambling safety net : Predicting the risk of problem gambling using Bayesian networks

    University essay from Linköpings universitet/Databas och informationsteknik

    Author : Kristian Sikiric; [2020]
    Keywords : Machine learning; Bayesian networks; problem gambling;

    Abstract : As online casino and betting increases in popularity across the globe, the importance of green gambling has become an important subject of discussion. The Swedish betting company, ATG, realises the benefits of this and would like to prevent their gamblers from falling into problem gambling. READ MORE

  4. 4. Compliane management for IoT startup companies : A case study at Sony Network Communications

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Author : Fredrik Tånnander; [2020]
    Keywords : ;

    Abstract : Internet of Things (IoT) revolutionise the society of today and tomorrow. IoT redefines technology and innovation, our perception of technology and creates a disruptive market for new products and services. The market of IoT is projected to expand exponentially in coming years, both in terms of a growing customer base and new market actors. READ MORE

  5. 5. Sustainability assessment of sanitation systems in El Alto, Bolivia : A pre-study

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Malin Smith; [2020]
    Keywords : Sustainable sanitation; peri-urban; urine-diverting dry toilet; waste stabilization pond; stakeholder; Hållbar sanitet; peri-urban; urinsorterande torrtoalett; stabiliseringsdamm; intressent;

    Abstract : The Sustainable Development Goal (SDG) Target 6.2 aims at providing access to adequate and equitable sanitation and hygiene for all and to end open defecation by 2030. Yet, 47 % of the population in Bolivia lacked access to basic sanitation services in 2012. READ MORE