Essays about: "risk, uncertainty and sensitivity"
Showing result 1 - 5 of 25 essays containing the words risk, uncertainty and sensitivity.
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1. Solar Photovoltaic Thermal Collectors and Ground Source Heat Pumps for Commercial Buildings : Case study in Sweden
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : In order to reduce emissions from the building sector, which stands for than a fifth of the global energy consumption today, efficient and fossil free heating and cooling systems are of importance. This study investigates the combination of solar photovoltaic thermal collectors and ground source heat pump systems in order to regenerate energy to the ground in combination with free cooling. READ MORE
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2. Robust Portfolio Optimization with Correlation Penalties
University essay from KTH/Matematisk statistikAbstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE
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3. Probabilistic settlement analysis for embankments using preloading without surcharge
University essay from KTH/Jord- och bergmekanikAbstract : Preloading without a surcharge is a common method for ground improvement. Thereare however uncertainties related to the number of site investigations and the partialfactor method has been identified as a problem. READ MORE
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4. The Expected Credit Loss Model's Impact on the Cyclicality of Credit Supply: A Study of the Implementation of IFRS 9
University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringAbstract : The accounting standard for recognizing loan loss provisions changed in 2018 from IAS 39 to IFRS 9. IFRS 9 introduced the expected credit loss model (ECL), intended to be an improved alternative to its predecessor, the incurred credit loss model (ICL), which was criticized for the "too little, too late" provisioning during the 2008 financial crisis. READ MORE
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5. Comparing Groundwater Drawdown with Estimated Influence Radius – A Case Study of Infrastructural Projects in Sweden
University essay from Uppsala universitet/Luft-, vatten- och landskapsläraAbstract : Infrastructural projects may sometimes require excavation of soils and the groundwater table to be lowered, temporarily or permanently. As there are risks in connection to groundwater lowering, the extent of the affected area is of interest. READ MORE