Essays about: "risk models"

Showing result 16 - 20 of 1354 essays containing the words risk models.

  1. 16. CAViaR and Cross-sectional quantile regression models to assess risk in S&P500 sectors

    University essay from Göteborgs universitet/Graduate School

    Author : Vladyslava Bab’yak; [2023-06-29]
    Keywords : Value-at-Risk; CAViaR; cross-sectional quantile regression; ; risk;

    Abstract : The aim of this thesis is to investigate the performance of different models used in risk management to identify and control risks that may negatively impact company operations due to unpredictable events. More specifically, the object of this paper is the discussion of a cross-sectional quantile regression model (CSQR) and the CAViaR model, which is a time series quantile regression model. READ MORE

  3. 17. IDENTIFYING HATE SPEECH IN SOCIAL MEDIA THROUGH CONTENT AND SOCIAL CONNECTIONS ANALYSIS

    University essay from Göteborgs universitet / Institutionen för filosofi, lingvistik och vetenskapsteori

    Author : Milan Stanišić; [2023-06-19]
    Keywords : hate speech; social media; natural language processing; classification;

    Abstract : Hate speech is a problem which puts its targets at risk of serious harm. It spreads fast and has a real influence on the society because of the ubiquity of the internet and social media, and so various research efforts have been put to find solutions to automatic hate speech detection. READ MORE

  4. 18. Value at Risk Estimation using GARCH Family Models: A Comparison of Different Specifications and Distributions.

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Khaled Jrideh; [2023-05-26]
    Keywords : ;

    Abstract : The objective of this study is to compare the performance of different GARCH models, under various conditional distribution assumptions, to predict one-day-ahead Value-at-Risk (VaR) for three stocks: Swedbank, Handelsbanken, and SEB over the Covid-19 period. The performance is evaluated using Kupiec, Christoffersen tests and the Quadratic Loss. READ MORE

  5. 19. Modelling Micropollutant Removal Through Ozonation in Wastewater

    University essay from Lunds universitet/Kemiteknik (CI)

    Author : Maximiliano Andrés Oportus Foster; [2023]
    Keywords : Micropollutants; water reuse; wastewater treatment models; ozonation; computer modeling; water and environmental engineering; Technology and Engineering;

    Abstract : Proper management of water resources is a key to climate change adaptation and resilience in modern societies. Adequate treatment of wastewater is essential for ensuring the sustainability of the water cycle and the health of the environment and the ecosystems that inhabit it. READ MORE

  6. 20. Unveiling the Impact of ESG Ratings on Risk-Adjusted Returns : Evidence from European Companies

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : David Melin; Otta Alexander; [2023]
    Keywords : ESG; Sustainability; Risk-adjusted return; Risk factor; Factor model; Portfolio; Europe;

    Abstract : This study uses a sample of 600 companies from Europe to investigate the risk-adjusted returns of four portfolios with high and low ESG ratings between 2011 and 2021. Four asset pricing models and additional measures for risk and return are tested on different portfolio weights. READ MORE