Essays about: "risk prediction"

Showing result 1 - 5 of 280 essays containing the words risk prediction.

1. 1. Network Connectedness in Financial Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Andrea Marcolini; [2024]
   Keywords : Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Abstract : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. READ MORE

3. 2. Exploring the Idiosyncratic Volatility Anomaly in the Swedish Stock Market: An Empirical Analysis of its Impact on Returns

   University essay from Göteborgs universitet/Graduate School

   Author : Anton Ahlqvist; Walter Uong; [2023-06-29]
   Keywords : ;

   Abstract : We examine the cross-sectional relationship between idiosyncratic volatility relative to the Fama-French three factor model and expected stock returns. We find that portfolios containing the firms with the lowest idiosyncratic risk offers excess returns in relation to the prediction of the Fama-French three factor model, while those with the highest idiosyncratic risk do not. READ MORE

4. 3. Failure Probability and Lifetime Estimation for Industrial Robots : A Logistic Regression and Lifetime Analysis Approach

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

   Author : Erik Fahlbeck Carlsson; Martin Herbert; [2023]
   Keywords : Lifetime Analysis; Logistic regression; Prediction; Lifetime estimation; Industrial robots; Livslängdsanalys; Logistisk regression; Prediktion; Livslängdsestimering; Industriella robotar;

   Abstract : The ability to handle and process data for information extraction is getting more and more important. Using extracted data from the business to improve productivity is seen as an important part in developing the business processes. In this thesis, industrial robots and their survival times are analyzed. READ MORE

5. 4. Explainable Artificial Intelligence and its Applications in Behavioural Credit Scoring

   University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

   Author : Robert Iain Salter; [2023]
   Keywords : Behavioural Credit Scoring; Deep Learning; Machine Learning; Long Short-Term Memory; Default Prediction;

   Abstract : Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. READ MORE

6. 5. ASSESSING PREDICTION CONDITIONS ANDSEQUENTIAL CLASSIFICATION IN ICU SEPSISPREDICTION

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Petter Lind; [2023]
   Keywords : Sepsis Prediction; Sequential Prediction; Conditional Predictions; XGBoost;

   Abstract : Patients admitted to intensive care units (ICUs) often have a higher risk of sepsis due to weakened immune systems. Early sepsis diagnosis is crucial for timely treatment, emphasizing the need to improve the predictive capabilities of sepsis prediction models. READ MORE