Essays about: "statistical modeling"

Showing result 6 - 10 of 168 essays containing the words statistical modeling.

  1. 6. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

  3. 7. From Data to Decision: : Using Logistic Regression to Determine Creditworthiness

    University essay from KTH/Matematisk statistik

    Author : Joel Norling; Sami Abdu; [2023]
    Keywords : Bachelor Thesis; Scorecard modeling; Mathematical Statistics; Logistic Regression; Consumer Credits; Binning; Kandidatuppsats; Scorecard-modellering; Matematisk statistik; Logistisk regression; Konsumentkrediter; Binning;

    Abstract : The development of scorecards for customer credit rating is a well-established field in the financial sector. The aim of this project, conducted in collaboration with a Swedish credit institute, was to develop a statistical model for predicting customer performance. READ MORE

  4. 8. A Transformer-Based Scoring Approach for Startup Success Prediction : Utilizing Deep Learning Architectures and Multivariate Time Series Classification to Predict Successful Companies

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

    Author : Gustaf Halvardsson; [2023]
    Keywords : Machine learning; Time Series Classification; Transformers; Gated Recurrent Unit; Venture Capital; Maskininlärning; tidsseriesklassifiering; Transformer; Gated Recurrent Unit; riskkapital;

    Abstract : The Transformer, an attention-based deep learning architecture, has shown promising capabilities in both Natural Language Processing and Computer Vision. Recently, it has also been applied to time series classification, which has traditionally used statistical methods or the Gated Recurrent Unit (GRU). READ MORE

  5. 9. Analysis and Use of Telemetry Data for Car Insurance Premiums

    University essay from KTH/Matematisk statistik

    Author : Max Berg Wahlström; Anton Hagelberg; [2023]
    Keywords : Telemetry; Neural Networks; Statistics; Mathematics; Telemetri; Neurala Nätverk; Statistik; Matematik;

    Abstract : Paydrive is a pioneer in the Swedish auto insurance market. Being able to influence your insurancepremium through your driving is a concept that is still in its early stages. READ MORE

  6. 10. Analysing Regime-Switching and Cointegration with Hamiltonian Monte Carlo

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Jakob Brandt; [2023]
    Keywords : Time Series Econometrics; Regime-Switching; Cointegration; Markov Chain Monte Carlo; Hamiltonian Monte Carlo;

    Abstract : The statistical analysis of cointegration is crucial for inferring shared stochastic trends between variables and is an important area of Econometrics for analyzing long-term equilibriums in the economy. Bayesian inference of cointegration involves the identification of cointegrating vectors that are determined up to arbitrary linear combinations, for which the Gibbs sampler is often used to simulate draws from the posterior distribution. READ MORE