Essays about: "stress-testing"

Showing result 1 - 5 of 37 essays containing the word stress-testing.

  1. 1. Increasing explainability of neural network based retail credit risk models

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

    Author : Anton Evilevitch; [2023]
    Keywords : Explainability; Artificial Neural Network; Mortgage Credit Risk Modeling; Förklarbarhet; Artificiella Neurala Nätverk; Modellering av Hypotekskreditrisk;

    Abstract : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. READ MORE

  3. 2. Probability of Default Machine Learning Modeling : A Stress Testing Evaluation

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

    Author : Tobias Andersson; Mattias Mentes; [2023]
    Keywords : Probability of Default; Machine Learning; Stress Testing; Logistic Regression; Decision Tree; Random Forest; Artificial Neural Network;

    Abstract : This thesis aims to assist in the development of machine learning models tailored for stress testing. The main objective is to create models that can predict loan defaults while considering the impact of macroeconomic stress. READ MORE

  4. 3. Calibration and preparation of the data analysis of the DORN experiment on board the Chang'E 6 lunar mission.

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Íñigo de Loyola Chacartegui Rojo; [2023]
    Keywords : Radon; lunar mission; alpha spectrometry; space instrumentation; performance testing and validation;

    Abstract : As part of the first agreement between the French (CNES) and the Chinese (CNSA) space agencies in terms of space exploration, the DORN instrument will fly on board the Chinese Chang'E 6 mission in 2024. It aims to measure the amount of Radon escaping from the lunar soil to better understand what governs the concentration of this noble gas which contributes to the endogenous origin of the lunar exosphere. READ MORE

  5. 4. Integration Testing of Electronic Control Units for Heavy Vehicles

    University essay from Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)

    Author : Noorie Esmaili; Ibrahim Olamide Oyejobi; [2023]
    Keywords : Integration testing; Articulated hauler dumping system; Embedded software; Software architecture;

    Abstract : In today’s complex landscape of embedded software systems, the robust integration testing need is more critical than ever. This bachelor’s thesis project delves into the integration testing of an articulated hauler dumping system for Volvo Construction Equipment (Volvo CE). READ MORE

  6. 5. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE