Essays about: "the best bank"
Showing result 1 - 5 of 103 essays containing the words the best bank.
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1. Performance comparison of data mining algorithms for imbalanced and high-dimensional data
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Artificial intelligence techniques, such as artificial neural networks, random forests, or support vector machines, have been used to address a variety of problems in numerous industries. However, in many cases, models have to deal with issues such as imbalanced data or high multi-dimensionality. READ MORE
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2. An empirical study of the impact of data dimensionality on the performance of change point detection algorithms
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : When a system is monitored over time, changes can be discovered in the time series of monitored variables. Change Point Detection (CPD) aims at finding the time point where a change occurs in the monitored system. READ MORE
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3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
University essay from Uppsala universitet/DatalogiAbstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE
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4. Machine learning for detecting financial crime from transactional behaviour
University essay from Uppsala universitet/Signaler och systemAbstract : Banks and other financial institutions are to a certain extent obligated to ensure that their services are not utilized for any type of financial crime. This thesis investigates the possibility of analyzing bank customers' transactional behaviour with machine learning to detect if they are involved in financial crime. READ MORE
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5. Into the Trading Book: Estimating Expected Shortfall
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE