Sökning: "Johan Luhr"

Hittade 3 uppsatser innehållade orden Johan Luhr.

  1. 1. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Johan Luhr; [2023]
    Nyckelord :Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Sammanfattning : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. LÄS MER

  3. 2. Fast Classification of Obfuscated Malware with an Artificial Neural Network

    Kandidat-uppsats, KTH/Datavetenskap

    Författare :Johan Luhr; Hannes Hallqvist; [2022]
    Nyckelord :;

    Sammanfattning : Malware has posed a problem ever since the first variant was created in the 1980s. As malware detection techniques have advanced, malware developers have in turn found better ways to hide and obfuscate malware. Machine learning (ML) has seen great expansion into many fields over the last years, this includes the field of cybersecurity. LÄS MER

  4. 3. Does earnings response following CEO turnovers depend on successor origin?: A study on post-turnover earnings response coefficients in North America

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Valter Lindhagen; Johan Luhr; [2019]
    Nyckelord :CEO turnover; CEO succession; Earnings response coefficient; ERC; Unexpected earnings;

    Sammanfattning : A change in CEO represents a significant event in the life of a firm and can have a large impact on its subsequent direction and performance. This study investigates the effect of CEO turnover on the stock market's response to earnings announcements. LÄS MER