Sökning: "Sarah Marklund"

Hittade 1 uppsats innehållade orden Sarah Marklund.

  1. 1. Reverse Stress Test Optimization : A study on how to optimize an algorithm for reverse stress testing

    Master-uppsats, Umeå universitet/Institutionen för fysik

    Författare :Sarah Marklund; [2018]
    Nyckelord :;

    Sammanfattning : In this thesis we investigate how to optimize an algorithm that determines a scenario multiplier for a reverse stress test with a method where predefined scenarios are scaled. The scenarios are composed by different risk factors that represents market events. LÄS MER