Sökning: "William Keith"
Hittade 2 uppsatser innehållade orden William Keith.
1. Bayesian Neural Networks for Financial Asset Forecasting
Master-uppsats, KTH/Matematisk statistikSammanfattning : Neural networks are powerful tools for modelling complex non-linear mappings, but they often suffer from overfitting and provide no measures of uncertainty in their predictions. Bayesian techniques are proposed as a remedy to these problems, as these both regularize and provide an inherent measure of uncertainty from their posterior predictive distributions. LÄS MER
2. Valuation of Contingent Convertible Bonds
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Contingent convertible bonds are hybrid capital instruments, contingent on some form of indicator of financial distress of the issuing bank. Following the financial crisis, these instruments are proposed as a solution to the moral hazard issue of banks too big to fail. LÄS MER