Sökning: "Finansiell matematik"

Visar resultat 6 - 10 av 53 uppsatser innehållade orden Finansiell matematik.

  1. 6. Clustering and classification of prepaid mortgages

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Jakob Atli Thorsteinsson; [2023]
    Nyckelord :Clustering; Classification; Klustring; Klassificering;

    Sammanfattning : This thesis aims to cluster and classify mortgages issued by a financial institution. The aim is to apply machine learning techniques on historical data in order to discover a possible structure and predictability in prepaid mortgages. LÄS MER

  3. 7. A Study on Algorithmic Trading

    Kandidat-uppsats, KTH/Hälsoinformatik och logistik

    Författare :Philip Hägg; [2023]
    Nyckelord :Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Sammanfattning : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. LÄS MER

  4. 8. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas

    Kandidat-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Författare :Axel Nilsson; [2022]
    Nyckelord :Vine Copulas; Extreme Value Theory; Financial Risk Management; Vine Copulas; Extremvärdesteori; Finansiell riskhantering;

    Sammanfattning : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. LÄS MER

  5. 9. Market Surveillance Using Empirical Quantile Model and Machine Learning

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Daniel Landberg; [2022]
    Nyckelord :Market surveillance; Outlier detection; Empirical quantiles; Empirical distribution; Isolation forest; Principal Component Analysis; PCA; Finance; Marknadsövervakning; Extremvärdes upptäckt; Empiriska kvantiler; Empirisk distribution; Isolationsskog; Huvudkomponent analys; Finans;

    Sammanfattning : In recent years, financial trading has become more available. This has led to more market participants and more trades taking place each day. The increased activity also implies an increasing number of abusive trades. To detect the abusive trades, market surveillance systems are developed and used. LÄS MER

  7. 10. Evaluation of the decision-making process for credit decisions at Preem AB

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Annie Holgersson; Theresa Döös; [2022]
    Nyckelord :credit; applied mathematics; statistics; logistic regression; kredit; tillämpad matematik; statistik; logistisk regression;

    Sammanfattning : The purpose of the following bachelor thesis report within mathematical statistics was to evaluate the decision making process at the credit department at Preem AB. The study used a logistic regression model to find a relationship between the probability of an application for credit being accepted and some quantitative and categorical factors about the applicant. LÄS MER