Sökning: "Jacob Barnholdt"
Hittade 2 uppsatser innehållade orden Jacob Barnholdt.
1. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. LÄS MER
2. Predicting Large Claims within Non-Life Insurance
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This bachelor thesis within the field of mathematical statistics aims to study the possibility of predicting specifically large claims from non-life insurance policies with commercial policyholders. This is done through regression analysis, where we seek to develop and evaluate a generalized linear model, GLM. LÄS MER