Sökning: "Multi Factor Model"

Visar resultat 11 - 15 av 137 uppsatser innehållade orden Multi Factor Model.

  1. 11. Rotationsstyvhet i syllar av korslimmat trä och konstruktionsvirke vid excentrisk last

    Kandidat-uppsats, Karlstads universitet/Institutionen för ingenjörs- och kemivetenskaper (from 2013)

    Författare :Edvard Henriksson; [2023]
    Nyckelord :;

    Sammanfattning : A large part of the environmental impact of society today comes from the construction and real estate sector. With the new law on climate declarations for buildings, the interest in building materials with a low climate impact has increased. LÄS MER

  3. 12. Modelling Risk in Real-Life Multi-Asset Portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Karin Hahn; Axel Backlund; [2023]
    Nyckelord :Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

    Sammanfattning : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. LÄS MER

  4. 13. Sentiment and Semantic Analysis and Urban Quality Inference using Machine Learning Algorithms

    Master-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknik

    Författare :Emily Ho; Michelle Schneider; [2022-10-14]
    Nyckelord :Natural Language Processing; Machine Learning; Deep Neural Networks; Transformers; BERT; NER; Text Classification; Urban Planning; Qualitative Research; Interviews;

    Sammanfattning : Qualitative interviews are conducted by researchers to gain a deeper understanding of people’s opinions and perceptions about a specific topic. The analysis of such textual data is an iterative process and often time-consuming. LÄS MER

  5. 14. Measurement of sectoral concentration with multiple factors

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Victor Norrbin; [2022]
    Nyckelord :Concentration risk; Sector concentration; Credit risk; Time series analysis; Principal component analysis; Monte carlo simulation; Multi-factor model;

    Sammanfattning : One of banks core businesses today is to, in various ways, lend capital to the market and in return receive interest rate. But giving out credit comes with great risk and, therefore, precautions need to be taken. It is impossible to forecast exactly which obligor (borrower) that will default on its exposure. LÄS MER

  7. 15. System level analysis of Immune system in children with solid tumors

    Master-uppsats, Uppsala universitet/Institutionen för biologisk grundutbildning; Uppsala universitet/Science for Life Laboratory, SciLifeLab

    Författare :Nadia Hassan Shamas; [2022]
    Nyckelord :Immune system in Children; Cancer; Medicines;

    Sammanfattning : Over the last few years, significant immune system changes have been observed in tumor patients exposed to different treatments. Moreover, evaluation and prediction of the responses of treatments given to these patients can become a key component. LÄS MER