Sökning: "Per Default"

Visar resultat 1 - 5 av 41 uppsatser innehållade orden Per Default.

  1. 1. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Johan Luhr; [2023]
    Nyckelord :Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Sammanfattning : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. LÄS MER

  3. 2. Portfolio Risk Modelling in Venture Debt

    Master-uppsats, KTH/Matematisk statistik

    Författare :John Eriksson; Jacob Holmberg; [2023]
    Nyckelord :Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Sammanfattning : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. LÄS MER

  4. 3. Analysis Of Fastlane For Digitalization Through Low-Code ML Platforms

    Magister-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Författare :Krishnaraj Raghavendran; [2022]
    Nyckelord :low-code; no-code; automL; sagemaker; machine learning; vertex AI; cloud agnostic; digitailization; cloud native;

    Sammanfattning : Even a professional photographer sometimes uses automatic default settings that come up with the camera to take a photo. One can debate the quality of outcome from manual vs automatic mode. LÄS MER

  5. 4. EVALUATION OF RADIATION DOSES USING CONE BEAM COMPUTED TOMOGRAPHY IN ENDOVASCULAR AORTIC REPAIR AND SCOLIOSIS PROCEDURES

    Master-uppsats,

    Författare :Louise Strandberg; [2021-04-06]
    Nyckelord :Medical physics; Cone beam CT; CT; EVAR; scoliosis; radiation dose; effective dose;

    Sammanfattning : Purpose: The study includes the two areas, vascular surgery and orthopedics, and focuses on endovascular aortic aneurysm repair (EVAR) and scoliosis procedures. EVAR procedures contribute to a high radiation dose to the patient and for scoliosis procedures, it is often young girls that are undergoing surgery. LÄS MER

  7. 5. Understanding Traffic Cruising Causation : Via Parking Data Enhancement

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Författare :Mirza Jasarevic; [2021]
    Nyckelord :Machine Learning; Unsupervised Learning; Time Series; Parking; Dynamic Time Warping;

    Sammanfattning : Background. Some computer scientists have recently pointed out that it may be more effective for the computer science community to focus more on data preparation for performance improvements, rather than exclusively comparing modeling techniques. LÄS MER