Sökning: "Risk prediction"

Visar resultat 1 - 5 av 161 uppsatser innehållade orden Risk prediction.

  1. 1. DISTRICT HEAT PRICE MODEL ANALYSIS : A risk assesment of Mälarenergi's new district heat price model

    Uppsats för yrkesexamina på avancerad nivå, Mälardalens högskola/Akademin för ekonomi, samhälle och teknik; Mälardalens högskola/Akademin för ekonomi, samhälle och teknik

    Författare :Erik Landelius; Magnus Åström; [2019]
    Nyckelord :district heating; multilinear regression; Bootstrapping; Mälarenergi; weather parameters; heat prediction; statistical inference; Unscrambler;

    Sammanfattning : Energy efficiency measures in buildings and alternative heating methods have led to a decreased demand for district heating (DH). Furthermore, due to a recent increase in extreme weather events, it is harder for DH providers to maintain a steady production leading to increased costs. These issues have led DH companies to change their price models. LÄS MER

  2. 2. Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sina Mozayyan Esfahani; [2019]
    Nyckelord :Option expiration effect; option relevance coefficient; algorithmic trading; time series analysis; GARCH-X.; Effekten av optioners förfall; optionsrelevanskoefficient; algoritmisk handel; tidsserieanalys; GARCH-X.;

    Sammanfattning : The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. LÄS MER

  3. 3. Riskanalys av självkörande fordon i hamnområden : En kvalitativ studie för interna transporter av containrar

    Uppsats för yrkesexamina på grundnivå, Mittuniversitetet/Institutionen för informationssystem och –teknologi

    Författare :Jenniefer Bylin; [2019]
    Nyckelord :THERP; FTA; FMEA; Automated vehicles; THERP; FTA; FMEA; Automatiserade fordon;

    Sammanfattning : Today, companies face constant challenges, as the business must constantly be developed in order to compete. As new ports are being built in already existing ones, other opportunities are often made available to develop further and reduce costs and risks. Replacing some labour against automation is one of them. LÄS MER

  4. 4. The impact of bias on the predictive value of EHR driven machine learning models.

    M1-uppsats, Högskolan i Halmstad

    Författare :Dries Boonen; [2019]
    Nyckelord :;

    Sammanfattning : The  rapid  digitization  in  the  health  care  sector  leads  to  an  increaseof  data.  This  routine  collected  data  in  the  form  of  electronic  healthrecords (EHR) is not only used by medical professionals but also hasa  secondary  purpose:  health  care  research. LÄS MER

  5. 5. Loan Default Prediction using Supervised Machine Learning Algorithms

    Master-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Daria Granström; Johan Abrahamsson; [2019]
    Nyckelord :Machine Learning; Deep Learning; Credit Risk; Default Prediction; Logistic Regression; Random Forest; Decision Tree; AdaBoost; XGBoost; Artificial Neural Network; Support Vector Machine; SMOTE; Maskininlärning; Djupinlärning; Kreditrisk; Fallissemangprediktion; Logistisk Regression; Random Forest; Decision Tree; AdaBoost; XGBoost; Artificiella neurala nätverk; Stödvektormaskin; SMOTE;

    Sammanfattning : It is essential for a bank to estimate the credit risk it carries and the magnitude of exposure it has in case of non-performing customers. Estimation of this kind of risk has been done by statistical methods through decades and with respect to recent development in the field of machine learning, there has been an interest in investigating if machine learning techniques can perform better quantification of the risk. LÄS MER