Sökning: "Term Structure Modeling"

Visar resultat 1 - 5 av 18 uppsatser innehållade orden Term Structure Modeling.

1. 1. Development of a System Dynamic Model of Mental Healthcare Structure in Stockholm

   Master-uppsats, KTH/Medicinteknik och hälsosystem

   Författare :Julia Osswald; [2024]
   Nyckelord :Mental health; mental healthcare; healthcare structure; system dynamics; simulation; emergency care; modeling; primary care; specialized care; Stockholm; mental healthcare system; Psykisk hälsa; psykiatrisk vård; vårdstruktur; systemdynamisk modell; simulering; akutsjukvård; primärvård; specialiserad vård; psykiatriskt sjukvårdssystem; Stockholm.;

   Sammanfattning : Mental illnesses are the leading cause of disability in the world today, affecting nearly a billion people including 14% of the world’s adolescents. Mental illnesses include both psychiatric conditions and inconveniences and is a broad term to describe multiple different conditions in varying severity. LÄS MER

3. 2. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
   Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

   Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER

4. 3. Maskininlärning med konform förutsägelse för prediktiva underhållsuppgifter i industri 4.0

   Master-uppsats, Jönköping University/JTH, Avdelningen för datavetenskap

   Författare :Shuzhou Liu; Mpova Mulahuko; [2023]
   Nyckelord :Machine Learning; Deep Learning; Uncertainty estimation; Conformal prediction; Predictive maintenance; RUL; Probabilistic predictions; Decision Tree; Random Forest; Support Vector Regression; Gradient Boosting; LSTM;

   Sammanfattning : This thesis is a cooperation with Knowit, Östrand \& Hansen, and Orkla. It aimed to explore the application of Machine Learning and Deep Learning models with Conformal Prediction for a predictive maintenance situation at Orkla. Predictive maintenance is essential in numerous industrial manufacturing scenarios. LÄS MER

5. 4. Improving term structure measurements by incorporating steps in a multiple yield curve framework

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Gustav Villwock; Clara Rydholm; [2022]
   Nyckelord :Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

   Sammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER

7. 5. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Hugo Englund; Viktor Mostberg; [2022]
   Nyckelord :Machine Learning; Deep Neural Networks; XGBoost; Probability of Default; Term Structure Modeling; IFRS 9; Maskininlärning; Djupa neuronnät; XGBoost; Fallisemangsrisk; Terminsstruktursmodellering; IFRS 9;

   Sammanfattning : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. LÄS MER