Sökning: "default setting"

Visar resultat 1 - 5 av 37 uppsatser innehållade orden default setting.

  1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
    Nyckelord :Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

    Sammanfattning : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. LÄS MER

  3. 2. Computational detection of human papilloma virus in the cervical cancer genome

    Magister-uppsats, Högskolan i Skövde/Institutionen för biovetenskap

    Författare :Hope Omoghene; [2023]
    Nyckelord :VirusFinder2; HPViewer; VirusSeq; HPV; Bioinformatics; Cervical cancer;

    Sammanfattning : Global research and development have witnessed new horizons in technological advancements, especially in the use of new-generation bioinformatic tools to solve human needs. Cervical cancer, caused by a sexually transmitted virus like human papillomavirus (HPV), is one of the most common cancers threatening women's health. LÄS MER

  4. 3. Iterative Evaluation and Control Methods for Disturbance Suppression on a High Precision Motion Servo

    Master-uppsats, Linköpings universitet/Institutionen för systemteknik

    Författare :Claes Thunberg; Klara Kastensson; [2023]
    Nyckelord :Iterative feedback tuning; Iterative learning control; high precision motion control; Iterative methods for disturbance supression;

    Sammanfattning : Moore’s law states that the number of transistors in an Integrated Circuit (IC) doubles every two years. Ever-increasing performance in mask writing machinery is therefore required being the first step in the manufacturing process. Many factors affect the quality of the end product, with the motion control system playing an important role. LÄS MER

  5. 4. 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

  7. 5. Deep Learning Approach for Time- to-Event Modeling of Credit Risk

    Master-uppsats, KTH/Matematisk statistik

    Författare :Mehnaz Kazi; Natalija Stanojlovic; [2022]
    Nyckelord :Survival Analysis; Credit Risk; Credit Scoring; Time-To-Event; Default Probability; Överlevnadsanalys; Kreditrisk; Kreditprövning; Tid-till-utfall; Sannolikhet för fallissemang;

    Sammanfattning : This thesis explores how survival analysis models performs for default risk prediction of small-to-medium sized enterprises (SME) and investigates when survival analysis models are preferable to use. This is examined by comparing the performance of three deep learning models in a survival analysis setting, a traditional survival analysis model Cox Proportional Hazards, and a traditional credit risk model logistic regression. LÄS MER