Sökning: "kth 2013"

Visar resultat 1 - 5 av 2263 uppsatser innehållade orden kth 2013.

  1. 1. Modelling Proxy Credit Cruves Using Recurrent Neural Networks

    Master-uppsats, KTH/Matematisk statistik

    Författare :Lucas Fageräng; Hugo Thoursie; [2023]
    Nyckelord :Deep Neural Networks; Credit Risk; Financial Modelling; LSTM; Credit Default Swaps; Credit Valuation Adjustment; Djupa Neurala Nätverk; Kreditrisk; Finansiell Modellering; LSTM; Kreditswappar; Kreditvärderingsjustering;

    Sammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER

  3. 2. The common ground workshop, caring for industrial heritage    The common ground workshop, caring for industrial heritage

    Master-uppsats, KTH/Arkitektur

    Författare :Darta Adamsone; [2023]
    Nyckelord :Industrial heritage; Hydroelectric station; Repurposing; Reuse; Interventions; Pavilions; Viskafors.;

    Sammanfattning : Historical hydroelectric stations are part of an aging industrial heritage that is still extremely relevant today through its form of generating energy. Many stations built in the 20th c. LÄS MER

  4. 3. Venture Capital ‘Exits’ Profile : An empirical study of venture capital backed exits in the Turkish entrepreneurial ecosystem

    Magister-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Sedat Avsar; [2023]
    Nyckelord :Entrepreneurial ecosystem; Venture capital; Venture capital backed exits; Startup exits; Turkish venture capital ecosystem; Entreprenöriellt ekosystem; riskkapital; riskkapitalstödda exits; startup exits; turkiskt riskkapitalekosystem;

    Sammanfattning : The impact of venture capital (VC) funding for the entrepreneurial ecosystem and its value for economic development is proved by many studies and the industrial data; which is why it is important to have more insight in this area. Also considering the large risk & uncertainty involved in the VC business and its low success rates, it is particularly important to have insight into VC business performance. LÄS MER

  5. 4. Visualisering av BLC:s verksamhet : Skapande av en flödesmodell av organisationens funktioner

    Kandidat-uppsats, KTH/Produktionsutveckling

    Författare :Marcus Bohl; Berivan Sagici; [2023]
    Nyckelord :;

    Sammanfattning : Ett miljöprogram startat av Stockholms stad gav upphov till organisationen Bygglogistikcenter (BLC) år 2013 och arbetar med att främja och bruka hållbara logistiska lösningar inom byggnadsbranschen i stadsdelen Norra Djurgårdsstaden. Detta arbete omfattar visualisering av organisationen BLC genom skapandet av en flödesmodell som beskriver organisationens funktioner. LÄS MER

  7. 5. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

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

    Författare :Isabella Mustén Ross; [2023]
    Nyckelord :Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

    Sammanfattning : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. LÄS MER