Sökning: "multi factor models"

Visar resultat 1 - 5 av 62 uppsatser innehållade orden multi factor models.

1. 1. User authentication through behavioral biometrics using multi-class classification algorithms : A comprehensive study of machine learning algorithms for keystroke and mouse dynamics

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

   Författare :Emil Lantz; [2023]
   Nyckelord :Behavioral biometrics; keystroke dynamics; mouse dynamics; machine learning; neural networks; decision trees.; Beteendemässig biometri; maskininlärning; neurala nätverk; beslutsträd.;

   Sammanfattning : User authentication is vital in a secure system. Authentication is achieved through something a genuine user knows, has, or is. The latter is called biometrics, commonly attributed with fingerprint and face modalities. It is also possible to identify a user based on their behavior, called behavioral biometrics. LÄS MER

3. 2. Developing a Cost Model For Combined Offshore Farms : The Advantages of Co-Located Wind and Wave Energy

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

   Författare :Eva Blech; [2023]
   Nyckelord :Wave Energy; Floating Offshore Wind; Co-located Wind-Wave Farm; Levelized Cost of Energy; Multi-Source Offshore Farm; Vågenergi; flytande havsbaserad vindkraft; samlokaliserad vind- och vågpark; nivellerad energikostnad; havsbaserad park med flera källor;

   Sammanfattning : Previous research has displayed that multi-source farms provide an opportunity to reduce the cost of energy and improve the energy output quality. This thesis assesses the cost competitiveness of co-located wind-wave farms, specifically floating offshore wind (FLOW) turbines and CorPower’s wave energy converters (WEC). LÄS MER

4. 3. Modeling competitive adsorption of binary mixtures of volatile organic compounds

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

   Författare :Michelle Janus; [2023]
   Nyckelord :;

   Sammanfattning : Adsorption is a common technique for the removal of volatile organic compounds (VOCs) from industrial waste streams. The multi-component adsorption on zeolites, particularly the interactions between VOCs and water vapor is sparsely understood and is yet to be described by empiric and full-physical models. LÄS MER

5. 4. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

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

   Författare :Michael Zanetti; Philip Güzel; [2023]
   Nyckelord :Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Sammanfattning : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. LÄS MER

7. 5. Modelling Risk in Real-Life Multi-Asset Portfolios

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Karin Hahn; Axel Backlund; [2023]
   Nyckelord :Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

   Sammanfattning : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. LÄS MER