Sökning: "statistisk modellering"

Visar resultat 1 - 5 av 63 uppsatser innehållade orden statistisk modellering.

  1. 1. Predicting the Impact of Supply Chain Disruptions Using Statistical Analysis and Machine Learning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Hannes Andersson; John Sjöberg; [2023]
    Nyckelord :Supply chain disruption; SMOTE; feature engineering; machine learning; random forest; statistics; applied mathematics; Störning i försörjningskedja; maskininlärning; matematik; statistik;

    Sammanfattning : The dairy business is vulnerable to supply chain disruptions since large safety stocks to cover up losses are not always a viable option, therefore it is crucial to maintain a smooth supply chain to ensure stable delivery accuracies. Disruptions are unpredictable and hard to avoid in the supply chain, especially in cases where production errors cause lost production volume. LÄS MER

  3. 2. From Data to Decision: : Using Logistic Regression to Determine Creditworthiness

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Joel Norling; Sami Abdu; [2023]
    Nyckelord :Bachelor Thesis; Scorecard modeling; Mathematical Statistics; Logistic Regression; Consumer Credits; Binning; Kandidatuppsats; Scorecard-modellering; Matematisk statistik; Logistisk regression; Konsumentkrediter; Binning;

    Sammanfattning : The development of scorecards for customer credit rating is a well-established field in the financial sector. The aim of this project, conducted in collaboration with a Swedish credit institute, was to develop a statistical model for predicting customer performance. LÄS MER

  4. 3. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Hannes Backe; David Rydberg; [2023]
    Nyckelord :Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Sammanfattning : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. LÄS MER

  5. 4. Applying the Shadow Rating Approach: A Practical Review

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Viktor Barry; Carl Stenfelt; [2023]
    Nyckelord :Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

    Sammanfattning : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. LÄS MER

  7. 5. Statistical Analysis and Modelling of Engine Oil Degradation

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Nils Bastiampillai; [2023]
    Nyckelord :;

    Sammanfattning : An engine oil has several important properties it must fulfil in order to provide efficient engine operation. In addition to damping friction by lubrication, an engine oil must be able to cool, protect against corrosion, dampen vibrations and clean surfaces from contamination, wear and residual products. LÄS MER