Sökning: "stress-testing"
Visar resultat 1 - 5 av 40 uppsatser innehållade ordet stress-testing.
1. Increasing explainability of neural network based retail credit risk models
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Due to their ’black box’ nature, Artificial Neural Networks (ANN) are not permitted for use in various applications. One such application is mortgage credit risk modeling. LÄS MER
2. Probability of Default Machine Learning Modeling : A Stress Testing Evaluation
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : This thesis aims to assist in the development of machine learning models tailored for stress testing. The main objective is to create models that can predict loan defaults while considering the impact of macroeconomic stress. LÄS MER
3. Calibration and preparation of the data analysis of the DORN experiment on board the Chang'E 6 lunar mission.
Master-uppsats, Luleå tekniska universitet/Institutionen för system- och rymdteknikSammanfattning : As part of the first agreement between the French (CNES) and the Chinese (CNSA) space agencies in terms of space exploration, the DORN instrument will fly on board the Chinese Chang'E 6 mission in 2024. It aims to measure the amount of Radon escaping from the lunar soil to better understand what governs the concentration of this noble gas which contributes to the endogenous origin of the lunar exosphere. LÄS MER
4. Integration Testing of Electronic Control Units for Heavy Vehicles
Kandidat-uppsats, Linnéuniversitetet/Institutionen för datavetenskap och medieteknik (DM)Sammanfattning : In today’s complex landscape of embedded software systems, the robust integration testing need is more critical than ever. This bachelor’s thesis project delves into the integration testing of an articulated hauler dumping system for Volvo Construction Equipment (Volvo CE). LÄS MER
5. Credit Exposure Modelling Using Differential Machine Learning
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. LÄS MER