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pro vyhledávání: '"Barnholdt, Jacob"'
Autor:
Barnholdt, Jacob, Carlsson, Filip
This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic me
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273628
Autor:
Barnholdt, Jacob, Grafford, Josefin
This bachelor thesis within the field of mathematical statistics aims to study the possibility of predicting specifically large claims from non-life insurance policies with commercial policyholders. This is done through regression analysis, where we
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228983
Autor:
Barnholdt, Jacob, Grafford, Josefin
This bachelor thesis within the field of mathematical statistics aims to study the possibility of predicting specifically large claims from non-life insurance policies with commercial policyholders. This is done through regression analysis, where we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c4ce062784400b5de45f4381f34d58b5
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228983
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228983