Master theses
The 50 most recent M.Sc. theses supervised by members of the division
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
H. Essinger and A. Kivelä,
"Object Based Image Retrieval Using Feature Maps of a YOLOv5 Network,"
, 2022.
[9]
[10]
F. Fenoaltea,
"Reliability Based Classification of Transitions in Complex Semi-Markov Models,"
, 2022.
[11]
M. Kazi and N. Stanojlovic,
"Deep Learning Approach for Time- to-Event Modeling of Credit Risk,"
, 2022.
[12]
[13]
L. Börthas and J. Krange Sjölander,
"Machine Learning Based Prediction and Classification for Uplift Modeling,"
, 2020.
[14]
A. Prastorfer,
"Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures,"
, 2020.
[15]
[16]
T. Charitidis,
"Sequence Prediction for Identifying User Equipment Patterns in Mobile Networks,"
, 2020.
[17]
[18]
S. Kornfeld,
"Predicting Default Probability in Credit Risk using Machine Learning Algorithms,"
, 2020.
[19]
A. Andersson and S. Mirkhani,
"Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and Markowitz,"
, 2020.
[20]
[21]
[22]
[23]
S. Ahlqvist and M. Arriaza-Hult,
"How to measure the degree of PIT-ness in a credit rating system for a low default portfolio?,"
, 2020.
[24]
[25]
[26]
[27]
J. Lindberg and I. Wolfert Källman,
"Vehicle Collision Risk Prediction Using a Dynamic Bayesian Network,"
, 2020.
[28]
D. Evholt and O. Larsson,
"Generative Adversarial Networks and Natural Language Processing for Macroeconomic Forecasting,"
, 2020.
[29]
C. Herron and A. Zachrisson,
"Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces,"
, 2020.
[30]
A. Qader and W. Shiver,
"Developing an Advanced Internal Ratings-Based Model by Applying Machine Learning,"
, 2020.
[31]
[32]
P. Hanna and E. Swartling,
"Anomaly Detection in Time Series Data using Unsupervised Machine Learning Methods: A Clustering-Based Approach,"
, 2020.
[33]
[34]
A. Karlsson and T. Sjöberg,
"Synthesis of Tabular Financial Data using Generative Adversarial Networks,"
, 2020.
[35]
[36]
[37]
[38]
[39]
[40]
[41]
[42]
[43]
[44]
[45]
[46]
E. Hendey Bröte,
"Duration-Weighted Carbon Footprint Metrics and Carbon Risk Factor for Credit Portfolios,"
, 2020.
[47]
[48]
R. Spånberg and B. Wallander,
"Swedish Interest Rate Curve Dynamics Using Artificial Neural Networks,"
, 2020.
[49]
[50]
E. Backman and D. Petersson,
"Evaluation of methods for quantifying returns within the premium pension,"
, 2020.