KTH Matematik

Seminarier - Seminars 17 april Michel Postigo Smura Cluster analysis on sparse customer data on purchase of insurance products 12 april Lova Wåhlin Towards machine learning enabled automatic design of IT-network architectures 18 mars Kevin Leder (Minnesota) Estimating Rare Event Probabilities in Reflecting Brownian Motion 11 mars Tom Picard Inference and filtration of a hidden factor in credit risk 4 mars Nazim Huseynov Maximum Predictability Portfolio optimization 25 februari Christian Andersson Naesseth (Linköping) Variational and Monte Carlo methods - Bridging the Gap 11 februari Matti Vihola (Jyväskylä) On the scalability of conditional particle filters 4 februari Marcus Christiansen Thiele's equation under information restrictions 21 januari Mikael Grossman Proposal networks in object detection 18 januari Josef Teichmann Machine learning in finance 22 oktober Phyllis Wan Modeling social networks through linear preferential attachment 15 oktober Jonas Peters Causality and data 4 oktober Oscar Jagermark Predicting Short-Term Extreme Movements in FX-markets Using Neural Networks 14 september Luc-Lao Avril ESG Integration in AP1 Systematic Equity Strategies 14 september Sofia Karlsson Purchase behaviour analysis in the retail industry using Generalized Linear Models 30 augusti Mai Nguyen Machine learning algorithms for regression modeling in private insurance 30 augusti Harald Agering True risk of illiquid investments 15 juni Elisabeth Hakim and Aidin Ahsant Quantitative portfolio construction using stochastic programming 15 juni Mehdi Belkotain X-value adjustments for interest rate derivatives 8 juni Sofie Eklund and Randa Estaifo Modeling implied correlation matrices using option prices 8 juni Gustaf Tegnér Recurrent neural networks for financial asset forecasting 8 juni Younes Djehiche A Neural Networks Approach to Portfolio Choice 8 juni Markus Berg Modeling the Term Structure of Interest Rates with Restricted Boltzmann Machines 8 juni Hanna Gruselius Generative Models and Feature Extraction on Patient Images and Structure Data in Radiation Therapy 8 juni Erik Alpsten Modeling news data flows using multivariate Hawkes processes 8 juni Adam Lindhe Reflected Stochastic Differential Equations on a Time-Dependent Non-Smooth Domain 8 juni Lovisa Emfevid and Hampus Nyquist Financial risk profiling using logistic regression 8 juni Marcus Ahlgren Claims reserving using gradient boosting and generalized linear models 8 juni Greta Graziani Hedging error in CVA: impact of inconsistency between simulation and pricing models 8 juni Pontus Resare Examining handovers in a telecommunications network using Markov chains and dissimilarity matrices 8 juni Gustav Kratz Risk modelling in payment guarantees 8 juni Max \D6wall Regression Modeling from the Statistical Learning Perspective, with an Application to Advertisement Data 1 juni Gustav Rehnman and Nils Tesch Application of mean absolute deviation optimization in portfolio management 1 juni Emil Isaksson and Mikael Karpe Conde Solar Power Forecasting with Machine Learning Techniques 1 juni Robin Borgman and Axel Helltröm Micro-level loss reserving in economic disability insurance 1 juni Viking Bj\F6rk Fristr\F6m Mapping of open-answers using machine learning 1 juni Lovisa Grönros and Ida Janer Predicting customer churn rate in the iGaming industry using supervised machine learning 1 juni Henrik Sjökvist Text feature mining using pre-trained word embeddings 1 juni Henrik Ribom Consolidating multi-factor models of systematic risk with regulatory capital 25 maj Richard Kristiansson and Axel Broström Exotic derivatives and deep learning 25 maj Harald Kihlström On model risk and interconnectedness in banks 25 maj Mattias Herlitz Analyzing the Tobii Real-world-mapping tool and improving its workflow using Random Forests 25 maj Carl \C5kerlind and Filip Kwetczer Hedging foreign exchange exposure in private equity using financial derivatives 25 maj Gustav Kihlström A self-normalizing neural network approach to bond liquidity classification 26 mars Mattias Nilsson och Erik Sandberg Application and evaluation of artificial neural networks in solvency capital requirement estimations for insurance products 12 februari Joffrey Dumont-Le Brazidec An object-oriented data analysis approach for text population 25 januari Jimmy Jansson and Bj�rn Widing Valuation practices of IFSR17 18 januari Joel Berhane Zero-inflated hidden Markov models and optimal trading strategies in high-frequency foreign exchange trading 15 januari Alexandre Chotard Verifiable conditions for irreducibility and aperiodicity of a Markov chain through the deterministic control model 20 december Patrick Truong An exploration of topological properties of high-frequency one-dimensional financial time series data using TDA 20 december Markus Meder A continuum approximation of the Fermi-Pasta-Ulam-Tsingou model with Langevin dynamics 13 december Felix Molin Cluster analysis of European banking data 27 november Annika Lang Random field simulation: bridging stochastic processes and their applications 30 oktober Jose Morlanes An extension of the fractional Ornstein-Uhlenbeck process 20 oktober Kristoffer Brodin Statistical Machine Learning from Classification Perspective: Prediction of Household Ties for Economical Decision Making 16 oktober Peter Tankov Pricing and hedging in log-normal stochastic volatility models 13 oktober Johan Gip Orreborn Asset-liability management within life insurance 13 oktober Filip Ahlin Internal model for spread risk under Solvency II 13 oktober Isak Starlander Counterparty credit risk on the blockchain 13 oktober Oscar Hagsjö och Oscar Hermansson Large claims in non-life insurance 2 oktober Holger Drees Analysis of the Extremal Dependence Structure of Time Series with Applications to Financial Modeling 8 september Dennis Sundstr�m Automatized GARCH parameter estimation 8 september Simon Carmelid Calibrating the Hull-White model using Adjoint Algorithmic Differentiation 6 september William Brink och Christopher Furu Investigating usefulness of portfolio optimization with respect to prospect utility in financial advisory 1 september Anna Lundemo Detecting change points in remote sensing time series 1 september Xavier Depraetere Application of new particle-based solutions to the Simultaneous Localization and Mapping (SLAM) problem 1 september Johannes Jeppsson Modeling natural human hand motion for grasp animation 4 juli Johan Viktorsson The GARCH-copula model for gaugeing time conditional dependence in the risk management of electricity derivatives 28 juni Oskar Stattin Large-scale inference under sparse and weak alternatives: non-asymptotic phase diagram for CsCsHM statistics 27 juni Trotte Boman och Samuel Jangenstål Beating the MSCI USA Index by Using Other Weighting Techniques 27 juni Pontus Waltré Premium influencing factors in life assurance 16 juni Simon Wallin Small cohort population forecasting via Bayesian learning 16 juni Hanna Hultin Evaluation of massively scalable Gaussian processes 16 juni Goran Dizdarevic Data fusion for consumer behaviour 16 juni Daniel Berlin Multi-class supervised classification techniques for high-dimensional data: applications to vehicle maintenance at Scania 16 juni Najib Jamjam SABR model extensions for negative rates 9 juni Martina Bartold Modelling of private infrastructure debt in a risk factor model 9 juni Erik Pärlstrand Comparing fast- and slow-acting features for short-term price predictions 9 juni Måns Tillman Online market microstructure prediction using hidden Markov models 9 juni Philip Widegren Deep learning-based forecasting of financial assets 9 juni Lovisa Styrud Risk premium prediction of car damage insurance using artificial neural networks and generalized linear models 5 juni André Berglund and Carl Svensson On the risk relation between economic value of equity and net interest income 5 juni Ludvig Pucek and Viktor Soneb�ck Hierarchical clustering of market risk models 29 maj Anja Janssen The time change formula for extremes of stationary time series 29 maj Andreas K�rdel Modeling deposit rates of non-maturity deposits 26 maj Merouane Brahimi The impact of macro-economic indicators on credit spreads 24 maj Ecaterina Mhitareans Marketing mix modelling from the multiple regression perspective 24 maj Otto Ryden Statistical learning procedures for analysis of residential property price indexes 22 maj Juhan Aru How to describe the 2D Gaussian free field 18 maj Yang Zhou Modelling Swedish inflation using market data 15 maj Antti Knowles Extreme eigenvalues of sparse random graphs 5 maj Emil Tingstr�m Optimal investment with corporate tax payments 24 april Katja Dalne The performance of market risk models for Value-at-Risk and Expected Shortfall: Backtesting in the light of FRTB 10 april Johan Tykesson TBA 7 april Ludvig H�llman The Rolling Window Method: Precisions of Financial Forecasting 7 april Tarek Barbouche Extreme value theory applied to securitizations rating methodology 3 april Tatyana Turova Phase Transitions in the One-dimensional Coulomb Gas Ensembles 27 mars Carl Ljung Copula Selection and Parameter Estimation in Market Risk Models 6 mars Anders Szepessy Quantum particle dynamics approximated by stochastic molecular dynamics 23 februari Lawrence Murray Anytime Monte Carlo 6 februari Petter Br�nden Strong Rayleigh measures 23 januari Claes Stranneg�rd Ecosystems of artificial animals Seminarier under 2016 Seminarier under 2015 Seminarier under 2014 Seminarier under 2013 Seminarier under 2012 Seminarier under 2011 Seminarier under 2010 Seminarier under 2009 Seminarier under 2008 Seminarier under 2007 Seminarier under 2006 Seminarier under 2005 Seminarier under 2004 Seminarier under 2003 Seminarier under 2002 Seminarier under 2001 Seminarier under 2000 Seminarier under 1999 Seminarier under 1998 Seminarier under 1997 Seminarier under 1996 Till Matematisk Statistik To Mathematical Statistics

Sidansvarig: Henrik Hult Uppdaterad: 23/12-2013