Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 21 for “"Model risk"”.
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Bail Reform, Large Language Model Risk and Reasoning
… Stag-Hare coordination game with large language models as players. Stag-Hare is the cleaner variant of Stag Hunt: two players each pick the safe option or the cooperative option, and the cooperative payoff dominates only when both pick it. In humans, prompting players to think about …
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Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
Risk management has always been in key component of portfolio management. While more and more complicated models are proposed and implemented as research advances, they all inevitably rely on imperfect assumptions and estimates. This dissertation aims to investigate the gap between complicated …
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Quantifying Model Risk in Option Pricing and Value-at-Risk Models
Financial practitioners use models in order to price, hedge and measure risk. These models are reliant on assumptions and are prone to ”model risk”. Increased innovation in complex financial products has lead to increased risk exposure and has spurred research into understanding model risk and its …
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EPIDEMIOLOGIC ANALYSIS OF RISK FACTORS FOR LOCAL DISAPPEARANCES OF NATIVE RANID FROGS IN ARIZONA
… contributing to amphibian declines in Arizona. Risk factors were compared between sites where frogs disappeared (cases) and persisted (controls) using univariate and multivariable logistic regression analyses. Thirty-six percent (117/324) of all sites became cases during the study period. …
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Benefits of a Tree-Based model for stock selection in a South African context
Quantitative investment practitioners typically model the performance of a stock relative to its benchmark and the stock's fundamental factors in a classical linear framework. However, these models have empirically been found to be unsuitable for capturing higher-order relationships between a …
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It Takes Two: Partner Effects on Unintended Pregnancy in Dyads
… performed multinomial logit structural equation modeling analyses using longitudinal data from the National Couples Survey. I included demographic covariates that have been implicated in prior research as influential for contraceptive use and unintended pregnancy. Results: The male partner's …
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Leveraging Security Data for a Quantitative Evaluation of Security Mitigation Strategies
… In this scenario, current approaches for risk assessment and mitigation rely on industry best practices based on qualitative assessments that do not provide any measure of their effectiveness. In this Thesis, we argue that the rich availability of data about IT infrastructures and …
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Portfolio management using computational intelligence approaches. Forecasting and Optimising the Stock Returns and Stock Volatilities with Fuzzy Logic, Neural Network and Evolutionary Algorithms.
… of computational time. Portfolio optimisation models are also usually impaired by the estimation error problem caused by lack of ability to predict the future accurately. A number of Multi-Objective Genetic Algorithms are proposed to solve the problem with two objectives subject to cardinality …
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Essays in financial economics
… equilibrium and structural estimation of dynamic models. Chapter 1 introduces a global, nonlinear numerical method to solve a large class of continuous-time models in economics and finance. Using modern tools from Machine Learning, I show that the problem of solving the corresponding nonlinear …
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Life cycle cost modelling as an aircraft design decision support tool
… estimate the life cycle cost and the associated models are described.<br/>The acquisition costs are estimated using a hierarchical structure and a discrete simulation model is used to estimate the maintenance and operation costs. The acquisition cost model uses an object oriented approach with …
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Risk as the key criterion for invention? A study of four psychiatric settings.
Risk management has become one of the major issues facing nurses. Its role in healthcare organisations has gained increased recognition as the consequences of risky decisions have become more visible. The project was primarily concerned with exploring issues that confront one particularly group of …
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Design, verification and validation of a dynamic model for an intramuscular autoinjector
… volumes. This research aims to develop a dynamic model to describe the influence of drug viscosity and volume on the injection process and evaluate the sensitivity of medication fluid behaviour to variations in component dimensions of the autoinjector fluid delivery system. Using mathematical …
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Prevalence of antibodies to Bovine Leukemia virus, Neospora caninum and risk factors, and biosecurity practices in beef cow-calf herds in Canada.
… included in a multivariable logistic regression model. Province and herd size were considered potential confounders and kept in the model regardless of significance. Only 4 variables remained significant in the final model. Risk factors associated with prevalence included the use of dry …
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A Revised Model for Informed Consent in Predictive Genetic Testing
This dissertation develops a revised model of informed consent for PGT. The need for this model arises from distinguishing characteristics of PGT, which make it distinctive from other forms of health-related testing. These characteristics are: the difficulty in understanding genetic risks and …
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Produktion unter Risiko
… Arbeit wird ein mikroökonomisches Multiagentenmodell eines Produktionssektors vorgeschlagen. Das Modell folgt einem post-walrasianischem Ungleichgewichtsansatz und beschreibt optimierende Agenten der Produktionsseite. Diese berücksichtigen in probabilistischen Nebenbedingungen Risiken des Cash …
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Effect of executive compensation on firm performance
… is positively related to firm performance and risk-taking. Both stock price and operating performance as well as firm's riskiness increase in the pay-performance sensitivities (PPS) provided by CEO stock options and stock holdings. PPS can explain stock returns better as an additional factor to …
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Development and Validation of a Diagnostic Model - The Hypertension Population Risk Tool (HTNPoRT) - to Predict Hypertension and Describe Risk Profiles: A Population-Based Cross-Sectional Study of Canadians
… Hypertension is preventable, and existing models predicting hypertension lack use for individual and population health planning. Methods: The Hypertension Population Risk Tool (HTNPoRT) was derived from 19,643 adult respondents in the Canadian Health Measures Survey. Sex-specific logistic …
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DEVELOPMENT AND VALIDATION OF B2AND2SV2ASC SCORE FOR PREDICTING RISK OF STROKE ONE YEAR AFTER TRANSCATHETER AORTIC VALVE REPLACEMENT
… of morbidity and mortality. It increases the risk of mortality within one year of TAVR threefold. It is also associated with significant disability and increased health care costs. A validated risk prediction tool for stroke one year after TAVR may be useful in risk stratification to guide …
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Evaluation of Dust Control Technologies for Drywall Finishing Operations: Industry Implementation Trends, Worker Perceptions, Effectiveness and Usability
… worker perceptions, employed the Health Belief Model to assess barriers to technology adoption, risk, susceptibility, and benefits. Results showed that workers have a high perception of the risk associated with drywall dust, but a lower perception of individual susceptibility to disease as a …
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Population health and climate change: public perceptions, attitudes and adaptation to heat waves in Adelaide, Australia
… with heat waves, (3) identify the predictors of risk perception using a heat wave scenario and adaptive behaviours during heat waves; and (4) explore the concept of multi-stakeholder processes during the development of an adaptation strategy for heat waves. Methods: In the first study, interviews …
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