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.
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Showing 1 to 2 of 2 for “"Multivariate Time-Series Model"”.
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Quantitative Modeling of Credit Derivatives
… shortcomings in the existing approaches for modeling credit derivatives. This dissertation studies various issues related to the modeling of credit derivatives: hedging of portfolio credit derivatives, calibration of dynamic credit models, and modeling of credit default swap portfolios. In …
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Multivariate Time-Series Deep Learning for Short-Term Forecasting of Lost Circulation in Drilling Operations
… operations, often leading to non-productive time, operational delays, and increased risk. Accurate prediction of lost circulation is challenging due to the complex, time-dependent interactions among drilling parameters, formation conditions, and operational states. This thesis investigates …