Itet master thesis on risk

Bubble analysis of the Swiss real estate market using a hedonic index We have access to a unique database of both asking and transaction prices of real estate in Switzerland. The master thesis will be co-supervised by Prof.

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The model assumes two types of agents: Comparative itet master thesis on risk between the Panic of and the Financial Crisis of The financial crisis ofwhich is widely believed to have been triggered by a decline in the US housing market, caught many speculators, investors and financial professionals off guard.

The system is simulated and tested using a multi-year wind and hydropower dataset that has been compiled from publicly available resources and estimated using bespoke software tools.

In exceptional cases and upon agreement by the Director of Studies, the internship may be held at a research institution inside or outside ETH.

Precursors and decay of happiness The goal is to test the endo-exo theory that we have developed elsewhere for commercial successes and to understand the power law distribution of waiting times between cause and actions to the dynamics of happiness! European commision Science for Environmental Policy news alert.

Long-term wind speed variations for three Midwestern US cities. Our current study [1,2] showed that the system converged toward a stable level of "disadvantageous inequity aversion" and the goal now is toexplore whether this stability is threatened by in-group bias. These programs are used to evaluate the potential benefits of real-time optimization with and without wind firming and hydro-wind coordination with day-ahead replanning and to estimate the battery-like properties of the Mid-Columbia system when it is used to balance wind variability.

The approach will be as much as possible data driven, with a keen eye for underlying processes and dynamical systems.

Ernst Habiger

Bayesian Monte Carlo and maximum likelihood approach for uncertainty estimation and risk management: These estimators will then be utilised to invent novel trading strategies of investment on various financial assets. A standard economic approach would be that people maximise their utility pleasure and the industry responds rationally by providing such addictive health-adverse products.

Economics of Global Earthquake Monitoring This project has the goal to study the economic costs and operational management components of a global earthquake forecasting GEF system, which could be developed based on a wide variety of pre-earthquake pre-EQ signals, which the earth starts to produce about weeks before major seismic events.

It is well-known that the standard Markowitz portfolio optimisation leads to over-concentration on a few assets, in contradiction with the need for diversification, especially in the presence of return uncertainties.

Some do it with unknown methods ad-hoc to detect errors in the results delivered by the communes. Internship in Industry An internship in industry can be added to the curriculum in agreement with the tutor.

Journal of Theoretical Biology. Application to lake oxygen recovery model. The goal of this master thesis is to further investigate the existence of acceleration patterns in international stock markets, following the approach conducted by Ardila et al.

But the bitcoin phenomena are likely to be much richer in their diffusion properties, occurring at the scale of the whole Earth, and organised through social groups. Round-trip conversion efficiency exceeds 80 percent, and energy storage capacity is several tens of gigawatt-hours.

If you are interested, please contact Diego Ardila, References: Sornette on financial bubbles and crashes, which can also be read on this site Bubbles and crashes: The full integration of a data assimilation method to the LPPLS methodology is expected to advance significantly the existing diagnostics of bubbles and crashes and serve as the new engine powering a future generation of the Financial Crisis Observatory at ETH Zurich http: Examples of these procyclical mechanisms include the market impact of option hedging, market makers bid-ask spread in response to past volatility, learning of business networks, algorithmic trading, asymmetric information on hedging strategies, stop-loss orders, deregulation, central banks easy monetary policies, imitation, herding, among others.

Fehr on human cooperation and altruistic punishment could be quantitatively accounted for in agent-based models, with agents endowed with disadvantageous inequity aversion. Quantifying human toxicity impacts of common indoor products.

The work will also include the study of the statistical distribution of the rallies and drawdowns and the development of asset allocation methods adapted to account for these phenomena.

The global impact of wood consumption on biodiversity. Political corruption occurs when an office-holder or other governmental employee acts in an official capacity for personal gain.

Roland Meier

Freund from Nasa Ames in California. As it was first applied inthe ELECTRE method was to choose the best action s from a given set of actions, but it was soon applied to three main problems: Coordinated with inter-disciplinary team on the USEPA sponsored project and analyzed the ramifications of changing climate on future air quality planning in the United States.

As an alternative to either more courses electives or an internship in industry, doing a second semester project is possible in agreement with the tutor.

A parliamentary initiative introduced on 11 June demands A systematic validation of e-voting results, B at least two different e-voting systems deployed to ensure results from independent channels are available for comparison and detection of manipulation [1].

The high-tech company, co-founded by IfA member Nikos Kariotoglou, develops automation robots and software for professional event video productions. Life cycle assessment of adhesives used in wood constructions.

The goal of this master thesis is to master how to develop trading strategies and risk control methods using these indicators. These Trust companies had low cash reserves relative to deposits and were extremely sensitive to bank runs. Planetary health alliance annual meeting The European Physical Journal B 8, GEF will combine data fron satellites with data from ground stations and other information available on the ground.New Study Programme at D-ITET: Master of Science in Quantum Engineering.

The Department of Electrical Engineering and Information Technology at ETH Zurich launches its new study programme “Master of Science in Quantum Engineering” in fall It aims to facilitate the deployment of an environmentally friendly, reliable, low risk, economically viable and socially compatible sustainable energy system.

Linking over fifty professors from eleven ETH Zurich departments, the ESC enhances cooperation between ETH Zurich, industry, government and society on energy related issues. was awarded for the PhD thesis to Dr.

Philippe Deprez "Random graph modeling and network analysis" and Dr.

Matthias Kirchner "Perspectives on Hawkes Processes". Development of a work flow for risk assessment in dam break analysis Thesis in Advanced Studies in Sustainable Water Resources, ETH Zurich (in English), Supervisor(s): Siviglia A., Dr.

/ Peter S. J. / Burlando P., Prof. Dr. university of ljubljana faculty of economics master’s degree thesis enterprise risk management analysis with suggestions for improvements for the selected. was awarded for the PhD thesis to Dr.

10 Unexpected Risk Management Dissertation Ideas

Philippe Deprez "Random graph modeling and network analysis" and Dr. Matthias Kirchner "Perspectives on Hawkes Processes". RiskLab is an interdisciplinary center devoted to research and education in quantitative aspects of risk, financial modeling and insurance mathematics.

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Itet master thesis on risk
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