Blar i Institutt for internasjonal forretningsdrift på forfatter "de Lange, Petter Eilif"

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    • Deep Learning Approaches in Credit Scoring 

      Hjelkrem, Lars Ole (Doctoral theses at NTNU;2023:256, Doctoral thesis, 2023)
      SUMMARY Credit scoring is a crucial aspect of the lending process, as it helps lenders to assess the creditworthiness of potential borrowers. The main focus of this thesis is applying deep learning methods on transaction ...

    • Essays on Banking Regulation, Mortgage Lending, and Risk 

      Reite, Endre Jo (Doctoral theses at NTNU;2023:4, Doctoral thesis, 2023)
      Norsk sammendrag Norge har opplevd tiår med økende boligpriser, og lave boliglånstap hos bankene. Myndighetene har søkt å dempe boligpris- og gjeldsvekst gjennom utlånsreguleringer, etablert åpenhetskrav rundt renter for ...

    • Estimating Value-at-Risk in the EURUSD Currency Cross from Implied Volatilities Using Machine Learning Methods and Quantile Regression 

      Blom, Herman Mørkved; de Lange, Petter Eilif; Risstad, Morten (Peer reviewed; Journal article, 2023)
      In this study, we propose a semiparametric, parsimonious value-at-risk forecasting model, based on quantile regression and machine learning methods, combined with readily available market prices of option contracts from ...

    • Explaining Deep Learning Models for Credit Scoring with SHAP: A Case Study Using Open Banking Data 

      Hjelkrem, Lars Ole; de Lange, Petter Eilif (Peer reviewed; Journal article, 2023)
      Predicting creditworthiness is an important task in the banking industry, as it allows banks to make informed lending decisions and manage risk. In this paper, we investigate the performance of two different deep learning ...

    • Term Premia in Norwegian Interest Rate Swaps 

      de Lange, Petter Eilif; Risstad, Morten; Semmen, Kristian; Westgaard, Sjur (Journal article; Peer reviewed, 2023)
      Fundamentally, the term premium in long-term nominal yields is compensation to investors for bearing interest rate risk. There is substantial evidence of sizable and time-varying term premia. As opposed to yields, term ...

    • The Path To Success Growth Strategy of ODIM ASA 

      Romestrand, Elise; Almli, Emilie Slotterøy (Master thesis, 2018)
      A clear and well-defined business strategy is a precondition for any company to be commercially successful. In this thesis, we analyze the strategic decisions made by the industrial company ODIM ASA, which undoubtedly ...