The field of bankruptcy prediction has experienced a notable increase of interest in recent years. Machine Learning (ML) models have been an essential component of developing more sophisticated models. Previous studies within bankruptcy prediction have not evaluated how well ML techniques adopt for data sets of companies with higher credit risks. This study introduces a binary decision rule for identifying companies with higher credit risks (abnormal companies). Two categories of abnormal companies are explored based on the activity of: (1) abnormal credit risk analysis (”AC”, herein) and (2) abnormal payment remarks (”AP”, herein) among small Swedish limited companies. Companies not fulfilling the abnormality criteria are considered normal (”NL”, herein). The abnormal companies showed a significantly higher risk for future payment defaults than NL companies. Previous studies have mainly used financial features for bankruptcy prediction. This study evaluates the contribution of different feature categories: (1) financial, (2) qualitative, (3) performed credit risk analysis, and (4) payment remarks. Implementing a Light Gradient Boosting Machine (LightGBM), the study shows that bankruptcies are easiest to anticipate among abnormal companies compared to NL and all companies (full data set). LightGBM predicted bankruptcies with an average Area Under the Precision Recall Curve (AUCPR) of 45.92% and 61.97% for the AC and AP data sets, respectively. This performance is 6.13 - 27.65 percentage units higher compared to the AUCPR achieved on the NL and full data set. The SHapley Additive exPlanations (SHAP)-values indicate that financial features are the most critical category. However, qualitative features highly contribute to anticipating bankruptcies on the NL companies and the full data set. The features of performed credit risk analysis and payment remarks are primarily useful for the AC and AP data sets. Finally, the field of bankruptcy prediction is introduced to: (1) evaluate if bankruptcies among companies with other forms of credit risk can be anticipated with even higher predictive performance and (2) test if other qualitative features bring even better predictive performance to bankruptcy prediction. / Konkursklassificering har upplevt en anmärkningsvärd ökning av intresse de senaste åren. I denna utveckling har maskininlärningsmodeller utgjort en nyckelkompentent i utvecklingen mot mer sofistikerade modeller. Tidigare studier har inte utvärderat hur väl maskininlärningsmodeller kan appliceras för att förutspå konkurser bland företag med högre kreditrisk. Denna studie introducerar en teknik för att definiera företag med högre kreditrisk, det vill säga avvikande företag. Två olika kategorier av avvikande företag introduceras baserat på företagets aktivitet av: (1) kreditrisksanalyser på företaget (”AK”, hädanefter), samt (2) betalningsanmärkningar (”AM”, hädanefter) för små svenska aktiebolag. Företag som inte uppfyller kraven för att vara ett avvikande företag klassas som normala (”NL”, hädanefter). Studien utvärderar sedan hur väl konkurser kan förutspås för avvikande företag i relation till NL och alla företag. Tidigare studier har primärt utvärdera finansiella variabler för konkursförutsägelse. Denna studie utvärderar ett bredare spektrum av variabler: (1) finansiella, (2) kvalitativa, (3) kreditrisks analyser, samt (4) betalningsanmärkningar för konkursförutsägelse. Genom att implementera LightGBM finner studien att konkurser förutspås med högst noggrannhet bland AM företag. Modellen presenterar bättre för samtliga avvikande företag i jämförelse med både NL företag och för hela datasetet. LightGBM uppnår ett genomsnittligt AUC-PR om 45.92% och 61.97% för AK och AM dataseten. Dessa resultat är 6.13-27.65 procentenheter högre i jämförelse med det AUC-PR som uppnås för NL och hela datasetet. Genom att analysera modellens variabler med SHAP-värden visar studien att finansiella variabler är mest betydelsefulla för modells prestation. Kvalitativa variabler har däremot en stor betydelse för hur väl konkurser kan förutspås för NL företag samt alla företag. Variabelkategorierna som indikerar företagets historik av genomförda kreditrisksanalyser samt betalningsanmärkningar är primärt betydelsefulla för konkursklassificering av AK samt AM företag. Detta introducerar området av konkursförutsägelse till att: (1) undersöka om konkurser bland företag med andra kreditrisker kan förutspås med högre noggrannhet och (2) test om andra kvalitativa variabler ger bättre prediktive prestandard för konkursförutsägelse.

Магистерская работа состоит из введения, трех глав, заключения, списка литературы из 45 источников. Основное содержание изложено на 106 страницах, работа включает 12 таблиц, 12 рисунков и 2 приложения. Основное содержание работы. В первой главе «Сущность информационных рисков» определены основные понятия, связанные с управлением рисками, информационными технологиями, оценкой рисков. Описана классификация информационных рисков по различным критериям, рассмотрены общепринятые принятые методы анализа и управления рисками. Во второй главе «Роль информационных рисков в деятельности промышленных предприятий» проведен анализ тенденций развития информационных технологий на промышленных предприятиях, проведен анализ использования систем управления рисками на промышленных предприятиях. Так же в этой главе проведен анализ влияний информационных рисков на деятельность промышленных предприятий на примере ООО «ВИЗ-Сталь». В третьей главе определено понятие систему управления информационными рисками (СУИР) и предложено использовать ее в деятельности как основного элемента по минимизации влияния информационных рисков. Ключевым элементом для этой системы стала разработанная классификация информационных рисков. / The master's work consists of an introduction, three chapters, conclusion, a list of literature and 45 sources. The main content is set out on 106 pages, the work includes 12 tables, 12 drawings and 2 applications. The main content of the work. In the first chapter "The essence of information risks", the main concepts associated with risk management, information technology, risk assessment are defined. The classification of information risks by different criteria is described, generally accepted accepted methods of analysis and risk management are considered. In the second chapter, "The Role of Information Risks in the Activity of Industrial Enterprises," an analysis of trends in the development of information technology in industrial enterprises was conducted, an analysis was made of the use of risk management systems in industrial enterprises. Also in this chapter, an analysis of the effects of information risks on the activities of industrial enterprises on the example of OOO VIZ-Stal. In the third chapter, the concept of an information risk management system (ISIR) is defined and it is proposed to use it in the activity as the main element in minimizing the impact of information risks. A key element for this system was the developed classification of information risks.

В исследовании предложено обоснование развитие методического обеспечения оценки экономической эффективности и анализа рисков инвестиционных проектов применительно к особенностям проектов по цифровизации бизнес-процессов промышленного предприятия. Разработан алгоритм оценки экономической эффективности инвестиционных проектов (применена теория нечетких множеств с введением формулы расчета обобщенного показателя желательности проекта). / The study proposes a justification for the development of methodological support for assessing economic efficiency and risk analysis of investment projects in relation to the specifics of projects for the digitalization of business processes of an industrial enterprise. An algorithm for evaluating the economic efficiency of investment projects has been developed (the theory of fuzzy sets has been applied with the introduction of a formula for calculating a generalized indicator of the project's desirability).

This project aims to analyze the risk measures Value-at-Risk and Conditional-Value-at-Risk for three stock portfolios with the purpose of evaluating each method's accuracy in modelling Black Swan events. This is achieved by utilizing a parametric approach in the form of a modified (C)VaR with a Cornish-Fisher expansion, a historic approach with a time series spanning ten years and a Markov Monte Carlo simulation modeled with a Brownian motion. From this, it is revealed that the parametric approach at the 99\%-level generates the most favorable results for a 30-day-(C)VaR estimation for each portfolio, followed by the historic approach and, lastly, the Markov Monte Carlo simulation. As such, it is concluded that the parametric approach may serve as a method of evaluating a portfolio's exposure to Black Swan events. / Denna rapport syftar till att analysera riskmåtten Value-at-Risk och Conditional-Value-at-Risk för tre aktieportföljer med målet att utvärdera respektive metods precision i att modellera Black Swan-händelser. Detta uppnås genom att utnyttja en parametrisk metod som tar formen av en modifierad (C)VaR med en Cornish-Fisher-utveckling, en historisk metod med en tidsserie som sträcker sig tio år, och en Markov Monte Carlo-simulering modellerat med en Brownian Motion. Från detta påvisas det att den parametriska metoden vid en 99\%-ig nivå genererar de mest rättvisande resultaten för en 30-dagars-(C)VaR-estimering för respektive portfölj, följt av den historiska metoden och, till sist, Monte Carlo-simulering. På så sätt dras slutsatsen att den parametriska metoden skulle kunna tjäna som en metod för att utvärdera en aktieportföljs exponering till Black Swan-händelser.

В диссертационном исследовании проанализирован рынок услуг обучающих мероприятий в сфере реализации Комплекса ГТО в г. Екатеринбурге и исследованы потребительские предпочтения целевой аудитории. Разработанный обучающий тренинг может быть использован в ходе работы других муниципальных образований с целью освоения обучающимися на данном тренинге новых инструментов по привлечению широких слоев населения к выполнению нормативов Комплекса ГТО. / The dissertation research analyses the market of training services in the sphere of Ready for Labor and Defense complex implementation in Ekaterinburg and studies consumer preferences of the target audience. The developed training session can be used in the course of work of other municipal structures with the purpose of mastering by the trainees of this training course of new tools on attraction of general population to meet the requirements of the Ready for Labor and Defense complex.

The Swedish electricity market was de-regulated in 1996, followed by new laws and a new regulation applied to the natural monopolies of electrical distribution systems (EDS). These circumstances have motivated distribution systems operators (DSOs) to introduce more comprehensive analysis methods. The laws, the regulation and additional incentives have been investigated within this work and results from this study can be valuable when developing risk methods or other quantitative methods applied to EDS. This tendency is not unique for Sweden, the results from a comparative study of customer outage compensation laws between Sweden and UK is for example included. As a part of investigating these incentives, studies of the Swedish regulation of customer network tariffs have been performed which provide valuable learning when developing regulation models in different countries. The Swedish regulatory model, referred to as the Network Performance Assessment Model (NPAM), was created for one of the first de-regulated electricity markets in the world and has a unique and novel approach. For the first time, an overall presentation of the NPAM has been performed including description of the underlying theory as a part of this work. However, the model has been met by difficulties and the future usage of the model is uncertain. Furthermore, the robustness of the NPAM has been evaluated in two studies with the main conclusion that the NPAM is sensitive toward small variations in input data. Results from these studies are explained theoretically investigating algorithms of the NPAM. A pre-study of a project on developing international test systems is presented and this ongoing project aims to be a useful input when developing risk methods. An application study is included with the approach to systematically describe the overall risk management process at a DSO including an evaluation and ideas of future developments. The main objective is to support DSOs in the development of risk management, and to give academic reference material to utilize industry experience. An idea of a risk management classification has been concluded from this application study. The study provides an input to the final objective of a quantitative risk method. / QC 20101125

Dynamic Rating (DR) is usually associated with unlocking the capacity of power lines and transformers using available information on weather conditions. Our studies show that Dynamic Rating is a broad concept that requires further study and development. The capacity of the majority of power devices is highly dependent on the heat transfer properties of the materials which the devices are made of. To ensure correct power limits of the equipment, one must take into consideration not only the power load, but also ambient conditions, such as: temperature, wind speed, wind direction, solar irradiation, humidity, pressure, radiation into the atmosphere and magnetic losses. Dynamic rating is created as an alternative to standard constant rating that is designed with reference to extreme weather and load conditions. Some areas are more likely than others to experience extreme weather conditions, which have a chance of occurring only a few days per year for short periods of time. Such a distribution of weather parameters gives an opportunity to embed existing material properties of the power equipment and achieve a better utilization of the grid. The following thesis is divided into two simultaneous topics: Dynamic line rating and Dynamic transformer rating. The division is motivated by the importance of analysing the operation of the above-mentioned parts of the power network in greater detail. Power lines and transformers play a significant part in grid planning and have a potential to result in economic benefits when used with DR. The main focus of the doctoral project "Dynamic rating of power lines and transformers for wind energy integration" is on exploring potential ways to connect power generated from wind to the grid with the help of dynamic rating technologies. Therefore, great focus of the work lies on the analysis of DR connection of variable energy sources such as wind farms. The thesis presents the comparison of different line rating methods and proposes a new way of their classification. Evaluation of dynamic line rating application has shown the possibility to expand the power grid with additional capacity from wind power generation. Literature analysis and detailed evaluation of the conductor heat balance models have led to experimental evaluation of the convective cooling effect. The dynamic transformer rating application has shown a possibility to decrease the size of the power transformer without shortcoming in component availability. / <p>QC 20180423</p> / Dynamic Rating for Wind Power

MRO-industrin är en kritisk del för underhåll inom flygindustrin och arbetsprocesserna ser olika ut från företag till företag. För att kunna utföra ett så säkert och kvalitetsmässigt arbete som möjligt så är det viktigt att riskbedöma samt minimera existerande risker i operationen för att säkerställa kvalitet till kund samt säkerhet för arbetare. Uppdragsgivaren ST Engineering Aerospace Solutions (STEAS) är det ledande företaget i Sverige när det gäller MRO arbete och med den ständiga utvecklingen av utrustning upptäcks det allt fler risker som kräver analyser och minimering. Forskning har tidigare gjorts på hur fixtur design kan förbättras ergonomiskt m h a virtuell miljöteknik. Detta för att kunna minimera design och tillverkningskostnader med hänsyn till itereringsprocessen. Detta i kombination med studier gjorda på muskuloskeletala skador med kopplingar till MRO-industrin belyser behovet av riskanalys i MRO industrin. Arbetet hos STEAS går ut på att utföra riskanalyser ur ett tekniskt, ergonomiskt och ekonomiskt perspektiv på deras rörliga fixturer samt kemiska processer som behandlar diverse komponenter av motornacellet. Detta för att STEAS sedan ska kunna kolla på eventuella kostnader och implementera de rekommenderade åtgärderna. Analysmetoderna som används är en PHL (Preliminary Hazard List), FMEA (Failure Modes and Effects Analysis) och en ACHB analys (Accidental Cost &amp; Hypothetical Benefit) / The MRO industry is a critical part of maintenance in the aviation industry where the work processes differ from company to company. In order to be able to perform as safe and high-quality work as possible, it is important to assess risks and minimize existing risks in the operation to ensure quality for customers and safety for workers. The client ST Engineering Aerospace Solutions (STEAS) is the leading company in Sweden interms of MRO work and with the constant development of equipment, more and more risks are discovered that require analysis and minimization. Research has previously been done on how fixture design can be improved ergonomically using virtual environment technology. This is to be able to minimize design and manufacturing costs with regard to the iteration process. This in combination with studies done on musculoskeletal injuries with connections to the MRO industry highlights the need for risk analysis in the MRO industry. The work at STEAS consists of performing risk analysis from a technical, ergonomic and financial perspective on their moving fixtures and chemical processes so that STEAS can then check for possible costs and implement the recommended measures. The analysis methods used are a PHL (Preliminary Hazard List), FMEA (Failure Modes and Effects Analysis) and an ACHB analysis (Accidental Cost &amp; Hypothetical Benefit)

The problem investigated in this research is the ongoing crime threat and the extreme risks which impact negatively on the sustainability of the Rosslyn Industry - the industrial hub of Tshwane in the Gauteng Provence of South Africa. Businesses in Rosslyn are desperate for a solution that will mitigate these crime threats and risks, and ensure the future sustainability of this important industrial community. An intervention model is urgently required to prevent this type of crime, not only as a short term solution but as a sustainable long term intervention. This research study initiated the collaboration required for the successful implementation of a Crime Prevention Intervention Model (CPIM) in the Rosslyn industrial environment. The intended crime prevention model has been designed in such a way that it addresses the entire environment of crime that prevails in the Rosslyn area involving both the offender and the victim. This design is rooted in the ontology of Environmental Criminology and more specific on the applied epistemology of Crime Prevention Through Environmental Design (CPTED). Participants in this project are representatives who are responsible for all security functions in both big businesses and small enterprises. And with their dedicated assistance the research findings disclosed the current crime status of the Rosslyn environment regarding the threat, risk, security vulnerabilities, controls and needs: • Crime and its causal factors, in Rosslyn, are rife and no noteworthy action has been implemented to mitigate these threats. • Collaboration between Rosslyn role players (neighbours, local government and law enforcement) is for all purposes non-existent. • And to complicate matters even more, knowledge of how to effectively mitigate crime is limited and handicapped by the re-active physical security methods currently being used. • The implication of these findings is that the status quo will eventually render business in Rosslyn unsustainable. Thus a CPIM in Rosslyn is inevitable. What was crucial to this research and to the CTPED design is the detailed sourcing of accurate data addressing the experiences and the needs the respondents identified in the current Rosslyn crime situation concerning; status, the threat, risk, security, vulnerabilities and controls. In order to achieve this level of data sourcing and assimilation, the essential features of the research method were based on a mixed approach where quantitative and qualitative methods were implemented in parallel. The diverse fields, sources and respondent mix required for a Rosslyn Industry CPIM also necessitated a MIT (Multi,-Inter,-Trans,-Disciplinary) approach. This MIT requirement is successfully facilitated through the applied criminological CPTED approach. The CPIM is based on the combined outcomes of the following three research fields: • Field-one: Environmental criminology theories are researched through an in-depth literature review to demonstrate the criminological grounding of crime prevention and to guide its application through the development of an applied CPTED SUITE. • Field-two: Supply Chain Security (SCS) are researched through an in-depth literature review to establish its criminological relevance and applications. SCS requirements are identified and built into the Field-Three research process and tested for relevance and for incorporation in the CPTED SUITE. • Field-three: Based on a mixed research process, using a custom designed Criminological Risk Analyses tool incorporating scheduled interviews and questionnaires, the crime and needs profile of the Rosslyn Industry are uncovered and analysed. The results are filtered through the CPTED SUITE to indicate the correct criminological approach for mitigating the identified problems and needs. Even though this study takes an applied crime preventative approach, the criminological-philosophical mould of crime prevention is imperative for the effective application of the CPTED. Security and crime prevention training, planning and application, without this approach will remain underdeveloped and outdated. Finally the underlying intention of this research is for this Crime Prevention Intervention Model (CPIM) to be adapted and implemented and to serve as a guide or a benchmark for security practitioners in any industrial environment that has the same crime threats and crime risk challenges. / Criminology and Security Science / D. Litt. et Phil. (Criminology)

我國向以「美食王國」享譽國際，各種美食不但曾為國人共同驕傲，亦帶來大量觀光人潮與經濟收入。未料，2011年5月「塑化劑事件」揭開我國食安風暴之黑幕，此後毒澱粉事件、黑心油事件等一連串黑心事件爆發，不但使國人對政府食品安全行政管制失去信心，亦讓我國美食商譽嚴重受創。 政府雖於每次食安事件爆發後，隨即召開相應之各種食安會議，提出相關管制改革措施；更透過數次修改食安法，不斷提高對違反法規黑心食品相關業者之罰則。然而食安事件仍不斷爆發，黑心食品不但數量未曾減少，反而製造、加工方法更趨黑心；顯示我國食品安全行政管制完全失靈，傳統法執行制度陷入困境，亟需改革。 我國食安法於2013年6月進行重大修正，此次修正納入以預防原則為前提之風險分析模式，風險分析模式係由歐盟開始發展，主要包括風險評估、風險管理及風險溝通。我國雖擬納入風險分析模式革新食品安全管制，惟食安法似僅將核心置於風險評估之制度設計，有關風險管理措施著墨不多，風險溝通更是付之闕如。因此，修法2年多以來，食品安全仍未能有效管制，食安事件爆發後，更是主管機關手忙腳亂，消費者人心惶惶。 有鑑於傳統法執行制度陷入困境，無法完成食安管制之任務，食安法除納入風險分析模式外，尚設立三級管理機制，亦即採取公私協力與自主規制之手段，主要透過業者自我管理、建立通報系統等措施強化食安管制。藉由與私部門之合作，固可提高食安管制之專業與效率，惟因我國未能體察社會民情與企業文化之差異，徒使自主規制成為政府卸責之藉口，有待進一步檢討。 因此，我國應就食品安全管制應就立法政策、風險分析及供應鏈管制等三方面，徹底檢討並提出解決辦法。 / In Taiwan, “Delicious Food” is well known world wide, and is one of the most proud of issue for Taiwanese. Small eats, and a lot of them, are the big things in Taiwan, and attracted a lot of tourists and brought a favorable income. Unfortunately, the Taiwan food scandal was started by the overuse one of plasticizer as a clouding agent in numerous food and beverage. It followed by “Toxic starch” and “Evil oil event”, which led to lose confidence and ruin administrative regulation of food safety to Taiwan government. Furthermore, there was a huge impact on Taiwan delicious food goodwill in the world. After uncovered each food scandal, Taiwan government tried to organize numerous food safety conferences, and has taken measures to restrain food safety regulation. In addition to food safety law revision, the penalty provision has been enhanced for unscrupulous vendors of food industry. However, food scandal is keeping on going, and the events are increasing in numbers these years. The food manufacturing and refining processes has become more evil. It means that food safety administrative regulation is run out of order, and the traditional law enforcement has faced the difficulty in this changing era. Since June 2013, food safety law revision included the brand new “Risk Analysis” model into “Precautionary Principle” concept. Risk analysis started over by European Union (EU), which is a politico-economic union of 28 member states that are located primarily in Europe. “Risk Analysis” model has three components, including risk evaluation, risk management and risk communication. In Taiwan, we have already taken “Risk Analysis” model on board for the innovation of food safety regulation, but Food Safety Law focused in the accounting system design of risk evaluation. There is only few in the risk management, and no statements in risk communication. Two years after food safety law revision, we still found the administration office has difficulty in facing the new food scandal, and the general populations are still worry about food safety issue. In order to reform the traditional law enforcement in food safety, the Act Governing Food Safety and Sanitation Taiwan included the risk analysis model first. Furthermore, in Taiwan’s food safety regime, the three-tier quality control system refers to self-management by food businesses, testing by independent institutions, and inspections by the government. It means that public-private partnerships (PPP) and self-regulation become a part of new regulation system. Through the cooperation between Taiwan Food and Drug Administration (TFDA) and private industrial association, the professionalism and efficiency of food safety regulation will be enhanced, but this kind of cooperation might be become the reasons of shirking the responsibility of government. Further investigation is mandatory.