Sökning: "Non-linear instruments"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden Non-linear instruments.

1. 1. Measuring the Utility of Synthetic Data : An Empirical Evaluation of Population Fidelity Measures as Indicators of Synthetic Data Utility in Classification Tasks

   Master-uppsats, Karlstads universitet/Institutionen för matematik och datavetenskap (from 2013)

   Författare :Alexander Florean; [2024]
   Nyckelord :Synthetic Data; Machine Learning; Population Fidelity Measures; Utility Metrics; Synthetic Data Quality Evaluation; Classification Algorithms; Utility Estimation; Data Privacy; Artificial Intelligence; Experiment Framework; Model Performance Assessment; Syntetisk Data; Maskininlärning; Population Fidelity Mätvärden; Användbarhetsmätvärden; Kvalitetsutvärdering av Syntetisk Data; Klassificeringsalgoritmer; Användbarhetsutvärdering; Dataintegritet; Artificiell Intelligens; AI; Experiment Ramverk; Utvärdering av Modellprestanda;

   Sammanfattning : In the era of data-driven decision-making and innovation, synthetic data serves as a promising tool that bridges the need for vast datasets in machine learning (ML) and the imperative necessity of data privacy. By simulating real-world data while preserving privacy, synthetic data generators have become more prevalent instruments in AI and ML development. LÄS MER

3. 2. Artificial Intelligence for Option Pricing

   Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

   Författare :Emil Hietanen; [2022-06-19]
   Nyckelord :Options; calls; puts; pricing; artificial neural networks; models; volatility; comparison;

   Sammanfattning : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. LÄS MER

4. 3. EXPERIMENTAL CHARACTERIZATION AND COMPUTATIONAL DYNAMIC MODELLING OF A VIOLIN Analysing the effects of creep and string tension

   Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Byggnadsmekanik; Lunds universitet/Institutionen för byggvetenskaper

   Författare :Joel Värelä; Erik Tunlid; [2020]
   Nyckelord :Violin; experimental modal analysis; modal analysis; EMA; finite element method; FEM; FE; wood; Technology and Engineering;

   Sammanfattning : During the 17th and early 18th century Antonio Stradivari built around 900 violins, that still today are considered some of the best instruments ever created. The theories of how it was possible for a luthier active 300 years ago to create instruments of this quality are many, including unique wood properties and secret building techniques. LÄS MER

5. 4. Optimal Mixed Taxation and Multiple Externalities

   Master-uppsats, Umeå universitet/Nationalekonomi

   Författare :Ao Fei; [2018]
   Nyckelord :;

   Sammanfattning : This paper explores the optimal policy rules for mixed taxation in a static economy with multiple externalities, where there is asymmetric information between the government and individuals. Our main contribution is to characterize the optimal commodity and marginal income tax structure under different assumptions about externalities and the available tax instruments. LÄS MER

7. 5. Monte Carlo Simulations of Portfolios Allocated with Structured Products : A method to see the effect on risk and return for long time horizons

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

   Författare :Malin Fredriksson; [2018]
   Nyckelord :Monte Carlo; Finance; Value-at-Risk; Expected Shortfall; Portfolio; Non-linear instruments; Structured Products;

   Sammanfattning : Structured products are complex non-linear financial instruments that make it difficult to calculate their future risk and return. Two categories of structured products are Capital Protected and Participation notes, which are built by bonds and options. LÄS MER