Sökning: "stochastic process"

Visar resultat 1 - 5 av 191 uppsatser innehållade orden stochastic process.

  1. 1. Feature Selection for Microarray Data via Stochastic Approximation

    Master-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknik

    Författare :Erik Rosvall; [2024-03-18]
    Nyckelord :feature selection; feature ranking; microarray data; stochastic approximation; Barzilai and Borwein method; Machine Learning; AI;

    Sammanfattning : This thesis explores the challenge of feature selection (FS) in machine learning, which involves reducing the dimensionality of data. The selection of a relevant subset of features from a larger pool has demonstrated its effectiveness in enhancing the performance of various machine learning algorithms. LÄS MER

  3. 2. A temporal Hawkes process model for shooting occurrences in Sweden

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Sara Kopelman; [2024]
    Nyckelord :Point processes; stochastic processes; statistics; conditional intensity; crime; shootings; Mathematics and Statistics;

    Sammanfattning : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. LÄS MER

  4. 3. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Oskar Fransson; [2023]
    Nyckelord :Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Sammanfattning : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. LÄS MER

  5. 4. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems

    Kandidat-uppsats, Uppsala universitet/Tillämpad beräkningsvetenskap

    Författare :Khalil Daloul; [2023]
    Nyckelord :Homogenization; Multilevel Monte Carlo; Multi-Index Monte Carlo; Monte Carlo; Multiscale methods;

    Sammanfattning : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. LÄS MER

  7. 5. Random curves and their scaling limits

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Jonatan Wächter; [2023]
    Nyckelord :Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Sammanfattning : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. LÄS MER