Sökning: "stokastisk"

Visar resultat 1 - 5 av 165 uppsatser innehållade ordet stokastisk.

  1. 1. Geometry of high dimensional Gaussian data

    Kandidat-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Författare :Olof Samuel Mossberg; [2024]
    Nyckelord :HDLSS; high dimensional data; stochastic boundedness; asymptotic orthogonality; geometry; multivariate normal distribution; HDLSS; högdimensionell data; stokastisk begränsning; asymptotisk ortogonalitet; geometri; multivariat normalfördelning;

    Sammanfattning : Collected data may simultaneously be of low sample size and high dimension. Such data exhibit some geometric regularities consisting of a single observation being a rotation on a sphere, and a pair of observations being orthogonal. This thesis investigates these geometric properties in some detail. LÄS MER

  3. 2. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Benjamin Neander; Victor Mattson; [2023]
    Nyckelord :Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Sammanfattning : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. LÄS MER

  4. 3. A Markovian Approach to Financial Market Forecasting

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Kevin Sun Wang; William Borin; [2023]
    Nyckelord :Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Sammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER

  5. 4. The effect of disorder on the axial anomaly in a lattice model in 1 + 1 dimensions

    Master-uppsats, KTH/Fysik

    Författare :Agnes Wattrang; [2023]
    Nyckelord :Axial anomaly; tight-binding model; semiclassical physics; correlated disorder.; Axial kiral anomali; tätbindningsmodell; semiklassisk fysik; korrelerad oordning;

    Sammanfattning : This work investigates the effect of a disorder potential, that represents impurities/dislocations in the lattice, on the time-dependent signature of the axial anomaly in a one-band tight-binding model in one spatial dimension. The tight-binding model is solved numerically and the simulation results are compared with a semiclassical expression for the time-dependent axial density, n5(t), due to Nielsen and Ninomiya [1]. LÄS MER

  7. 5. Implementing a Network Optimized Federated Learning Method From the Ground up

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Gustav Källander; Henning Norén; [2023]
    Nyckelord :;

    Sammanfattning : This bachelor thesis presents the implementation ofa simple fully connected neural network (FCNN) and federatedneural network with stochastic quantization from scratch andcompares their performance. Federated learning enables multipleparties to contribute to a machine learning model withoutsharing their sensitive data. LÄS MER