Sökning: "Computational statistics"

Visar resultat 1 - 5 av 85 uppsatser innehållade orden Computational statistics.

  1. 1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Marcus Stolz; Jonathan Christopher; [2024]
    Nyckelord :Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

    Sammanfattning : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). LÄS MER

  3. 2. Leveraging Large Language Models for Firm-Intelligence: A RAG Framework Approach

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Niclas Wölner-Hanssen; [2024]
    Nyckelord :Artificial Intelligence; Large Language Models; Retrieval Augmented Generation; Retrieval Augmented Generation Assessment; Contrastive Learning; Mathematics and Statistics;

    Sammanfattning : In the wake of OpenAI's release of ChatGPT in November 2022, powered by the 175 billion parameter neural network GPT-3, the potential applications of Large Language Models (LLMs) in various sectors have become evident. One such application lies in hedge funds and trading desks where knowledge sharing is paramount. LÄS MER

  4. 3. Fitting a photospheric prompt emission model to GRB data: The Kompaneets RMS approximation (KRA)

    Master-uppsats, KTH/Fysik

    Författare :Oscar Wistemar; [2023]
    Nyckelord :Gamma-Ray Bursts; Astrophysics; Engineering Physics; Gamma-Blixtar; Astrofysik; Teknisk Fysik;

    Sammanfattning : Gamma-ray bursts (GRBs) are some of the most energetic events in the universe. Shocks occurring below the photosphere are likely radiation mediated shocks (RMSs) and are suspected to shape the spectra. Due to computational costs of simulating RMSs, models had not been fitted to data and a faster model was needed. LÄS MER

  5. 4. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

    Master-uppsats, Uppsala universitet/Matematiska institutionen

    Författare :Irina Zarankina; [2023]
    Nyckelord :ARMA; ARIMA; LSTM; time series; statistics;

    Sammanfattning : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. LÄS MER

  7. 5. Anomaly Detection for Network Traffic in a Resource Constrained Environment

    Master-uppsats, Mälardalens universitet/Akademin för innovation, design och teknik

    Författare :Pontus Lidholm; Gaia Ingletto; [2023]
    Nyckelord :Network Traffic; Anomaly Detection; Embedded Systems; Machine Learning; Random Forest;

    Sammanfattning : Networks connected to the internet are under a constant threat of attacks. To protect against such threats, new techniques utilising already connected hardware have in this thesis been proven to be a viable solution. LÄS MER