Sökning: "Forward curves"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Forward curves.

  1. 1. Latent Task Embeddings forFew-Shot Function Approximation

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Filip Strand; [2019]
    Nyckelord :;

    Sammanfattning : Approximating a function from a few data points is of great importance in fields where data is scarce, like, for example, in robotics applications. Recently, scalable and expressive parametric models like deep neural networks have demonstrated superior performance on a wide variety of function approximation tasks when plenty of data is available –however, these methods tend to perform considerably worse in low-data regimes which calls for alternative approaches. LÄS MER

  2. 2. Evaluation of Artificial Neural Networks for Predictive Maintenance

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för datavetenskap

    Författare :Anders Buhl; Hugo Hjertén; [2018]
    Nyckelord :Predictive Maintenance; Time Series Classification; Machine Learning; Artificial Neural Networks; FFNN; CNN; LSTM; Technology and Engineering;

    Sammanfattning : This thesis explores Artificial Neural Networks (ANNs) for predictive time series classification for Predictive Maintenance (PdM). Time slicing and time shifting are methods used, to enable the models to find features over time, and to predict into the future, respectively. LÄS MER

  3. 3. An Evaluation of Swedish Municipal Borrowing via Nikkei-linked Loans

    Master-uppsats, Linköpings universitet/Produktionsekonomi; Linköpings universitet/Produktionsekonomi

    Författare :Robert Constantin; Denis Gerzic; [2018]
    Nyckelord :Municipal borrowing; Nikkei-linked loans; Multi-curve framework; Discounting curves; Forward curves; CVA; Monte Carlo simulation; Structured bond; Black and Scholes PDE; Structured swap;

    Sammanfattning : In this master thesis, we compare three different types of funding alternatives from a Swedish municipality's point of view, with the main focus on analysing a Nikkei-linked loan. We do this by analysing the resulting interest rate and the expected exposures, taking collateral into consideration. LÄS MER

  4. 4. Implementing a pipeline to search for transiting exoplanets : application to the K2 survey data

    Master-uppsats, Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Författare :Hrafn N. H. Weishaupt; [2018]
    Nyckelord :Exoplanet detection; Transiting exoplanet; Transit method; Kepler; K2;

    Sammanfattning : The detection of exoplanets has rapidly evolved to one of the most important frontiers of astronomical and astrophysical research. The recent decades have seen the development of various techniques for detecting exoplanets. LÄS MER

  5. 5. Driver Model for Mission-Based Driving Cycles

    Master-uppsats, Linköpings universitet/Fordonssystem

    Författare :Marcus Almén; [2017]
    Nyckelord :microscopic traffic simulation; driver behaviour; curve speed; braking model; drive cycle; driving cycle; driver modelling;

    Sammanfattning : When further demands are placed on emissions and performance of cars, trucks and busses, the vehicle manufacturers are looking to have cheap ways to evaluate their products for specific customers' needs. Using simulation tools to quickly compare use cases instead of manually recording data is a possible way forward. LÄS MER