Sökning: "Gaussian Process Implicit Surface"

Hittade 2 uppsatser innehållade orden Gaussian Process Implicit Surface.

1. 1. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

   Master-uppsats, KTH/Matematisk statistik

   Författare :Christopher Herron; André Zachrisson; [2020]
   Nyckelord :Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

   Sammanfattning : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. LÄS MER

3. 2. Evaluation of probabilistic representations for modeling and understanding shape based on synthetic and real sensory data

   Master-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

   Författare :Gabriela Zarzar Gandler; [2017]
   Nyckelord :shape learning; surface reconstruction; 3D reconstruction; 3D object modeling; probabilistic 3D reconstruction; probabilistic surface learning; Gaussian Process; GP; Sparse Gaussian Process; Sparse GP; Gaussian Process Implicit Surface; GPIS; variational inference; perception learning; robotic perception;

   Sammanfattning : The advancements in robotic perception in the recent years have empowered robots to better execute tasks in various environments. The perception of objects in the robot work space significantly relies on how sensory data is represented. LÄS MER