Sökning: "Levy"

Visar resultat 11 - 15 av 86 uppsatser innehållade ordet Levy.

  1. 11. Wiener-Lévy Theorem : Simple proof of Wiener's lemma and Wiener-Lévy theorem

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för matematik (MA)

    Författare :Jose Eduardo Vasquez; [2021]
    Nyckelord :Wiener-Lévy Theorem; Wiener s Lemma; Fourier series; Complex analysis;

    Sammanfattning : The purpose of this thesis is to formulate and proof some theorems about convergences of Fourier series. In essence, we shall formulate and proof Wiener's lemma and Wiener-Lévy theorem which give us weaker conditions for absolute convergence of Fourier series. LÄS MER

  3. 12. Deep learning for portfolio optimization

    Master-uppsats, Linnéuniversitetet/Institutionen för matematik (MA)

    Författare :JOHN N. MBITI; [2021]
    Nyckelord :Portfolio optimization; optimal portfolio; jump diffusion; Itô-Lévy process; stochastic control; dynamic programming; HJB equation; utility optimization; stochastic gradient descent; Deep learning; neural network.;

    Sammanfattning : In this thesis, an optimal investment problem is studied for an investor who can only invest in a financial market modelled by an Itô-Lévy process; with one risk free (bond) and one risky (stock) investment possibility. We present the dynamic programming method and the associated Hamilton-Jacobi-Bellman (HJB) equation to explicitly solve this problem. LÄS MER

  4. 13. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing

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

    Författare :Fredrik Gerdin Börjesson; [2021]
    Nyckelord :Weather derivatives; temperature modeling; Markov switching models; Lévy processes; expectation-maximization algorithm; generalized hyperbolic distributions; Monte Carlo simulation;

    Sammanfattning : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. LÄS MER

  5. 14. Var känslor tar plats i mytteoretiska perspektiv : Nya frågor utefter känslornas historia

    Magister-uppsats, Linnéuniversitetet/Institutionen för kulturvetenskaper (KV)

    Författare :David Hedström; [2021]
    Nyckelord :Myth; Theory of myth; Lévy-Bruhl; Malinowski; Lévi-Strauss; Emotions; History of emotions; History of experience; Emotives; Emotional regimes; Emotional communities; Moral economy; Myt; Mytteori; Lévy-Bruhl; Malinowski; Lévi-Strauss; Känslor; Känslornas historia; Erfarenhetshistoria; Känsloregimer; Känslogemenskaper; Moralisk ekonomi;

    Sammanfattning : Myths are intimately connected with emotions, but what the nature of the relationship really means, what it is, and how it functions are in many ways vague and unspecified. This is an examination of how, when and where emotions are referenced in theories of myth. LÄS MER

  7. 15. Chromatic Function Analysis- An instrument for improvisation

    Master-uppsats, Göteborgs universitet/Högskolan för scen och musik

    Författare :Joel Bergström; [2020-06-12]
    Nyckelord :Organ; Improvisation; Chromatic Function Analysis; Function Analysis; An instrument for function analysis; improvisation and composition; Girolamo Frescobaldi; Franz Tunder; Dieterich Buxtehude; Johann Sebastian Bach; Max Reger; Philippe Lefebvre; Olivier Messiaen; Bergström’s Chromatic Function Analysis Circle; Dr. Pamela Ruiter-Feenstra; Dr. Karin Nelson; Dr Hans Davidsson; Dr. Joel Speerstra; Dr. Joel Eriksson; Senior lecture Mikael Wahlin; Dr. Tilman Skowroneck; Dr Jörgen Jersild; Dr. Ernst Levy; Dr. Valdemar Söderholm; Dr. Sten Ingelf; Baroque improvisation; Romantic improvisation; French romantic improvisation; Joel Bergström; Patterns; Harmony; Chords; Triads; Music; Theory; Music theory; Statistics; Improvisation pedagogy; Improvisation model; Dr. Ikujiro Nonaka; Dr. Hirotaka Takeuchi; Academy of Music and Drama; University of Gothenburg; Högskolan för Scen och Musik; HSM; Sweden;

    Sammanfattning : The purpose of this investigation is to become a better improviser at the organ. I will use, The Chromatic Function Analysis Model, abbreviated as TCFAM, as a method to deconstruct material and later reconstruct material, on which I will make improvisations. LÄS MER