Sökning: "Maximum Likelihood"

Visar resultat 26 - 30 av 289 uppsatser innehållade orden Maximum Likelihood.

1. 26. Investigating Relations between Regularization and Weight Initialization in Artificial Neural Networks

   Kandidat-uppsats, Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Författare :Rasmus Sjöö; [2022]
   Nyckelord :Artificial Neural Networks; L1 Regularization; L2 Regularization; Loss Function; Maximum Likelihood; Regularization Strength Synthetic Data Generation; Weight Initialization; Physics and Astronomy;

   Sammanfattning : L2 regularization is a common method used to prevent overtraining in artificial neural networks. However, an issue with this method is that the regularization strength has to be properly adjusted for it to work as intended. This value is usually found by trial and error which can take some time, especially for larger networks. LÄS MER

3. 27. A Study Of Using Communication Signals As Sonar Pulses In Underwater Sensor Systems

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Signaler och system

   Författare :Erica Svensson; [2022]
   Nyckelord :Sonar; Communication signal; Beamforming; Underwater sensor system; WLS estimator; Detection algorithm; Position estimation;

   Sammanfattning : Underwater communication within underwater sensor network is crucial for surveillance of coast and ocean areas. The aim of this report was to examine whether it is realistic to use the communication signal which is sent from one node to another as a sonar pulse, and in such case at what distances. LÄS MER

4. 28. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Olof Hummelgren; [2022]
   Nyckelord :fractional Brownian motion; fBM; applied mathematics; Wiener chaos expansion; Wick product; Hurst parameter; fraktionell Brownsk rörelse; tillämpad matematik; Wiener kaosexpansion; Wickprodukt; Hurstparameter;

   Sammanfattning : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. LÄS MER

5. 29. Spatiotemporal PET reconstruction with Learned Registration

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

   Författare :Pierre Meyrat; [2022]
   Nyckelord :PET; Tomographic reconstruction; Deep Learning; MLEM; PET; Tomografisk rekonstruktion; Deep Learning; MLEM;

   Sammanfattning : Because of the long acquisition time of Positron Emission Tomography scanners, the reconstructed images are blurred by motion. We hereby propose a novel motion-correction maximum-likelihood expectation-maximization algorithm integrating 3D movements between the different gates estimated by a neural network trained on synthetic data with contrast invariance. LÄS MER

7. 30. Improving term structure measurements by incorporating steps in a multiple yield curve framework

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Gustav Villwock; Clara Rydholm; [2022]
   Nyckelord :Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

   Sammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER