Sökning: "Monte Carlo methods"
Visar resultat 16 - 20 av 318 uppsatser innehållade orden Monte Carlo methods.
16. Option pricing with Quadratic Rough Heston Model
Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorikSammanfattning : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. LÄS MER
17. Pricing Convertible Bonds Using Monte Carlo Simulations
Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : In this paper we dive into the world of pricing convertible bonds, with increasing complexity. This work aims to investigate the pricing methods behind different convertibles and see how well they agree with exact prices and benchmarks from established literature. LÄS MER
18. Probing Strangeness Production in Proton-Proton Collisions with Three-Particle Correlations
Kandidat-uppsats, Lunds universitet/Partikel- och kärnfysik; Lunds universitet/Fysiska institutionenSammanfattning : Strangeness production in small systems such as proton-proton collisions is here investigated through the use of three-particle correlations in the momentum-space coordinates η and ϕ. This method is used in order to investigate possible correlation between conservation of both strangeness and baryon number, such that the particles chosen are Λ¯pK+ and the respective charge conjugates, where Λ is a strange baryon, p¯ balances: the Balance Function and the comparative restriction of relative positions for pairs of particles within given triplets. LÄS MER
19. Longitudinal Group Sequential Testing
Magister-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : Sequential testing is used in clinical trials and online experiments to terminate trials early if there is sufficient evidence of a treatment effect, reducing the subjects’ exposure to potentially harmful treatments. However, incomplete follow-up of trial subjects can lead to biased estimation of the treatment effect. LÄS MER
20. Uncertainty Estimation in Volumetric Image Segmentation
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : The performance of deep neural networks and estimations of their robustness has been rapidly developed. In contrast, despite the broad usage of deep convolutional neural networks (CNNs)[1] for medical image segmentation, research on their uncertainty estimations is being far less conducted. LÄS MER