Sökning: "Monte Carlo-simulering"
Visar resultat 16 - 20 av 83 uppsatser innehållade orden Monte Carlo-simulering.
16. Forecasting the outflow from non-maturity deposits using astressed seasonal autoregressive Monte Carlo simulation
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Non-maturity deposits (NMD) are saving accounts without a predefined maturity, whichmeans that depositors can withdraw or deposit any amount freely. On the other hand,banks have an option to freely alter deposit rates. LÄS MER
17. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Machine learning and neural networks have recently become very popular in a large category of domains, partly thanks to their ability to solve complex problems by finding patterns in data, but also due to an increase in computing power and data availability. Successful applications of machine learning include for example image classification, natural language processing, and product recommendation. LÄS MER
18. Models of superconductors with correlated defects
Master-uppsats, KTH/FysikSammanfattning : The quantum phase transition between groundstates of a system with correlated disorder near absolute zero is studied. The computations are based on Monte Carlo methods and the worm algorithm which is an effective method to simulate basic models like the Ising and XY model by making use of global Monte Carlo moves given by modified random walks. LÄS MER
19. High resolution x-ray imaging by measuring the induced charge distribution
Master-uppsats, KTH/FysikSammanfattning : Computed tomography (CT) is a medical imaging technique used to create cross-section images of human bodies based on x-rays. The emerging photon-counting CT detector shows several advantages compared with the traditional energy integrating detector. LÄS MER
20. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Hedge funds use a variety of different financial instruments in order to try to achieve over-average returns without taking on excessive risk - options being one of the most common of these instruments. Basket options is a type of option that is written on several underlying assets that can be used to hedge risky positions. LÄS MER