Sökning: "Monte Carlo-simulering"

Visar resultat 16 - 20 av 83 uppsatser innehållade orden Monte Carlo-simulering.

  1. 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 statistik

    Författare :Carl Gyllberg; [2022]
    Nyckelord :;

    Sammanfattning : 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

  3. 17. Pricing collateralized loan obligation tranches using machine learning : Machine learning applied to financial data

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

    Författare :Marcus Enström; [2022]
    Nyckelord :Collateralized loan obligation; Machine learning; Artificial neural networks; Financial data; Ensemble methods; Collateralized loan obligation; Maskininlärning; Artificiella neurala nätverk; Finansiell data; Ensemblemetoder;

    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

  4. 18. Models of superconductors with correlated defects

    Master-uppsats, KTH/Fysik

    Författare :Jakob Bolin; [2022]
    Nyckelord :Quantum phase transition; correlated disorder; 3D XY model; Monte Carlo simulation; worm algorithm; winding number; superfluid density; Kvantfasövergång; korrelerad oordning; 3D XY modell; Monte Carlo simulering; worm algoritmen; vindlingstal; supraledande täthet;

    Sammanfattning : 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

  5. 19. High resolution x-ray imaging by measuring the induced charge distribution

    Master-uppsats, KTH/Fysik

    Författare :Zihui Jin; [2022]
    Nyckelord :Computed tomography; photon-counting detector; silicon; spatial resolution; Datortomografi; fotonräknande detektor; kisel; spatial upplösning;

    Sammanfattning : 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

  7. 20. Construction and Evaluation of Basket Options using the Binomial Option Pricing Model

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Robin Nordström; Sepand Tabari; [2021]
    Nyckelord :Applied Mathematics; Financial Mathematics; Option Pricing; Binomial Option Pricing Model; Basket Option; Delta Neutrality; Data Analysis; Tillämpad Matematik; Finansiell Matematik; Optionsprissättning; Binomialmodellen; Korgoption; Deltaneutralitet; Dataanalys;

    Sammanfattning : 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