Sökning: "Quasi-Newton"

Hittade 4 uppsatser innehållade ordet Quasi-Newton.

  1. 1. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Sigfrid Forsberg; [2022]
    Nyckelord :Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

    Sammanfattning : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. LÄS MER

  3. 2. A Comparison of Selected Optimization Methods for Neural Networks

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Ludvig Karlsson; Oskar Bonde; [2020]
    Nyckelord :;

    Sammanfattning : Which numerical methods are ideal for training a neural network? In this report four different optimization methods are analysed and compared to each other. First, the most basic method Stochastic Gradient Descent that steps in the negative gradients direction. LÄS MER

  4. 3. A Gauss-Newton Based Approach to Automatic Beam Commissioning

    Master-uppsats, KTH/Numerisk analys, NA

    Författare :Marcus Nordström; [2016]
    Nyckelord :;

    Sammanfattning : In computer assisted planning of radiation treatment and more specifically the software RayStation developed by RaySearch, certain kinds of model calibration problems arise. The process of solving these problems is called beam commissioning. LÄS MER

  5. 4. Ventricular fibrillation detection with Neural Networks

    Master-uppsats, KTH/Skolan för teknik och hälsa (STH)

    Författare :Carl Klinglöf; [2012]
    Nyckelord :ventricular fibrillation neural network;

    Sammanfattning : A solution to distinguish ventricular fibrillation and ventricular flutter from other arrhythmias and from disturbances caused by body motion or muscle activity with the use of a neural network has been investigated. Ventricular fibrillation and ventricular flutter occurs when the cardiac muscle cells are not triggered by the cardiac conduction system, but rather by ectopic foci preventing a synchronized contraction of the cardiac muscle cells and therefore inhibiting the hearts capability to properly pump blood. LÄS MER