Sökning: "Rafael Lavatt"

Hittade 2 uppsatser innehållade orden Rafael Lavatt.

1. 1. A Neural Network Approach for Generating Investors’ Views in the Black-Litterman Model

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Rafael Lavatt; [2022]
   Nyckelord :Black-Litterman; Neural Networks; Portfolio Optimization; Black-Litterman; Neurala nätverk; portföljoptimering;

   Sammanfattning : This thesis investigates how neural networks can be used to produce investors' views for the Black-Litterman market model. The study uses two data sets, one with global stock market indexes and one with stock market data from the S&P 500. LÄS MER

3. 2. Comparison of Second Order Optimization Algorithms in Neural Networks Applied on Large-Scale Problems

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

   Författare :Johanna Frost; Rafael Lavatt; [2020]
   Nyckelord :;

   Sammanfattning : This bachelor thesis compares the second order optimization algorithms K-FAC and L-BFGS to common ones of firstorder, Gradient Descent, Stochastic Gradient Descent, and Adam, applied on neural networks for image classification. Networks with different architecture and number of parameters have been implemented and tested on three different data sets of images. LÄS MER