Sökning: "Random Walk"

Visar resultat 6 - 10 av 180 uppsatser innehållade orden Random Walk.

  1. 6. Simulating the Impact of Noise on Quantum Walk Algorithm

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

    Författare :Wilhelm Öberg; Sam Shahriari; [2023]
    Nyckelord :;

    Sammanfattning : Quantum computing has recently shown promise for improving the efficiency of some classical algorithms. However, quantum computing suffers from issues in reliability due to the fundamental problem of quantum mechanics called decoherence. LÄS MER

  3. 7. Portfolio Risk Modelling in Venture Debt

    Master-uppsats, KTH/Matematisk statistik

    Författare :John Eriksson; Jacob Holmberg; [2023]
    Nyckelord :Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Sammanfattning : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. LÄS MER

  4. 8. Random curves and their scaling limits

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

    Författare :Jonatan Wächter; [2023]
    Nyckelord :Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Sammanfattning : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. LÄS MER

  5. 9. Forecasting Monthly Swedish Air Traveler Volumes

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Mark Becker; Peter Jarvis; [2023]
    Nyckelord :Forecasting; SARIMA; Neural network autoregression; Exponential smoothing; the Prophet model; Random Walk; MAE; MAPE; RMSE;

    Sammanfattning : In this paper we conduct an out-of-sample forecasting exercise for monthly Swedish air traveler volumes. The models considered are multiplicative seasonal ARIMA, Neural network autoregression, Exponential smoothing, the Prophet model and a Random Walk as a benchmark model. LÄS MER

  7. 10. Comparative Study Between a Quantum Walk with a Hadamard Coin and a Classical Random Walk

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

    Författare :Filip Forsberg; [2023]
    Nyckelord :;

    Sammanfattning : A comparative study of the classical random walk and a quantum random walk with the Hadamard coin. The overarching algorithm for a random walk is the same in either the classical or quantum case, but how they are implemented differ. By utilizing the properties of quantum computing the results produced from the two algorithms also differ. LÄS MER