Sökning: "Simple probabilistic"

Visar resultat 1 - 5 av 30 uppsatser innehållade orden Simple probabilistic.

1. 1. Data-Driven Reachability Analysis of Pedestrians Using Behavior Modes : Reducing the Conservativeness in Data-Driven Pedestrian Predictions by Incorporating Their Behavior

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

   Författare :August Söderlund; [2023]
   Nyckelord :Data-driven reachability analysis; Autonomous vehicles; Automated safety; Autonomous situational awareness; Datadriven nåbarhetsanalys; Autonoma fordon; Automatiserad säkerhet; Autonom situationsmedvetenhet;

   Sammanfattning : Predicting the future state occupancies of pedestrians in urban scenarios is a challenging task, especially considering that conventional methods need an explicit model of the system, hence introducing data-driven reachability analysis. Data-driven reachability analysis uses data, inherently produced by an unknown system, to perform future state predictions using sets, generally represented by zonotopes. LÄS MER

3. 2. Dynamic Covariance Modelling Using Generalised Wishart Processes

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Fredrik Nilsson; [2023]
   Nyckelord :Covariance matrix; generalised Wishart process; Bayesian inference; Markov chain Monte Carlo; Hamiltonian Monte Carlo; Mathematics and Statistics;

   Sammanfattning : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. LÄS MER

4. 3. A Comparison of Statistical Methods to Generate Short-Term Probabilistic Forecasts for Wind Power Production Purposes in Iceland

   Master-uppsats, Uppsala universitet/Luft-, vatten- och landskapslära

   Författare :Arnór Tumi Jóhannsson; [2022]
   Nyckelord :Wind power; Iceland; Atmospheric Boundary Layer; atmospheric stability; probabilistic forecasting; Machine Learning; Quantile Regression Forest; Vindkraft; Island; gränsskikt; atmosfärisk stabilitet; probabilistisk prognos; Machine Learning; Quantile Regression Forest;

   Sammanfattning : Accurate forecasts of wind speed and power production are of great value for wind power producers. In Southwest Iceland, wind power installations are being planned by various entities. LÄS MER

5. 4. Towards Deep Learning Accelerated Sparse Bayesian Frequency Estimation

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Mika Persson; [2022]
   Nyckelord :Bayesian Statistics; Deep Learning; Frequency Estimation; Generative Adversarial Networks; Artificial Neural Networks; Statistical Modelling; Mathematics and Statistics;

   Sammanfattning : The Discrete Fourier Transform is the simplest way to obtain the spectrum of a discrete complex signal. This thesis concerns the case when the signal is known to contain a small (unknown) number of frequencies, not limited to the discrete Fourier frequencies, embedded in complex Gaussian noise. LÄS MER

7. 5. Reinforcement Learning for Market Making

   Master-uppsats, KTH/Matematisk statistik

   Författare :Simon Carlsson; August Regnell; [2022]
   Nyckelord :Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

   Sammanfattning : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. LÄS MER