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Hittade 2 uppsatser som matchar ovanstående sökkriterier.

1. 1. Option Modelling by Deep Learning

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Niclas Klausson; Victor Tisell; [2021-02-10]
   Nyckelord :Deep learning; deep hedging; generative adversial networks; arbitrage pricing;

   Sammanfattning : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. LÄS MER

3. 2. Robustness, Stability and Performance of Optimization Algorithms for GAN Training

   Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

   Författare :Oskar Larsson; [2021]
   Nyckelord :Technology and Engineering;

   Sammanfattning : Training Generative Adversial Networks (GANs) for image synthesis problems is a largely heuristical process that is known to be fickle and difficult to set up reliably. To avoid common failure modes and succeed with GAN training, one needs to find very specific hyperparameter settings carefully tuned to the model architectures and datasets at hand. LÄS MER