Sökning: "random walk theory"

Visar resultat 1 - 5 av 47 uppsatser innehållade orden random walk theory.

1. 1. A Comparative Investigation of Classical Random and Quantum Walks in Terms of Algorithms, Implementation, and Characteristics

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

   Författare :Naoki Moriya; [2024]
   Nyckelord :Qunatum computing; quantum walk;

   Sammanfattning : In recent years, there has been a significant development in high performance computing, driven by advances in hardware and software technology. The performance of the computers to the present has improved in accordance with Moore’s law, on the other hand, it seems to be reaching the limits in the near future. LÄS MER

3. 2. Artificial Neural Networks for Financial Time Series Prediction

   Master-uppsats, Stockholms universitet/Institutionen för data- och systemvetenskap

   Författare :Dana Malas; [2023]
   Nyckelord :artificial neural networks; time series analysis; deep learning; finance; long short-term memory; simple moving average;

   Sammanfattning : Financial market forecasting is a challenging and complex task due to the sensitivity of the market to various factors such as political, economic, and social factors. However, recent advances in machine learning and computation technology have led to an increased interest in using deep learning for forecasting financial data. LÄS MER

4. 3. Analysing Regime-Switching and Cointegration with Hamiltonian Monte Carlo

   Master-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Jakob Brandt; [2023]
   Nyckelord :Time Series Econometrics; Regime-Switching; Cointegration; Markov Chain Monte Carlo; Hamiltonian Monte Carlo;

   Sammanfattning : The statistical analysis of cointegration is crucial for inferring shared stochastic trends between variables and is an important area of Econometrics for analyzing long-term equilibriums in the economy. Bayesian inference of cointegration involves the identification of cointegrating vectors that are determined up to arbitrary linear combinations, for which the Gibbs sampler is often used to simulate draws from the posterior distribution. LÄS MER

5. 4. Adaptive random walks on graphs to sample rare events

   Master-uppsats, Stockholms universitet/Fysikum

   Författare :David Christoph Stuhrmann; [2023]
   Nyckelord :statistical physics; graphs; random walks; large deviation theory; adaptive power method; dynamical phase transition;

   Sammanfattning : In this thesis, I study fluctuations and rare events of time-additive observables of discrete-time Markov chains on finite state spaces. The observable of interest is the mean node connectivity visited by a random walk running on instances of an Erdős-Rényi (ER) random graph. LÄS MER

7. 5. Moving in the dark : Mathematics of complex pedestrian flows

   Magister-uppsats, Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

   Författare :Meghashyam Veluvali; [2023]
   Nyckelord :Mathematical modelling of pedestrian dynamics; stochastic systems; evacuation time; random walk method; parabolic equation; finite difference method;

   Sammanfattning : The field of mathematical modelling for pedestrian dynamics has attracted significant scientific attention, with various models proposed from perspectives such as kinetic theory, statistical mechanics, game theory and partial differential equations. Often such investigations are seen as being a part of a new branch of study in the domain of applied physics, called sociophysics. LÄS MER