Sökning: "stochastic process"
Visar resultat 1 - 5 av 191 uppsatser innehållade orden stochastic process.
1. Feature Selection for Microarray Data via Stochastic Approximation
Master-uppsats, Göteborgs universitet/Institutionen för data- och informationsteknikSammanfattning : This thesis explores the challenge of feature selection (FS) in machine learning, which involves reducing the dimensionality of data. The selection of a relevant subset of features from a larger pool has demonstrated its effectiveness in enhancing the performance of various machine learning algorithms. LÄS MER
2. A temporal Hawkes process model for shooting occurrences in Sweden
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. LÄS MER
3. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression
Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. LÄS MER
4. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems
Kandidat-uppsats, Uppsala universitet/Tillämpad beräkningsvetenskapSammanfattning : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. LÄS MER
5. Random curves and their scaling limits
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)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