Sökning: "stokastisk process"

Visar resultat 11 - 15 av 42 uppsatser innehållade orden stokastisk process.

  1. 11. Forward start options in Heston model

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Henrik Sandler; [2021]
    Nyckelord :Heston; Forward start; Cliquet; Affine jump process; Forward Kolmogorov equation; Backward Kolmogorov equation.; Mathematics and Statistics;

    Sammanfattning : En undersökning om stokastisk volatilitet för Forward start optioner, kan också användas för cliquet- optioner. Heston parameteriseringen användes. Det är i klassen AJD, av Duffie-Pan- Singleton.. LÄS MER

  3. 12. Particle Filter Bridge Interpolation in GANs

    Master-uppsats, KTH/Matematisk statistik

    Författare :Viktor Käll; Erik Piscator; [2021]
    Nyckelord :Generative modeling; Generative adversarial network; Convolutional neural network; Stochastic interpolation; Gaussian process; Gaussian bridge process; Sequential Monte Carlo; Particle filter; Generativ modellering; Generative adversarial network; Neuralt faltningsnätverk; Stokastisk interpolation; Gaussisk process; Gaussisk bryggprocess; Sekventiell Monte Carlo; Partikelfilter;

    Sammanfattning : Generative adversarial networks (GANs), a type of generative modeling framework, has received much attention in the past few years since they were discovered for their capacity to recover complex high-dimensional data distributions. These provide a compressed representation of the data where all but the essential features of a sample is extracted, subsequently inducing a similarity measure on the space of data. LÄS MER

  4. 13. Numerical Modelling of Gas Atomised Metal Droplets

    Master-uppsats, KTH/Materialvetenskap

    Författare :Nandakishor Thamarassery Illam Muraleedhara Sharma; [2021]
    Nyckelord :;

    Sammanfattning : The ability to predict nucleation and solidification behaviour is essential for producing high-quality  metal  powders. The  droplet  cooling  of  complex multi-component  alloy systems has not been accurately  studied  by  any models  to  date. LÄS MER

  5. 14. Model for risk evaluation for fragment debris after a grenade detonation

    Uppsats för yrkesexamina på avancerad nivå, Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

    Författare :Gustav Lund; [2021]
    Nyckelord :Risk evaluation; Ballistic limit of skin; Lewis model; Greenbook; External ballistics; Riskbedömning; Ballistisk gräns för hud; Lewismodellen; Greenbookmodellen; Ytterballistik;

    Sammanfattning : Accidents when using or storing explosives can lead to a large number of casualties and injuries. Hence, it is of vital importance, in all countries, to know the risk and act responsibly when working with explosives. LÄS MER

  7. 15. A Study of the Loss Landscape and Metastability in Graph Convolutional Neural Networks

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sofia Larsson; [2020]
    Nyckelord :Graph neural networks; Graph convolutional neural networks; Loss landscape; Gradient descent; Stochastic gradient descent; Stochastic gradient Langevin dynamics; Grafneurala nätverk; grafiska faltningsnätverk; lösningslandskap; gradientmetoder; stokastiska gradientmetoder; stokastisk gradient Langevin dynamik;

    Sammanfattning : Many novel graph neural network models have reported an impressive performance on benchmark dataset, but the theory behind these networks is still being developed. In this thesis, we study the trajectory of Gradient descent (GD) and Stochastic gradient descent (SGD) in the loss landscape of Graph neural networks by replicating Xing et al. LÄS MER