Essays about: "Least Squares Approximation"

Showing result 1 - 5 of 19 essays containing the words Least Squares Approximation.

  1. 1. Randomized Diagonal Estimation

    University essay from KTH/Matematik (Avd.)

    Author : Niclas Joshua Popp; [2023]
    Keywords : Diagonal estimation; randomized numerical linear algebra; low-rank approximation; matrix functions; Diagonalestimering; randomiserad numerisk linjär algebra; lågrankad approximation; matrisfunktioner;

    Abstract : Implicit diagonal estimation is a long-standing problem that is concerned with approximating the diagonal of a matrix that can only be accessed through matrix-vector products. It is of interest in various fields of application, such as network science, material science and machine learning. READ MORE

  3. 2. Offline Reinforcement Learning for Remote Electrical Tilt Optimization : An application of Conservative Q-Learning

    University essay from KTH/Matematik (Avd.)

    Author : Marcus Kastengren; [2021]
    Keywords : Remote Electrical Tilt; Antenna Tilt Optimization; Reinforcement Learning; Offline Reinforcement Learning; Conservative Q-Learning; Fjärrlutning; Antennlutningsoptimering; Förstärkningsinlärning; Offline-förstärkningsinlärning; Konservativ Q-inlärning;

    Abstract : In telecom networks adjusting the tilt of antennas in an optimal manner, the so called remote electrical tilt (RET) optimization, is a method to ensure quality of service (QoS) for network users. Tilt adjustments made during operations in real-world networks are usually executed through a suboptimal policy, and a significant amount of data is collected during the execution of such policy. READ MORE

  4. 3. The spatial distribution of dark matter in the Universe

    University essay from Lunds universitet/Astronomi - Genomgår omorganisation

    Author : Tamina Lund; [2020]
    Keywords : dark matter halos; NFW profile; curve fitting; Bayesian inference; least Squares; data uncertainties; Physics and Astronomy;

    Abstract : It was previously found that the density profile of dark matter halos is well-fit by a universal, smooth function over a vast range of masses and redshifts, named the Navarro-Frenk-White (NFW) profile after its discoverers. Despite its impressive goodness of fit, the NFW model remains an approximation of the density profile of realistic halos. READ MORE

  5. 4. Asset and Liability Management: Optimization using Least-Squares Monte Carlo

    University essay from Lunds universitet/Matematisk statistik

    Author : Sanna Brandel; [2018]
    Keywords : Asset and liability management; Solvency capital requirement; least-squares Monte Carlo; nested Monte Carlo simulation; risk-adjusted net asset value; mean-variance optimization; Mathematics and Statistics;

    Abstract : This thesis aims to examine an efficient asset and liability management method under Solvency II regulations, and to find an optimization framework that takes complex interactions between assets and liabilities into account. The investigated approach consists of a least-squares Monte Carlo method, where least-squares regression is used to obtain a proxy function for future net asset values. READ MORE

  6. 5. American Option Price Approximation for Real-Time Clearing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Andreas Blanck; [2018]
    Keywords : Finance; Options; Risk; VaR; Price approximation;

    Abstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE