Essays about: "Parametrisation"

Showing result 1 - 5 of 18 essays containing the word Parametrisation.

  1. 1. Deep learning exotic derivatives

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Gunnlaugur Geirsson; [2021]
    Keywords : deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

    Abstract : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. READ MORE

  3. 2. Methods to Reuse CAD Data in Tessellated Models for Efficient Visual Configurations : An Investigation for Tacton Systems AB

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : SAKETH RAM KUNDA; [2020]
    Keywords : CAD; Configuration; CAD data exchange; parametrisation; tessellations; 3D real time visualization; CAD; produktkonfigurering; CAD-datautbyte; tesselering; 3D realtidvisualisering;

    Abstract : Data loss has always been a side effect of sharing 3D models between different CAD systems. Continuous research and new frameworks have been implemented to minimise the data loss in CAD and in other downstream applications separately like 3D visual graphics applications (eg. 3DS Max, Blender etc.). READ MORE

  4. 3. Principal Component Modelling of Fuel Consumption ofSeagoing Vessels and Optimising Fuel Consumption as a Mixed-Integer Problem

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Jean-Paul Ivan; [2020]
    Keywords : fuel consumption modelling; dimensionality reduction; PCA; principal component analysis; Box-Cox transform; recursive space partitioning; parametrisation; model reduction;

    Abstract : The fuel consumption of a seagoing vessel is, through a combination of Box-Cox transforms and principal component analysis, reduced to a univariatefunction of the primary principle component with mean model error −3.2%and error standard deviation 10.3%. READ MORE

  5. 4. The performance of inverse probability of treatment weighting and propensity score matching for estimating marginal hazard ratios

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Jonatan Nåtman; [2019]
    Keywords : Monte Carlo simulations; propensity score; survival analysis; Cox model; censoring rate; sample size;

    Abstract : Propensity score methods are increasingly being used to reduce the effect of measured confounders in observational research. In medicine, censored time-to-event data is common. READ MORE

  6. 5. Bayesian Parametrisation ofIn Silico Tumour Models

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Jonas Radvilas Umaras; [2018]
    Keywords : ;

    Abstract : Technological progress in recent decades has allowed researchers to utilise accurate but computationally demanding models. One example of this development is the adoption of the multi-scale modelling technique for simulating various tissues. These models can then be utilised to test the efficacy of new drugs, e.g. READ MORE