Essays about: "Simple probabilistic"
Showing result 1 - 5 of 30 essays containing the words Simple probabilistic.
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1. Data-Driven Reachability Analysis of Pedestrians Using Behavior Modes : Reducing the Conservativeness in Data-Driven Pedestrian Predictions by Incorporating Their Behavior
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Predicting the future state occupancies of pedestrians in urban scenarios is a challenging task, especially considering that conventional methods need an explicit model of the system, hence introducing data-driven reachability analysis. Data-driven reachability analysis uses data, inherently produced by an unknown system, to perform future state predictions using sets, generally represented by zonotopes. READ MORE
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2. Dynamic Covariance Modelling Using Generalised Wishart Processes
University essay from Lunds universitet/Matematisk statistikAbstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE
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3. A Comparison of Statistical Methods to Generate Short-Term Probabilistic Forecasts for Wind Power Production Purposes in Iceland
University essay from Uppsala universitet/Luft-, vatten- och landskapsläraAbstract : Accurate forecasts of wind speed and power production are of great value for wind power producers. In Southwest Iceland, wind power installations are being planned by various entities. READ MORE
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4. Towards Deep Learning Accelerated Sparse Bayesian Frequency Estimation
University essay from Lunds universitet/Matematisk statistikAbstract : The Discrete Fourier Transform is the simplest way to obtain the spectrum of a discrete complex signal. This thesis concerns the case when the signal is known to contain a small (unknown) number of frequencies, not limited to the discrete Fourier frequencies, embedded in complex Gaussian noise. READ MORE
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5. Reinforcement Learning for Market Making
University essay from KTH/Matematisk statistikAbstract : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. READ MORE