Essays about: "högdimensionell data"
Showing result 1 - 5 of 22 essays containing the words högdimensionell data.
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1. Geometry of high dimensional Gaussian data
University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : Collected data may simultaneously be of low sample size and high dimension. Such data exhibit some geometric regularities consisting of a single observation being a rotation on a sphere, and a pair of observations being orthogonal. This thesis investigates these geometric properties in some detail. READ MORE
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2. Generating Extreme Value Distributions in Finance using Generative Adversarial Networks
University essay from KTH/Matematik (Avd.)Abstract : This thesis aims to develop a new model for stress-testing financial portfolios using Extreme Value Theory (EVT) and General Adversarial Networks (GANs). The current practice of risk management relies on mathematical or historical models, such as Value-at-Risk and expected shortfall. READ MORE
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3. Market Surveillance Using Empirical Quantile Model and Machine Learning
University essay from KTH/Matematik (Avd.)Abstract : In recent years, financial trading has become more available. This has led to more market participants and more trades taking place each day. The increased activity also implies an increasing number of abusive trades. To detect the abusive trades, market surveillance systems are developed and used. READ MORE
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4. Copula Modelling of High-Dimensional Longitudinal Binary Response Data
University essay from KTH/Matematik (Avd.)Abstract : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. READ MORE
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5. Hybrid Variational Autoencoder for Clustering of Single-Cell RNA-seq Data : Introducing HybridVI, a Variational Autoencoder with two Latent Spaces
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Single-cell analysis means to analyze cells on an individual level. This individual analysis enhances the investigation of the heterogeneity among and the classification of individual cells. Single-cell analysis is a broad term and can include various measurements. READ MORE