Essays about: "jump"

Showing result 36 - 40 of 197 essays containing the word jump.

  1. 36. Pricing Currency Options with Bates Model: Analytical Tractability versus Empirical Misspeci cation

    University essay from Göteborgs universitet/Graduate School

    Author : Oscar Thelander; [2021-02-02]
    Keywords : ;

    Abstract : In this thesis I complement the results from Bates (1996) wherein a Stochastic Volatility Jump-Di usion model for pricing foreign currency options is introduced and evaluated against USD/DM foreign exchange options. I complement Bates results with two di erent calibration methodologies, nonlinear least-squares and the built-in MATLAB function fmincon, using the same dataset that was used in Bates (1996). READ MORE

  3. 37. Trampoline jump classification using sparse data in machine learning

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Fredrik Bitén; [2021]
    Keywords : ;

    Abstract : Within the last few years, machine learning has grown rapidly and become widely used when classifying data from inertial measurement units (IMU). Sensor data, and in particular accelerometer data, are used in different types of trick classifications for various sporting exercises. READ MORE

  4. 38. CodePaint : Transcription labs on the web for study visits and exercises

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Samuel Johansson; [2021]
    Keywords : Computer science education; study visits; JavaScript; p5.js; transcription; copy; copying; computer lab sessions; web application; novice programming; beginner programming; coding; programming;

    Abstract : A seemingly unexplored territory in teaching computer programming is transcription labs. With transcription referring to "transcribe" in the sense of "to make an exact copy of". In transcription labs students are given the complete code and are asked to transcribe it into their own window before they are able to run it. READ MORE

  5. 39. Effects of Delayed Potentiation in Sub-elite Female Soccer Players

    University essay from Umeå universitet/Avdelningen för idrottsmedicin

    Author : Pontus Öhrner; [2021]
    Keywords : Priming; acute enhancement; gameday performance; team sports;

    Abstract : There are several strategies to enhance athletes’ physical abilities, both long-term and acutely. Two of these strategies are periodization, which often spans from months to years, and tapering, spanning several weeks. READ MORE

  6. 40. Forward start options in Heston model

    University essay from Lunds universitet/Matematisk statistik

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

    Abstract : 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.. READ MORE