Essays about: "normal model"

Showing result 21 - 25 of 643 essays containing the words normal model.

  1. 21. A Bandit Approach to Indirect Inference

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

    Author : Erik Ildring; Felix Steinberger Eriksson; [2023]
    Keywords : ;

    Abstract : We present a novel approach to the family of parameter estimation methods known asindirect inference (II), using results from bandit optimization, a sub-field of reinforcementlearning concerned with stateless Markov decision processes (MDPs). First, we present theproblem of indirect inference and show how it may be cast into the general framework ofMDPs. READ MORE

  3. 22. Evaluation of The Impact of Automated Driven Vehicles on Traffic Performance at Four-leg Signalized Intersections

    University essay from Linköpings universitet/Kommunikations- och transportsystem; Linköpings universitet/Tekniska fakulteten

    Author : Ahmed Osman; [2023]
    Keywords : Automated driven vehicles; Microscopic simulation; PTV VISSIM; Traffic performance; signalized intersection;

    Abstract : Intersections, particularly four-leg signalized intersections, are frequent sites of traffic congestion in urban areas. This congestion can lead to delays, increased travel time, and a negative impact on traffic performance and quality of life for people. READ MORE

  4. 23. Modeling Credit Default Swap Spreads with Transformers : A Thesis in collaboration with Handelsbanken

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

    Author : Johan Luhr; [2023]
    Keywords : Machine Learning; Transformer; Finance; Credit Default Swap; Credit Valuation Adjustment; Time Series Data; Maskininlärning; Transformer; Finance; Kreditswapp; Kredit Värderings Justering; Tidsserie data;

    Abstract : In the aftermath of the credit crisis in 2007, the importance of Credit Valuation Adjustment (CVA) rose in the Over The Counter (OTC) derivative pricing process. One important part of the pricing process is to determine Probability of Defaults (PDs) of the counterparty in question. READ MORE

  5. 24. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

  6. 25. Machine Condition Monitoring of Production Equipment

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Alexander Olsson; Henrik Persson Caesar; [2023]
    Keywords : Technology and Engineering;

    Abstract : This study investigates the possibility of implementing a machine monitoring system on IBAS2, a production machine responsible for aligning an optical lens with an image sensor. A machine-monitoring system could possibly reduce downtime, costs, and production recalls. READ MORE