Essays about: "stokastisk"
Showing result 1 - 5 of 124 essays containing the word stokastisk.
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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. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor
University essay from KTH/Matematik (Avd.)Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE
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3. A Markovian Approach to Financial Market Forecasting
University essay from KTH/Matematisk statistikAbstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE
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4. The effect of disorder on the axial anomaly in a lattice model in 1 + 1 dimensions
University essay from KTH/FysikAbstract : This work investigates the effect of a disorder potential, that represents impurities/dislocations in the lattice, on the time-dependent signature of the axial anomaly in a one-band tight-binding model in one spatial dimension. The tight-binding model is solved numerically and the simulation results are compared with a semiclassical expression for the time-dependent axial density, n5(t), due to Nielsen and Ninomiya [1]. READ MORE
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5. Implementing a Network Optimized Federated Learning Method From the Ground up
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : This bachelor thesis presents the implementation ofa simple fully connected neural network (FCNN) and federatedneural network with stochastic quantization from scratch andcompares their performance. Federated learning enables multipleparties to contribute to a machine learning model withoutsharing their sensitive data. READ MORE