Essays about: "Applied Mathematics"

Showing result 1 - 5 of 165 essays containing the words Applied Mathematics.

  1. 1. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  2. 2. Migration plan of Risky Total Return Swap to Bond Return Swap

    University essay from KTH/Matematisk statistik

    Author : Louis Maziere; [2020]
    Keywords : Total Return Swap; applied mathematics; financial mathematics; Total Return Swap; applied mathematics; financial mathematics;

    Abstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE

  3. 3. Prediction of Dose Probability Distributions Using Mixture Density Networks

    University essay from KTH/Matematisk statistik

    Author : Viktor Nilsson; [2020]
    Keywords : Applied mathematics; machine learning; deep learning; mixture density network; dose planning; Tillämpad matematik; maskininlärning; djupinlärning; mixturdensitetsnätverk; dosplannerning;

    Abstract : In recent years, machine learning has become utilized in external radiation therapy treatment planning. This involves automatic generation of treatment plans based on CT-scans and other spatial information such as the location of tumors and organs. READ MORE

  4. 4. Smart Choices of Logistic Flows in Autonomous Transport System

    University essay from KTH/Optimeringslära och systemteori

    Author : Hanna Ma; [2020]
    Keywords : Applied mathematics; mixed integer linear programming; logistic planning; Tillämpad matematik; blandad heltalsprogrammering; logistikplanering;

    Abstract : PLAS is a cloud-based software used for planning and scheduling fleets of vehicles for material transport. PLAS consists of two components; the Logistic Flow Solver (LFS) and the Material Transport Scheduler (MTS). Based on transportation requests, the LFS generates a set of logistic flows. READ MORE

  5. 5. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE