Essays about: "Applied Mathematics"

Showing result 1 - 5 of 138 essays containing the words Applied Mathematics.

  1. 1. An investigation of average stable ranks : On plane geometric objects and financial transaction data

    University essay from KTH/Matematik (Avd.)

    Author : Linn Odelius; [2020]
    Keywords : Topological data analysis; TDA; Mathematics; Stable rank; Topology; Data analysis; Financial transactions; Topologisk dataanalys; Topologi; TDA; Matematik; Teoretisk Matematik; Dataanalys; Finans; Stabil rang;

    Abstract : This thesis concerns the topological features of plane geometric shapes and financial transaction data. Topological properties of the data such as homology groups and their stable ranks are analysed. READ MORE

  2. 2. Hierarchical Clustering of Time Series using Gaussian Mixture Models and Variational Autoencoders

    University essay from Lunds universitet/Matematisk statistik

    Author : Per Wilhelmsson; [2019]
    Keywords : Clustering; Deep Learning; Machine Learning; Time Series; Variational Autoencoders; Gaussian Mixture Models; Mathematics and Statistics;

    Abstract : This thesis proposes a hierarchical clustering algorithm for time series, comprised of a variational autoencoder to compress the series and a Gaussian mixture model to merge them into an appropriate cluster hierarchy. This approach is motivated by the autoencoders good results in dimensionality reduction tasks and by the likelihood framework given by the Gaussian mixture model. READ MORE

  3. 3. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rostislav Sibirtsev; [2019]
    Keywords : Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Abstract : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. READ MORE

  4. 4. On the statistics and practical application of the reassignment method for Gabor spectrograms

    University essay from Lunds universitet/Matematisk statistik

    Author : Erik. M Månsson; [2019]
    Keywords : Mathematics and Statistics;

    Abstract : The reassignment method is a technique for improving the concentration of signals in spectrograms and other time-frequency representations (TFR). It achieves this by displacing the points in a TFR according to the reassignment vector for every point. READ MORE

  5. 5. Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data

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

    Author : Sara Barwary; Tina Abazari; [2019]
    Keywords : Bachelor Thesis; financial outcome; transformations; stationarity; tests of hypothesis; EWMA; Kandidatarbete; finansiell avkastning; transformationer; stationäritet; hyoptestest; EWMA;

    Abstract : In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. READ MORE