Essays about: "Automatic Differentiation"
Showing result 1 - 5 of 16 essays containing the words Automatic Differentiation.
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1. Learning by Digging : A Differentiable Prediction Model for an Autonomous Wheel Loader
University essay from Umeå universitet/Institutionen för fysikAbstract : Wheel loaders are heavy duty machines that are ubiquitous on construction sites and in mines all over the world. Fully autonomous wheel loaders remains an open problem but the industry is hoping that increasing their level of autonomy will help to reduce costs and energy consumption while also increasing workplace safety. READ MORE
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2. Physics-informed Neural Networks for Biopharma Applications
University essay from Umeå universitet/Institutionen för fysikAbstract : Physics-Informed Neural Networks (PINNs) are hybrid models that incorporate differential equations into the training of neural networks, with the aim of bringing the best of both worlds. This project used a mathematical model describing a Continuous Stirred-Tank Reactor (CSTR), to test two possible applications of PINNs. READ MORE
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3. Differential Deep Learning for Pricing Exotic Financial Derivatives
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Calculating the value of a financial derivative is a central problem in quantitative finance. For many exotic derivatives there are no closed-form solutions for present values, instead, computationally expensive Monte Carlo methods are used for valuation. READ MORE
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4. Deep learning exotic derivatives
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. READ MORE
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5. Tacit collusion with deep multi-agent reinforcement learning
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Automatic pricing now attracts the attention of competition authorities following recent machine learning developments. In particular, previous research shows that the Q-learning algorithm can reach collusive outcomes despite receiving only minimal human intervention. READ MORE