Essays about: "Computational statistics"

Showing result 1 - 5 of 82 essays containing the words Computational statistics.

  1. 1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution

    University essay from Lunds universitet/Statistiska institutionen

    Author : Marcus Stolz; Jonathan Christopher; [2024]
    Keywords : Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

    Abstract : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). READ MORE

  3. 2. Leveraging Large Language Models for Firm-Intelligence: A RAG Framework Approach

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2024]
    Keywords : Artificial Intelligence; Large Language Models; Retrieval Augmented Generation; Retrieval Augmented Generation Assessment; Contrastive Learning; Mathematics and Statistics;

    Abstract : In the wake of OpenAI's release of ChatGPT in November 2022, powered by the 175 billion parameter neural network GPT-3, the potential applications of Large Language Models (LLMs) in various sectors have become evident. One such application lies in hedge funds and trading desks where knowledge sharing is paramount. READ MORE

  4. 3. Fitting a photospheric prompt emission model to GRB data: The Kompaneets RMS approximation (KRA)

    University essay from KTH/Fysik

    Author : Oscar Wistemar; [2023]
    Keywords : Gamma-Ray Bursts; Astrophysics; Engineering Physics; Gamma-Blixtar; Astrofysik; Teknisk Fysik;

    Abstract : Gamma-ray bursts (GRBs) are some of the most energetic events in the universe. Shocks occurring below the photosphere are likely radiation mediated shocks (RMSs) and are suspected to shape the spectra. Due to computational costs of simulating RMSs, models had not been fitted to data and a faster model was needed. READ MORE

  5. 4. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Irina Zarankina; [2023]
    Keywords : ARMA; ARIMA; LSTM; time series; statistics;

    Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE

  6. 5. Anomaly Detection for Network Traffic in a Resource Constrained Environment

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Pontus Lidholm; Gaia Ingletto; [2023]
    Keywords : Network Traffic; Anomaly Detection; Embedded Systems; Machine Learning; Random Forest;

    Abstract : Networks connected to the internet are under a constant threat of attacks. To protect against such threats, new techniques utilising already connected hardware have in this thesis been proven to be a viable solution. READ MORE