Essays about: "Gaussisk Process"

Showing result 1 - 5 of 8 essays containing the words Gaussisk Process.

  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. Early-Stage Prediction of Lithium-Ion Battery Cycle Life Using Gaussian Process Regression

    University essay from KTH/Matematisk statistik

    Author : Love Wikland; [2020]
    Keywords : Statistical learning; prediction; regression; Gaussian processes; lithium-ion battery; battery health; battery lifetime; Statistisk inlärning; prediction; regression; Gaussiska processer; litiumjonbatteri; batterihälsa; batterilivstid;

    Abstract : Data-driven prediction of battery health has gained increased attention over the past couple of years, in both academia and industry. Accurate early-stage predictions of battery performance would create new opportunities regarding production and use. READ MORE

  3. 3. Informative path planning for algae farm surveying

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Corentin Guy Claude Chauvin-Hameau; [2020]
    Keywords : ;

    Abstract : Algae farms need to be regularly monitored to control growth rate or check for signs of diseases. As marine farms are setup farther from the coasts, the need for developing robots capable of carrying out these tasks autonomously increases. This thesis investigates trajectory generation for an underwater robot monitoring an algae farm. READ MORE

  4. 4. Scalable Gaussian Process Regression for Time Series Modelling

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Vidhyarthi Boopathi; [2019]
    Keywords : Distributed Machine learning; Spark; Gaussian Processes; Regression; Time series; Distribuerad maskininlärning; Spark; Gaussiska processer; Regression; Sensormodellering; Tidsserier;

    Abstract : Machine learning algorithms has its applications in almost all areas of our daily lives. This is mainly due to its ability to learn complex patterns and insights from massive datasets. With the increase in the data at a high rate, it is becoming necessary that the algorithms are resource-efficient and scalable. READ MORE

  5. 5. CFD Simulation of Fluid Flow During Laser Metal Wire Deposition using OpenFOAM : 3D printing

    University essay from Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

    Author : Jennifer Lundkvist; [2019]
    Keywords : ;

    Abstract : The focus of this work was to simulate the fluid flow within a melt pool geometry, during an additive manufacturing process, implementing the CFD software OpenFOAM version 1806. Two separate models were created and run during this work, the first using a temperature mapping from a finite element (FE) model and the second being a free-standing model with Gaussian distributed laser beam striking down on the top surface. READ MORE