Essays about: "Implicit Surfaces"

Showing result 1 - 5 of 15 essays containing the words Implicit Surfaces.

  1. 1. Hardware-Accelerated Ray Tracing of Implicit Surfaces : A study of real-time editing and rendering of implicit surfaces

    University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

    Author : Herman Hansson Söderlund; [2021]
    Keywords : Implicit Surfaces; Signed Distance Functions; Ray Tracing; Content Creation; Path Tracing; Implicita Ytor; Signed Distance Functions; Strålspårning; Modellering;

    Abstract : Background. Rasterization of triangle geometry has been the dominating rendering technique in the real-time rendering industry for many years. However, triangles are not always easy to work with for content creators. READ MORE

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

    University essay from 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

  3. 3. The Calibrated SSVI Method - Implied Volatility Surface Construction

    University essay from KTH/Matematisk statistik

    Author : Adam Öhman; [2019]
    Keywords : Implied; Volatility; Surface; Construction; SVI; SSVI; eSSVI; Stochastic Volatility Inspired; calibrated SSVI; modelling; arbitrage; interpolation; extrapolation; FHS VaR; derivatives; CCP; clearing; Implicit; Volatilitet; Ytor; Option; SVI; SSVI; eSSVI; kalibrerade SSVI; arbitrage; modellering; finans; matematik;

    Abstract : In this thesis will the question of how to construct implied volatility surfaces in a robust and arbitrage free way be investigated. To be able to know if the solutions are arbitrage free was an initial investigation about arbitrage in volatility surfaces made. From this investigation where two comprehensive theorems found. READ MORE

  4. 4. Evaluation of probabilistic representations for modeling and understanding shape based on synthetic and real sensory data

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Gabriela Zarzar Gandler; [2017]
    Keywords : shape learning; surface reconstruction; 3D reconstruction; 3D object modeling; probabilistic 3D reconstruction; probabilistic surface learning; Gaussian Process; GP; Sparse Gaussian Process; Sparse GP; Gaussian Process Implicit Surface; GPIS; variational inference; perception learning; robotic perception;

    Abstract : The advancements in robotic perception in the recent years have empowered robots to better execute tasks in various environments. The perception of objects in the robot work space significantly relies on how sensory data is represented. READ MORE

  5. 5. Ray Tracing Non-Polygonal Objects: Implementation and Performance Analysis using Embree

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

    Author : Michael Carlie; [2016]
    Keywords : ray tracing; NURBS; bezier; implicit surface; non-polygonal; computer graphics; graphics; embree;

    Abstract : Free-form surfaces and implicit surfaces must be tessellated before being rendered with rasterization techniques. However ray tracing provides the means to directly render such objects without the need to first convert into polygonal meshes. READ MORE