Essays about: "Mathematics and Statistics"

Showing result 1 - 5 of 631 essays containing the words Mathematics and Statistics.

  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. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE

  3. 3. The upper and lower bounds on Korenblum’s constant

    University essay from Lunds universitet/Matematik LTH

    Author : Åke Wettergren; [2020]
    Keywords : Complex Analysis; Bergman Space; Korenblum s constant; Optimization; Mathematics and Statistics;

    Abstract : The purpose of this thesis is to study complex analysis, the Bergman space and Korenblum's conjecture. This is done in three parts. In the first part the proofs that the conjecture is true are studied, giving lower bounds of Korenblum's constant. The first proof is explained in detail, to make it as accessible as possible to more people. READ MORE

  4. 4. Hand Gesture Classification using Millimeter Wave Pulsed Radar

    University essay from Lunds universitet/Matematisk statistik

    Author : Eda Dagasan; [2020]
    Keywords : Hand Gesture Classification; Millimeter Wave Radar; Statistical Signal Processing; Time-Frequency Analysis; Room Impulse Response Estimation; Sparse Dictionary Learning; Classification; Supervised Learning; Convolutional Neural Networks; k-Nearest Neighbor; Mathematics and Statistics;

    Abstract : Millimeter wave pulsed radar has found many applications, among them hand gesture sensing, which this work has as purpose. This application has already shown good potential, [1], and here in this work robustness aspects are taken into account. READ MORE

  5. 5. Detecting Deepfakes and Forged Videos Using Deep Learning

    University essay from Lunds universitet/Matematik LTH

    Author : Emil Johansson; [2020]
    Keywords : Image Analysis; Deepfake; Deep Learning; Neural Networks; FaceSwap; Face2Face; Neural Textures; Mathematics and Statistics;

    Abstract : Over just a few years, methods to manipulate videos have become so sophistica- ted that even someone without much expertise or computational resources can forge videos inseparable from pristine ones to the human eye. These methods can for instance insert a person in a video or manipulate their lip movements to make them say anything of the manipulator’s liking. READ MORE