Essays about: "Modelling"

Showing result 1 - 5 of 2237 essays containing the word Modelling.

  1. 1. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges

    University essay from Göteborgs universitet/Graduate School

    Author : Mohammad Rashidi Ranjbar; [2020-07-08]
    Keywords : Bitcoin; Volatility Modelling; GAS; GARCH; Realized GARCH; Coinbase; Bitfinex; Bitstamp;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Investigating and Evaluating Software Ecosystem Modelling in Practice in a Tier-2 Vehicle Telematics Company

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Chiara Lucatello; Monica Murgescu; [2020-07-06]
    Keywords : software ecosystem; perceptions; collaboration; modelling techniques; software supply network diagram; unified modelling language; automotive industry disruptions;

    Abstract : Although different ecosystem modelling techniques exist, it is difficult to assess howused these are in practice among software companies. In this design science study,software ecosystem practices of a software company in the automotive domain wereanalysed; according to the findings, there are different perceptions of an ecosystemamong management and developers, and there are no formalised modelling techniquesbeing used in the company. READ MORE

  3. 3. Deep Learning and the Heston Model:Calibration & Hedging

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE

  4. 4. Combined CALPHAD and Machine Learning for Property Modelling

    University essay from KTH/Materialvetenskap

    Author : Kyle Paulus; [2020]
    Keywords : ;

    Abstract : Techniques to improve the speed at which materials are researched and developed has been conducted by investigating the machine learning methodology. These techniques offer solutions to connect the length scales of material prop- erties from atomistic and chemical features using materials databases generated from collected data. READ MORE

  5. 5. A study on Hall Effect Thruster exhaust plume simulation

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

    Author : Andrius Sukys; [2020]
    Keywords : ;

    Abstract : The results of the attempt to simulate a 1,5 kW-class Stationary PlasmaThruster (SPT) type Hall Effect thruster exhaust plumes are presented.This work focuses on the simulation of the near field region since acharged particle can directly affect the other systems of the spacecraft,such as solar panels, camera etc. READ MORE