Essays about: "Monte-Carlo Model"

Showing result 31 - 35 of 432 essays containing the words Monte-Carlo Model.

1. 31. Option pricing with Quadratic Rough Heston Model

   University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

   Author : Marina Dushkina; [2023]
   Keywords : option pricing; rough volatility models; Heston model; Monte Carlo methods; calibration; quadratic rough Heston model; volatility smile;

   Abstract : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. READ MORE

3. 32. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

   University essay from Lunds universitet/Matematisk statistik

   Author : Marcus Gehrmann; [2023]
   Keywords : Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

   Abstract : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. READ MORE

4. 33. Predicting Biomarkers/ Candidate Genes involved in iALL, using Rough Sets based Interpretable Machine Learning Model.

   University essay from Uppsala universitet/Institutionen för biologisk grundutbildning

   Author : Girish Pulinkala; [2023]
   Keywords : Machine Learning; Cancer; Oncology; Acute Lymphoblastic Leukemia; Rough sets; Pathway analysis; Feature selection; Bioinformatics; Computational Biology.;

   Abstract : Acute lymphoblastic leukemia is a hematological malignancy that gains a proliferative advantage and originates in the bone marrow. One of the more common genetic alterations in ALL is KMT2A-rearrangement which constitutes 80% of the cases of ALL in infants. READ MORE

5. 34. Probing Strangeness Production in Proton-Proton Collisions with Three-Particle Correlations

   University essay from Lunds universitet/Partikel- och kärnfysik; Lunds universitet/Fysiska institutionen

   Author : Melinda Petricean; [2023]
   Keywords : Physics and Astronomy;

   Abstract : Strangeness production in small systems such as proton-proton collisions is here investigated through the use of three-particle correlations in the momentum-space coordinates η and ϕ. This method is used in order to investigate possible correlation between conservation of both strangeness and baryon number, such that the particles chosen are Λ¯pK+ and the respective charge conjugates, where Λ is a strange baryon, p¯ balances: the Balance Function and the comparative restriction of relative positions for pairs of particles within given triplets. READ MORE

6. 35. Uncertainty Estimation in Volumetric Image Segmentation

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

   Author : Donggyun Park; [2023]
   Keywords : Uncertainty Estimation; Uncertainty Quantification UQ ; Volumetric Image Segmentation; 3D U-Net; test-time data augmentation; Deep ensemble;

   Abstract : The performance of deep neural networks and estimations of their robustness has been rapidly developed. In contrast, despite the broad usage of deep convolutional neural networks (CNNs)[1] for medical image segmentation, research on their uncertainty estimations is being far less conducted. READ MORE