Essays about: "Neurala Nätverk."

Showing result 1 - 5 of 251 essays containing the words Neurala Nätverk..

  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. Topological recursive fitting trees : A framework for interpretable regression extending decision trees

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

    Author : Alexandre Tadros; [2020]
    Keywords : ;

    Abstract : Many real-world machine learning applications need interpretation of an algorithm output. The simplicity of some of the most fundamental machine learning algorithms for regression, such as linear regression or decision trees, facilitates interpretation. However, they fall short when facing complex (e.g. READ MORE

  3. 3. Prediction of Dose Probability Distributions Using Mixture Density Networks

    University essay from KTH/Matematisk statistik

    Author : Viktor Nilsson; [2020]
    Keywords : Applied mathematics; machine learning; deep learning; mixture density network; dose planning; Tillämpad matematik; maskininlärning; djupinlärning; mixturdensitetsnätverk; dosplannerning;

    Abstract : In recent years, machine learning has become utilized in external radiation therapy treatment planning. This involves automatic generation of treatment plans based on CT-scans and other spatial information such as the location of tumors and organs. READ MORE

  4. 4. Modeling the Relation Between Implied and Realized Volatility

    University essay from KTH/Matematisk statistik

    Author : Tobias Brodd; [2020]
    Keywords : Volatility; implied volatility; realized volatility; machine learning; applied mathematics; financial mathematics; neural networks; ann; lstm; ar; har; ornstein uhlenbeck; Volatilitet; implicit volatilitet; realiserad volatilitet; maskininlärning; tillämpad matematik; finansiell matematik; neurala nätverk; ann; lstm; ar; har; ornstein uhlenbeck;

    Abstract : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. READ MORE

  5. 5. Impact of Video Compression on the Performance of Object Detection Algorithms in Automotive Applications

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

    Author : Kristian Kajak; [2020]
    Keywords : ;

    Abstract : The aim of this study is to generally expose the impact of using video compression methods on the performance accuracy of a neural network-based pedestrian detection system. Moreover, the emphasis is on investigating the consequences of using both compressed training and testing images with such neural network applications. READ MORE