Essays about: "Normal mixture models"
Showing result 1 - 5 of 15 essays containing the words Normal mixture models.
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1. Exploring Normalizing Flow Modifications for Improved Model Expressivity
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Normalizing flows represent a class of generative models that exhibit a number of attractive properties, but do not always achieve state-of-the-art performance when it comes to perceived naturalness of generated samples. To improve the quality of generated samples, this thesis examines methods to enhance the expressivity of discrete-time normalizing flow models and thus their ability to capture different aspects of the data. READ MORE
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2. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE
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3. Statistical Modelling of Plug-In Hybrid Fuel Consumption : A study using data science methods on test fleet driving data
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The automotive industry is undertaking major technological steps in an effort to reduce emissions and fight climate change. To reduce the reliability on fossil fuels a lot of research is invested into electric motors (EM) and their applications. READ MORE
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4. Understanding people movement and detecting anomalies using probabilistic generative models
University essay from KTH/Matematisk statistikAbstract : As intelligent access solutions begin to dominate the world, the statistical learning methods to answer for the behavior of these needs attention, as there is no clear answer to how an algorithm could learn and predict exactly how people move. This project aims at investigating if, with the help of unsupervised learning methods, it is possible to distinguish anomalies from normal events in an access system, and if the most probable choice of cylinder to be unlocked by a user can be calculated. READ MORE
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5. Pricing of a balance sheet option limited by a minimum solvency boundary
University essay from KTH/Matematisk statistikAbstract : Pension companies are required by law to remain above a certain solvency level. The main purpose of this thesis is to determine the cost of remaining above a lower solvency level for different pension companies. This will be modelled by an option with a balance sheet as the underlying asset. READ MORE
