Essays about: "Stochastic Models"

Showing result 1 - 5 of 249 essays containing the words Stochastic Models.

1. 1. Feature Selection for Microarray Data via Stochastic Approximation

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

   Author : Erik Rosvall; [2024-03-18]
   Keywords : feature selection; feature ranking; microarray data; stochastic approximation; Barzilai and Borwein method; Machine Learning; AI;

   Abstract : This thesis explores the challenge of feature selection (FS) in machine learning, which involves reducing the dimensionality of data. The selection of a relevant subset of features from a larger pool has demonstrated its effectiveness in enhancing the performance of various machine learning algorithms. READ MORE

3. 2. Variational AutoEncoders and Differential Privacy : balancing data synthesis and privacy constraints

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

   Author : Baptiste Bremond; [2024]
   Keywords : TVAE; Differential privacy; Tabular data; Synthetic data; DP-SGD; TVAE; differentiell integritet; tabelldata; syntetiska data; DP-SGD;

   Abstract : This thesis investigates the effectiveness of Tabular Variational Auto Encoders (TVAEs) in generating high-quality synthetic tabular data and assesses their compliance with differential privacy principles. The study shows that while TVAEs are better than VAEs at generating synthetic data that faithfully reproduces the distribution of real data as measured by the Synthetic Data Vault (SDV) metrics, the latter does not guarantee that the synthetic data is up to the task in practical industrial applications. READ MORE

4. 3. Predicting Electricity Consumption with ARIMA and Recurrent Neural Networks

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Klara Enerud; [2024]
   Keywords : time series forecasting; ARIMA; recurrent neural networks; LSTM; electricity forecasting; EED forecasting;

   Abstract : Due to the growing share of renewable energy in countries' power systems, the need for precise forecasting of electricity consumption will increase. This paper considers two different approaches to time series forecasting, autoregressive moving average (ARMA) models and recurrent neural networks (RNNs). READ MORE

5. 4. Predicting Patent Data using Wavelet Regression and Bayesian Machine Learning

   University essay from KTH/Matematik (Avd.)

   Author : Mattias Martinsen; [2023]
   Keywords : Wavelet; Regression; Bayesian network; Prediction; Patent; Machine Learning; Wavelet; Regression; Bayesiskt nätverk; Predicering; Patent; Maskininlärning;

   Abstract : Patents are a fundamental part of scientific and engineering work, ensuringprotection of inventions owned by individuals or organizations. Patents areusually made public 18 months after being filed to a patent office, whichmeans that current publicly available patent data only provides informationabout the past. READ MORE

6. 5. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

   University essay from KTH/Matematik (Avd.)

   Author : Benjamin Neander; Victor Mattson; [2023]
   Keywords : Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

   Abstract : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. READ MORE