Essays about: "Stochastic Optimisation"
Showing result 1 - 5 of 16 essays containing the words Stochastic Optimisation.
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1. Variational AutoEncoders and Differential Privacy : balancing data synthesis and privacy constraints
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)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
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2. Decentralised Multi-agent Search, Track and Defence Coordination using a PMBM filter and Data-driven Robust Optimisation
University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : In an air defence scenario decisions need to be taken with extreme precision and under high pressure. These decisions becomes even more challenging when the aircraft in question need to function as a team and coordinate their effort. READ MORE
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3. Path Choice Estimation in Urban Rails : Asimulation based optimisation for frequency-based assignment model
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Transit system have a large importance in modern urban cities, with urban rail often acting as the central system with it efficient travel time and great capacity. As cities grow in population, so to does the usage of urban rail resulting in increased crowding on the platform and in the trains. READ MORE
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4. 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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5. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
University essay from Lunds universitet/Matematisk statistikAbstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE
