Essays about: "Stochastic process"

Showing result 1 - 5 of 175 essays containing the words Stochastic process.

  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. A temporal Hawkes process model for shooting occurrences in Sweden

    University essay from Lunds universitet/Statistiska institutionen

    Author : Sara Kopelman; [2024]
    Keywords : Point processes; stochastic processes; statistics; conditional intensity; crime; shootings; Mathematics and Statistics;

    Abstract : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. READ MORE

  4. 3. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Oskar Fransson; [2023]
    Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

  5. 4. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems

    University essay from Uppsala universitet/Tillämpad beräkningsvetenskap

    Author : Khalil Daloul; [2023]
    Keywords : Homogenization; Multilevel Monte Carlo; Multi-Index Monte Carlo; Monte Carlo; Multiscale methods;

    Abstract : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. READ MORE

  6. 5. Random curves and their scaling limits

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Jonatan Wächter; [2023]
    Keywords : Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Abstract : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. READ MORE