Essays about: "benchmark problems"

Showing result 1 - 5 of 128 essays containing the words benchmark problems.

  1. 1. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    University essay from Göteborgs universitet/Graduate School

    Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

  2. 2. Analyzing the performance of active learning strategies on machine learning problems

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Vendela Werner; [2023]
    Keywords : computer science; bioinformatics; machine learning; active learning; artificial intelligence; supervised learning; Astrazeneca; maskininlärning; artificiell intelligens; datorvetenskap; active learning; bioinformatik; supervised learning;

    Abstract : Digitalisation within industries is rapidly advancing and data possibilities are growing daily. Machine learning models need a large amount of data that are well-annotated for good performance. To get well-annotated data, an expert is needed, which is expensive, and the annotation itself could be very time-consuming. READ MORE

  3. 3. Evaluating Brain-Inspired Machine Learning Models for Time Series Forecasting: A Comparative Study on Dynamical Memory in Reservoir Computing and Neural Networks

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

    Author : Eddie Nevander Hellström; Johan Slettengren; [2023]
    Keywords : ;

    Abstract : Brain-inspired computing is a promising research field, with potential to encouragebreakthroughs within machine learning and enable us to solve complex problems in a moreefficient way. This study aims to compare the performance of brain-like machine learningalgorithms for time series forecasting. READ MORE

  4. 4. MANGO - Generating 2D-Magnetic Field Maps From Normal-Conducting Magnets Of Experimental Areas

    University essay from KTH/Fysik

    Author : Ambre Visive; [2023]
    Keywords : Applied Physics; Particle Physics; MANGO; Magnetic Field Maps; Normal-Conducting Magnets; Finite-Element Modelling; Opera-2D; Git Repository; Python Package; Beam Lines; Experimental Areas; CERN; Tillämpad Fysik; Partikelfysik; MANGO; Magnetfältskartor; Normalkonduktiva Elektromagneter; Finit Elementmodellering; Opera-2D; Git Repository; Python Package; Partikelstrållinje; Experimentområden; CERN;

    Abstract : This thesis discusses the development of MANGO, a tool created to model normal-conducting magnets which were installed in the 1970s in the experimental areas at CERN, and store their analysis. MANGO formulates an answer to two problems faced by the physicists of the Beam Department when they model a beam line: first, how to produce new magnetic field maps and, second, how to easily access existing ones? It contains a multi-use package that offers an automated process to produce magnetic field maps from finite-element models of magnets. READ MORE

  5. 5. A high-order artificial viscosity finite element method for the Vlasov-Poisson system

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Junjie Wen; [2023]
    Keywords : ;

    Abstract : We introduce a finite element method with high-order accuracy for approximating the Vlasov-Poisson system. This method uses continuous Lagrange polynomials as basis functions and employs explicit Runge-Kutta schemes for time discretization. A residual-based artificial viscosity technique is applied for stabilization. READ MORE