Essays about: "benchmark"

Showing result 1 - 5 of 752 essays containing the word benchmark.

  1. 1. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  2. 2. Implementation of a Deep Learning Inference Accelerator on the FPGA.

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Shenbagaraman Ramakrishnan; [2020]
    Keywords : Artificial Intelligence; Machine Learning; Deep Learning; Neural Networks; Deep Learning Accelerators; NVDLA; FPGA; Technology and Engineering;

    Abstract : Today, Artificial Intelligence is one of the most important technologies, ubiquitous in our daily lives. Deep Neural Networks (DNN's) have come up as state of art for various machine intelligence applications such as object detection, image classification, face recognition and performs myriad of activities with exceptional prediction accuracy. READ MORE

  3. 3. Hand Gesture Classification using Millimeter Wave Pulsed Radar

    University essay from Lunds universitet/Matematisk statistik

    Author : Eda Dagasan; [2020]
    Keywords : Hand Gesture Classification; Millimeter Wave Radar; Statistical Signal Processing; Time-Frequency Analysis; Room Impulse Response Estimation; Sparse Dictionary Learning; Classification; Supervised Learning; Convolutional Neural Networks; k-Nearest Neighbor; Mathematics and Statistics;

    Abstract : Millimeter wave pulsed radar has found many applications, among them hand gesture sensing, which this work has as purpose. This application has already shown good potential, [1], and here in this work robustness aspects are taken into account. READ MORE

  4. 4. A Study of the Loss Landscape and Metastability in Graph Convolutional Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Sofia Larsson; [2020]
    Keywords : Graph neural networks; Graph convolutional neural networks; Loss landscape; Gradient descent; Stochastic gradient descent; Stochastic gradient Langevin dynamics; Grafneurala nätverk; grafiska faltningsnätverk; lösningslandskap; gradientmetoder; stokastiska gradientmetoder; stokastisk gradient Langevin dynamik;

    Abstract : Many novel graph neural network models have reported an impressive performance on benchmark dataset, but the theory behind these networks is still being developed. In this thesis, we study the trajectory of Gradient descent (GD) and Stochastic gradient descent (SGD) in the loss landscape of Graph neural networks by replicating Xing et al. READ MORE

  5. 5. Implementing the GraphQL Interface on top of a Graph Database

    University essay from Linköpings universitet/Databas och informationsteknikLinköpings universitet/Tekniska fakulteten

    Author : Linn Mattsson; [2020]
    Keywords : GraphQL; Graph Databases; Performance; Logical Plans;

    Abstract : Since becoming an open source project in 2015, GraphQL has gained popularity as it is used as a query language from front-end to back-end, ensuring that no over-fetching or under-fetching is performed. While the query language has been openly available for a few years, there has been little academic research in this area. READ MORE