Essays about: "computational mathematics"

Showing result 1 - 5 of 63 essays containing the words computational mathematics.

  1. 1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution

    University essay from Lunds universitet/Statistiska institutionen

    Author : Marcus Stolz; Jonathan Christopher; [2024]
    Keywords : Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

    Abstract : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). READ MORE

  3. 2. Leveraging Large Language Models for Firm-Intelligence: A RAG Framework Approach

    University essay from Lunds universitet/Statistiska institutionen

    Author : Niclas Wölner-Hanssen; [2024]
    Keywords : Artificial Intelligence; Large Language Models; Retrieval Augmented Generation; Retrieval Augmented Generation Assessment; Contrastive Learning; Mathematics and Statistics;

    Abstract : In the wake of OpenAI's release of ChatGPT in November 2022, powered by the 175 billion parameter neural network GPT-3, the potential applications of Large Language Models (LLMs) in various sectors have become evident. One such application lies in hedge funds and trading desks where knowledge sharing is paramount. READ MORE

  4. 3. Introducing Quantum Computation in Education

    University essay from Luleå tekniska universitet/Institutionen för system- och rymdteknik

    Author : Amadeus Hedenskog; [2023]
    Keywords : Quantum computation; Quantum computing; Education;

    Abstract : Quantum Computation is the quest for more efficient technologies. It can in principal be applied to Complex quantum systems, Quantum chemical systems, Cyber-security, Finance and AI. However, the introductory course in Quantum Mechanics at the Luleå University of Technology (F0047T) does not provide an introduction to Quantum Computation. READ MORE

  5. 4. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE

  6. 5. Optimal Multitaper Spectrograms

    University essay from Lunds universitet/Matematisk statistik

    Author : Markus Ydreskog; [2023]
    Keywords : Time-frequency analysis; Multitaper spectrogram; Optimization; Wigner distribution; Mathematics and Statistics;

    Abstract : Multitaper spectrograms have been proposed as a method of improving the spectrogram as a time-frequency representation (TFR). This thesis aimed to investigate both previously used and new methods for combining multitaper spectrograms of a Gaussian signal and a chirp. READ MORE