Essays about: "computational statistics"
Showing result 1 - 5 of 71 essays containing the words computational statistics.
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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 institutionenAbstract : 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
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2. Leveraging Large Language Models for Firm-Intelligence: A RAG Framework Approach
University essay from Lunds universitet/Statistiska institutionenAbstract : 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
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3. Anomaly Detection for Network Traffic in a Resource Constrained Environment
University essay from Mälardalens universitet/Akademin för innovation, design och teknikAbstract : Networks connected to the internet are under a constant threat of attacks. To protect against such threats, new techniques utilising already connected hardware have in this thesis been proven to be a viable solution. READ MORE
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4. Credit Exposure Modelling Using Differential Machine Learning
University essay from Lunds universitet/Matematisk statistikAbstract : 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
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5. Error propagation in nuclear models
University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionenAbstract : In this thesis we perform error analysis of a nuclear model based on density-functional theory developed in Lund. The Lund model allows us to perform calculations of nuclear spectra more efficiently by constructing a simple effective Hamiltonian reproducing the quadrupole deformation and pairing interaction strength parameters of a spherical Hartree-Fock reference functional. READ MORE