Essays about: "deep calibration"

Showing result 1 - 5 of 15 essays containing the words deep calibration.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Keywords : deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Abstract : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. READ MORE

  2. 2. Non-Parametric Calibration for Classification

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

    Author : Jonathan Wenger; [2019]
    Keywords : ;

    Abstract : Many applications for classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. This is of particular importance in fields such as computer vision or robotics, where safety-critical decisions are made based on classification outcomes. READ MORE

  3. 3. Mobile Device Gaze Estimation with Deep Learning : Using Siamese Neural Networks

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

    Author : Julien Adler; [2019]
    Keywords : Siamese Neural Network; GazeCapture; Gaze Estimation; Mobile; Unconstrained; Calibration Points;

    Abstract : Gaze tracking has already shown to be a popular technology for desktop devices. When it comes to gaze tracking for mobile devices, however, there is still a lot of progress to be made. There’s still no high accuracy gaze tracking available that works in an unconstrained setting for mobile devices. READ MORE

  4. 4. Motor unit localization using high-density surface EMG

    University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

    Author : Jonathan Hermansson Lundsberg; [2019]
    Keywords : Technology and Engineering;

    Abstract : Localization of muscle motor units (MU) using surface electromyography (sEMG) is of interest in areas including neurology, rehabilitation and prosthetic control. The aim of the thesis is to describe a method for MU localization using high-density sEMG (HDsEMG) and verify the method using simultaneous intramuscular EMG (iEMG) recordings. READ MORE

  5. 5. Site Application of a Channel Network Model for Groundwater Flow and Transport in Crystalline Rock

    University essay from Uppsala universitet/Luft-, vatten- och landskapslära

    Author : Jonas Pedersen; [2018]
    Keywords : channel network models; discrete fracture networks; model calibration; groundwater flow and transport;

    Abstract : Groundwater flow and transport in deep crystalline rock is an important area of research. This is partly due to its relevance for constructing a long term repository for storing radioactive spent nuclear fuel in deep bedrock. READ MORE