Essays about: "distributions strategies"

Showing result 1 - 5 of 22 essays containing the words distributions strategies.

  1. 1. Capturing Tail Risk in a Risk Budgeting Model

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

    Author : Filip Lundin; Markus Wahlgren; [2020]
    Keywords : ;

    Abstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE

  2. 2. Multitask Convolutional Neural Network Emulators for Global Crop Models - Supervised Deep Learning in Large Hypercubes of Non-IID Data

    University essay from Lunds universitet/Matematisk statistik

    Author : Amanda Nilsson; [2020]
    Keywords : Multitask Learning; Convolutional Neural Network CNN ; Branched Neural Network; Dynamic Global Vegetation Models DGVM ; Automated Feature Extraction; Feature Importance; Supervised Machine Learning; Emulator; Surrogate Model; Response Surface Model; Approximation Model; Metamodeling; Model Composition; Regularization; Robustness; Hyperparameter Optimization; Mathematics and Statistics;

    Abstract : The aim of this thesis is to establish whether a neural network (NN) can be used for emulation of simulated global crop production - retrieved from the computationally demanding dynamic global vegetation model (DGVM) Lund-Potsdam-Jena General Ecosystem Simulator (LPJ-GUESS). It has been devoted to elaboration with various types of neural network architectures: Branched NNs capable of processing inputs of mixed data types; Convolutional Neural Network (CNN) architectures able to perform automated temporal feature extraction of the given weather time series; simpler fully connected (FC) structures as well as Multitask NNs. READ MORE

  3. 3. A Novel, Wave-based Control Architecture for Collaborative Haptic Virtual Environments

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Nils Jörgensen; [2019]
    Keywords : ;

    Abstract : Haptic feedback, the introduction of sense-of-touch into virtual environments, has been shown to have many benefits in practical applications. One such area of interest, is the increased performance of tasks that require collaboration. READ MORE

  4. 4. The "Theft of Fire" in digital age : a case study on Chinese fansub group Yi Gui Jun Tuan

    University essay from Lunds universitet/Medie- och kommunikationsvetenskap

    Author : Pan Du; [2019]
    Keywords : fansub groups; fan free labour; engagement; formal and informal distributions; Social Sciences;

    Abstract : The Fansub group refers to a group of people produce and share the translation work of media content based on their interests. Fansub groups are always viewed as a hotly debated topic which involves many different academic research fields, including piracy, fan labour and so on. READ MORE

  5. 5. Simulated evolution of food foraging strategies of army ants

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

    Author : Alvin Häger; Adam Torkkeli-Johansson; [2019]
    Keywords : ;

    Abstract : Many ant species make use of pheromone trails to coordinate food raids, which result in emergent behaviour in the form of complex, dynamic foraging patterns. The foraging behaviour of army ants, in particular, can be modelled as a ’central foraging problem’, where ants leave the nest to collect and bring back food. READ MORE