Essays about: "kombinatorik"

Showing result 1 - 5 of 29 essays containing the word kombinatorik.

  1. 1. Applications of Random Walks : How Random Walks Are Used in Wilson's Algorithm and How They Connect to Electrical Networks

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Erik Jonsson; [2024]
    Keywords : Random Walks; Wilson s Algorithm; Electrical Networks; Pòlya s theorem;

    Abstract : In this master thesis we will show how random walks are used in Wilson's algorithm to generate spanning trees of graphs, and how they can be used to calculate the number of spanning trees in a graph. We will also explore the connection between electrical networks and random walks, and how this connection can be exploited to prove Pólya's theorem (normally proved with probability and combinatorics) using electrical arguments. READ MORE

  3. 2. Pricing of FX products - list rates

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Emma Edvardsson; [2023]
    Keywords : ;

    Abstract : List rates is a product that provides clients with a fixed exchange rate for a fixed period of time, varying from a few minutes up to a few days. During this period, the customer can exercise trading at the fixed exchange rate multiple times. The aim of this study is to find a pricing model for List rates. READ MORE

  4. 3. Control perspective on distributed optimization

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Sam Farkhooi; [2023]
    Keywords : Distributed optimization; control; PI; gradient descent;

    Abstract : In the intersection between machine learning, artificial intelligence and mathe- matical computation lies optimization. A powerful tool that enables us to solve a variety of large scale problems. The purpose of this work is to explore optimiza- tion in the distributed setting. READ MORE

  5. 4. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Samuel Rosén; [2023]
    Keywords : HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

    Abstract : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. READ MORE

  6. 5. Game theory in incomplete information

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Lothar Knoops; [2023]
    Keywords : game theory; mathematics; nash; equilibrium; games; incomplete information;

    Abstract : This thesis is about game theory, its general application to different games, and its different notions. We are going to focus on how different solutions can be found depending on how we view the game in question. We will particularly focus on games where the information is incomplete. READ MORE