Essays about: "least squares solution"

Showing result 6 - 10 of 33 essays containing the words least squares solution.

  1. 6. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Mara Kalicanin Dimitrov; [2022]
    Keywords : Almost Exact Scheme; Monte Carlo; Bermudan Options; Least Squares Monte Carlo; CIR; Heston Model; Double Heston Model; Stochastic Volatility;

    Abstract : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. READ MORE

  3. 7. Toward predictive maintenance in surface treatment processes : A DMAIC case study at Seco Tools

    University essay from Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälle

    Author : Martin Berg; Albin Eriksson; [2021]
    Keywords : Predictive maintenance; Industry 4.0; Data-driven maintenance; chemical vapour deposition; wet blasting;

    Abstract : Surface treatments are often used in the manufacturing industry to change the surface of a product, including its related properties and functions. The occurrence of degradation and corrosion in surface treatment processes can lead to critical breakdowns over time. READ MORE

  4. 8. Learning Sampling Strategies for Stochastic Gradient Descent using Deep Reinforcement Learning techniques

    University essay from Lunds universitet/Institutionen för reglerteknik

    Author : Hampus Rosvall; [2020]
    Keywords : Technology and Engineering;

    Abstract : Solving finite-sum minimization problems could be done by the use of a gradient descent algorithm. The algorithm evaluates the gradient with respect to the current state of the parameters and updates the parameters in the direction of the steepest descent. READ MORE

  5. 9. Physically Inspired Optimization

    University essay from Lunds universitet/Matematisk fysik; Lunds universitet/Fysiska institutionen

    Author : Emmanuel-Roosevelt D Costa; [2020]
    Keywords : Optimization; Particle Swarm Optimization; PSO; Levenberg-Marquardt algorithm; Gradient descent algorithm; Gauss-Newton algorithm; Linear Least Squares; System of Springs; Physics and Astronomy;

    Abstract : Optimization is the study of finding the best solution for a problem. The applications of this field ranges from finding the best routes for travelling to finding the ground state of physical systems. READ MORE

  6. 10. MODEL-BASED ECG ANALYSIS:TOWARDS PATIENT-SPECIFIC WEARABLE ECG MONITORING : MODEL-BASED ECG ANALYSIS:TOWARDS PATIENT-SPECIFIC WEARABLE ECG MONITORING

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Adnan Albaba; [2020]
    Keywords : ;

    Abstract : In this thesis, model-based analysis approach is considered as a possible solution towards a patient-specific point-of-care device for the purpose of electrocardiogram monitoring. Two novel methods are proposed, tested, and quantitatively evaluated. READ MORE