Essays about: "neural network"

Showing result 1 - 5 of 998 essays containing the words neural network.

  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. Applying machine learning to detect structural faults in microscopic images of inserts

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Emil Fröjd; [2020]
    Keywords : bildanalys; maskininlärning; cnn;

    Abstract : Today the quality control of inserts at Sandvik is done manually by looking at their crosssections through a microscope. The purpose of this project was to automate the quality control of inserts by exploring machine Learning technique to automatically detect structural faults in microscopic images of the insert. READ MORE

  3. 3. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

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

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  4. 4. NSGA-II DESIGN FOR FEATURE SELECTION IN EEG CLASSIFICATION RELATED TO MOTOR IMAGERY

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Robin Johansson; [2020]
    Keywords : ;

    Abstract : Feature selection is an important step regarding Electroencephalogram (EEG) classification, for a Brain-Computer Interface (BCI) systems, related to Motor Imagery (MI), due to large amount of features, and few samples. This makes the classification process computationally expensive, and limits the BCI systems real-time applicability. READ MORE

  5. 5. Sequence classification on gamified behavior data from a learning management system : Predicting student outcome using neural networks and Markov chain

    University essay from Högskolan i Skövde/Institutionen för informationsteknologi

    Author : Niclas Elmäng; [2020]
    Keywords : Long Short-term Memory; Convolutional neural network; Markov Chain; Time series Classification; Gamification;

    Abstract : This study has investigated whether it is possible to classify time series data originating from a gamified learning management system. By using the school data provided by the gamification company Insert Coin AB, the aim was to distribute the teacher’s supervision more efficiently among students who are more likely to fail. READ MORE