Essays about: "optimal stopping time"

Showing result 1 - 5 of 11 essays containing the words optimal stopping time.

1. 1. Comparing machine learning algorithms for detecting behavioural anomalies

   University essay from Blekinge Tekniska Högskola/Institutionen för datavetenskap

   Author : Fredrik Jansson; [2023]
   Keywords : Anomaly Detection; Machine Learning; Behavioural Anomalies;

   Abstract : Background. Attempted intrusions at companies, either from an insider threat orotherwise, is increasing in frequency. Most commonly used is static analysis and filters to stop specific attacks. READ MORE

3. 2. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

   University essay from Uppsala universitet/Analys och partiella differentialekvationer

   Author : Mohammed Moniruzzaman Khan; [2023]
   Keywords : ;

   Abstract : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. READ MORE

4. 3. Real-time Optimal Braking for Marine Vessels with Rotating Thrusters

   University essay from KTH/Matematik (Avd.)

   Author : Sigurlaug Rún Jónsdóttir; [2022]
   Keywords : Nonlinear optimization; nonlinear optimal control; numerical optimal control; real-time solution; optimal braking; receding horizon; modeling; ship model; propeller forces; rudder forces; direct multiple shooting method; discretization;

   Abstract : Collision avoidance is an essential component of autonomous shipping. As ships begin to advance towards autonomy, developing an advisory system is one of the first steps. An advisory system with a strong collision avoidance component can help the crew act more quickly and accurately in dangerous situations. READ MORE

5. 4. Combined Regularisation Techniques for Artificial Neural Networks

   University essay from Lunds universitet/Beräkningsbiologi och biologisk fysik - Genomgår omorganisation

   Author : Joseph Binns; [2022]
   Keywords : Artificial Neural Networks; ANNs; Overfitting; Combined Regularisation Techniques; Regularisation Techniques; Regularisation; L2; Weight Decay; Dropout; Early Stopping; Physics and Astronomy;

   Abstract : Artificial neural networks are prone to overfitting – the process of learning details specific to a particular training data set. Success in preventing overfitting through combining the L2 and dropout regularisation techniques has led to the combination’s recent popularity. READ MORE

6. 5. Strategic passenger-oriented timetable design : Long-term timetable designs with minimised passenger inconvenience

   University essay from KTH/Transportplanering

   Author : Yari de Graaf; [2021]
   Keywords : ;

   Abstract : Timetable development and design is a complex process that is crucial for safe and efficient railway operations. The combination of steel wheels and steel rails makes it possible to create trains and to transport many vehicles, thus passengers and freight, at the same time, but it also results in longer braking distances. READ MORE