Essays about: "predictor-corrector"

Found 3 essays containing the word predictor-corrector.

1. 1. Parameter Update Schemes for Hidden Markov Models applied to Financial Returns

   University essay from Lunds universitet/Matematisk statistik

   Author : Sigfrid Forsberg; [2022]
   Keywords : Markov Chain; Finance; Hidden Markov Model; Generalized Autoregressive Score Model; S P-500; Nikkei; Adaptive Model; Volatility; Regime-switching Model; Line-Search Algorithm; Predictor-Corrector; Quasi-Newton; Mathematics and Statistics;

   Abstract : This thesis was dedicated to investigating the use of different parameter update schemes for Hidden Markov models with time-varying parameters, with an emphasis on developing alternatives to the quasi-Newton step. The focus was on applications to financial returns, using data from the S\&P-500 and the Nikkei index, and for comparison, a trial using synthetic data was also performed. READ MORE

3. 2. A predictor corrector method for a Finite ElementMethod for the variable density Navier-Stokes equations

   University essay from KTH/Numerisk analys, NA

   Author : Isabel Haasler; [2017]
   Keywords : ;

   Abstract : Constructing Finite Element Methods for the incompressible Navier-Stokes equations that are computationally feasible requires the use of pressure segregation methods such as the predictor corrector scheme. From an algebraic point of view these methods correspond to a preconditioned Richardson iteration on the pressure Schur complement. READ MORE

4. 3. GPU Predictor-Corrector Interior Point Method for Large-Scale Linear Programming

   University essay from KTH/Numerisk analys, NA

   Author : David Rydberg; [2015]
   Keywords : ;

   Abstract : This master’s thesis concerns the implementation of a GPUaccelerated version of Mehrotra’s predictor-corrector interior point algorithm for large-scale linear programming (LP). The implementations are tested on LP problems arising in the financial industry, where there is high demand for faster LP solvers. READ MORE