Essays about: "stochastic process thesis"
Showing result 1 - 5 of 104 essays containing the words stochastic process thesis.
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1. Feature Selection for Microarray Data via Stochastic Approximation
University essay from Göteborgs universitet/Institutionen för data- och informationsteknikAbstract : This thesis explores the challenge of feature selection (FS) in machine learning, which involves reducing the dimensionality of data. The selection of a relevant subset of features from a larger pool has demonstrated its effectiveness in enhancing the performance of various machine learning algorithms. READ MORE
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2. A temporal Hawkes process model for shooting occurrences in Sweden
University essay from Lunds universitet/Statistiska institutionenAbstract : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. READ MORE
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3. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE
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4. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems
University essay from Uppsala universitet/Tillämpad beräkningsvetenskapAbstract : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. READ MORE
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5. A Framework to Model Bond Liquidity
University essay from KTH/Matematik (Avd.)Abstract : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. READ MORE