Essays about: "stochastic process"

Showing result 21 - 25 of 175 essays containing the words stochastic process.

  1. 21. Approximating Quasistationary Distributions Using Deep Learning

    University essay from KTH/Matematisk statistik

    Author : Björn Wehlin; [2022]
    Keywords : Applied Mathematics; Deep Learning; Probability Theory; Stochastic Processes; Ito Diffusions; Quasistationary Distributions; Tillämpad matematik; djupinlärning; sannolikhetsteori; stokastiska processer; Ito-diffusioner; kvasistationära fördelningar;

    Abstract : We study a class of It\={o} diffusion processes on domains with smooth boundary, at which the process is killed. Such a process, when conditioned on non-extinction, gives rise to a stationary state known as a \emph{quasistationary distribution} (QSD). READ MORE

  3. 22. Volatility Forecasting using GARCH Processes with Exogenous Variables

    University essay from KTH/Matematisk statistik

    Author : Ellis Larson; [2022]
    Keywords : Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Abstract : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. READ MORE

  4. 23. On Merton's Portfolio Problem : A Stochastic Optimal Control Problem

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hugo Jacobsson; [2022]
    Keywords : ;

    Abstract : The purpose of this thesis is to examine and solve a classic financial optimization problem known as Merton’s Portfolio Problem. The problem is driven by a stochastic process and can thereby be classified as a stochastic optimal control problem. READ MORE

  5. 24. Adaptive detection of anomalies in fuel system of Saab 39 Gripen using machine learning : Investigating methods to improve anomaly detection of selected signals in the fuel system of Gripen E.

    University essay from Linköpings universitet/Fordonssystem; Linköpings universitet/Tekniska fakulteten

    Author : Ahlgren Bergström Olof; [2022]
    Keywords : Machine Learning; Adaptive anomaly detection; Modeling; Fuel system; Saab Gripen;

    Abstract : The process of flying fighter jets naturally comes with tough environments and manoeu-vres where temperatures, pressures and forces all have a large impact on the aircraft. Part degeneration and general wear and tear greatly affects functionalities of the aircraft, and it is of importance to carefully monitor the well being of an aircraft in order to avoid catastrophic accidents. READ MORE

  6. 25. A Study on Data-driven Methods for Selection and Evaluation of Beam Subsets in 5G NR

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Nic Ekman; Ilias Theodoros Skordas; [2022]
    Keywords : 5G; NR; telecom; telecommunications; ML; machine learning; algorithms; beam; widebeam; propagation; beamforming; subset; RAN; radio; radio environment; ericsson; Technology and Engineering;

    Abstract : 5G New Radio is the next generation of mobile networks and it comes with promises of ultra-high speeds, ultra-high reliability and ultra-low latency. This has posed a challenge for the engineers entrusted with the task of finding solutions which could fulfil the specification, and as a result, some promising areas have received increased attention in recent years. READ MORE