Essays about: "structured derivatives"

Showing result 1 - 5 of 11 essays containing the words structured derivatives.

  1. 1. A Bayesian Bee Colony Algorithm for Hyperparameter Tuning of Stochastic SNNs : A design, development, and proposal of a stochastic spiking neural network and associated tuner

    University essay from Uppsala universitet/Signaler och system

    Author : Oskar Falkeström; [2023]
    Keywords : edge computing; edge user allocation; constraint satisfaction problem; bin packing problem; spiking neural networks; SNN; stochastic spiking neural networks; neuromorphic computing; hyperparameter tuning; swarm intellience; artificial bee colony algorithm; tree-structured Parzen estimator; stochastic optimization; Bayesian optimization.;

    Abstract : With the world experiencing a rapid increase in the number of cloud devices, continuing to ensure high-quality connections requires a reimagining of cloud. One proponent, edge computing, consists of many distributed and close-to-consumer edge servers that are hired by the service providers. READ MORE

  3. 2. Comparative Media Analysis, Government and Private Media in Perspective : Exploring the working environment/condition of journalistic professional practice in Nigeria

    University essay from Södertörns högskola/Institutionen för samhällsvetenskaper

    Author : Oluwole Oyegun; [2022]
    Keywords : Nigeria; Journalistic profession; Government media; Private media; Work condition environment;

    Abstract : This study considers the exploration of working condition/environment of journalistic professional practice in Nigeria from comparative perspective of private and government owned media. The study adopts a qualitative research approach. READ MORE

  4. 3. Deep learning exotic derivatives

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Gunnlaugur Geirsson; [2021]
    Keywords : deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

    Abstract : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. READ MORE

  5. 4. Implementation of k-Exact Finite Volume Reconstruction in DLR’s Next-Generation CFD Solver: Flucs and its Comparison to Other Methods

    University essay from KTH/Mekanik

    Author : SIDDHANT AGARWAL; [2017]
    Keywords : ;

    Abstract : This thesis extended the order of the reconstruction of state for convective fluxes used by Finite Volume (FV) algorithm in DLR’s next-generation CFD solver: Flucs, from constant and linear to quadratic and cubic. Two approaches for calculating derivatives were implemented in Flucs and some test cases were tried. READ MORE

  6. 5. DVA in the Structured Notes Issuance Portfolio

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Sebastian Sohl; [2016]
    Keywords : xVA; DVA; Structured Notes;

    Abstract : This thesis focus on the issuer credit risk in financial derivatives held by a structured notes desk. Post-crisis derivative valuation includes valuation adjustments for credit, collateral and funding risk, commonly referred to as xVA. READ MORE