Essays about: "thesis paper on Mathematics"

Showing result 1 - 5 of 23 essays containing the words thesis paper on Mathematics.

  1. 1. A Numerical Investigation of Different Methods for Computing the Matrix Exponential

    University essay from Lunds universitet/Matematik (naturvetenskapliga fakulteten); Lunds universitet/Matematikcentrum

    Author : Yvonne Cherotich; [2021]
    Keywords : matrix exponential; algorithms; efficiency; accuracy; Mathematics and Statistics;

    Abstract : Matrix functions and their applications play an important role in different fields of science and engineering. The matrix exponential is one of the most important and extensively used function of matrices. The computation of the exponential of a matrix is an interesting topic that has been extensively studied over the years. READ MORE

  2. 2. Particle-Based Online Bayesian Learning of Static Parameters with Application to Mixture Models

    University essay from KTH/Matematisk statistik

    Author : Rutger Fuglesang; [2020]
    Keywords : Statistics; applied mathematics; sequential monte carlo; SMC; Statistical inference; Statisk; sekventiell monte carlo; SMC; tillämpad matematik;

    Abstract : This thesis investigates the possibility of using Sequential Monte Carlo methods (SMC) to create an online algorithm to infer properties from a dataset, such as unknown model parameters. Statistical inference from data streams tends to be difficult, and this is particularly the case for parametric models, which will be the focus of this paper. READ MORE

  3. 3. Swedish Interest Rate Curve Dynamics Using Artificial Neural Networks

    University essay from KTH/Matematisk statistik

    Author : Richard Spånberg; Billy Wallander; [2020]
    Keywords : Artificial Neural Network; Yield curve; PCA; Financial Mathematics; Neurala Nätverk; Avkastningskurva; PCA; Finansiell Matematik;

    Abstract : This thesis is a comparative study where the question is whether a neural network approach can outperform the principal component analysis (PCA) approach for predicting changes of interest rate curves. Today PCA is the industry standard model for predicting interest rate curves. READ MORE

  4. 4. The Existence of Meromorphic Functions with Prescribed Poles and Principal Parts

    University essay from Lunds universitet/Matematik LTH; Lunds universitet/Matematik (naturvetenskapliga fakulteten)

    Author : Peicen Liu; [2020]
    Keywords : The Mittag-Leffler Theorem; Meromorphic Function; Complex Analysis; The Mittag-Leffler Star; Mathematics and Statistics;

    Abstract : The Swedish mathematician Gösta Mittag-Leffler (1846-1927) is well-known for founding Acta Mathematica, the famous international mathematical journal. His mathematical contributions are connected chiefly with complex analysis. READ MORE

  5. 5. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

    University essay from KTH/Matematisk statistik

    Author : Felix Greberg; [2020]
    Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

    Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE