Essays about: "tillämpad matematik"

Showing result 1 - 5 of 245 essays containing the words tillämpad matematik.

  1. 1. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  2. 2. Financial Applications of Algorithmic Differentiation

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Chengbo Wang; [2020]
    Keywords : ;

    Abstract : .... READ MORE

  3. 3. Using Hidden Markov Models to Beat OMXS30

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Malin Varenius; [2020]
    Keywords : ;

    Abstract : .... READ MORE

  4. 4. Prediction of Dose Probability Distributions Using Mixture Density Networks

    University essay from KTH/Matematisk statistik

    Author : Viktor Nilsson; [2020]
    Keywords : Applied mathematics; machine learning; deep learning; mixture density network; dose planning; Tillämpad matematik; maskininlärning; djupinlärning; mixturdensitetsnätverk; dosplannerning;

    Abstract : In recent years, machine learning has become utilized in external radiation therapy treatment planning. This involves automatic generation of treatment plans based on CT-scans and other spatial information such as the location of tumors and organs. READ MORE

  5. 5. Smart Choices of Logistic Flows in Autonomous Transport System

    University essay from KTH/Optimeringslära och systemteori

    Author : Hanna Ma; [2020]
    Keywords : Applied mathematics; mixed integer linear programming; logistic planning; Tillämpad matematik; blandad heltalsprogrammering; logistikplanering;

    Abstract : PLAS is a cloud-based software used for planning and scheduling fleets of vehicles for material transport. PLAS consists of two components; the Logistic Flow Solver (LFS) and the Material Transport Scheduler (MTS). Based on transportation requests, the LFS generates a set of logistic flows. READ MORE