Search for dissertations about: "Anders Szepessy"

Showing result 6 - 10 of 13 swedish dissertations containing the words Anders Szepessy.

  2. 6. Error Estimation and Adaptive Methods for Molecular Dynamics

    Author : Ashraful Kadir; Anders Szepessy; Emanuel Rubensson; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This  thesis consists of two  papers that  concern error estimates for the Born-Oppenheimer molecular dynamics, and adaptive algorithms for the Car-Parrinello and Ehrenfest molecular dynamics. In Paper I, we study error estimates for Born-Oppenheimer molecular dynamics with  nearly crossing potential  surfaces. READ MORE

  4. 7. Numerical Methods for Molecular Dynamics with Nearly Crossing Potential Surfaces

    Author : Ashraful Kadir; Anders Szepessy; Emanuel Rubensson; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Numerical Methods; Molecular Dynamics; Nearly Crossing Potential Surfaces; Error Estimation; Adaptive Algorithm; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis consists of four papers that concern error estimates for the Born-Oppenheimer molecular dynamics, and adaptive algorithms for the Car-Parrinello and Ehrenfest molecular dynamics.In Paper I, we study error estimates for the Born-Oppenheimer molecular dynamics with nearly crossing potential surfaces. READ MORE

  5. 8. Numerical algorithms for high dimensional integration with application to machine learning and molecular dynamics

    Author : Aku Kammonen; Anders Szepessy; Markos Katsoulakis; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Numerical Analysis; Numerisk analys;

    Abstract : This thesis contains results on high dimensional integration with two papers, paper I and paper II, presenting applications in machine learning and two papers, paper III and paper IV, presenting applications to molecular dynamics.In paper I we present algorithms based on a Metropolis test for training shallow neural networks with trigonometric activation functions. READ MORE

  6. 9. Approximation and Calibration of Stochastic Processes in Finance

    Author : Jonas Kiessling; Anders Szepessy; Jonathan Goodman; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Abstract : This thesis is a study of approximation and calibration of stochastic processes with applications in finance. It consists of an introduction and four research papers. The introduction is as an overview of the role of mathematics incertain areas of finance. READ MORE

  7. 10. Calibration and Hedging in Finance

    Author : Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. READ MORE