Search for dissertations about: "stochastic approximation algorithm"
Showing result 21 - 25 of 37 swedish dissertations containing the words stochastic approximation algorithm.
-
21. Estimation and Model Validation of Diffusion Processes
Abstract : Estimation and Model Validation of Diffusion Processes Abstract The main motivation for this thesis is the need for estimation and model validation of diffusion processes, i.e. stochastic processes satisfying a stochastic differential equation driven by Brownian motion. READ MORE
-
22. On inference in partially observed Markov models using sequential Monte Carlo methods
Abstract : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. READ MORE
-
23. Modern developments in insurance mathematics
Abstract : Arguably the most important developments in the insurance industry in the last decade have been centered around two themes: regulation and machine learning. Regulation has affected both actuarial work and research in insurance mathematics through the introduction of Solvency II in 2016, and more recently IFRS 17. READ MORE
-
24. Intracellular Flows and Fluctuations
Abstract : Mathematical models are now gaining in importance for descriptions of biological processes. In this thesis, such models have been used to identify and analyze principles that govern bacterial protein synthesis under amino acid limitation. READ MORE
-
25. Safe Autonomy under Uncertainty: Computation, Control, and Application
Abstract : Safety is a primary requirement for many autonomous systems, such as automated vehicles and mobile robots. An open problem is how to assure safety, in the sense of avoiding unsafe subsets of the state space, for uncertain systems under complex tasks. READ MORE
