Sökning: "error teori"

Visar resultat 6 - 10 av 24 avhandlingar innehållade orden error teori.

  1. 6. First-Order Algorithms for Communication Efficient Distributed Learning

    Författare :Sarit Khirirat; Mikael Johansson; Martin Jaggi; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Communication efficient learning; Optimization algorithms; Quantization; Error compensation; First-order algorithms; Stochastic gradient descent; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics; Optimeringslära och systemteori; Optimization and Systems Theory; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Technological developments in devices and storages have made large volumes of data collections more accessible than ever. This transformation leads to optimization problems with massive data in both volume and dimension. LÄS MER

  3. 7. First-Order Algorithms for Communication Efficient Distributed Learning

    Författare :Sarit Khirirat; Mikael Johansson; Tong Zhang; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Communication efficient learning; Optimization algorithms; Quantization; Error compensation; First-order algorithms; Stochastic gradient descent; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Innovations in numerical optimization, statistics and high performance computing have enabled tremendous advances in machine learning algorithms, fuelling applications from natural language processing to autonomous driving.To deal with increasing data volumes, and to keep the training times of increasingly complex machine learning models reasonable, modern optimization algorithms distribute both data and computations over a large number of machines. LÄS MER

  4. 8. Applications of Bayesian Econometrics to Financial Economics

    Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

  5. 9. Option Pricing and Bayesian Learning

    Författare :Ola Jönsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Bayesian learning; Volatility smile; Economics; Polya urn model; economic theory; econometrics; economic systems; Nationalekonomi; economic policy; Finansiering; Financial science;

    Sammanfattning : This thesis consists of three chapters devoted to both empirical and theoretical aspects of option pricing. The first chapter investigates the market for European options on the Swedish OMX index using daily data for the period 1993-2000. LÄS MER

  7. 10. Macroeconomic Studies on Fiscal Policy and Real Exchange Rates

    Författare :Göran Hjelm; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; econometrics; economic theory; Total factor productivity; Economics; Real exchange rates; Structural VAR models; Partisan models; Fiscal policy; Fiscal contractions; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik;

    Sammanfattning : This thesis contains four empirical macroeconomic studies and the papers may briefly be summarized as follows. In the first paper, we use both descriptive statistics and regression analysis to investigate whether movements in real exchange rates and money supply before and during fiscal contractions matter for the macroeconomic outcome. LÄS MER