Masteruppsatser i matematik

Prissättning och hedging av optioner av amerikansk typ med hjälp av djupinlärning: Algoritmisk implementation

Khan, Mohammed Moniruzzaman

2023.

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Solving Partial Differential Equations With Neural Networks

Karlsson Faronius, Håkan

2023.

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Random Graph Models of a neocortical column in a rat’s brain and their topological statistical distributions

Barber, Kieran

2022.

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Prediction for Financial Time Series

Liu, Yizhou

2022.

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Lattice Basis Reduction Using LLL Algorithm with Application to Algorithmic Lattice Problems

Polách, Juraj

2022.

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Predictions of groundwater-level data using Transfer functions and ARIMAX-models

Freyland, Sara

2022.

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Exceptional Groups and their Generators

Ali, Hassan

2022.

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The self-exciting Hawkes processand dynamic contagion

Dahlqvist, Isak

2022.

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Scalable Algorithms in NonparametricComputational Statistics

Graner, Johannes

2022.

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C*-algebras and the Spectral Theorem

Fors, Hannes

2022.

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Classification Of Finite-Dimensional Complex Semi-Simple Lie Algbras And Serre’s Theorem

Gustavsson, Bim

2022.

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The multivariate time series analysis of the SEK/USD exchange rate

Hong, Le

2022.

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Ricci flow of asymptotically hyperbolic metrics

Hjort, Oliver

2022.

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Perpetual American Options and ImpliedVolatility

Mellquist, Ebba

2022.

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Behavior and Performance of Some Inference Tools in Beta Regression

Raner, Max

2022.

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Distributed Trajectories under Mobile Phone Network: Empirical Estimation on Origin-Destination Matrix and Time-inhomogeneous Simulation

Zhang, Liyuan

2022.

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The Weak Lefschetz Property For Artinian Quadratic Monomial Algebras

Waara, Einar

2022.

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Higher preprojective algebras and higherAuslander algebras

Tsang, Hin Chung Henry

2022.

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A Hiring and Firing Problem with IncompleteInformation

Wang, Ying

2022.

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Perron–Frobenius theorem and Z_≥0[S₃]-semimodules

Cuszynski-Kruk, Mikolaj

2022.

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Modeling Mortality from COVID-19 Using Poisson Based Regressions: The Case of Sweden

Birhanu Benti, Temesgen

2022.

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Financial Models With Transaction Costs

Auffredic, Jérémy

2022.

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DG-algebra computations for singular legendrian knots

Bäcke, Martin

2022.

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The Dividend Problem for Diffusion Processes

Deigård, Patrik

2022.

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American call options under incomplete information

Göransson, Daniel

2022.

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Symplectic Fibrations and Connections

Chauwinoir, Kevin

2022.

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Neural Networks for Option Pricing

Lindqvist, Sebastian

2022.

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Time series analysis of Covid-19 pandemic in Sweden

Ogumoshabe, Disan

2022.

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Quickest detection with an observation cost

Norman, William

2022.

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Sequential testing of the sign of the drift of a Brownian motion

Karimidamavandi, Ashkan

2021.

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Overview of Bayesian sequential testing for the drift of a Wiener process

Vogli, Aleksander

2021.

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Physics Informed Machine Learning of Nonlinear Partial Differential Equations

Mack, Jonas

2021.

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Expanding flows of curves in the hyperbolic plane

Meco, Benjamin

2021.

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Dimensional Reduction using Diffusion Maps

Roozemond, Edwin Sebastiaan

2021.

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^{Modular Forms and Related Topics}

Rousu, Linnea

2021.

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VaR Techniques

Solomonov, Isak

2021.

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Algebras in Monoidal Categories

Matsson, Isak

2021.

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Symplectic Homology and Shape of Cotangent Bundles

Henriksen, Tobias Våge

2021.

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Local unknottedness of planar Lagrangians with Boundary

Wang, Zixuan

2021.

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Fitting Yield Curve with DynamicNelson-Siegel Models: Evidence from Sweden

Huang, Zhe

2021.

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Analys och modellering av kontorshyran i Stockholm

Rydman, Max

2021.

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Multiple Orthogonal Polynomials & Modifications of Spectral Measures

Vaktnäs, Marcus

2021.

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Metric Spectral Theory and the Invariant Subspace Problem

Pence, Zachary

2021.

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Estimating return levels for weather events with GAMLSS and extreme value distributions

Backhouse Lötman, Leo

2021.

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Symmetric Functions and Kronecker Coefficients

Wang, Ruoyu

2021.

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Variational Bayes as a Computer Intensive Method for Bayesian Regression

Zetterström, Victor

2021.

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Asymptotic Characteristics of Random Planar Graphs: with an introduction to analytic combinatorics

Sopena Gilboy, Bernat

2021.

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Gaussian Process Regression In Computational Finance

Herfurth, Hugues

2020.

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Using Hidden Markov Models to Beat OMXS30

Varenius, Malin

2020.

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Bayesian sequential testing of the drift of a multi-dimensional Brownian motion

Valachi, Georgia

2020.

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Quivers for semigroup algebras of binary relations of small rank

Pérez Manríquez, Alejandra

2020.

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Simple Transitive 2-Representations of Cell 2-Subcategories for Algebras with a Self-Injective Core

Stroiński, Mateusz

2020.

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Financial Applications of Algorithmic Differentiation

Wang, Chengbo

2020.

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Hedging of Weather Derivatives

Larsson, John

2020.

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A Comparison between Approximations of Option Pricing Models and Risk-Neutral Densities using Hermite Polynomials

Ahy, Nathaniel

2020.

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Conditional mean variables: A method for estimating latent linear relationships with discretized observations

Berggren, Mathias

2020.

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K-Theory and A_n-Spaces

Hedlund, William

2020.

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Fairness and parameter importance in logistic regression models of criminal sentencing data

Kaponen, Martina

2020.

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Spacetime Penrose Inequality For Asymptotically Hyperbolic Spherical Symmetric Initial Data

Hou, Mingyi

2020.

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Pricing of Interest Rate Derivatives under the Cheyette model

Nyamai, Dayton

2020.

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Global dimension of (higher) Nakayama algebras

Berg, Sandra

2020.

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Mathematical aspects of Pairs Trading

Orfanidis, Georgios

2020.

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Observable Cyber Risk and Market Concentration

Hoxell, Amanda

2020.

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Predicting Stock Market Price Direction with Uncertainty Using Quantile Regression Forest

Castoe, Minna

2020.

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Clustering using k-means algorithm in multivariate dependent models with factor structure

Dineff, Dimitris

2020.

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Privacy In Data Science: Statistical Models With Integrated Privacy Protection & GDPR Compliant Learning

Långström, Cristoffer

2020.

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PSA testing, seasonal variation and relations to media in terms of prostate cancer

Eriksson, Linnéa

2019.

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A study of an approximate equation for sharp fronts in the generalized Surface Quasi-Geostrophic Equations in the cylinder

Fraile, Marc

2019.

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Searching for self-injective planar quiverswith potential

Pettersson, Samuel

2019.

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Irreducible representations of finite monoids

Hindlycke, Christoffer

2019.

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Word Embeddings and Gender Stereotypes in Swedish and English

Précenth, Rasmus

2019.

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Category O for Takiff sl₂

Söderberg, Christoffer

2019.

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Verma Modules, The Weyl Character Formula and Embedding Theorems

Husain, Aban Zehra

2019.

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Anomaly Detection in Seasonal ARIMA Models

Örneholm, Filip

2019.

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Gromov-Witten invariants for ℂPⁿ

Husin, Axel

2019.

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Parametric Geometry of Numbers and Exponents of Diophantine Approximation

Landstedt, Erik

2019.

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Optimal Importance Sampling for Diffusion Processes

Fröberg, Malvina

2019.

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On some Spectral Properties of Stochastic Similarity Matrices for Data Clustering

Pihlström, Ralf

2019.

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Spectral Theory for Perron-Frobenius operators

Slegers, Wouter

2019.

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The Hawkes process – a self-exciting Poisson shot noise model

Landström, Julia

2019.

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Sequential Testing for Diffusion Processes

Lundin, Erik

2019.

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What is the link between temperature, carbon dioxide and methane? A multivariate Granger causality analysis based on ice core data from Dome C in Antarctica

Persson, Erik K

2019.

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Past predicts the future with Supervised Learning and James-Stein theory

Sjöholm, Sebastian

2019.

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Privacy and Analysis of Trajectories and Co-Trajectories

Dahne, Joel

2019.

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A stochastic differential equation derived from evolutionary game theory

Treacy, Brian

2019.

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The Orbit Method and Geometric Quantisation

Litsgård, Malte

2018.

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The Selfinjective Nakayama Algebras and their Complexity

Restadh, Petter

2018.

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Optimal margin levels in Gaussian environments

Veselinović, Katarina

2018.

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Micro payments: Viable technical platforms and models for a bankto provide payments on micro amounts

Cribäck, Kevin

2018.

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Applications of Quantiles In Portfolio Management

Bergling, Fredrik

2018.

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Modeling Information Transfer in High-Density Crowds

Eriksson, Olle

2018.

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The Vladimirov Heat Kernel in the Program of Jorgenson-Lang

Nilsson, Mårten

2018.

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To learn and evaluate a system for recommending business intentions based on customer behaviour

Fastlund, Niklas

2018.

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Optimal Stopping with Discrete Costly Observations

Wang, Yuqiong

2018.

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Quantitative analysis of the decline int he ratio of Swedish limited companies with bank loans between 1998 and 2015

Markesjö, Erik

2018.

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The p-Laplace equation – general properties and boundary behaviour

Fejne, Frida

2018.

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Constraints of Binary Simple Homogeneous Structures

Rönchen, Philipp

2018.

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Stock Price Predictions using a Geometric Brownian Motion

Lidén, Joel

2018.

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Deep neural networks and fraud detection

Lu, Yifei

2017.

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Liquidity Adjusted Value-at-Risk and Its Applications

Wang, Peiyu

2017.

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Tilting modules in d-cluster tilting subcategories

Persson Westin, Elin

2017.

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Asian option pricing using graphics processing units

Shchekina, Anna

2017.

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Bimodules over dual numbers

Jonsson, Helena

2017.

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Pricing of Barrier Options Using a Two-Volatility Model

Papakonstantinou, Konstantinos

2017.

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Option Pricing Model with Investor Sentiment

Hao, Rui

2017.

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Portfolio Performance Analysis

Sjödin, Elin

2017.

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Volatility modelling with exogenous binary variables

Gustafsson, William

2017.

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Recovery Rate Modelling of Non-performing Consumer Loans

Falk Soylu, Denniz

2017.

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Diagnosing Metastatic Prostate Cancer Using PSA:A Register-Based Cohort Study with Missing Data

Westerberg, Marcus

2017.

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Optimization of live energy market trading with temporally flexible water pumps

Hansler, Perry

2017.

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Topological K-theory and Bott Periodicity

Magill, Matthew

2017.

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Optimal exercise of an American Option under drift uncertainty

Braojos Peláes, Marta Rita

2016.

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Least Squares Radial Basis Function generated Finite Differences for Option Pricing

Dumanois, Stephane

2016.

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Debit Value Adjustment & Funding Value Adjustment

Serti, Pierre; William, Tom

2016.

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Legendrian Conormals of 2-Knots

Krohn, Johannes

2016.

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On division algebras of dimension 2ⁿ admitting Cⁿ² as a subgroup of their automorphism group

Hammarhjelm, Gustav

2016.

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On Completion of Modules and the Abelian Group Formed from Extension of Modules

Jarl, Timmy

2016.

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Mean field approximations of spatial models of evolution

Gyllingberg, Linnéa

2016.

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Forecasting of a Loan Book Using Monte Carlo Methods

Cassar, Peter

2016.

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FVA: Funding Value Adjustment

Siadat, Medya

2016.

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Contact Homology of Legendrian Knots in Five-Dimensional Circle Bundles

Asplund, Johan

2016.

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Statistical modelling of gene expression data: With applications to ribonucleic-acid-sequencing data of Escherichia Coli

Karlsson, Torgny

2016.

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Optimal Liquidation of Stock

Liu, Di

2016.

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Extreme joint dependencies with copulasA new approach for the structure of C-Vines

Krouthén, Johannes

2015.

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d-cluster tilting modules over quotients of path algebras of type A_n

Vaso, Laertis

2015.

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Volatility Derivatives – Variance and Volatility Swaps

Marklund, Joakim; Karlsson, Olle

2015.

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Pricing American Options using Lévy Processes and Monte Carlo Simulations

Bergström, Jonas

2015.

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Financial Modeling Under Incomplete Information

Bliatsios, George

2015.

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Expander Graphs and Explicit Constructions

Lountzi, Angeliki

2015.

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Pricing exotic power options

Hansen, Peder

2014.

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Peaks-Over-Threshold Modelling of Environmental Data

Bommier, Esther

2014.

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Fast Fourier Transforms in IMEX-schemes to price options under Bates model

Zhang, Chi

2014.

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Parsimonious Dynamical Systems using the LASSO and the Bootstrap

Linscott, Ross; Wiklund, Tilo

2014.

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Information Diffusion-Based Modeling of Oil Futures Prices

Fjellström, Carmina

2014.

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On a new logistic regression model for bankruptcy prediction in the IT branch

Belyaeva, Elena

2014.

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Finite Differences Based on Radial Basis Functions to Price Options

Wang, Xi

2014.

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Statistical analysis of wave heights using Kalman Filtering methods

Linroth, Cecilia

2014.

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Two Notions of Semantics of the Simple Theory of Types

Granberg Olsson, Mattias

2014.

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Legendrian Approximations

Strängberg, Dan

2014.

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Calibration of stochastic volatility models

Kovachev, Yavor

2014.

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Properties of the energy Laplacian on the Sierpinski Gasket

Tsougkas, Konstantinos

2014.

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Calculating the density of a Heston stochasticvolatility model

Li, Guanyu

2014.

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Analytical Valuation of American-Style Asian Options under Jump-Diffusion Processes

Saize, Stefane

2014.

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Valuation of American put options with exercise restrictions

Djindja, Domingos

2014.

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Monte Carlo Pricing of American Style Options under Stochastic Volatility

Simkus, Darius

2014.

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Hedging of Volatility

Lewis, Ty

2014.

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Knock Out Power Options in Foreign Exchange Markets

Sicuaio, Tomé Eduardo

2014.

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Kyriakopoulos, Nikos

2013.

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Classication of simple complex weight modules with finite-dimensional weight spaces over the Schrödinger algebra

Frisk Dubsky, Brendan

2013.

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The Rate of Mixing for Diagonal Flows on Spaces of Affine Lattices

Edwards, Samuel

2013.

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Haseeb, Hayat

2013.

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Ghafari, Paria

2013.

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Müller Density-Matrix-Functional Theory: Existence of Solutions and their Properties

Li, Ben

2013.

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Horizon-unbiased Utility of Wealth and Consumption

Eyiah-Donkor, Emmanuel

2012.

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Price sensitivity to the exponent in the CEV model

Wang, Ning

2012.

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Estimation of hot and cold spells with extreme value theory

Gong, Sheng

2012.

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Khalilzadeh, Amir Hossein

2012.

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Lidberg, Petter

2012.

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Applications of the Heath, Jarrow and Morton (HJM) model to energy markets

Jawaid, Hassan

2012.

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A bar construction in Morse-Witten homology

Lundberg, Emilia

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Statistical models of breast cancer tumour growth for mammography screening data

Abrahamsson, Linda

2012.

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Pricing options on defaultable stocks

Tayibov, Khayyam

2012.

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Hu, Jiaqun

2012.

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Finding the Value at Risk for Credit Default Swaps

Wang, Yan

2012.

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Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy

Zhou, Long

2012.

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Three Systems of Orthogonal Polynomials and Associated Operators

Musonda, John

2012.

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Effective representations of Hecke-Kiselman monoids of type A

Forsberg, Love

2012.

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A zero-one law for l-colourable structures with a vectorspace pregeometry

Ahlman, Ove

2012.

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Pricing Barrier Options using Monte Carlo Methods

Wang, Bing; Wang, Ling

2011.

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Shortest paths through a reinforced random walk

Li, Dan

2011.

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Modeling of Market Volatility with APARCH Model

Ding, Ding

2011.

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The VIX Volatility Index

Xin, Mao

2011.

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Option Pricing with Extreme Events

Pour Abdollah Farshchi, Elham

2011.

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Vannestål, Martin

2011.

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Properties of the SABR model

Zhang, Nan

2011.

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Monte Carlo Methods in American Put Option Pricing

Ahmady Phoulady, Hady

2011.

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Brownian Motions and Scaling Limits of Random Trees

Ahmady Phoulady, Hady

2011.

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Nonlinear phenomena and resource exploitation in group living organisms

Jamal, Muhammad

2011.

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Flexibility and Robustness of Biochemical Switches

Bashardanesh, Zahedeh

2011.

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Modeling and simulation of highway traffic using a cellular automaton approach

Ding, Ding

2011.

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Xue, Jiang

2011.

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Calculation of Expected Shortfall via Filtered Historical Simulation

Yuan, Huang

2011.

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Filtered historical simulation and option pricing

Sheng, Gong

2011.

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A Comparison of Local Volatility and Implied Volatility

Ye, Hui

2011.

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An Introduction to Lefschetz Coincidence Theory with an Application to Differential Equations

Wenzel, Ansgar

2011.

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Area preserving isotopies of self transverseimmersions of S1 in R2

Karlsson, Cecilia

2010.

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A Stochastic Model for the spread of Pertussis

Luo, Siding

2010.

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Digital Straight Line Segment Recognition on Non-Standard Point Lattices

Hubble, Kelly

2010.

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Analysis of the Discount Factors in Swap Valuation

Zheng, Juntian

2010.

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Modeling Credit Risk through Intensity Models

Padres Jorda, Guillermo

2010.

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Convexity theory for term structure equation: an extension to the jump-diffusion case

Zeng, Kailin

2010.

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Option pricing and hedging in jump diffusion models

Zhou, Yu

2010.

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Static Hedging

Loucks, Julie

2010.

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Forecasting Value at Risk with Historical and Filtered Historical Simulation Methods

Piroozfar, Ghashang

2009.

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The Least-Squares Method for American Option Pricing

Huang, Xuejun; Huang, Xuewen

2009.

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On Simulation Methods for Two Component Normal Mixture Models under Bayesian Approach

Liang, Liwen

2009.

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Naveed Nazir, Muhammad

2009.

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Zhao, Yuwei

2009.

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A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options

Wu, Hao

2009.

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Pair Trading in Optimal Stopping Theory

Qiang, Li

2009.

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Pricing American options using Monte Carlo methods

Jia, Quiyi

2009.

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Pricing Asian Options using Monte Carlo Methods

Zhang, Hongbin

2009.

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Orekhova, Ekaterina

2009.

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Pricing Some American Multi-Asset Options

Han, Jun

2009.

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Optimal Liquidation of a Mispriced Option Spread

Lu, Bing

2009.

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Bayesian Analysis of a Stochastic Volatility Model

Meng, Yu

2009.

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Structured products: Pricing, hedging and applications for life insurance companies

Osman Abdelghafour, Mohamed

2009.

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Brus, Ole

2009.

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Multiple imputing simulated missing data

Malfert, Mauricio

2008.

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The Thue–Siegel–Roth Theorem

Ishak, Daniel

2008.

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Simple weight sl(2)-modules and their tensor products

Durdek, Antoine

2008.

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Static hedging of barrier options in discrete and continuous time

Xu, Kun

2008.

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Decomposition of Certain C[Sn]-modules into Specht Modules

Chapovalova, Valentina

2008.

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Synergism in N-player GamesAdaptive dynamics analysis of synergism in N-player games with basic payoff model

Cornforth, Daniel

2008.

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The Kuramoto Model

Cooray, Gerald

2008.

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Statistical Analyses of E-space Communication AB Database

Santin, Paolo

2008.

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Stochastic Volatility and the Volatility Smile

Galiotos, Vassilis

2008.

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Convexity of option prices in the Heston model

Wang, Jian

2007.

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Stochastic modeling of oil futures prices

Hosseini, Mina

2007.

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Difficulties in pricing of real options

Atsu, Francis

2007.

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On Estimation of GARCH Models with an Application to Nordea Stock Prices

Li, Chao

2007.

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Forecasting volatility

Minkah, Richard

2007.

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Binomial approximation methods for option pricing

Sherwani, Yasir

2007.

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Option pricing with transaction costs and a non-linear Black-Scholes equation

Mawah, Bernard

2007.

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Convexity and lgo-convexity of bond prices

Wei, Xinbo

2007.

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Stochastic volatility, convex prices and bubbles

Bjarnason, Thorir

2007.

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Shahid, Muhammad

2007.

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Some applications of the Radon-Nikodym theorem to asymptotic martingales

Daghighi, Abtin

2006.

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A validated solver for one-dimensional non-autonomous ordinary differential equations

Danis, Alexander

2006.

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Improving the Markowitz Model using the Notion of Entropy

Cheng, Chao

2006.

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The UPM/LPM Framework on Portfolio Performance Measurement and Optimization

Kong, Lingwen

2006.

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The uncertainty principle for functions with sparse support and spectrum

Ríos Zertuche R. Z., Rodolfo A.

2005.

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Dynamics, Stability and Bifurcation Phenomena in the Nonlocal Model of Cortical Activity

Doubrovinski, Konstantin

2005.

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The Dirichlet problem for certain discrete structures

Daghighi, Abtin

2005.

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Statistical Genetics for the Budset in Norway Spruce

Liesch, Rahel

2005.

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