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Investigation of portfolio strategies by means of simulation
Portfolio insurance strategies are constructed to limit an investors loss but still reward them when the market goes up. In this thesis we compare two portfolio insurance strategies, Constant proportion portfolio insurance ... 
Cluster KLUCB: Optimism for the Best, Pessimism for the Rest
The project presents an allocation strategy for the stochastic multi armed bandit when considering instances with a clustered structure. Using the architecture of the KLUCB policy as a source of inspiration, an algorithm ... 
Artificial Intelligence for Option Pricing
This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable ... 
Machine Learning for NCC's Concrete Pile Production
(20210917)In this thesis, the usefulness of machine learning (ML) is evaluated for the processes of NCC's subsidiary company Hercules. It is evaluated with regard to ML's ability to assist reduction of CO2 footprint and costs. The ... 
Knowing a Thousand Formulas Is Not The Same as Knowing Mathematics
(20210907)This research is about how students at different levels of mathematical studies view, understand and study mathematics. The research is based on two theories on mathematical understanding, James Hiebert and Patricia ... 
An argument principle for generalised point residues
(20210824)We define a point residue for any Artinian Omodules via Hermitian free resolutions, generalising the one dimensional residue and the classical multivariate Grothendieck point residue. We consider various definitions of ... 
FEASIBILITY ANALYSIS AND EFFICIENT ROUTING FOR A PARTIALLY AUTOMATED DELIVERY SYSTEM WITHIN CHALMERS CAMPUS
(20210621)Abstract The use of autonomous driving robot transportation technology to solve the last mile delivery problem is a research hot spot in today’s logistics industry. This thesis aims to analyze the feasibility of applying ... 
Numerical Analysis of Yield Curves Implied by TwoFactor Interest Rate Models
(20210615)Abstract We investigate the yield curves implied by coupon bonds in models where the market short rate is given by a twofactor stochastic model. Specifically, we investigate generalisations of the twofactor Vasicek, ... 
RISK ESTIMATION FOR PERCEPTION FAILURES IN AUTOMATED DRIVING
(20210615)The failure of sensors to perceive the environment correctly is one of the primary sources of risk that needs to be quantified in the development of active safety features for autonomous vehicles. By extracting training ... 
Sequential Anomaly Detection for Log Data Using Deep Learning
(20210614)Abstract Software development with continuous integration changes needs frequent testing for assessment. Analyzing the test output manually is timeconsuming and automating this process could be beneficial to an ... 
Effective quasiparallelogram laws on elliptic curves over number fields
(20210521)We introduce the classical theory of heights on projective space and prove explicit quasiparallelogram laws for the ordinary height and the naive height on elliptic curves over number fields with shortWeierstrass equations. ... 
Design and analysis of preclinical experiments using a method combining multiple comparisons and modeling techniques for doseresponse studies
(20210420)Abstract. Identifying and estimating the doseresponse relationship between a compound and a pharmacological endpoint of interest is one of the most important and difficult goals in the preclinical stage of pharmaceutical ... 
Group Invariant Convolutional Boltzmann Machines
(20201204)We investigate group invariance in unsupervised learning in the context of certain generative networks based on Boltzmann machines. Specifically, we introduce a generalization of restricted Boltzmann machines which is ... 
Convolutional neural networks for semantic segmentation of FIBSEM volumetric image data
(20201126)Focused ion beam scanning electron microscopy (FIBSEM) is a wellestablished microscopy technique for 3D imaging of porous materials. We investigate three porous samples of ethyl cellulose microporous films made from ... 
Always Look on the PositiveDefinite Side of Life
(20201124)This thesis concerns distributions on Rn with the property of being positivedefinite relative to a finite subgroup of the orthogonal group O(n). We construct examples of such distributions as the inverse Abel transform ... 
An exploratory machine learning workflow for the analysis of adverse events from clinical trials
(20200626)A new pharmaceutical drug needs to be shown to be safe and effective before it can be used to treat patients. Adverse events (AEs) are potential sideeffects that are recorded during clinical trials, in which a new drug ... 
Three Perspectives of Schiemann’s Theorem
(20200623)Interest in the field of spectral geometry, the study of how analytic and geometric properties of manifolds are related, was sparked when Marc Kac in 1966 asked the question “can one hear the shape of a drum?”. One of ... 
Volatility Curves of Incomplete Markets
(20200623)The graph of the implied volatility of call options as a function of the strike price is called volatility curve. If the options market were perfectly described by the BlackScholes model, the implied volatility would ... 
Delayedacceptance approximate Bayesian computation Markov chain Monte Carlo: faster simulation using a surrogate model
(20200109)The thesis introduces an innovative way of decreasing the computational cost of approximate Bayesian computation (ABC) simulations when implemented via Markov chain Monte Carlo (MCMC). Bayesian inference has enjoyed ...