4 resultados para transfer pricing methods

em AMS Tesi di Laurea - Alm@DL - Università di Bologna


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Unmanned Aerial Vehicle (UAVs) equipped with cameras have been fast deployed to a wide range of applications, such as smart cities, agriculture or search and rescue applications. Even though UAV datasets exist, the amount of open and quality UAV datasets is limited. So far, we want to overcome this lack of high quality annotation data by developing a simulation framework for a parametric generation of synthetic data. The framework accepts input via a serializable format. The input specifies which environment preset is used, the objects to be placed in the environment along with their position and orientation as well as additional information such as object color and size. The result is an environment that is able to produce UAV typical data: RGB image from the UAVs camera, altitude, roll, pitch and yawn of the UAV. Beyond the image generation process, we improve the resulting image data photorealism by using Synthetic-To-Real transfer learning methods. Transfer learning focuses on storing knowledge gained while solving one problem and applying it to a different - although related - problem. This approach has been widely researched in other affine fields and results demonstrate it to be an interesing area to investigate. Since simulated images are easy to create and synthetic-to-real translation has shown good quality results, we are able to generate pseudo-realistic images. Furthermore, object labels are inherently given, so we are capable of extending the already existing UAV datasets with realistic quality images and high resolution meta-data. During the development of this thesis we have been able to produce a result of 68.4% on UAVid. This can be considered a new state-of-art result on this dataset.

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In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

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The multimodal biology activity of ergot alkaloids is known by humankind since middle ages. Synthetically modified ergot alkaloids are used for the treatment of various medical conditions. Despite the great progress in organic syntheses, the total synthesis of ergot alkaloids remains a great challenge due to the complexity of their polycyclic structure with multiple stereogenic centres. This project has developed a new domino reaction between indoles bearing a Michael acceptor at the 4 position and nitroethene, leading to potential ergot alkaloid precursors in highly enantioenriched form. The reaction was optimised and applied to a large variety of substrate with good results. Even if unfortunately all attempts to further modify the obtained polycyclic structure failed, it was found a reaction able to produce the diastereoisomer of the polycyclic product in excellent yields. The compounds synthetized were characterized by NMR and ESIMS analysis confirming the structure and their enantiomeric excess was determined by chiral stationary phase HPLC. The mechanism of the reaction was evaluated by DFT calculations, showing the formation of a key bicoordinated nitronate intermediate, and fully accounting for the results observed with all substrates. The relative and absolute configuration of the adducts were determined by a combination of NMR, ECD and computational methods.

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Natural Language Processing (NLP) has seen tremendous improvements over the last few years. Transformer architectures achieved impressive results in almost any NLP task, such as Text Classification, Machine Translation, and Language Generation. As time went by, transformers continued to improve thanks to larger corpora and bigger networks, reaching hundreds of billions of parameters. Training and deploying such large models has become prohibitively expensive, such that only big high tech companies can afford to train those models. Therefore, a lot of research has been dedicated to reducing a model’s size. In this thesis, we investigate the effects of Vocabulary Transfer and Knowledge Distillation for compressing large Language Models. The goal is to combine these two methodologies to further compress models without significant loss of performance. In particular, we designed different combination strategies and conducted a series of experiments on different vertical domains (medical, legal, news) and downstream tasks (Text Classification and Named Entity Recognition). Four different methods involving Vocabulary Transfer (VIPI) with and without a Masked Language Modelling (MLM) step and with and without Knowledge Distillation are compared against a baseline that assigns random vectors to new elements of the vocabulary. Results indicate that VIPI effectively transfers information of the original vocabulary and that MLM is beneficial. It is also noted that both vocabulary transfer and knowledge distillation are orthogonal to one another and may be applied jointly. The application of knowledge distillation first before subsequently applying vocabulary transfer is recommended. Finally, model performance due to vocabulary transfer does not always show a consistent trend as the vocabulary size is reduced. Hence, the choice of vocabulary size should be empirically selected by evaluation on the downstream task similar to hyperparameter tuning.