On the Influence of Whitening Transformations on Hyperspectral Data

The whitening transformation transforms a random matrix into a whitened matrix with expectation 0 and covariance matrix I. By removing the first and second order statistical structures, higher order structures can be looked at for better classification. This is why Stage Gate 11 B.V. has employed whitening in the preprocessing of their...

The Expressive Power of (Multi)Set-based higher-order Graph Neural Networks

Graph data is widely used in various applications, driving the rapid development of graph-based machine learning methods. However, traditional algorithms tailored for graphs have constraints in capturing intricate node relationships and higher-order patterns. Recent insights from prior research have shed light on comparing different graph neural...

Bootstrap-based bias correction for the out-of-sample Sharpe ratio

Looking for making an investment, one objective could be to find a portfolio where the Sharpe ratio for in the future, known as the out-of-sample Sharpe ratio, is maximized. Since future data is not avail-able, the Sharpe ratio needs to be predicted using historical data, the in-sample data. This is often done using the Sharpe Ratio Information...

Football activity recognition: Improving and testing football activity recognition based on signal data using deep learning.

There is a raising demand for player statistics in the world of football. With the developments over the last years in wearable sensors, Human Activity Recognition (HAR) based on wearable IMU sensors can be used to tackle this problem. This thesis builds upon an earlier research done for this topic, where an end-to-end pipeline based on deep...

Spectral Calibration of Time-inhomogeneous Exponential Lévy Models: with Asymptotic Normality, Confidence Intervals, Simulations, and Empirical Results

The problem of calibrating time-inhomogeneous exponential Lévy models with finite jump activity based on market prices of plain vanilla options is studied. Belomestny and Reiß introduced an estimation procedure for calibration in the homogeneous case with one maturity. The open-ended question that will be addressed is if we can extend this model...

Mathematics as a secret weapon against criminals: Employing score-based likelihood ratio systems for the comparison of handwriting and studying their quality of performance

In this report a new approach to (forensic) handwriting analysis is presented; score-based likelihood ratio (SLR) systems are employed and their quality of performance is studied. These systems compare elements of handwriting based on their characteristics and give an insight into the degree of uncertainty of the statement that two writings have...

Detecting irrigation of potato parcels in the Northern Netherlands using remotely sensed SAR images

As a response to the dry summer of 2018, Witteveen+Bos developed a model for water demand prediction to improve insight into water demands. Validation by water board "Hunze en Aas" has revealed the predictive power of the irrigation model to be very limited. For this thesis project, we developed a methodology for the detection of irrigation of...

The AIC-BIC dilemma: An in-depth look

In research there is often a need to choose between multiple competing models. Two popular criteria for model selection are the AIC and BIC. The AIC excels in estimating the best model for the unknown data generating process. The BIC on the other hand is consistent in finding the true model. It is clear that for model selection these two...