Sökning: "Joel Berhane"

Hittade 2 uppsatser innehållade orden Joel Berhane.

1. 1. Zero-Inflated Hidden Markov Models and Optimal Trading Strategies in High-Frequency Foreign Exchange Trading

   Master-uppsats, KTH/Matematisk statistik

   Författare :Joel Berhane; [2018]
   Nyckelord :;

   Sammanfattning : The properties of high-frequency foreign exchange markets and how well they can be modeled using Hidden Markov Models will be studied in this thesis. Specifically, a Zero-inflated Poisson HMM will be implemented and evaluated for high-frequency price data for the EURSEK exchange rate. LÄS MER

3. 2. Analysis and modeling of child mortality.

   Kandidat-uppsats, KTH/Matematik (Inst.); KTH/Farkost och flyg

   Författare :Joel Berhane; Godonou Emil; [2014]
   Nyckelord :;

   Sammanfattning : Child mortality has always been a strong indicator on the general wealth of a country therefore was decreasing it in the world one of the millennium goals. Since child mortality is such an important measure we have decided to make a structural model of it. This is an investigation regarding the causes of child mortality. LÄS MER