Sökning: "Matematisk Statistik"

Visar resultat 11 - 15 av 1613 uppsatser innehållade orden Matematisk Statistik.

  1. 11. Branching Out with Mixtures: Phylogenetic Inference That’s Not Afraid of a Little Uncertainty

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ricky Molén; [2023]
    Nyckelord :Phylogeny; Bayesian analysis; Markov chain Monte Carlo; Variational inference; Mixture of proposal distributions; Fylogeni; Bayesiansk analys; Markov Chain Monte Carlo; Variationsinferens; Mixturer av förslagsfördelningar;

    Sammanfattning : Phylogeny, the study of evolutionary relationships among species and other taxa, plays a crucial role in understanding the history of life. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a widely used approach for inferring phylogenetic trees, but it suffers from slow convergence in higher dimensions and is slow to converge. LÄS MER

  3. 12. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Max Aronsson; Anna Folkesson; [2023]
    Nyckelord :Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Sammanfattning : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. LÄS MER

  4. 13. CROSS-SECTIONAL AND TIME SERIES MOMENTUM RETURNS EVIDENCE FROM THE SWEDISH STOCK MARKET

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Mahsa Badakhsh; [2023]
    Nyckelord :cross-sectional momentum; time-series momentum; market efficiency; random walk; ex-ante volatility; cross-sectional momentum; time-series momentum; marknadseffektivitet; random walk; ex-ante volatilitet;

    Sammanfattning : The study investigates the presence of the momentum effect in the Swedish stock market by utilizing both cross-sectional introduced by Jegadeesh and Titman (1993) and time-series momentum introduced by Moskowtozt et al. (2011). The period of analysis is between 1998 to 2022. LÄS MER

  5. 14. Capacity Analysis of Åre Ski Resort: A Jackson Network Approach

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Martin Siberg; Viktor Rasmussen; [2023]
    Nyckelord :Capacity Analysis; Jackson Network; Queuing Theory; Ski resort modeling; Åre Ski Resort; Resource Allocation; Nudging; Kapacitetsanalys; Jacksonnätverk; Köteori; Modellering av skidsystem; Åre; Resursallokering; Nudging;

    Sammanfattning : Åre ski resort is the largest and most renowned ski resort in Sweden, offering excellent skiing opportunities, restaurants, and nightlife in a prime location. Meanwhile, it is often subject to heavy traffic during the peak season and has earned a bad reputation for struggling with long lift queues. LÄS MER

  7. 15. The deductibles impact on the risk premium

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Ludvig Bergman; [2023]
    Nyckelord :deductible; insurance mathematics; non-life insurance pricing; Försäkringsmatematik; självrisk; självrisker;

    Sammanfattning : The aim of this master thesis is to derive methods that assesses the impact the deductiblehas on the risk premium of an insurance contract. The additive structure of a deductiblenecessitates approaches beyond treating it as a regular covariate in a generalized linearmodel for predicting the risk premium. LÄS MER