Sökning: "Discrete Choice Models"

Visar resultat 6 - 10 av 23 uppsatser innehållade orden Discrete Choice Models.

1. 6. LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Oscar Brink Bolin; Joel Ahnvik; [2022]
   Nyckelord :Option; Monte Carlo *; Least-square *; Black-Scholes; Merton; Heston; Bates; Mathematics and Statistics;

   Sammanfattning : On the financial markets, there are a large number of financial instruments. Two of these instruments is the European and Bermudan option, where the Bermudan option can be seen as a discrete version of the American option. Meaning, if one can price the Bermudan option one can also estimate the price of an American option. LÄS MER

3. 7. General Attitudes and Mode Choice : A mode choice study in Stockholm using Schwartz value-items grouped by personal characteristics

   Master-uppsats, KTH/Transport och systemanalys

   Författare :Malin Andersson; [2021]
   Nyckelord :mode choice; modal choice; values; attitudes; Schwartz value scale; multinomial models; Random Forest; färdmedelsval; värderingar; attityder; Schwartz värdeobjekt; multinomiala modeller; Random Forest;

   Sammanfattning : Value-items from the Schwartz scale of Values have been added to travel data to investigate if the value-items can be used to model mode choice. Two kinds of mode choice models, both discrete choice models, multinomial models (MNL) and the Machine Learning Models Random Forests (RF) were constructed, using Travel Diary data (RVU) and additional data from European Social Survey (ESS). LÄS MER

4. 8. Modellering av färdsättsval för anslutningsresor i regioner med flera flygplatser

   Master-uppsats, KTH/Transportplanering

   Författare :Axel Ericsson; [2020]
   Nyckelord :access trip; long-distance trip; airport choice;

   Sammanfattning : A weakness with the Swedish Transport Administration’s model for long-distance trips is that it onlyallows for one mode of transportation per trip. A long-distance trip usually consists of several modesof transportation, while the current model does not allow modelling of, for example, a flight with aconnecting car, bus or train transfer. LÄS MER

5. 9. Factors influencing the choice of brands of music services among Russian consumers

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Författare :Kseniia Gunko; [2019]
   Nyckelord :Discrete Choice Models; Multinomial Logit; Best-Worst Scaling Method; Music Streaming Services; Brands;

   Sammanfattning : This paper examines the attitude of consumers towards music streaming services in Russia. The main goal of the research is to define the level of preferences of different features of the services and to match them to the brands present in the market. LÄS MER

7. 10. Application of Polynomial Chaos Expansion for Climate Economy Assessment

   Master-uppsats, KTH/Optimeringslära och systemteori

   Författare :Robin Nydestedt; [2018]
   Nyckelord :;

   Sammanfattning : In climate economics integrated assessment models (IAMs) are used to predict economic impacts resulting from climate change. These IAMs attempt to model complex interactions between human and geophysical systems to provide quantifications of economic impact, typically using the Social Cost of Carbon (SCC) which represents the economic cost of a one ton increase in carbon dioxide. LÄS MER