Sökning: "Hjalmar Heimbürger"

Hittade 2 uppsatser innehållade orden Hjalmar Heimbürger.

1. 1. Modelling of Stochastic Volatility using Partially Observed Markov Models

   Master-uppsats, KTH/Matematisk statistik

   Författare :Hjalmar Heimbürger; [2016]
   Nyckelord :;

   Sammanfattning : In this thesis, calibration of stochastic volatility models that allow correlation between the volatility and the returns has been considered. To achieve this, the dynamics has been modelled as an extension of hidden Markov models, and a special case of partially observed Markov models. LÄS MER

3. 2. Optimization of Call Centre Scheduling using the Cross-Entropy Method.

   Kandidat-uppsats, KTH/Optimeringslära och systemteori

   Författare :Hjalmar Heimbürger; Pontus Resare; [2014]
   Nyckelord :;

   Sammanfattning : This thesis project investigates how the cross-entropy method can be applied to the optimization of scheduling problems. It is an important question because lower staffing leads to lower operating cost. Scheduling problems cannot be solved exactly in reasonable time, and finding methods to solve them efficiently is of great importance. LÄS MER