Sökning: "Markov Chains"
Visar resultat 1 - 5 av 51 uppsatser innehållade orden Markov Chains.
1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : 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
2. A Markovian Approach to Financial Market Forecasting
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER
3. Adaptive random walks on graphs to sample rare events
Master-uppsats, Stockholms universitet/FysikumSammanfattning : In this thesis, I study fluctuations and rare events of time-additive observables of discrete-time Markov chains on finite state spaces. The observable of interest is the mean node connectivity visited by a random walk running on instances of an Erdős-Rényi (ER) random graph. LÄS MER
4. Perron-Frobenius' Theory and Applications
Kandidat-uppsats, Linköpings universitet/Algebra, geometri och diskret matematik; Linköpings universitet/Tekniska fakultetenSammanfattning : This is a literature study, in linear algebra, about positive and nonnegative matrices and their special properties. We say that a matrix or a vector is positive/nonnegative if all of its entries are positive/nonnegative. First, we study some generalities and become acquainted with two types of nonnegative matrices; irreducible and reducible. LÄS MER
5. Stationary Distribution of Markov Chain
Magister-uppsats, Uppsala universitet/Matematiska institutionenSammanfattning : Markov chain is a mathematical tool for modeling systems that evolve over time and hasbeen used in many fields such as physics, chemistry, economics, biology, and data science.This thesis contains an introduction to the theory and the applications of Markov chains,focusing on those with finite state spaces. LÄS MER