Sökning: "Markov modellering"

Visar resultat 1 - 5 av 21 uppsatser innehållade orden Markov modellering.

1. 1. 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

3. 2. Optimization and Bayesian Modeling of Road Distance for Inventory of Potholes in Gävle Municipality

   Kandidat-uppsats, Stockholms universitet/Statistiska institutionen

   Författare :Timothy Rafael Lindblom; Oskar Tollin; [2022]
   Nyckelord :Traveling salesman problem; Bayesian inference; Simulated annealing; Nearest neighbour algorithm; Markov Chain Monte Carlo; MCMC; Potholes; Haversine formula; Metropolis-Hastings; Posterior predictive distribution; Handelsresande problemet; bayesiansk inferens; simulerad anlöpning; nearest neighbour algorithm; Markov Chain Monte Carlo; MCMC; potthål; storcirkelavstånd; Metropolis-Hastings; posterior predictive distribution;

   Sammanfattning : Time management and distance evaluation have long been a difficult task for workers and companies. This thesis studies 6712 pothole coordinates in Gävle municipality, and evaluates the minimal total road distance needed to visit each pothole once, and return to an initial pothole. LÄS MER

4. 3. Inverse Uncertainty Quantification for Sounding Rocket Dispersion

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Tove Ågren; [2022]
   Nyckelord :Uncertainty quantification; Bayesian inference; Rocket dispersion; Neural networks; Markov Chain Monte Carlo.; Osäkerhetskvantifiering; Bayesiansk inferens; Raketspridning; Neurala nätverk; Markovkedje-Monte Carlo;

   Sammanfattning : Sounding rocket impact points are subject to dispersion due to uncertainties in simulation model parameters and perturbations of the rocket trajectory during flight. Estimating the area of dispersion assumes that associated model uncertainties and magnitude of perturbations have already been inferred. LÄS MER

5. 4. Probability of Default Term Structure Modeling : A Comparison Between Machine Learning and Markov Chains

   Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

   Författare :Hugo Englund; Viktor Mostberg; [2022]
   Nyckelord :Machine Learning; Deep Neural Networks; XGBoost; Probability of Default; Term Structure Modeling; IFRS 9; Maskininlärning; Djupa neuronnät; XGBoost; Fallisemangsrisk; Terminsstruktursmodellering; IFRS 9;

   Sammanfattning : During the recent years, numerous so-called Buy Now, Pay Later companies have emerged. A type of financial institution offering short term consumer credit contracts. As these institutions have gained popularity, their undertaken credit risk has increased vastly. Simultaneously, the IFRS 9 regulatory requirements must be complied with. LÄS MER

7. 5. Modelling Parallel Stochastic-Time Systems Using Timed and Synchronous Layers : Introducing the Parallel Stochastic Timed State Machine

   Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Författare :Anton Hampus; [2022]
   Nyckelord :;

   Sammanfattning : In the development phase of real-world cyper-physical systems, modelling and analysis often plays a vital role. For instance, before a new system is produced and deployed, questions such as ‘what is the probability that the system will fail within its lifetime?’ must be answered. LÄS MER