Sökning: "Markov modelling"

Visar resultat 11 - 15 av 47 uppsatser innehållade orden Markov modelling.

  1. 11. Risk Averse Path Planning Using Lipschitz Approximated Wasserstein Distributionally Robust Deep Q-Learning

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

    Författare :Cem Alptürk; [2022]
    Nyckelord :Technology and Engineering;

    Sammanfattning : We investigate the problem of risk averse robot path planning using the deep reinforcement learning and distributionally robust optimization perspectives. Our problem formulation involves modelling the robot as a stochastic linear dynamical system, assuming that a collection of process noise samples is available. LÄS MER

  3. 12. 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

  4. 13. Approximation of General Semi-Markov Models Using Expolynomials

    Master-uppsats, KTH/Matematisk statistik

    Författare :Niklas Nyholm; [2021]
    Nyckelord :applied mathematics; Markov modelling; Semi-Markov process; approximation theory; expolynomial; phase-type distribution; reliability analysis; tillämpad matematik; Markov modellering; Semi-Markov process; approximations teori; expolynom; phase-type fördelning; riskanalys;

    Sammanfattning : Safety analysis is critical when developing new engineering systems. Many systems have to function under randomly occurring events, making stochastic processes useful in a safety modelling context. However, a general stochastic process is very challenging to analyse mathematically. LÄS MER

  5. 14. Modelling Customer Lifetime Value in the Retail Banking Industry

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Max Völcker; Carl Stenfelt; [2021]
    Nyckelord :CLV; Statistics; applied mathematics; marketing; machine learning; markov chains; CART; random forest; retail banking; CLV; Statistik; tillämpad matematik; marknadsföring; maskininlärning; markovkedjor; CART; random forest; banksektorn;

    Sammanfattning : This thesis was conducted in cooperation with the Swedish bank SEB, who expressed interest in getting an increased understanding of how the marketing measure Customer Lifetime Value could be implemented and used in the retail banking industry. Accordingly, the purpose of this thesis was to provide insight into how Customer Lifetime Value could be modelled in an appropriate way in the retail banking industry and provide an increased understanding of necessary considerations for the modelling process. LÄS MER

  7. 15. Modelling regime shifts for foreign exchange market data using hidden Markov models

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Liam Persson; [2021]
    Nyckelord :exchange market data; model selection; hidden Markov model; market regime; correlation; valuta; modellval; dold Markovmodell; marknadsregimer; korrelation;

    Sammanfattning : Financial data is often said to follow different market regimes. These regimes, which not possible to observe directly, are assumed to influence the observable returns. In this thesis such regimes are modeled using hidden Markov models. LÄS MER