Sökning: "Markovteori"

Hittade 2 uppsatser innehållade ordet Markovteori.

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. American Football : A Markovian Approach

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Joakim Larsson; Henrik Sjökvist; [2016]
   Nyckelord :Markov Theory; Probabilistic Forecasting; Logit Regression; American Football; Sports Betting; Sports Science; Markovteori; Probabilistisk Prognostisering; Logitregression; Amerikansk Fotboll; Sportbetting; Sportvetenskap;

   Sammanfattning : This bachelor's thesis in applied mathematics & industrial economics is an attempt to model drives in American football using Markov chains. The transition matrix is obtained through logit regression analysis on historical data from the NFL. Different outcomes of drives are modelled as separate absorbing states in the Markov chain. LÄS MER