Sökning: "Optimal order placement"

Visar resultat 1 - 5 av 54 uppsatser innehållade orden Optimal order placement.

  1. 1. Optimal Order Placement Using Markov Models of Limit Order Books

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Max Oliveberg; [2023]
    Nyckelord :Optimal order placement; Limit order book; Markov; Optimal orderläggning; Orderbok; Markov;

    Sammanfattning : We study optimal order placement in a limit order book. By modelling the limit order book dynamics as a Markov chain, we can frame the purchase of a single share as a Markov Decision Process. Within the framework of the model, we can estimate optimal decision policies numerically. The trade rate is varied using a running cost control variable. LÄS MER

  3. 2. Camera Calibration for Zone Positioning and 2D-SLAM : Autonomous Warehouse Solutions for Toyota Material Handling

    Kandidat-uppsats, Linköpings universitet/Institutionen för systemteknik

    Författare :Benjamin Bolgakov; Anton Frank; [2023]
    Nyckelord :camera calibration; computer vision; SLAM; autonomous; navigation;

    Sammanfattning : The aim of this thesis is to investigate how well a generic monocular camera, placed on the vehicle, can be employed to localize an autonomous vehicle in a warehouse setting. The main function is to ascertain which zone the vehicle is currently in, as well as update the status when entering a new zone. LÄS MER

  4. 3. Optimising the Choice of Interpolation Nodes with a Forbidden Region

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Felix Bengtsson; Alex Hamben; [2022]
    Nyckelord :Interpolation; Chebyshev; polynomial interpolation; Lebesgue Constant; optimization; numerical methods;

    Sammanfattning : We consider the problem of optimizing the choice of interpolation nodes such that the interpolation error is minimized, given the constraint that none of the nodes may be placed inside a forbidden region. Restricting the problem to using one-dimensional polynomial interpolants, we explore different ways of quantifying the interpolation error; such as the integral of the absolute/squared difference between the interpolated function and the interpolant, or the Lebesgue constant, which compares the interpolant with the best possible approximating polynomial of a given degree. LÄS MER

  5. 4. Autonomous Docking of Electric Boat

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :LUDVIG BOCZAR; JONATHAN PERNOW; [2021]
    Nyckelord :Autonomous Boat; Boat Docking; Radar; Model Predictive Control; Motion Control; Autonom Båt; Båttilläggning; Radar; Modellprediktiv Reglering; Rörelsestyrning;

    Sammanfattning : In recreational boating, docking is one of the most stressful and accident prone situations. Due to the loss of maneuverability at low speeds, it is a procedure that requires experience. LÄS MER

  7. 5. Nulägesanalys av informations- och produktionsflöde : En fallstudie på Habo Plast med förbättringsförslag

    Kandidat-uppsats, Jönköping University/Tekniska Högskolan

    Författare :Sofie Johnsson; Clara Nilsson; [2021]
    Nyckelord :Nulägesanalys; Produktionsflöde; flödesschema; förbättringsarbete; flödeseffektivitet; flaskhalsar;

    Sammanfattning :  This report is based on an analysis of the current situation which have been made in Habo Plast’s production and is primarily based on collected data of qualitative character. The company lacked a detailed analysis of how the work in their production proceeds. LÄS MER