Sökning: "Stochastic process"
Visar resultat 16 - 20 av 191 uppsatser innehållade orden Stochastic process.
16. Probability Based Path Planning of Unmanned Ground Vehicles for Autonomous Surveillance : Through World Decomposition and Modelling of Target Distribution
Master-uppsats, Linköpings universitet/ReglerteknikSammanfattning : The interest in autonomous surveillance has increased due to advances in autonomous systems and sensor theory. This thesis is a preliminary study of the cooperation between UGVs and stationary sensors when monitoring a dedicated area. The primary focus is the path planning of a UGV for different initial intrusion alarms. Cell decomposition, i. LÄS MER
17. HR options and their valuation – a case study
Master-uppsats, KTH/Fastighetsekonomi och finansSammanfattning : This thesis introduces and discusses the notion that real options theory can be applied to investment decisions when the value lies in human capital. This approach contributes in circumventing traditional problems which arise during valuation of intangible assets. LÄS MER
18. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. LÄS MER
19. Copula Modelling of High-Dimensional Longitudinal Binary Response Data
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis treats the modelling of a high-dimensional data set of longitudinal binary responses. The data consists of default indicators from different nations around the world as well as some explanatory variables such as exposure to underlying assets. LÄS MER
20. Performance of Stochastic Volatility and GARCH Models in Different Market Regimes
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : Reliable methods for estimating financial return volatility are crucial in many areas of trading and investing. Two such frameworks, the GARCH and SV, have been of particular interest to academics and practitioners alike. The GARCH model describes the variance of the current innovation as a function of the actual sizes of the previous innovations. LÄS MER