Sökning: "Stochastic process"

Visar resultat 21 - 25 av 191 uppsatser innehållade orden Stochastic process.

  1. 21. Models for solid waste and its management in Stockholm metropolitan area

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

    Författare :Lars Arvidsson; Kasper Nordenram; [2022]
    Nyckelord :;

    Sammanfattning : In the transition from a linear economy to a sustainable circular economy, waste management is critical. This thesis approaches the management of Municipal Solid Waste (MSW) from the perspective of a mathematical modelling. Within the scope of the thesis, three mathematical models were developed. LÄS MER

  3. 22. Approximating Quasistationary Distributions Using Deep Learning

    Master-uppsats, KTH/Matematisk statistik

    Författare :Björn Wehlin; [2022]
    Nyckelord :Applied Mathematics; Deep Learning; Probability Theory; Stochastic Processes; Ito Diffusions; Quasistationary Distributions; Tillämpad matematik; djupinlärning; sannolikhetsteori; stokastiska processer; Ito-diffusioner; kvasistationära fördelningar;

    Sammanfattning : We study a class of It\={o} diffusion processes on domains with smooth boundary, at which the process is killed. Such a process, when conditioned on non-extinction, gives rise to a stationary state known as a \emph{quasistationary distribution} (QSD). LÄS MER

  4. 23. Volatility Forecasting using GARCH Processes with Exogenous Variables

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ellis Larson; [2022]
    Nyckelord :Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Sammanfattning : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. LÄS MER

  5. 24. On Merton's Portfolio Problem : A Stochastic Optimal Control Problem

    Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Hugo Jacobsson; [2022]
    Nyckelord :;

    Sammanfattning : The purpose of this thesis is to examine and solve a classic financial optimization problem known as Merton’s Portfolio Problem. The problem is driven by a stochastic process and can thereby be classified as a stochastic optimal control problem. LÄS MER

  7. 25. Adaptive detection of anomalies in fuel system of Saab 39 Gripen using machine learning : Investigating methods to improve anomaly detection of selected signals in the fuel system of Gripen E.

    Master-uppsats, Linköpings universitet/Fordonssystem; Linköpings universitet/Tekniska fakulteten

    Författare :Ahlgren Bergström Olof; [2022]
    Nyckelord :Machine Learning; Adaptive anomaly detection; Modeling; Fuel system; Saab Gripen;

    Sammanfattning : The process of flying fighter jets naturally comes with tough environments and manoeu-vres where temperatures, pressures and forces all have a large impact on the aircraft. Part degeneration and general wear and tear greatly affects functionalities of the aircraft, and it is of importance to carefully monitor the well being of an aircraft in order to avoid catastrophic accidents. LÄS MER