Sökning: "correlated stochastic processes"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden correlated stochastic processes.

  1. 1. Unleashing Profitability: Unraveling the Labor-R&D Nexus in SaaS Tech Firms : An Analysis of the Profitability Dynamics in SaaS Tech Firms through Stochastic Frontier

    Magister-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :prashant Atla; Noräs Salman; [2023]
    Nyckelord :Employee growth; SaaS Industries; Profitability; Technical efficiency; Stochastic Frontier Analysis; Marginal Product of Labor; Panel data Models;

    Sammanfattning : Background: High-tech's rapid growth and prioritization of expansion over profitability can lead to vulnerability in economic downturns. The SaaS market, a part of the high-tech industry, offers affordable and flexible software solutions but is also susceptible to market volatility. LÄS MER

  3. 2. Combinatorial and price efficient optimization of the underlying assets in basket options

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Sara Alexis; [2017]
    Nyckelord :Option pricing; correlated stochastic processes; Basket option; moment matching; lognormal approximation; binary nonlinear optimization; continuous nonlinear optimization; Monte Carlo simulation; penalty methods;

    Sammanfattning : The purpose of this thesis is to develop an optimization model that chooses the optimal and price efficient combination of underlying assets for a equally weighted basket option. To obtain a price efficient combination of underlying assets a function that calculates the basket option price is needed, for further use in an optimization model. LÄS MER

  4. 3. Algorithmic Trading Based on Hidden Markov Models — Hidden Markov Models as a Forecasting Tool When Trying to Beat the Market

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Josephine Cuellar Andersson; Linus Fransson; [2016-06-29]
    Nyckelord :Hidden Markov Model; prediction; forecast; finance; algorithmic trading; OMXS30.;

    Sammanfattning : Introduction – All actors in the financial market strive towards earning risk-adjusted excess return. The recent decades new technology development have revolutionised financial markets and today’s actors are using advanced computer technology to develop trading algorithms in the pursue of earning excess returns. LÄS MER

  5. 4. The influence of microstructural deformations and defects on mechanical properties in cast aluminium components by using Digital Image Correlation Techniques (DICT)

    Master-uppsats, Högskolan i Jönköping/Tekniska Högskolan

    Författare :Jahanmehr Armanjo; [2015]
    Nyckelord :Al-Si cast alloys; AlSi7Mg0.3; strontium modification; heat treatment; SDAS Secondary Dendrite Arm Space ; Aramis; digital image correlation technique DICT ; mechanical properties ultimate tensile strength; offset yield strength and elongation ; plaster mould processes;

    Sammanfattning : Digital image correlation techniques (DICT), a non-contact deformation measuring technique based on gray value digital images, have become increasingly used over the last years. By using the DIC technique during a tensile test, the deformation behavior of different engineering material under an applied load can be determined and analyzed. LÄS MER

  7. 5. Market Data Simulation

    Master-uppsats, Umeå universitet/Institutionen för datavetenskap

    Författare :Linus Engman; [2014]
    Nyckelord :;

    Sammanfattning : A simple electronic market is implemented where low intelligence agents engage in trading according to characteristics reported concerning typical patterns and statistics. We manage to recover distinctive patterns such as the U-shape of traded volume and gamma distributed order book while introducing a price driving process forcing the price towards its fundamental value. LÄS MER