Sökning: "markov thesis"

Visar resultat 1 - 5 av 244 uppsatser innehållade orden markov thesis.

  1. 1. Branching Out with Mixtures: Phylogenetic Inference That’s Not Afraid of a Little Uncertainty

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ricky Molén; [2023]
    Nyckelord :Phylogeny; Bayesian analysis; Markov chain Monte Carlo; Variational inference; Mixture of proposal distributions; Fylogeni; Bayesiansk analys; Markov Chain Monte Carlo; Variationsinferens; Mixturer av förslagsfördelningar;

    Sammanfattning : Phylogeny, the study of evolutionary relationships among species and other taxa, plays a crucial role in understanding the history of life. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a widely used approach for inferring phylogenetic trees, but it suffers from slow convergence in higher dimensions and is slow to converge. LÄS MER

  3. 2. On Predicting Price Volatility from Limit Order Books

    Master-uppsats, Uppsala universitet/Matematiska institutionen

    Författare :Reza Dadfar; [2023]
    Nyckelord :General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Sammanfattning : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. LÄS MER

  4. 3. GPU-Based Path Optimization Algorithm in High-Resolution Cost Map with Kinodynamic Constraints : Using Non-Reversible Parallel Tempering

    Master-uppsats, Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

    Författare :Daniel Greenberg; [2023]
    Nyckelord :;

    Sammanfattning : This thesis introduces a GPU-accelerated algorithm for path planning under kinodynamic constraints, focusing on navigation of flying vehicles within a high-resolution cost map. The algorithm operates by creating dynamically feasible initial paths, and a non-reversible parallel tempering Markov chain Monte Carlo scheme to optimize the paths while adhering to the nonholonomic kinodynamical constraints. LÄS MER

  5. 4. A Markovian Approach to Financial Market Forecasting

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Kevin Sun Wang; William Borin; [2023]
    Nyckelord :Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Sammanfattning : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. LÄS MER

  7. 5. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

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

    Författare :Oskar Fransson; [2023]
    Nyckelord :Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Sammanfattning : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. LÄS MER