Sökning: "markov"
Visar resultat 6 - 10 av 430 uppsatser innehållade ordet markov.
6. On Predicting Price Volatility from Limit Order Books
Master-uppsats, Uppsala universitet/Matematiska institutionenSammanfattning : 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
7. Optimal Order Placement Using Markov Models of Limit Order Books
Master-uppsats, KTH/Matematik (Avd.)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
8. ELEKTIVT KEJSARSNITT - ÄR DET KOSTNADSEFFEKTIVT? : En studie om förlossningsrädsla
Master-uppsats, Umeå universitet/NationalekonomiSammanfattning : Val av förlossningssätt är omdebatterat i Sverige. Det finns kvinnor som upplever sig ifrågasatta eller nekade till att välja kejsarsnitt framför vaginal förlossning, baserat på preferens. Denna studie syftar till att undersöka kostnadseffektiviteten mellan kejsarsnitt och vaginal förlossning. LÄS MER
9. 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)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
10. A Markovian Approach to Financial Market Forecasting
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : 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