Sökning: "markovkedjor"

Visar resultat 1 - 5 av 26 uppsatser innehållade ordet markovkedjor.

  1. 1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Max Aronsson; Anna Folkesson; [2023]
    Nyckelord :Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Sammanfattning : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. LÄS MER

  3. 2. 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

  4. 3. Modelling Customer Lifetime Value in the Retail Banking Industry

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Max Völcker; Carl Stenfelt; [2021]
    Nyckelord :CLV; Statistics; applied mathematics; marketing; machine learning; markov chains; CART; random forest; retail banking; CLV; Statistik; tillämpad matematik; marknadsföring; maskininlärning; markovkedjor; CART; random forest; banksektorn;

    Sammanfattning : This thesis was conducted in cooperation with the Swedish bank SEB, who expressed interest in getting an increased understanding of how the marketing measure Customer Lifetime Value could be implemented and used in the retail banking industry. Accordingly, the purpose of this thesis was to provide insight into how Customer Lifetime Value could be modelled in an appropriate way in the retail banking industry and provide an increased understanding of necessary considerations for the modelling process. LÄS MER

  5. 4. Modelling regime shifts for foreign exchange market data using hidden Markov models

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Liam Persson; [2021]
    Nyckelord :exchange market data; model selection; hidden Markov model; market regime; correlation; valuta; modellval; dold Markovmodell; marknadsregimer; korrelation;

    Sammanfattning : Financial data is often said to follow different market regimes. These regimes, which not possible to observe directly, are assumed to influence the observable returns. In this thesis such regimes are modeled using hidden Markov models. LÄS MER

  7. 5. Data-driven test case design of automatic test cases using Markov chains and a Markov chain Monte Carlo method

    Kandidat-uppsats, Malmö universitet/Fakulteten för teknik och samhälle (TS)

    Författare :John Lindahl; Douglas Persson; [2021]
    Nyckelord :testing; test automation; Data-driven test case design; Markov chain; MC; Markov chain Monte Carlo; MCMC; Model-based testing; MBT; Metropolis-Hastings; statistics;

    Sammanfattning : Large and complex software that is frequently changed leads to testing challenges. It is well established that the later a fault is detected in software development, the more it costs to fix. LÄS MER