Sökning: "markovmodell"

Visar resultat 1 - 5 av 20 uppsatser innehållade ordet markovmodell.

  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. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Marcus Gehrmann; [2023]
    Nyckelord :Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

    Sammanfattning : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. LÄS MER

  5. 4. Cost Analysis of Levodopa Micro Tablet Dispenser for Treatment of Parkinson's Disease

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Alexander Larsson; Anna Söderbärg; [2023]
    Nyckelord :Parkinson s disease; MDS-UPDRS; quality-adjusted life year; incremental cost-effectiveness ratio; Markov chain; Markov model; micro tablet dispenser; levodopa; Parkinsons sjukdom; MDS-UPDRS; kvalitetsjusterade levnadsår; inkrementell kostnadseffektivitetskvot; Markovkedja; Markovmodell; mikrotablettdispenser; levodopa;

    Sammanfattning : Parkinson's is a chronic, progressive, neurodegenerative disease. The most common treatment is levodopa/carbidopa, which suppresses the symptoms of the disease. In this report, a cost-utility analysis of the MyFID levodopa/carbidopa micro tablet dispenser has been conducted. LÄS MER

  7. 5. Rökavvänjning med SMS-stöd till studenter : En hälsoekonomisk utvärdering baserad på en klinisk studie

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Martin Sabel; Philip Sandh; [2022]
    Nyckelord :Smoking cessation; Health economic evaluation; SMS; Smoking; CEA; QALY; Digital interventions; COPD; Rökavvänjning; Hälsoekonomisk utvärdering; SMS; Rökning; CEA; QALY; Digitala interventioner; KOL;

    Sammanfattning : Rökning är ett utbrett samhällsproblem världen över och sjukdomar relaterade till rökning leder till mer än åtta miljoner dödsfall årligen. Effektiva rökavvänjningsmetoder spelar därför en viktig roll i samhället då de besparar samhället sjukvårdskostnader och främjar folkhälsan. LÄS MER