Sökning: "matematisk modellering"
Visar resultat 1 - 5 av 190 uppsatser innehållade orden matematisk modellering.
1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : 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
2. Capacity Analysis of Åre Ski Resort: A Jackson Network Approach
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : Åre ski resort is the largest and most renowned ski resort in Sweden, offering excellent skiing opportunities, restaurants, and nightlife in a prime location. Meanwhile, it is often subject to heavy traffic during the peak season and has earned a bad reputation for struggling with long lift queues. LÄS MER
3. Modelling Factors Affecting Academic Performance in Swedish Schools with Multiple Linear Regression
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : This bachelor thesis examines factors affecting the academic performance in Swedish schools. Specifically, the average qualification point among ninth grade students in schools in Stockholm municipality during the academic year 2021-2022 are studied. LÄS MER
4. Parameterstudie för pneumatisk mejselhammare
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : Detta arbete behandlar en parameterstudie, även kallad känslighetsanalys, av en matematisk simulering av vibrationer i den pneumatiska mejselhammaren RRF31-01 tillverkad av Atlas Copco. Syftet med arbetet är att konstruera en dynamisk modell av mejselhammaren som ger detaljerad information om förskjutningar för varje komponent, vilket görs med given data för verktyget samt med en termodynamisk modell av arbetscykeln. LÄS MER
5. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
Master-uppsats, KTH/Matematisk statistikSammanfattning : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. LÄS MER