Sökning: "sannolikhetsteori"

Visar resultat 6 - 10 av 140 uppsatser innehållade ordet sannolikhetsteori.

  1. 6. Sampling and community structure in bipartite graphs

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Ekaterina Toropova; [2023]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  3. 7. A stochastic game of hiring and firing

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Yoo-An An; [2023]
    Nyckelord :game; incomplete information;

    Sammanfattning : We study a stochastic game of hiring and firing in which the employee has a random capacity which is not directly observable for the employer, and only par- tially observable for the employee. In this setting, we derive a Nash Equilibrium of strategies.  .. LÄS MER

  4. 8. Option pricing with Quadratic Rough Heston Model

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Marina Dushkina; [2023]
    Nyckelord :option pricing; rough volatility models; Heston model; Monte Carlo methods; calibration; quadratic rough Heston model; volatility smile;

    Sammanfattning : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. LÄS MER

  5. 9. Statistical Analysis on Aerodynamics of Passenger Vehicles

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Dingkang Peng; [2023]
    Nyckelord :statistics; aerodynamics; automotive engineering; causality; time series; cluster analysis;

    Sammanfattning : This thesis aims to use statistical methods to analyze wind tunnel data generated in automotive aerodynamics testing to understand the properties of aerodynamic force and pressure in a vehicle's working environment. The data used for analysis are visualized, clustered and finally analyzed for Granger causality to see whether a causal link exists between different variables. LÄS MER

  7. 10. Distances in random trees

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Jacob Lundblad; [2023]
    Nyckelord :Random trees; simply generated trees; recursive trees; plane oriented recursive trees; PORTs; Wiener index; internal path length;

    Sammanfattning : The Wiener index of a graph G is defined as the sum of the distances between all pairs of vertices in G. In this master thesis we introduce recursive trees, plane oriented recursive trees (PORTs) and simply generated trees. LÄS MER