Sökning: "stationär fördelning"

Hittade 5 uppsatser innehållade orden stationär fördelning.

  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. Developing complementary supercritical fluid chromatographic methods for a high throughput purification process

    Master-uppsats, Karlstads universitet

    Författare :Alma Söderström; [2022]
    Nyckelord :Supercritical Fluid Chromatography; Pharmaceutical Industry; Column screening; Green chemistry; Superkritisk vätskekromotografi; Läkemedelsindustri; Kolonn set; Grön kemi;

    Sammanfattning : Supercritical fluid chromatography (SFC) is an expanding chromatographic technique that is part of the evolving field of green chemistry due to its short run times and use of non-toxic solvents in combination with recycled CO2. The use of a suitable column is essential for separation science in general and there is a wide variety of SFC compatible columns available on the market. LÄS MER

  5. 4. Itererade slumpmässiga funktioner

    Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Agdur Agdur; Daniel McKelvey; [2019-06-18]
    Nyckelord :;

    Sammanfattning : Vi ger en kort introduktion till hur itererade slumpmässiga funktioner inducerar en markovkedja, samt till konvergens av sannolikhetsmått. Vi presenterar sedan Letacs sats, som ger förutsättningar för existensen hos en stationär fördelning i termer av Lipschitzkonstanterna för funktionerna. LÄS MER

  7. 5. Understanding the effect of temperature and time on Gamma prime coarsening for Nickel-base superalloy Haynes 282

    Master-uppsats, KTH/Materialvetenskap

    Författare :Kevin Vattappara; [2019]
    Nyckelord :Haynes 282; gamma prime 𝛾′ ; Arc-heat treatment; COMSOL modelling; isothermal transformation; coarsening; Thermo-Calc simulations;

    Sammanfattning : Haynes 282 is a gamma prime (𝛾′)-strengthened nickel base superalloy developed in 2005, exhibiting a good combination of high temperature properties and fabricability. Microstructural features such as 𝛾′ and carbides play an important role in deriving the mechanical properties of the alloy during heat treatment. LÄS MER