Sökning: "stochastic processes"

Visar resultat 1 - 5 av 102 uppsatser innehållade orden stochastic processes.

  1. 1. A temporal Hawkes process model for shooting occurrences in Sweden

    Kandidat-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Sara Kopelman; [2024]
    Nyckelord :Point processes; stochastic processes; statistics; conditional intensity; crime; shootings; Mathematics and Statistics;

    Sammanfattning : The Hawkes process, also referred to as a self-exciting point process, is a class of point processes where the intensity is conditioned on previous events. More specifically, an event occurrence excites the process, temporarily increasing the probability of more events occurring. LÄS MER

  3. 2. Energy efficiency and fiscal incentives : A stochastic frontier analysis of Swedish manufacturing sectors 2008-2020

    Master-uppsats, Umeå universitet/Nationalekonomi

    Författare :William Blombäck; [2024]
    Nyckelord :;

    Sammanfattning : This thesis is a case study of the Swedish manufacturing industry in which I measure how efficiently each sector uses energy (fuel and electricity) as input goods in their production processes, and how significant the impact of Sweden’s energy tax is in regard to energy efficiency. The purpose of this is to analyze energy security and preparedness for short-term demand shocks for electricity, as many ‘mega-investments’ of industrial nature are being planned in Sweden – which are predicted to require the installed capacity of Sweden’s electricity production to almost double by 2045. LÄS MER

  4. 3. An Attempt at Pricing Zero-Coupon Bonds under the Vasicek Model with a Mean Reverting Stochastic Volatility Factor

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Benjamin Neander; Victor Mattson; [2023]
    Nyckelord :Zero-coupon bond; Vasicek model; Two-factor interest rate model; Stochastic volatility.; Nollkupongobligation; Vasicek model; Räntemodell med två faktorer; Stokastisk volatilitet.;

    Sammanfattning : Empirical evidence indicates that the volatility in asset prices is not constant, but varies over time. However, many simple models for asset pricing rest on an assumption of constancy. LÄS MER

  5. 4. Unleashing Profitability: Unraveling the Labor-R&D Nexus in SaaS Tech Firms : An Analysis of the Profitability Dynamics in SaaS Tech Firms through Stochastic Frontier

    Magister-uppsats, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Författare :prashant Atla; Noräs Salman; [2023]
    Nyckelord :Employee growth; SaaS Industries; Profitability; Technical efficiency; Stochastic Frontier Analysis; Marginal Product of Labor; Panel data Models;

    Sammanfattning : Background: High-tech's rapid growth and prioritization of expansion over profitability can lead to vulnerability in economic downturns. The SaaS market, a part of the high-tech industry, offers affordable and flexible software solutions but is also susceptible to market volatility. LÄS MER

  7. 5. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Ludvig Ehrenpreis; Eriksson Oscar; [2023]
    Nyckelord :term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

    Sammanfattning : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. LÄS MER