Essays about: "Max Oliveberg"

Found 2 essays containing the words Max Oliveberg.

  1. 1. Optimal Order Placement Using Markov Models of Limit Order Books

    University essay from KTH/Matematik (Avd.)

    Author : Max Oliveberg; [2023]
    Keywords : Optimal order placement; Limit order book; Markov; Optimal orderläggning; Orderbok; Markov;

    Abstract : We study optimal order placement in a limit order book. By modelling the limit order book dynamics as a Markov chain, we can frame the purchase of a single share as a Markov Decision Process. Within the framework of the model, we can estimate optimal decision policies numerically. The trade rate is varied using a running cost control variable. READ MORE

  3. 2. On the superconducting critical temperature in Eliashberg theory

    University essay from KTH/Fysik

    Author : Max Oliveberg; [2021]
    Keywords : Eliashberg; Superconductivity; Mathematical Physics; Eliashberg; Supraledning; Matematisk Fysik;

    Abstract : This thesis presents a brief synopsis of the derivations of the BCS and Eliashberg equations. An analytic formula for the critical temperature $T_c$ in Eliashberg theory is derived, which contains a sum of iterative integral corrections. READ MORE