Essays about: "Optimal order placement"

Showing result 1 - 5 of 41 essays containing the words Optimal order placement.

  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. Camera Calibration for Zone Positioning and 2D-SLAM : Autonomous Warehouse Solutions for Toyota Material Handling

    University essay from Linköpings universitet/Institutionen för systemteknik

    Author : Benjamin Bolgakov; Anton Frank; [2023]
    Keywords : camera calibration; computer vision; SLAM; autonomous; navigation;

    Abstract : The aim of this thesis is to investigate how well a generic monocular camera, placed on the vehicle, can be employed to localize an autonomous vehicle in a warehouse setting. The main function is to ascertain which zone the vehicle is currently in, as well as update the status when entering a new zone. READ MORE

  4. 3. Optimising the Choice of Interpolation Nodes with a Forbidden Region

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Felix Bengtsson; Alex Hamben; [2022]
    Keywords : Interpolation; Chebyshev; polynomial interpolation; Lebesgue Constant; optimization; numerical methods;

    Abstract : We consider the problem of optimizing the choice of interpolation nodes such that the interpolation error is minimized, given the constraint that none of the nodes may be placed inside a forbidden region. Restricting the problem to using one-dimensional polynomial interpolants, we explore different ways of quantifying the interpolation error; such as the integral of the absolute/squared difference between the interpolated function and the interpolant, or the Lebesgue constant, which compares the interpolant with the best possible approximating polynomial of a given degree. READ MORE

  5. 4. Autonomous Docking of Electric Boat

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : LUDVIG BOCZAR; JONATHAN PERNOW; [2021]
    Keywords : Autonomous Boat; Boat Docking; Radar; Model Predictive Control; Motion Control; Autonom Båt; Båttilläggning; Radar; Modellprediktiv Reglering; Rörelsestyrning;

    Abstract : In recreational boating, docking is one of the most stressful and accident prone situations. Due to the loss of maneuverability at low speeds, it is a procedure that requires experience. READ MORE

  6. 5. Automation of powder level reading in a tap density test

    University essay from KTH/Materialvetenskap

    Author : Tim Juréen; Sigrid Karlsson; [2021]
    Keywords : ;

    Abstract : When using metal powder in any form of production, it needs to be stored, handled and transported. To do this effectively, it is of importance to know how the powders flow and this is governed by a behaviour called flowability. One method of assessing powder flowability is by comparing changes in powder density. READ MORE