Essays about: "levy process"

Showing result 1 - 5 of 19 essays containing the words levy process.

  1. 1. Knowledge Retention in Practice : How organizations avoid knowledge loss through proactive and reactive knowledge retention processes

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Alma Ahlrik; Hertha Kamras; [2023]
    Keywords : Knowledge management; knowledge retention; knowledge loss; tacit knowledge; explicit knowledge; organizational memory; knowledge spiral model; knowledge retention framework;

    Abstract : This thesis's purpose was to gain a deeper understanding of how organizations create knowledge retention (KR), both proactively (day-to-day basis) and reactively (when an employee decides to resign), to avoid knowledge loss. A qualitative multiple case study was conducted through semi-structured interviews, with eight respondents from eight different organizations. READ MORE

  3. 2. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Eduardo Alberto Alcantara Martinez; [2023]
    Keywords : Parameter Stability; Lévy Processes; Calibration; Volatility Surface; Subordination; Additive Normal Tempered Stable Processes; Stable Distribution; Variance Gamma Process; Normal Inverse Gaussian Process.;

    Abstract : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. READ MORE

  4. 3. How does artificial intelligence influence decision making in the recruiting process with respect to gender?

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Evelyn Sepp Bwomono; Emma Levy; [2022]
    Keywords : Artificial intelligence; digital recruitment; Human resource management; decision-making;

    Abstract : This bachelor’s thesis was made from April 2022 to June 2022 during our Semester in Linköping University (LiU), Sweden. The aim of the thesis was to explore and gather information on a subject of our choice following either Management or Marketing areas. READ MORE

  5. 4. Israel and the European Union’s Normative Identity: Challenges of Diverging Historical Narratives

    University essay from Lunds universitet/Europastudier

    Author : Idan Levy; [2021]
    Keywords : Israel; EU; Israeli-EU relations; Israeli-Palestinian Conflict; Normative Power Europe; Historical Culture; Benjamin Netanyahu; Narrative; Social Sciences;

    Abstract : This thesis explores the Israeli-EU relations since 2015 when the Israeli government has decided to cooperate further with Eurosceptic governments in the EU to undermine EU policies. This thesis aims to implement historical culture theory to make sense of the recent developments in the Israeli-EU relations and in what manner they challenge the EU’s narrative as a normative power. READ MORE

  6. 5. Deep learning for portfolio optimization

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : JOHN N. MBITI; [2021]
    Keywords : Portfolio optimization; optimal portfolio; jump diffusion; Itô-Lévy process; stochastic control; dynamic programming; HJB equation; utility optimization; stochastic gradient descent; Deep learning; neural network.;

    Abstract : In this thesis, an optimal investment problem is studied for an investor who can only invest in a financial market modelled by an Itô-Lévy process; with one risk free (bond) and one risky (stock) investment possibility. We present the dynamic programming method and the associated Hamilton-Jacobi-Bellman (HJB) equation to explicitly solve this problem. READ MORE