Essays about: "Hjalmar Heimbürger"

Found 2 essays containing the words Hjalmar Heimbürger.

1. 1. Modelling of Stochastic Volatility using Partially Observed Markov Models

   University essay from KTH/Matematisk statistik

   Author : Hjalmar Heimbürger; [2016]
   Keywords : ;

   Abstract : In this thesis, calibration of stochastic volatility models that allow correlation between the volatility and the returns has been considered. To achieve this, the dynamics has been modelled as an extension of hidden Markov models, and a special case of partially observed Markov models. READ MORE

3. 2. Optimization of Call Centre Scheduling using the Cross-Entropy Method.

   University essay from KTH/Optimeringslära och systemteori

   Author : Hjalmar Heimbürger; Pontus Resare; [2014]
   Keywords : ;

   Abstract : This thesis project investigates how the cross-entropy method can be applied to the optimization of scheduling problems. It is an important question because lower staffing leads to lower operating cost. Scheduling problems cannot be solved exactly in reasonable time, and finding methods to solve them efficiently is of great importance. READ MORE