Essays about: "Markov -modellering."

Showing result 1 - 5 of 372 essays containing the words Markov -modellering..

  1. 1. Risk-Averse Multi-Armed Bandit Problem with Multiple Plays

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Siri Dahlgren; Nicholas Marriott; [2023-10-23]
    Keywords : MAB; Gittins; Markovian bandit; risk-aversion; policy iteration; multiple plays;

    Abstract : This study aims to construct an efficient heuristic, referred to as RA, for a riskaverse Markovian multi-armed bandit problem (MAB) with multiple plays. The RA incorporates risk-aversion and multiple plays by modifying the Gittins index strategy. READ MORE

  3. 2. Branching Out with Mixtures: Phylogenetic Inference That’s Not Afraid of a Little Uncertainty

    University essay from KTH/Matematisk statistik

    Author : Ricky Molén; [2023]
    Keywords : Phylogeny; Bayesian analysis; Markov chain Monte Carlo; Variational inference; Mixture of proposal distributions; Fylogeni; Bayesiansk analys; Markov Chain Monte Carlo; Variationsinferens; Mixturer av förslagsfördelningar;

    Abstract : Phylogeny, the study of evolutionary relationships among species and other taxa, plays a crucial role in understanding the history of life. Bayesian analysis using Markov chain Monte Carlo (MCMC) is a widely used approach for inferring phylogenetic trees, but it suffers from slow convergence in higher dimensions and is slow to converge. READ MORE

  4. 3. Paying the Piper : The Consequences of Including Generic Prices in Reimbursement Decisions for Prescription Pharmaceuticals

    University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Author : Anton Klockhoff; Wilmer Larsson; [2023]
    Keywords : pharmaceutical reimbursement; genericization; endogenous pricing; treatment displacement; cost-effectiveness analysis; R D incentives;

    Abstract : Objectives: The Dental and Pharmaceutical Benefits Agency (TLV) is responsible for deciding which prescription pharmaceuticals should be subsidized in Sweden. Cost-effectiveness analyses are fundamental to its decision-making, but future price reductions following patent expiry are excluded from these analyses. READ MORE

  5. 4. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

  6. 5. 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