Essays about: "Mikael Jurvelin Olsson"

Found 2 essays containing the words Mikael Jurvelin Olsson.

  1. 1. MULTI-AGENT REINFORCEMENT LEARNING WITH APPLICATION ON TRAFFIC FLOW CONTROL

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Mikael Jurvelin Olsson; [2021]
    Keywords : Deep Q-Network; Game Theory; Shielding; Simulations.;

    Abstract : Traffic congestion diminish driving experience and increases the CO2 emissions. With the rise of 5G and machine learning, the possibilities to reduce traffic congestion are endless. This thesis aims to study if multi-agent reinforcement learning speed recommendations on a vehicle level can reduce congestion and thus control traffic flow. READ MORE

  2. 2. Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test

    University essay from Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Author : Mikael Jurvelin Olsson; Andreas Hild; [2019]
    Keywords : Cointegration; Statistical arbitrage; Cryptocurrency; Pairs trading; Algorithmic trading;

    Abstract : This thesis analyzes the performance and process of constructing portfolios of cryptocurrency pairs based on cointegrated relationships indicated by the Augmented Dickey-Fuller test, Johansen’s test and Phillips Peron’s test. Pairs are tested for cointegration over a 3-month and a 6-month window and then traded over a trading window of the same length. READ MORE