Essays about: "Negative Probabilities."

Showing result 11 - 15 of 24 essays containing the words Negative Probabilities..

  1. 11. Numerical solution for derivative models using finite difference methods and how this can be used with Monte Carlo simulation

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Hallabro; [2019]
    Keywords : Finite Difference Method; Option Pricing; Feynman-Kac Rep- resentation; Monte Carlo Simulation; Negative Probabilities.; Mathematics and Statistics;

    Abstract : Derivative models often come in the form of stochastic differential equations. From these equations a partial differential equation (PDE) can be derived. By discretizing the PDE the numerical solution is obtained on a form where the value of the derivative can be seen as a probabilistic weighting of future values. READ MORE

  3. 12. You Say You Want a Revolution - A Model on the Implications of Prospect Theory on Voting Behaviour

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Cristina Altomare; Agron Nuredini; [2018]
    Keywords : Prospect Theory; Voting Model; Uncertainty; Expectations; Disruption;

    Abstract : In this thesis we create a voting model with a prospect theory foundation, introducing reference-dependent risk preferences, loss aversion, and probability weighting in the individual utility function. Classical voting models represent perfectly rational voters, we argue that voter behaviour can be better modelled by introducing prospect theory preferences, especially recent political trends. READ MORE

  4. 13. Parental Separation and Educational Reproduction in 20th Century Sweden

    University essay from Stockholms universitet/Sociologiska institutionen

    Author : My Järnefelt; [2017]
    Keywords : Parental separation; educational reproduction; social origin; social mobility; social capital;

    Abstract : This study examines the probabilities of attaining the highest level of education depending on parental education, and probabilities of reproducing parental education depending on parental separation. The theoretical starting point concerns social origin and social mobility. READ MORE

  5. 14. Regime shifts in the Swedish housing market - A Markov-switching model analysis

    University essay from KTH/Fastigheter och byggande

    Author : Jakob Stockel; Niklas Skantz; [2016]
    Keywords : Housing cycles; Markov-switching; regime shifts; MS-AR; transition probabilities; regime-switching model; MS-DR; turning points; Swedish housing market; forecasting; Bostadscykler; Markov-switching; regimskifte; MS-AR; overgangssannolikheter; vandpunktsmodell; MS-DR; vandpunkter; svenska bostadsmarknaden; prognos;

    Abstract : Problem statement: Accurate and reliable forecasts of trends in the housing market can be useful information for market participants as well as policy makers. This information may be useful to minimize risk related to market uncertainty. READ MORE

  6. 15. Monte Carlo simulations and measurements of the radiation environment at a laser-plasma accelerator

    University essay from Lunds universitet/Atomfysik; Lunds universitet/Fysiska institutionen

    Author : Jack Strand Berg; [2016]
    Keywords : Physics and Astronomy;

    Abstract : In current experiments at the high-power laser facility at the Lund Laser Centre, electrons accelerated to hundreds of MeV over short distances by means of laser wakefield acceleration in produced plasmas. To determine the amount of secondary radiation generated when accelerated electrons interact with surrounding materials is of interest to ensure a safe working environment. READ MORE