Essays about: "Non-homogeneous Poisson process"

Found 3 essays containing the words Non-homogeneous Poisson process.

  1. 1. Modeling telemedicine customer arrivals

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Aron Strandberg; [2021]
    Keywords : ;

    Abstract : This project investigates whether customer arrivals to digital healthcare providers can be appropriately modeled by non-homogeneous Poisson processes (NHPPs). Data from a large Swedish telemedicine provider was examined, with the goal of confirming that the data exhibited the two required properties of Poisson processes: customer interarrival times being (i) exponentially distributed, and (ii) independently and identically distributed. READ MORE

  2. 2. Modeling market activity using 1D non-homogeneous Hawkes Processes

    University essay from Lunds universitet/Matematisk statistik

    Author : Eskil Andersson; [2017]
    Keywords : Mathematics and Statistics;

    Abstract : This paper can be seen as a light introduction to the study of Hawkes pro- cesses and their applicability in the realms of finance. In particular, this paper is concerned on the topic of modeling market activity and elaborates on how Hawkes processes are superior to non-homogeneous Poisson processes in this re- gard. READ MORE

  3. 3. Revision Moment for the Retail Decision-Making System

    University essay from Högskolan i Halmstad; Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Agnieszka Beata Juszczuk; Evgeniya Tkacheva; [2010]
    Keywords : Financial Mathematics; Loan origination; Logistic regression model; Change-point problem; Maximum likelihood method; Poisson process; Disorder problem; Non-homogeneous Poisson process; Optimal stopping problem; Free-boundary problem;

    Abstract : In this work we address to the problems of the loan origination decision-making systems. In accordance with the basic principles of the loan origination process we considered the main rules of a clients parameters estimation, a change-point problem for the given data and a disorder moment detection problem for the real-time observations. READ MORE