Essays about: "correlated stochastic processes"
Showing result 1 - 5 of 7 essays containing the words correlated stochastic processes.
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1. Unleashing Profitability: Unraveling the Labor-R&D Nexus in SaaS Tech Firms : An Analysis of the Profitability Dynamics in SaaS Tech Firms through Stochastic Frontier
University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomiAbstract : Background: High-tech's rapid growth and prioritization of expansion over profitability can lead to vulnerability in economic downturns. The SaaS market, a part of the high-tech industry, offers affordable and flexible software solutions but is also susceptible to market volatility. READ MORE
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2. Combinatorial and price efficient optimization of the underlying assets in basket options
University essay from KTH/Optimeringslära och systemteoriAbstract : The purpose of this thesis is to develop an optimization model that chooses the optimal and price efficient combination of underlying assets for a equally weighted basket option. To obtain a price efficient combination of underlying assets a function that calculates the basket option price is needed, for further use in an optimization model. READ MORE
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3. Algorithmic Trading Based on Hidden Markov Models — Hidden Markov Models as a Forecasting Tool When Trying to Beat the Market
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : Introduction – All actors in the financial market strive towards earning risk-adjusted excess return. The recent decades new technology development have revolutionised financial markets and today’s actors are using advanced computer technology to develop trading algorithms in the pursue of earning excess returns. READ MORE
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4. The influence of microstructural deformations and defects on mechanical properties in cast aluminium components by using Digital Image Correlation Techniques (DICT)
University essay from Högskolan i Jönköping/Tekniska HögskolanAbstract : Digital image correlation techniques (DICT), a non-contact deformation measuring technique based on gray value digital images, have become increasingly used over the last years. By using the DIC technique during a tensile test, the deformation behavior of different engineering material under an applied load can be determined and analyzed. READ MORE
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5. Market Data Simulation
University essay from Umeå universitet/Institutionen för datavetenskapAbstract : A simple electronic market is implemented where low intelligence agents engage in trading according to characteristics reported concerning typical patterns and statistics. We manage to recover distinctive patterns such as the U-shape of traded volume and gamma distributed order book while introducing a price driving process forcing the price towards its fundamental value. READ MORE