Essays about: "markov matrix"
Showing result 1 - 5 of 21 essays containing the words markov matrix.
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1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
University essay from KTH/Matematisk statistikAbstract : This paper investigates how Markov chain modelling can be applied to the Swedish stock index OMXS30. The investigation is two-fold. Firstly, a Markov chain is based on index data from recent years, where properties such as transition matrix, stationary distribution and hitting time are studied. READ MORE
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2. A Markovian Approach to Financial Market Forecasting
University essay from KTH/Matematisk statistikAbstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE
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3. A Statistical Approach to Understand the Evolution of Exotic Butterfly Species
University essay from KTH/Matematisk statistikAbstract : The alarming rate at which we see the decline in biodiversity due to human activity has raised concerns about the well-being of our planet. Butterflies which serve as pollinators are an essential part of many ecosystems and sensitive indicators of environmental changes and can provide valuable insight into how ecosystems function and evolve. READ MORE
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4. Perron-Frobenius' Theory and Applications
University essay from Linköpings universitet/Algebra, geometri och diskret matematik; Linköpings universitet/Tekniska fakultetenAbstract : This is a literature study, in linear algebra, about positive and nonnegative matrices and their special properties. We say that a matrix or a vector is positive/nonnegative if all of its entries are positive/nonnegative. First, we study some generalities and become acquainted with two types of nonnegative matrices; irreducible and reducible. READ MORE
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5. Dynamic Covariance Modelling Using Generalised Wishart Processes
University essay from Lunds universitet/Matematisk statistikAbstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE