Essays about: "markovkedja"

Showing result 1 - 5 of 11 essays containing the word markovkedja.

  1. 1. Stock market analysis with a Markovian approach: Properties and prediction of OMXS30

    University essay from KTH/Matematisk statistik

    Author : Max Aronsson; Anna Folkesson; [2023]
    Keywords : Markov chain; OMXS30; Markov chain properties; voting ensemble model; markovkedja; OMXS30; egenskaper hos markovkedjor; ensemble-modell;

    Abstract : 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

  3. 2. Cost Analysis of Levodopa Micro Tablet Dispenser for Treatment of Parkinson's Disease

    University essay from KTH/Matematisk statistik

    Author : Alexander Larsson; Anna Söderbärg; [2023]
    Keywords : Parkinson s disease; MDS-UPDRS; quality-adjusted life year; incremental cost-effectiveness ratio; Markov chain; Markov model; micro tablet dispenser; levodopa; Parkinsons sjukdom; MDS-UPDRS; kvalitetsjusterade levnadsår; inkrementell kostnadseffektivitetskvot; Markovkedja; Markovmodell; mikrotablettdispenser; levodopa;

    Abstract : Parkinson's is a chronic, progressive, neurodegenerative disease. The most common treatment is levodopa/carbidopa, which suppresses the symptoms of the disease. In this report, a cost-utility analysis of the MyFID levodopa/carbidopa micro tablet dispenser has been conducted. READ MORE

  4. 3. Model development of Time dynamic Markov chain to forecast Solar energy production

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Angelica Bengtsson; [2023]
    Keywords : Markov chain; Time dynamic Markov chain; Hidden Markov model; Forecast;

    Abstract : This study attempts to improve forecasts of solar energy production (SEP), so that energy trading companies can propose more accurate bids to Nord Pool. The aim ismake solar energy a more lucrative business, and therefore lead to more investments in this green energy form. READ MORE

  5. 4. Modelling regime shifts for foreign exchange market data using hidden Markov models

    University essay from KTH/Matematik (Avd.)

    Author : Liam Persson; [2021]
    Keywords : exchange market data; model selection; hidden Markov model; market regime; correlation; valuta; modellval; dold Markovmodell; marknadsregimer; korrelation;

    Abstract : Financial data is often said to follow different market regimes. These regimes, which not possible to observe directly, are assumed to influence the observable returns. In this thesis such regimes are modeled using hidden Markov models. READ MORE

  6. 5. Sequence Prediction for Identifying User Equipment Patterns in Mobile Networks

    University essay from KTH/Matematisk statistik

    Author : Theoharis Charitidis; [2020]
    Keywords : Markov chain; mobile networks; user equipment; machine learning; statistics; sequence prediction; stochastic process; Maskininlärning; mobila nätverk; statistik; markovkedjor; all k order markov; stokastisk process; sekvensprediktering;

    Abstract : With an increasing demand for bandwidth and lower latency in mobile communication networks it becomes gradually more important to improve current mobile network management solutions using available network data. To improve the network management it can for instance be of interest to infer future available bandwidth to the end user of the network. READ MORE