Essays about: "markovmodell"

Showing result 1 - 5 of 16 essays containing the word markovmodell.

  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. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : 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

  4. 3. Reconstruction of Fire Spread with a Markov Random Field Mixture Model

    University essay from Lunds universitet/Matematisk statistik

    Author : Marcus Gehrmann; [2023]
    Keywords : Forest fire; fire scars; spatial statistics; Markov random field; EM-algorithm; pseudo-likelihood; Mathematics and Statistics;

    Abstract : This thesis revolves around reconstructing fire sizes for historical fires in Jämtgaveln, Sweden based on data of fire scars in trees. We propose a Hidden Markov Model (HMM), where the domain is divided into quadratic grid cells of 250 $\times$ 250 m and with these grid cells we associate a binary Markov random field taking values 0 or 1 corresponding to no fire and fire respectively. READ MORE

  5. 4. 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

  6. 5. 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