Essays about: "stationär fördelning"

Found 4 essays containing the words stationär fördelning.

  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. Developing complementary supercritical fluid chromatographic methods for a high throughput purification process

    University essay from Karlstads universitet

    Author : Alma Söderström; [2022]
    Keywords : Supercritical Fluid Chromatography; Pharmaceutical Industry; Column screening; Green chemistry; Superkritisk vätskekromotografi; Läkemedelsindustri; Kolonn set; Grön kemi;

    Abstract : Supercritical fluid chromatography (SFC) is an expanding chromatographic technique that is part of the evolving field of green chemistry due to its short run times and use of non-toxic solvents in combination with recycled CO2. The use of a suitable column is essential for separation science in general and there is a wide variety of SFC compatible columns available on the market. READ MORE

  5. 4. Understanding the effect of temperature and time on Gamma prime coarsening for Nickel-base superalloy Haynes 282

    University essay from KTH/Materialvetenskap

    Author : Kevin Vattappara; [2019]
    Keywords : Haynes 282; gamma prime 𝛾′ ; Arc-heat treatment; COMSOL modelling; isothermal transformation; coarsening; Thermo-Calc simulations;

    Abstract : Haynes 282 is a gamma prime (𝛾′)-strengthened nickel base superalloy developed in 2005, exhibiting a good combination of high temperature properties and fabricability. Microstructural features such as 𝛾′ and carbides play an important role in deriving the mechanical properties of the alloy during heat treatment. READ MORE