Essays about: "stochastic decisions"

Showing result 1 - 5 of 25 essays containing the words stochastic decisions.

  1. 1. 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

  3. 2. Decentralised Multi-agent Search, Track and Defence Coordination using a PMBM filter and Data-driven Robust Optimisation

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Anton Söderberg; Jesper Vines; [2023]
    Keywords : Decentralised; Multi-agent; Search; track and defence coordination; Poisson multi-Bernoulli mixture filter; Data-driven robust optimisation;

    Abstract : In an air defence scenario decisions need to be taken with extreme precision and under high pressure. These decisions becomes even more challenging when the aircraft in question need to function as a team and coordinate their effort. READ MORE

  4. 3. When is Electric Freight Cost Competitive? : Computational modeling and simulation of total cost of ownership for electric truck fleets

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Anton Zackrisson; [2023]
    Keywords : electric freight; battery-electric trucks; total cost of ownership; decision making under deep uncertainty DMDU ; cost-competitiveness; exploratory modeling and analysis EMA ; EMA workbench; quasi-Monte Carlo method; VRP; EVRP; elektrifiering; godstransport; elektriska lastbilar; total ägandekostnad; kostnadskonkurrenskraft; ruttoptimering;

    Abstract : Battery electric trucks (BETs) offer environmental benefits in terms of reduced carbon emissions and enhanced energy efficiency but have been challenged with economic viability compared to conventional internal combustion engine trucks (ICETs) caused by substantial acquisition costs, limited charging infrastructure, and concerns regarding range and payload capacity.  Previous studies focus on TCO at the vehicle or policy level but overlook the system and firm-level impacts. READ MORE

  5. 4. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Alva Happe; Wassim Seifeddine; [2022]
    Keywords : portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Abstract : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. READ MORE

  6. 5. HR options and their valuation – a case study

    University essay from KTH/Fastighetsekonomi och finans

    Author : Stefanos Nalmpantis; [2022]
    Keywords : Human Resources Options; Human Capital; Real Option Valuation; Personaloptioner; Humankapital; Real Optionsvärdering;

    Abstract : This thesis introduces and discusses the notion that real options theory can be applied to investment decisions when the value lies in human capital. This approach contributes in circumventing traditional problems which arise during valuation of intangible assets. READ MORE