Essays about: "transition probabilities"

Showing result 16 - 20 of 34 essays containing the words transition probabilities.

  1. 16. Model-Based Output-Only Identication of Coupled Thermoacoustic Modes

    University essay from KTH/MWL Marcus Wallenberg Laboratoriet

    Author : Michael Kristian Pau; [2017]
    Keywords : ;

    Abstract : A model-based output-only method for identifying from time-series data the parameters that determine the dynamics of a stochastically forced thermoacoustic oscillator has previously been implemented in the case of a single standing thermoacoustic mode. This thesis presents an extension of the method in question to two coupled standing modes at the same frequency. READ MORE

  3. 17. Regime shifts in the Swedish housing market - A Markov-switching model analysis

    University essay from KTH/Fastigheter och byggande

    Author : Jakob Stockel; Niklas Skantz; [2016]
    Keywords : Housing cycles; Markov-switching; regime shifts; MS-AR; transition probabilities; regime-switching model; MS-DR; turning points; Swedish housing market; forecasting; Bostadscykler; Markov-switching; regimskifte; MS-AR; overgangssannolikheter; vandpunktsmodell; MS-DR; vandpunkter; svenska bostadsmarknaden; prognos;

    Abstract : Problem statement: Accurate and reliable forecasts of trends in the housing market can be useful information for market participants as well as policy makers. This information may be useful to minimize risk related to market uncertainty. READ MORE

  4. 18. Estimating expected lifetime of revolving credit facilities in an IFRS 9 framework

    University essay from Lunds universitet/Matematisk statistik

    Author : Jonas Berglund; [2016]
    Keywords : Mathematics and Statistics;

    Abstract : This paper sets out to estimate expected lifetime of revolving credit facilities (e.g. credit card products) and is motivated by the introduction of the International Financial Reporting Standard 9 (IFRS 9) and its requirements for loan impairments. READ MORE

  5. 19. Optimal Order Execution using Stochastic Control and Reinforcement Learning

    University essay from KTH/Matematisk statistik

    Author : Robert Hu; [2016]
    Keywords : ;

    Abstract : In this thesis an attempt is made to find the optimal order execution policy that maximizes the reward from trading financial instruments. The optimal policies are found us-ing a Markov Decision Process that is build using a state space model and the Bellman equation. READ MORE

  6. 20. American Football : A Markovian Approach

    University essay from KTH/Matematisk statistik

    Author : Joakim Larsson; Henrik Sjökvist; [2016]
    Keywords : Markov Theory; Probabilistic Forecasting; Logit Regression; American Football; Sports Betting; Sports Science; Markovteori; Probabilistisk Prognostisering; Logitregression; Amerikansk Fotboll; Sportbetting; Sportvetenskap;

    Abstract : This bachelor's thesis in applied mathematics & industrial economics is an attempt to model drives in American football using Markov chains. The transition matrix is obtained through logit regression analysis on historical data from the NFL. Different outcomes of drives are modelled as separate absorbing states in the Markov chain. READ MORE