Essays about: "transition probabilities"

Showing result 6 - 10 of 34 essays containing the words transition probabilities.

  1. 6. An Analysis of Markov Regime-Switching Models for Weather Derivative Pricing

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

    Author : Fredrik Gerdin Börjesson; [2021]
    Keywords : Weather derivatives; temperature modeling; Markov switching models; Lévy processes; expectation-maximization algorithm; generalized hyperbolic distributions; Monte Carlo simulation;

    Abstract : The valuation of weather derivatives is greatly dependent on accurate modeling and forecasting of the underlying temperature indices. The complexity and uncertainty in such modeling has led to several temperature processes being developed for the Monte Carlo simulation of daily average temperatures. READ MORE

  3. 7. Neutrino oscillations at the ESSnuSB experiment

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Hanna Wik; Kenny Andersson; [2021]
    Keywords : ;

    Abstract : This report aims to study the phenomenon of neutrino oscillations through derivation of the formulas for their transition probabilities in two flavors and expansions thereof in three flavors. By studying the series expansions of the transition probabilities in three flavors, one could get a clearer understanding of the effect of matter and the CP-violating phase, $\delta_{CP}$ on neutrino oscillations. READ MORE

  4. 8. Business Cycle Phases and Their Transitional Dynamics in the Euro Area: A Markov-Switching Approach with Time-Varying Transition Probabilities

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Oscar Krumlinde; [2020]
    Keywords : Business cycle; Markov-switching; Euro Area; Currency Union;

    Abstract : This thesis studies business cycle synchronisation in the euro area by examining business cycle phases and how their transitional dynamics are affected by bilateral spillovers. By using a two-state and a three-state Markov-switching model with time-varying transition probabilities it is possible to show that certain EA-12 countries' business cycles are informative in regards to detecting business cycle phase changes in other EA-12 countries. READ MORE

  5. 9. Finite-dimensional PT-symmetric Hamiltonians with an application to neutrino oscillations

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alexander Fagerlund; Chistopher Ekman; [2020]
    Keywords : ;

    Abstract : In this report, we first briefly summarize Hermitian quantum mechanics before moving on to the non-Hermitian case. We then review PT-symmetric quantum mechanics with a focus on finite-dimensional systems, and include a novel generalization of a perturbative calculation of the C-operator. READ MORE

  6. 10. Analytic Approximation of Transition Probabilities

    University essay from Lunds universitet/Matematisk statistik

    Author : Jonathan Foley; [2020]
    Keywords : Transition Probability; Markov Process; Stochastic Process; Euler Method; Mathematics and Statistics;

    Abstract : A transition probability is essentially a likelihood of ’something random’ transitioning from one state of being to another. Though, more formally, for all intents and purposes, the ’something random’ is a sequence of random events, which is a stochastic process. There are many stochastic processes that are valuable to understand. READ MORE