Sökning: "computational markets"

Visar resultat 11 - 15 av 27 avhandlingar innehållade orden computational markets.

  1. 11. Macroeconomic aspects of capital flows to small open economies in transition

    Författare :Kristian Jönsson; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : With the internationalization of financial markets, short-term capital flows to emerging market economies have become an important phenomenon in the world. The papers in this dissertation are concerned with investigating the effects of such flows in the receiving countries. LÄS MER

  3. 12. Market and resource allocation algorithms with application to energy control

    Författare :Per Carlsson; Arne Andersson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Datalogi; Computing Science;

    Sammanfattning : The energy markets of today are markets with rather few active participants. The participants are, with few exceptions, large producers and distributors. The market mechanisms that are used are constructed with this kind of a market situation in mind. LÄS MER

  4. 13. Acoustic Sound Source Localisation and Tracking : in Indoor Environments

    Författare :Anders Johansson; Blekinge Tekniska Högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Room acoustics; Speaker localisation; Tracking; State-space filter; Sequential Monte Carlo method; Particle filter;

    Sammanfattning : With advances in micro-electronic complexity and fabrication, sophisticated algorithms for source localisation and tracking can now be deployed in cost sensitive appliances for both consumer and commercial markets. As a result, such algorithms are becoming ubiquitous elements of contemporary communication, robotics and surveillance systems. LÄS MER

  5. 14. Market based programming and resource allocation

    Författare :Maria Karlsson; Arne Andersson; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Datalogi; Computing Science;

    Sammanfattning : The subject of this thesis is the concept of market-oriented programming and market protocols. We want to solve an allocation problem where some resources are to be divided among a number of agents. Each agent has a utility function telling how much the current allocation is worth for it. LÄS MER

  7. 15. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER