Sökning: "stochastic models"

Visar resultat 16 - 20 av 492 avhandlingar innehållade orden stochastic models.

  1. 16. Stochastic epidemic models in heterogeneous communities

    Författare :David Lindenstrand; Tom Britton; Åke Svensson; Denis Mollison; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

    Sammanfattning : The aim of Paper I is to explain where randomness should be taken into account when modelling epidemic spread, i.e. when a stochastic model is preferable to a deterministic counterpart. LÄS MER

  3. 17. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    Författare :Carl Lindberg; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

    Sammanfattning : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. LÄS MER

  4. 18. Language-Based Techniques and Stochastic Models for Automated Testing

    Författare :Claudio Agustin Mista; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; automated testing; software testing; stochastic methods; meta-programming; functional programming;

    Sammanfattning : As software systems become bigger and scarier, automating their testing is crucial to ensure that our confidence in them can keep up with their growth. In this setting, Generational Fuzzing and Random Property-Based Testing are two sides of the same testing technique that can help us find bugs effectively without having to spend countless hours writing unit tests by hand. LÄS MER

  5. 19. Numerical Methods for Stochastic Modeling of Genes and Proteins

    Författare :Paul Sjöberg; Per Lötstedt; Måns Ehrenberg; Achim Schroll; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; master equation; Fokker-Planck equation; stochastic models; biochemical reaction networks; Scientific Computing; Beräkningsvetenskap;

    Sammanfattning : Stochastic models of biochemical reaction networks are used for understanding the properties of molecular regulatory circuits in living cells. The state of the cell is defined by the number of copies of each molecular species in the model. LÄS MER

  7. 20. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

    Författare :Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    Sammanfattning : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. LÄS MER