Finanšu risku pārvaldība, izmantojot slēpto Markova modeli

6533b86dfe1ef96bd12ca3f5

RESEARCH PRODUCT

Finanšu risku pārvaldība, izmantojot slēpto Markova modeli

subject

Forward slēptais Markova modelis Markova process Viterbi Matemātika Backward

description

Bakalaura darbā pamatā tika apskatīts slēptais Markova modelis (SMM), kas tiek izmantots dažādās nozarēs, kā piemēram, matemātikā, fizikā, medicīnā un citur. Vēstures apraksts sniedz informāciju par Markova modeļa pirmsākumiem un pielietojumiem. Savukārt Markova process ir pamats slēptajam Markova modelim. Slēptais Markova modelis galvenokārt saskaras ar trīs galvenajām problēmām, kurām tiks sniegts risinājums. Svarīgi ir zināt SMM teorētisko pielietojumu akciju tirgum, lai pārvaldītu finanšu riskus. Bakalaura darba praktiskā daļa ir veidota uz reāliem, publiski pieejamiem Baltijas akciju tirgus cenu datiem. Atslēgvārdi: Markova process, slēptais Markova modelis (SMM), Forward, Backward, Viterbi, Baum- Welch, risku pārvaldība, akciju tirgus.

year	journal	country	edition	language
2017-01-01

https://dspace.lu.lv/dspace/handle/7/36486

PEPhysical Sciences and Engineering
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  - PE2_16Non-linear physics
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- PE1Mathematics
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LSLife Sciences
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SHSocial Sciences and Humanities
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