Browsing Sistem ve Kontrol Mühendisliği by Subject "Markov processes."

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Credit risk analysis using Hidden Markov model

Oğuz, Hasan Tahsin. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2009., 2009.)

The purpose of this study is to investigate the performance of Hidden Markov Model (HMM) for credit risk analysis in terms of classification and probability of default (PD) modeling where PD modeling assigns default ...
Financial time series prediction using Kalman Filters and Hidden Markov models

Bayramlı, Burak. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)

Financial markets are challenging targets for analysis and prediction. The existence of many factors that contribute to a nal price of security at time t, makes the task of predicting a future price a very hard task indeed. ...
Implementation of continuous POMDP algorithms on autonomous robots

Sezen, Derya. (Thesis (M.S.)-Bogazici University. Institute for Graduate Studies in Science and Engineering, 2008., 2008.)

Uncertainty is a fundamental problem for autonomous agents in a partially observable real world, where the sensors are not able to give the complete state of the environment. Although the outcomes of actions are not ...

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