Search for dissertations about: "Coherent risk measure"

Showing result 1 - 5 of 6 swedish dissertations containing the words Coherent risk measure.

  2. 1. On risk-coherent input design and Bayesian methods for nonlinear system identification

    Author : Patricio E. Valenzuela Pacheco; Cristian Rojas; Daniel Rivera; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; System identification; input design; Bayesian methods; nonlinear models; risk theory; Electrical Engineering; Elektro- och systemteknik;

    Abstract : System identification deals with the estimation of mathematical models from experimental data. As mathematical models are built for specific purposes, ensuring that the estimated model represents the system with sufficient accuracy is a relevant aspect in system identification. READ MORE

  4. 2. Electricity markets operation planning with risk-averse agents: stochastic decomposition and equilibium

    Author : Nenad Jovanovic; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; decomposition techniques; market equilibrium; risk-averse agents; stochastic optimization;

    Abstract : The growing penetration of renewable energy sources in electricity systems requires adapting operation models to face the inherent variability and uncertainty of wind or solar generation. In addition, the volatility of fuel prices (such as natural gas) or the uncertainty of the hydraulic natural inflows requires to take into account all these sources of uncertainty within the operation planning of the generation system. READ MORE

  5. 3. Aspects of cash-flow valuation

    Author : Fredrik Armerin; Boualem Djehiche; Bjarne Astrup Jensen; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; arbitrage; coherent and convex measures of risk; immunization; insurance; martingale methods; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Abstract : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. READ MORE

  6. 4. Written language abilities of children with autism spectrum disorder or attention disorders

    Author : Jakob Åsberg; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; autism; ASD; attention disorders; AD HD; written language; reading comprehension; word decoding; spelling; girls.;

    Abstract : Prior research has indicated that children with autism spectrum disorders (ASD) or attention disorders (AD/HD and DAMP) are at risk for written language difficulties. But existing research is limited, especially so for ASD. READ MORE

  7. 5. Device-to-Device Communication in Future Cellular Networks : Resource allocation and mode selection

    Author : Demia Della Penda; Mikael Johansson; Ioannis Krikidis; KTH; []
    Keywords : Wireless communication; cellular networks; device to device; resource management; Electrical Engineering; Elektro- och systemteknik;

    Abstract : The widespread use of smart devices and mobile applications is leading to a massive growth of wireless data traffic. Supporting the upcoming demands of data volume, communication rate, and system capacity requires reconsideration of the existing network architecture. READ MORE