Search for dissertations about: "Parameter Uncertainty"

Showing result 1 - 5 of 157 swedish dissertations containing the words Parameter Uncertainty.

2. 1. Expectations, Uncertainty, and Monetary Policy

   Author : David Kjellberg; Annika Alexius; Nils Gottfries; Ulf Söderström; Uppsala universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monetary Policy; Expectations; Uncertainty; Uncovered Interest Parity; Interest Rates; Economics; Nationalekonomi;

   Abstract : Essay 1 - To evaluate measures of expectations I examine and compare some of the most common methods for capturing expectations: the futures method which utilizes financial market prices, the VAR forecast method, and the survey method. I study average expectations on the Federal funds rate target, and the main findings can be summarized as follows: i) the survey measure and the futures measure are highly correlated; the correlation coefficient is 0. READ MORE

4. 2. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

   Author : Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

   Abstract : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. READ MORE

5. 3. Virus Fate and Transport in Groundwater : Organic matter, uncertainty, and cold climate

   Author : Jean-Marc Mayotte; Keven Bishop; Stephan Köhler; Fritjof Fagerlund; Sven Halldin; Constantinos V. Chrysikopoulos; Uppsala universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; managed aquifer recharge; organic matter; virus; numerical modeling; uncertainty; Hydrology; Hydrologi; Mikrobiologi; Microbiology;

   Abstract : Water managers must balance the need for clean and safe drinking water with ever-increasing amounts of waste-water. A technique for treating and storing surface water called “managed aquifer recharge” (MAR) is frequently used to help maintain this balance. READ MORE

6. 4. On Robot Feedback from Range Sensors : Reliable Control by Active Reduction of Uncertainty and Ambiguities

   Author : Jonas Nygårds; John Hallam; Linköpings universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; robot gripping and docking; LQG-feedback; posture estimation; Gaussian sum; optronic sensing; sheet of light range camera; time-of-flight laser; specular reflection s; multiple scattering; range ghosts ; active reduction of ambiguities; reliability; uncertainty; tolerances;

   Abstract : This thesis is on modelling and experimental tests when non contact sensing isused for feedback control in robotics. The motion of the robot is to be controlled relative to objects in the surrounding workspace during operations like gripping/docking, surface following, shape measuring etc. READ MORE

7. 5. Global-Scale Modelling of the Land-Surface Water Balance : Development and Analysis of WASMOD-M

   Author : Elin Widén-Nilsson; Sven Halldin; Chong-yu Xu; Lars-Christer Lundin; Jens Christian Refsgaard; Uppsala universitet; []
   Keywords : Hydrology; Global; Water balance; Runoff; Regionalisation; Model uncertainty; Multi-objective; Parameter; Evaluation criteria; Routing; Climate change; Hydrologi;

   Abstract : Water is essential for all life on earth. Global population increase and climate change are projected to increase the water stress, which already today is very high in many areas of the world. The differences between the largest and smallest global runoff estimates exceed the highest continental runoff estimates. READ MORE