Search for dissertations about: "Chaos"

Showing result 6 - 10 of 84 swedish dissertations containing the word Chaos.

  2. 6. Essays on Financial Markets

    Author : Hans Byström; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Abstract : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. READ MORE

  4. 7. Essays on Financial Models

    Author : Henrik Amilon; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Abstract : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. READ MORE

  5. 8. Shells and filament in flows

    Author : Vipin Agrawal; Dhrubaditya Mitra; Supriya Krishnamurthy; Gerhard Gompper; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Chaos; Elastic filaments; Shells; Exosomes; Stokes flow; Theoretical Physics; teoretisk fysik;

    Abstract : The motivation to study elastic structures such as filaments and shells stemmed from its application in the construction of tall buildings, bridges etc. Interest in this field has rekindled in the past decades due to growing interest in understanding biological materials and because of possible applications in nanoscience and medicine. READ MORE

  6. 9. Design and Control of Products Including Parts with Impacts

    Author : Jenny Jerrelind; KTH; []
    Keywords : Nonlinear Dynamics; Impacts; Discontinuities; Subsystems; Chaos; Irregular Behaviour; Printer Dynamics; Suspensions; Coupled Systems; Control; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : Today's product development process should be rapid andcost-efficient, and should result in innovative and reliableproducts. A crucial factor is the dynamic behaviour of theproduct. READ MORE

  7. 10. Essays on Exchange Rates : Deterministic Chaos and Technical Analysis

    Author : Mikael Bask; Karl-Gustaf Löfgren; Cars Hommes; Umeå University Department of Economics; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE