Search for dissertations about: "Measurement in mathematics"
Showing result 1 - 5 of 79 swedish dissertations containing the words Measurement in mathematics.
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1. Semi Markov chain Monte Carlo
Abstract : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. READ MORE
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2. Modelling Weather Dynamics for Weather Derivatives Pricing
Abstract : This thesis focuses on developing an appropriate stochastic model for temperature dynamics as a means of pricing weather derivative contracts based on temperature. There are various methods for pricing weather derivatives ranging from simple one like historical burn analysis, which does not involve modeling the underlying weather variable to complex ones that require Monte Carlo simulations to achieve explicit weather derivatives contract prices, particularly the daily average temperature (DAT) dynamics models. READ MORE
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3. Contributions to nonlinear mixed-effects modeling
Abstract : The topic of this thesis is nonlinear mixed-effects models. A nonlinear mixed-effects model is a hierarchical regression model used to analyze measurements from several individuals simultaneously, which allows sharing of information between similar individuals. READ MORE
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4. Studies in Robotic Vision, Optical Illusions and Nonlinear Diffusion Filtering
Abstract : This thesis is divided into three parts, which all deal with computational analysis and processing of images. However, the settings are quite diverse.They range from robotic camera sensors, over human perception, to physical measurement setups. READ MORE
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5. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE