Search for dissertations about: "SAMHÄLLSVETENSKAP Statistik"

Showing result 16 - 20 of 354 swedish dissertations containing the words SAMHÄLLSVETENSKAP Statistik.

  2. 16. Analyzing real-world data to promote development of active safety systems that reduce car-to-vulnerable road user accidents

    Author : Azra Habibovic; Chalmers tekniska högskola; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Accident prevention; Naturalistic observation; Causation analysis; Active safety system; Vulnerable road user VRU ; Driver behavior; Functional requirements; Statistical analysis; VRU behavior;

    Abstract : The overall objective of the thesis is to explore various types of real-world road traffic data and to assess the extent to which they can inform the design of active safety systems that aim to prevent car-to-vulnerable road user (VRU) accidents. A combined analysis of in-depth and police reported accident data provided information on driver behavior and contextual variables, which is valuable for the development of active safety systems. READ MORE

  4. 17. Asymmetry and multiscale dynamics in macroeconomic time series analysis

    Author : Olivier Habimana; Pär Sjölander; Kristofer Månsson; Guglielmo Maria Caporale; Jönköping University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. READ MORE

  5. 18. Essays in Quantitative Finance

    Author : Patrik Karlsson; Nationalekonomiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit valuation adjustment CVA ; derivative pricing; interest rate derivatives; Monte Carlo simulation;

    Abstract : This thesis contributes to the quantitative finance literature and consists of four research papers.Paper 1. This paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function that allows the model to simultaneously fit the implied volatility of commodity and interest rate options. READ MORE

  6. 19. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  7. 20. On Non Parametric Regression and Panel Unit Root Testing

    Author : Xijia Liu; Rolf Larsson; Johan Lyhagen; Niklas Ahlgren; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : In this thesis, two different issues in econometrics are studied, the estimation of regression coefficients and the non-stationartiy analysis in a panel setting.Regarding the first topic, we study a set of measure of location-based estimators (MLBEs) for the slope parameter in a linear regression model with a single stochastic regressor. READ MORE