Search for dissertations about: "adaptive kernel density estimation"

Found 3 swedish dissertations containing the words adaptive kernel density estimation.

  2. 1. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Author : Carl Åkerlindh; Finansiell matematik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Abstract : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. READ MORE

  4. 2. Resampling Evaluation of Signal Detection and Classification : With Special Reference to Breast Cancer, Computer-Aided Detection and the Free-Response Approach

    Author : Anna Bornefalk Hermansson; Rolf Larsson; Ulf Olsson; Dankmar Böhning; Uppsala universitet; []
    Keywords : Statistics; breast cancer; trend modelling; FROC; confidence intervals; threshold independence; bootstrap; kernel density estimation; mammography; computer-aided detection; Statistik;

    Abstract : The first part of this thesis is concerned with trend modelling of breast cancer mortality rates. By using an age-period-cohort model, the relative contributions of period and cohort effects are evaluated once the unquestionable existence of the age effect is controlled for. READ MORE

  5. 3. Urban Growth Modeling Based on Land-use Changes and Road Network Expansion

    Author : Yikang Rui; Yifang Ban; Henning Sten Hansen; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; urban growth sprawl; land-use simulation; multi-agent system; road network pattern; space syntax; complex networks; evolving weighted networks; nonlinear growth; local world; hierarchy; self-organized; local optimization; morphological changes; street centrality; adaptive kernel density estimation; dual representation;

    Abstract : A city is considered as a complex system. It consists of numerous interactivesub-systems and is affected by diverse factors including governmental landpolicies, population growth, transportation infrastructure, and market behavior. READ MORE