Search for dissertations about: "calibration model"

Showing result 6 - 10 of 445 swedish dissertations containing the words calibration model.

  1. 6. Calibration and Hedging in Finance

    Author : Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. READ MORE

  2. 7. Automatic Dense Reconstruction from Uncalibrated Video Sequences

    Author : David Nister; KTH; []
    Keywords : Structure from Motion; Calibration; Match Moving; Reconstruction; Video; Computer Vision; Auto-calibration; Augmented Reality; Virtual Reality; Image-based Rendering; Visualisation; Camera Calibration; Motion Estimation;

    Abstract : This thesis describes a system that completely automaticallybuilds a three-dimensional model of a scene given a sequence ofimages of the scene. The system also estimates the internalparameters of the camera and the poses from where the originalimages were taken. READ MORE

  3. 8. Interfacial Properties of Biomacromolecular Model Systems: Surface Forces and Nanotribology

    Author : Niklas Nordgren; Mark Rutland; Harry Brumer III; Robert Pelton; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; afm; surface force; friction; composite material; model surface; quartz crystal microbalance; dissipation; cellulose; xyloglucan; chitosan; colloidal probe; nanotribology; biomimetic; enzymatic; polysaccharide; graft; fiber; thiol; spring constant; calibration; lubrication; polyion; responsive.; Surface and colloid chemistry; Yt- och kolloidkemi;

    Abstract : The nanotribology, adhesion and related interfacial properties of biomacromolecular systems have been studied.  The aim was to elucidate the role of physisorbed and chemically grafted bio-polymers implicated as mediators for cellulose based processing and material design. READ MORE

  4. 9. Knowing if you would have known : A model of the hindsight bias

    Author : Anders Winman; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Psychology; Hindsight bias; knew-it-all-along effect; calibration; realism of confidence; Psykologi; Psychology; Psykologi; Psychology; psykologi;

    Abstract : A common finding in previous research on judgment under uncertainty is that when participants are presented with the correct answer to a general knowledge item or feedback about the actual outcome of an event they respond as if they "knew-it-all-along", as if the presented answer or outcome was easy to predict. The present thesis consists of ten experiments and offers a new theoretical model of this phenomenon, commonly referred to as hindsight bias. READ MORE

  5. 10. Vibration transmission in lightweight buildings : Numerical prediction models

    Author : Ola Flodén; Byggnadsmekanik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; vibration transmission; structure-borne sound; wood buildings; numerical modelling; finite element method; structure-acoustic coupling; model validation; model calibration; dynamic substructuring; model order reduction;

    Abstract : Ljud från grannar är ett återkommande problem för boende i flerfamiljshus. Problemen är generellt mer omfattande för de som bor i flervåningshus byggda i trä, en byggnadstyp som blir allt vanligare i Sverige. Många av de boende i trähus upplever även att störande vibrationer är vanligt förekommande i trähus. READ MORE