Search for dissertations about: "calibration"

Showing result 1 - 5 of 816 swedish dissertations containing the word calibration.

  1. 1. 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. 2. 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. 3. Bilinear Regression and Second Order Calibration

    Author : Marie Linder; Pieter Kroonenberg; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; chemometrics; calibration; multivariate; hyphenated methods; matrix data; bilinear model; least squares; singular value decomposition; generalized rank annihilation; trilinear decomposition; parallel factor analysis; principal components regression; partial least squares; prediction; matematisk statistik; Mathematical Statistics;

    Abstract : We consider calibration of second-order (or "hyphenated") instruments for chemical analysis. Many such instruments generate bilinear two-way (matrix) type data for each specimen. The bilinear regression model is to be estimated from a number of specimens of known composition. READ MORE

  4. 4. Modeling and Calibration of Preparative Chromatography

    Author : Niklas Borg; Avdelningen för kemiteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Chromatography; Modeling; Simulation; Calibration; Model based analysis;

    Abstract : In my thesis, I have modeled adsorption chromatography and simulated, calibrated, and analyzed models of adsorption chromatography. While my main focus has been modeling and calibration of the models by estimating the parameters, the models used have been partly new. READ MORE

  5. 5. Multivariate calibration of near infrared reflectance data from food products : experimental design, linearization and applications

    Author : Tomas Isaksson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; principal component regression PCR ; Selection of calibration samples; nonlinear calibration; sensory analysis; linearization; multivariate calibration; locally weighed regression LWR ; heating temperature of meat; peas; calibration sample selection algorithms; multiplicative scatter correction MSC ;

    Abstract : .... READ MORE