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Showing result 1 - 5 of 6 swedish dissertations matching the above criteria.

2. 1. Essays on Financial Models

   Author : Henrik Amilon; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

   Abstract : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. READ MORE

4. 2. Global Optimization in Computer Vision: Convexity, Cuts and Approximation Algorithms

   Author : Carl Olsson; Matematik LTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Spectral Relaxation; Normalized Cuts; Continuous Cuts; Segmentation; Generalized Convexity; 3D-Reconstruction; Global Optimization; Multiple View Geometry; Trust Region Subproblem;

   Abstract : Computer vision is today a wide research area including topics like robot vision, image analysis, pattern recognition, medical imaging and geometric reconstruction problems. Over the past decades there has been a rapid development in understanding and modeling different computer vision applications. READ MORE

5. 3. Genetic Heteroscedasticity for Domestic Animal Traits

   Author : Majbritt Felleki; Erling Strandberg; Lars Rönnegård; Ole Fredslund Christensen; Högskolan Dalarna; Sveriges lantbruksuniversitet; []
   Keywords : LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; Quantitative genetics; genetic heteroscedasticity of residuals; genetic heterogeneity of environmental variation; genetic heterogeneity of residual variance; double hierarchical generalized linear models; teat count in pigs; litter size in pigs; milk yield in cows; somatic cell count in cows; Complex Systems – Microdata Analysis; Komplexa system - mikrodataanalys;

   Abstract : Animal traits differ not only in mean, but also in variation around the mean. For instance, one sire’s daughter group may be very homogeneous, while another sire’s daughters are much more heterogeneous in performance. The difference in residual variance can partially be explained by genetic differences. READ MORE

6. 4. Parametric Estimation Techniques for Space-Time Adaptive Processing with Applications for Airborne Bistatic Radar Systems

   Author : Jacob Klintberg; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Parametric Space-Time Adaptive Processing; Airborne Bistatic Radar Systems;

   Abstract : This thesis considers parametric scenario based methods for Space-Time Adaptive Processing (STAP) in airborne bistatic radar systems. STAP is a multidimensional filtering technique used to mitigate the influence of interference and noise in a target detector. READ MORE

7. 5. Numerical Solution of Ill-posed Cauchy Problems for Parabolic Equations

   Author : Zohreh Ranjbar; Lars Eldén; Per Christian Hansen; Linköpings universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

   Abstract : Ill-posed mathematical problem occur in many interesting scientific and engineering applications. The solution of such a problem, if it exists, may not depend continuously on the observed data. For computing a stable approximate solution it is necessary to apply a regularization method. READ MORE