Search for dissertations about: "sampling formula"

Showing result 1 - 5 of 14 swedish dissertations containing the words sampling formula.

  2. 1. Microdialysis Sampling of Macro Molecules : Fluid Characteristics, Extraction Efficiency and Enhanced Performance

    Author : Jiangtao Chu; Andreas Dahlin; Klas Hjort; Jan Kehr; Uppsala universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; microdialysis; high molecular weight cut-off; fluid characteristics; fluid recovery; extraction efficiency; biomarker; microporous membrane; macromolecule transport; transmembrane; large pore; surface modification; pluronic; dextran; in vitro; microdialysis catheter; Teknisk fysik med inriktning mot mikrosystemteknik; Engineering Science with specialization in Microsystems Technology; Teknisk fysik med inriktning mot materialvetenskap; Engineering Science with specialization in Materials Science;

    Abstract : In this thesis, fluid characteristics and sampling efficiency of high molecular weight cut-off microdialysis are presented, with the aim of improving the understanding of microdialysis sampling mechanisms and its performance regarding extraction efficiency of biological fluid and biomarkers.Microdialysis is a well-established clinical sampling tool for monitoring small biomarkers such as lactate and glucose. READ MORE

  4. 2. Topics in importance sampling and derivatives pricing

    Author : Johan Nykvist; Filip Lindskog; Bert Zwart; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis consists of four papers, presented in Chapters 2-5, on the topics of derivatives pricing and importance sampling for stochastic processes.In the first paper a model for the evolution of the forward density of the future value of an asset is proposed. READ MORE

  5. 3. The Black-Litterman Model : Towards its use in practice

    Author : Charlotta Mankert; Birger Ljung; Harald Lang; Stefan Sjögren; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Black-Litterman model; portfolio theory; portfolio management; practical portfolio management; asset allocation; sampling theory; behavioural finance; behavioral finance; overconfidence; action science; action research; Business studies; Företagsekonomi;

    Abstract : The Black-Litterman model is analyzed in three steps seeking to investigate, develop and test the B-L model in an applied perspective. The first step mathematically derives the Black-Litterman model from a sampling theory approach generating a new interpretation of the model and an interpretable formula for the parameter weight-on-views. READ MORE

  6. 4. Pointwise and Genomewide Significance Calculations in Gene Mapping through Nonparametric Linkage Analysis: Theory, Algorithms and Applications

    Author : Lars Ängquist; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; programming; actuarial mathematics; Statistik; cytogenetics; Genetik; cytogenetik; Mathematics; Matematik; Statistics; operations research; Genetics; ROC curves; conditioning loci; optimal score functions; noncentrality parameter; cost adjusted relative efficiency; exponential tilting; importance sampling; Monte Carlo simulation; normal approximation; crossover rate; process maximum; analytical approximation; significance calculations; NPL score; conditional linkage analysis; two-locus linkage analysis; Allele sharing; aktuariematematik; operationsanalys; programmering; gene-gene interaction; composite hypotheses; genetic disease models; classes of score functions; nonparametric linkage analysis;

    Abstract : In linkage analysis or, in a wider sense, gene mapping one searches for disease loci along a genome. This is done by observing so called marker genotypes (alleles) and phenotypes (affecteds/unaffecteds) of a pedigree set, i.e. READ MORE

  7. 5. Cooperative Manipulation and Motion Planning Under Signal Temporal Logic Specifications

    Author : Mayank Sewlia; Dimos V. Dimarogonas; Christos Verginis; Jana Tumova; Cristian-Ioan Vasile; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Engineering; Elektro- och systemteknik;

    Abstract : As robots become increasingly prevalent in society, it is essential to prescribe complex high-level tasks to them. Tasks prescribed over temporal logics present two main challenges: generating trajectories that satisfy the logical formula and tracking those trajectories that depend on the logical formula. READ MORE