Search for dissertations about: "statistical bootstrap"

Showing result 6 - 10 of 27 swedish dissertations containing the words statistical bootstrap.

  2. 6. Chemometric methods for analysis of spectroscopic data from batch process monitoring

    Author : Erik Furusjö; KTH; []
    Keywords : in situ spectroscopy; reaction monitoring; organic synthesis; solubility; crystallization; multivariate calibration; curve resolution; kinetic model; reaction rate constant; activation energy; target testing; bootstrap;

    Abstract : Understanding of a process is essential for processdevelopment, optimisation and scale-up. In situ spectroscopy isan attractive measurement technique that can increase processunderstanding, since samples need not be retrieved from theprocess mixture. READ MORE

  4. 7. Space-Time Algorithms for Mobile Communications

    Author : Per Pelin; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; antenna array; model order selection; equalization; Bootstrap; space-time propagation; synchronization; RAKE-combiner; real data; data reduction; spatial diversity; finite alphabet;

    Abstract : Algorithms are presented for space-time signal processing in mobile communication systems employing base station antenna arrays. Two main issues are concerned. Reception of data transmitted on the uplink (mobile to base station transmission), and estimation of the parameters of the space-time mobile channel. READ MORE

  5. 8. Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference

    Author : Ovidijus Stauskas; Joakim Westerlund; Ignace De Vos; Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Econometrics; Panel Data; Factor Models; Bootstrap; Forecasting; Non-Stationary Data; Common Correlated Effects; CCE;

    Abstract : This thesis consists of five chapters which focus on panel data theory. Four of them analyze explicit panel data models and one chapter deals with time series forecasting model, where external panel data help us estimate unobserved explanatory variables. READ MORE

  6. 9. On the returns of trend-following trading strategies

    Author : Christian Lundström; Tomas Sjögren; Jussi Nikkinen; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

    Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE

  7. 10. On the profitability of momentum strategies and optimal leverage rules

    Author : Christian Lundström Tjurhufvud; Tomas Sjögren; Sami Vähämaa; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Exchange Traded Products; Kelly criterion; Money management; Opening Range Breakout Strategies; Optimal fraction criterion; Time series momentum; Economics; nationalekonomi;

    Abstract : This thesis consists of an introductory part and five self-contained papers related to the profitability of momentum strategies and optimal leverage rules.Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) day trading strategy. READ MORE