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Showing result 1 - 5 of 31 swedish dissertations matching the above criteria.
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1. Characterisation and Some Statistical Aspects of Univariate and Multivariate Generalised Pareto Distributions
Abstract : Extreme value theory is about the distributions of very large or very small values in a time series or stochastic process. This has numerous applications connected with environmental science, civil engineering, materials science and insurance. READ MORE
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2. Monte Carlo Simulations of the Equilibrium Properties of Semi-stiff Polymer Chains : Efficient Sampling from Compact to Extended Structures
Abstract : Polymers is a class of molecules which can have many different structures due to a large number of degrees of freedom. Many biopolymers, e.g. DNA, but also synthetic macromolecules have special structural features due to their backbone stiffness. READ MORE
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3. Computational studies of passive vortex generators for flow control
Abstract : Many flow cases in fluid dynamics face undesirable flow separation due torising static pressure on wall boundaries. This occurs e.g. due to geometry as ina highly curved turbine inlet duct or e. READ MORE
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4. Computational fluid-dynamics investigations of vortex generators for flow-separation control
Abstract : Many flow cases in fluid dynamics face undesirable flow separation due to ad-verse pressure gradients on wall boundaries. This occurs, for example, due togeometrical reasons as in a highly curved turbine-inlet duct or on flow-controlsurfaces such as wing trailing-edge flaps within a certain angle-of-attack range. READ MORE
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5. Modeling financial volatility : A functional approach with applications to Swedish limit order book data
Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE