Masteruppsatser: Recent submissions
Now showing items 21-40 of 53
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Volatility Curves of Incomplete Markets
(2020-06-23)The graph of the implied volatility of call options as a function of the strike price is called volatility curve. If the options market were perfectly described by the Black-Scholes model, the implied volatility would ... -
Delayed-acceptance approximate Bayesian computation Markov chain Monte Carlo: faster simulation using a surrogate model
(2020-01-09)The thesis introduces an innovative way of decreasing the computational cost of approximate Bayesian computation (ABC) simulations when implemented via Markov chain Monte Carlo (MCMC). Bayesian inference has enjoyed ... -
Simulation and statistical methods for stochastic differental equations
(2019-12-16)We look at numerical methods for simulation of stochastic differential equations exhibiting volatility induced stationarity. This is a property of the process which means that the stationary behaviour is mostly imposed ... -
Simulation and statistical methods for stochastic differental equations
(2019-12-11)We look at numerical methods for simulation of stochastic differential equations exhibiting volatility induced stationarity. This is a property of the process which means that the stationary behaviour is mostly imposed ... -
Evidence based training in cross-country skiing: Predicting the force generated by the skier
(2019-12-11)Evidence based training has been around for for while, where data is collected and pre-defined measures are used to evaluate the training session. Skisens AB are presenting new methods to evaluate a session which can be ... -
Robust Design and Analysis of Automotive Collision Avoidance Algorithms
(2019-06-17)Automotive collision avoidance systems help the driver to avoid or mitigate a collision. The main objective of this project is to find a methodology to improve the performance of Volvo’s automotive collision avoidance system ... -
Statistical Modelling of Pedestrian Flows
(2019-06-13)Pedestrian counts and in particular their relation to the buildings in the vicinity of the streetandtothestructureofthestreetnetworkisofcentralinterestinthespacesyntax field. This report is concerned with using statistical ... -
Multi Agent Reinforcement Learning
(2019-06-13)Machine learning and artificial intelligence has been a hot topic the last few years, thanks to improved computational power the machine learning framework can now be applied to larger data sets. Reinforcement learning is ... -
Floquet Topological Superconductors
(2018-09-20) -
The New Economy - Knowledge Investments - Enterprises intangible investments - the new source of growth
(2017-03-15)Economic-based growth is increasingly becoming dependent on the wide range of intangible investments, known as knowledge-based capital (KBC) investments. Its rapid asset size growth has called for transparency in the ... -
Robust Design and Analysis of Automotive Collision Avoidance
(2017-02-10)Automotive collision avoidance systems help the driver to avoid or mitigate a collision. The main objective of this project is to find a methodology to improve the performance of Volvo's automotive collision avoidance ... -
The noncommutative Shilov boundary
(2016-12-06)We introduce Arveson's generalization of the Shilov boundary to the noncommutative case and give a proof based on the work of Hamana of the existence of the Shilov boundary ideal. Moreover, we describe the Shilov boundary ... -
Minimality-preserving Ribaucour transformations
(2016-07-06)The Ribaucour transformation classically relates surfaces via a sphere congruence that preserves lines of curvature. In this report, we generalise the concept to submanifolds of arbitrary dimension and codimension, and ... -
Optimal Auxiliary Variable Assisted Two-Phase Sampling Designs.
(2016-06-22)Two-phase sampling is a procedure in which sampling and data collection is conducted in two phases, aiming at achieving increased precision in estimation at reduced cost. The rst phase typically involves sampling a large ... -
Recovery of primal solutions from dual subgradient methods for mixed binary linear programming; a branch-and-bound approach
(2015-10-06)The main objective of this thesis is to implement and evaluate a Lagrangian heuristic and a branch-and-bound algorithm for solving a class of mathematical optimization problems called mixed binary linear programs. ... -
Singular and de Rham cohomology for the Grassmannian
(2015-09-16)We compute the Poincar e polynomial for the complex Grassmannian using de Rham cohomology. We also construct a CW complex on the Grassmannian using Schubert cells, and then we use these cells to construct a basis for the ... -
Stochastic Partial Differential Equations with Multiplicative Noise - Numerical simulations of strong and weak approximation errors
(2015-06-23)A finite element Galerkin spatial discretization together with a backward Euler scheme is implemented to simulate strong error rates of the homogeneous stochastic heat equation with multiplicative trace class noise in ... -
Incentives Schemes Under New Regulations
(2015-06-23)Due to the nancial crisis of 2007, regulatory authorities engaged in a fundamental reconsideration of how they approach nancial regulation and supervision. Therefore, that nancial crisis caused the need of a signi ... -
Incentives Schemes Under New Regulations
(2015-06-11) -
Minimal Surfaces- A proof of Bernstein´s theorem
(2015-06-10)This thesis is meant as an introduction to the subject of minimal surfaces, i.e. surfaces having mean curvature zero everywhere. In a physical sense, minimal surfaces can be thought of as soap lms spanning a given wire ...