Sökning: "Chain extensions"

Visar resultat 1 - 5 av 19 avhandlingar innehållade orden Chain extensions.

1. 1. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications

   Författare :José Igor Morlanes; Andriy Andreev; Hans Nyquist; Henrik Hult; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; fractional Ornstein-Uhlenbeck process; insider information; simulation embedding method; jump times; least-squares estimator; likelihood process; Ito calculus; Malliavin calculus; stochastic calculus; Statistics; statistik;

   Sammanfattning : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. LÄS MER

3. 2. Measurements of efficiency in a supply chain

   Författare :Annelie Pettersson; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Industrial Logistics; Industriell logistik;

   Sammanfattning : This licentiate thesis addresses the topic of measurements in the Supply chain and specifically measurements of Supply chain efficiency. This thesis has the following objectives:- To present ways of measuring performance of the Supply chain.- To present ways of measuring cost in the Supply chain. LÄS MER

4. 3. Tensions of extensions : adverse effects of brand extension within consumer relationships

   Författare :Henrik Sjödin; Handelshögskolan i Stockholm; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : Imagine how you would react if you learned that your favorite singer was recording new music in a style far from that which you have come to love. Perhaps you would disapprove. Then you might react like many Porsche consumers did when they learned that “their” brand would start producing sports utility vehicles. They are not without peers. LÄS MER

5. 4. Markov-chain modeling of energy users and electric vehicles : Applications to distributed photovoltaics

   Författare :Joakim Munkhammar; Joakim Widén; Ola Carlsson; Uppsala universitet; []
   Nyckelord :Engineering Science with specialization in Solid State Physics; Teknisk fysik med inriktning mot fasta tillståndets fysik;

   Sammanfattning : Technological improvements and falling prices on photovoltaic panels andelectric vehicles suggest that they might become more common in future households.The introduction of a photovoltaic system and an electric vehiclehas considerable impact on the energy balance of a household. LÄS MER

7. 5. Bayesian Inference for Nonlinear Dynamical Systems : Applications and Software Implementation

   Författare :Jerker Nordh; Institutionen för reglerteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Indoor Navigation; pyParticleEst; Software Implementation; Simultaneous Localization and Mapping; Parameter Estimation; System Identification; Sequential Importance Sampling; Particle Filter; Bayesian Inference; Markov Chain Monte Carlo; Particle Smoother;

   Sammanfattning : The topic of this thesis is estimation of nonlinear dynamical systems, focusing on the use of methods such as particle filtering and smoothing. There are three areas of contributions: software implementation, applications of nonlinear estimation and some theoretical extensions to existing algorithms. LÄS MER