Sökning: "size estimation"

Visar resultat 21 - 25 av 324 avhandlingar innehållade orden size estimation.

  1. 21. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    Författare :Carl Lindberg; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

    Sammanfattning : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. LÄS MER

  3. 22. Partition Tolerance and Data Consistency in Structured Overlay Networks

    Författare :Shafaat Tallat Mahmood; Seif Haridi; Peter Van Roy; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Structured overlay networks; distributed Hash tables; network partitions and mergers; size estimation; lookup inconsistencies; distributed key-value stores; linearizability; dynamic reconfiguration; replication.; SRA - ICT; SRA - Informations- och kommunikationsteknik;

    Sammanfattning : Structured overlay networks form a major class of peer-to-peer systems, which are used to build scalable, fault-tolerant and self-managing distributed applications. This thesis presents algorithms for structured overlay networks, on the routing and data level, in the presence of network and node dynamism. LÄS MER

  4. 23. On Parameter Estimation Employing Sinewave Fit andPhase Noise Compensation in OFDM Systems

    Författare :Senay Negusse; Peter Händel Professor; Per PhD Zetterberg Docent; Mikko Valkama; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Parameter Estimation; Maximum-likelihood; OFDM; Phase-Noise; Wireless Channel; Informations- och kommunikationsteknik; Information and Communication Technology;

    Sammanfattning : In today’s modern society, we are surrounded by a multitude of digital devices.The number of available digital devices is set to grow even more. As the trendcontinues, product life-cycle is a major issue in mass production of these devices. LÄS MER

  5. 24. Global Pose Estimation from Aerial Images : Registration with Elevation Models

    Författare :Bertil Grelsson; Michael Felsberg; Per-Erik Forssén; Kalle Åström; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Over the last decade, the use of unmanned aerial vehicles (UAVs) has increased drastically. Originally, the use of these aircraft was mainly military, but today many civil applications have emerged. LÄS MER

  7. 25. Machine Vision for Road Pavement Applications Bitumen Coverage and Grain Size Estimation

    Författare :Hanna Källén; Matematik LTH; []
    Nyckelord :;

    Sammanfattning : In this thesis some research questions regarding durability and quality of roads has been investigated. The questions are analyzed from an image analysis point of view and aims to be a complement to existing methods for analyzing asphalt. LÄS MER