Sökning: "smooth fit"

Visar resultat 1 - 5 av 17 avhandlingar innehållade orden smooth fit.

  1. 1. Selected Problems in Financial Mathematics

    Författare :Erik Ekström; Johan Tysk; Svante Janson; Lane P. Hughston; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical analysis; American options; convexity; monotonicity in the volatility; robustness; optimal stopping; parabolic equations; free boundary problems; volatility; Russian options; game options; excessive functions; superreplication; smooth fit; Matematisk analys; Mathematical analysis; Analys;

    Sammanfattning : This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. LÄS MER

  3. 2. Estimation and Classification of Non-Stationary Processes : Applications in Time-Frequency Analysis

    Författare :Johan Brynolfsson; Statistical Signal Processing Group; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time-Frequency Estimation; Parameter Estimation; Reassignment method; Non-Stationary Processes; Smooth spectral estimation; Neural Networks;

    Sammanfattning : This thesis deals with estimation and classification problems of non-stationary processes in a few special cases.In paper A and paper D we make strong assumptions about the observed signal, where a specific model is assumed and the parameters of the model are estimated. LÄS MER

  4. 3. Towards Plane Hurwitz Numbers

    Författare :Jared Ongaro; Boris Shapiro; Roy Skjelnes; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Algebraic curves; Hurwitz spaces; Mathematics; matematik;

    Sammanfattning : The main objects of this thesis are branched coverings obtained as projection from a point in P^2. Our general goal is to understand how a given meromorphic function f: X -> P^1 can be induced from a composition X --> C -> P^1, where C is a plane curve in  P^2 which is birationally equivalent to the smooth curve X. LÄS MER

  5. 4. Modelling animal populations

    Författare :Åke Brännström; Umeå universitet; []
    Nyckelord :population model; stochastic population model; population dynamics; discrete time model; Beverton-Holt model; Skellam model; Hassell model; Ricker model; first principles; coupled map lattice; CML; area integral; square function; Mathematics; matematik;

    Sammanfattning : This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. LÄS MER

  7. 5. Regularization for Sparseness and Smoothness : Applications in System Identification and Signal Processing

    Författare :Henrik Ohlsson; Lennart Ljung; Jacob Roll; Bo Wahlberg; Linköpings universitet; []
    Nyckelord :Regularization; sparsity; smothness; lasso; l1; fMRI; bio-feedback; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : In system identification, the Akaike Information Criterion (AIC) is a well known method to balance the model fit against model complexity. Regularization here acts as a price on model complexity. LÄS MER