Sökning: "Monte Carlo estimation"

Visar resultat 1 - 5 av 138 avhandlingar innehållade orden Monte Carlo estimation.

  1. 1. Two papers on consistent estimation of a route choice model and link speed using sparse GPS data

    Författare :Masoud Fadaei Oshyani; Anders Karlström; Marcus Sundberg; Carlo Giacomo Prato; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Global Positioning System and nomad devices are increasingly used to provide data from individuals in urban traffic networks. In these two papers we focus on consistent estimators of a route choice model and link speed. LÄS MER

  3. 2. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER

  4. 3. Risk Management in Tunneling Projects : Estimation and Planning

    Författare :Mohammad Mohammadi; Johan Spross; Fredrik Johansson; Stefan Larsson; Anna Kadefors; Amund Bruland; KTH; []
    Nyckelord :Cost overrun; Transport infrastructure projects; Time and cost estimation; Probabilistic approaches; Tunneling; Soil and Rock Mechanics; Jord- och bergmekanik;

    Sammanfattning : Cost overruns and schedule delays are frequently observed occurrences in the construction of transport infrastructure projects. Such phenomena lead to the mismanagement of significant amounts of both public and private resources. LÄS MER

  5. 4. Recursive Bayesian Estimation : Navigation and Tracking Applications

    Författare :Niclas Bergman; Fredrik Gustafsson; Lennart Ljung; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Target tracking; Autonomous aircraft navigation; Terrain navigation;

    Sammanfattning : Recursive estimation deals with the problem of extracting information about parameters, or states, of a dynamical system in real time, given noisy measurements of the system output. Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. LÄS MER

  7. 5. Financial Applications of Markov Chain Monte Carlo Methods

    Författare :Andreas Graflund; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

    Sammanfattning : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. LÄS MER