Sökning: "simulation estimation"

Visar resultat 6 - 10 av 420 avhandlingar innehållade orden simulation estimation.

  1. 6. 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

  3. 7. 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. 8. Model for estimation of time and cost based on risk evaluation applied on tunnel projects

    Författare :Therese Isaksson; KTH; []
    Nyckelord :estimation; tim; cost; risk; tunnel; MonteCarlo simulation;

    Sammanfattning : .... LÄS MER

  5. 9. DSGE Model Estimation and Labor Market Dynamics

    Författare :Glenn Mickelsson; Nils Gottfries; Karl Walentin; Martin M Andreasen; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; DSGE Models; Macroeconomics; Estimation; Uninformative Priors; Maximum Likelihood; Labor Hoarding; US Labor Market; Swedish Micro Data; Economics; Nationalekonomi;

    Sammanfattning : Essay 1: Estimation of DSGE Models with Uninformative PriorsDSGE models are typically estimated using Bayesian methods, but because prior information may be lacking, a number of papers have developed methods for estimation with less informative priors (diffuse priors). This paper takes this development one step further and suggests a method that allows full information maximum likelihood (FIML) estimation of a medium-sized DSGE model. LÄS MER

  7. 10. 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