Sökning: "varians"

Visar resultat 1 - 5 av 35 avhandlingar innehållade ordet varians.

1. 1. Spectral Analysis for Signal Detection and Classification : Reducing Variance and Extracting Features

   Författare :Isabella Reinhold; Statistical Signal Processing Group; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Multifönster; Tids-frekvensanalys; Instantaneous frequency; Multitaper; Signal resolution; Reassignment method; Time-frequency analysis;

   Sammanfattning : Spectral analysis encompasses several powerful signal processing methods. The papers in this thesis present methods for finding good spectral representations, and methods both for stationary and non-stationary signals are considered. LÄS MER

3. 2. Essays on Financial Markets

   Författare :Hans Byström; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

   Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER

4. 3. Portfolio Selection and the Analysis of Risk and Time Diversification

   Författare :Mattias Persson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

5. 4. Essays on Risk in International Financial Markets

   Författare :Ola Larsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

7. 5. Characterization and Correction of Analog-to-Digital Converters

   Författare :Henrik Lundin; Peter Händel; Mikael Skoglund; Paolo Carbone; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; analog-to-digital converter; ADC; correction; post-correction; look-up table; characterization; calibration; Signal processing; Signalbehandling;

   Sammanfattning : Denna avhandling behandlar analog-digitalomvandling. I synnerhet behandlas postkorrektion av analog-digitalomvandlare (A/D-omvandlare). A/D-omvandlare är i praktiken behäftade med vissa fel som i sin tur ger upphov till distorsion i omvandlarens utsignal. LÄS MER