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Kvantitativ analys är en teknik som syftar till att förstå komplexa system genom att använda matematisk och statistisk modellering. Det är en viktig del av dagens finansiella system och innebär bland annat att modellera den slumpmässiga utvecklingen av finansiella tillgångar, och för att förutspå verkliga händelser som till exempel förändring av riksbankens styrränta. En mycket vanlig metod som anDiffusion 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. A very important task is to calibrate the models to observed market data and to achieve a good fit, since a slight misspecification ca

Todays, industrial robots don't correspond to the needs of the Small and Medium sized Enterprises (SME). Indeed, industrial robots are in many cases too hard to program or too expensive to be used by this kind of enterprises. In order to respond to this need, a European project was created, regrouping five major European robot manufacturers and five leading research institute and universities,

The Kalix River, located in the northern part of Sweden, experiences a slowdown in water flow during cold winters. However, in spring, when snow and ice melt in the mountains, the water flow starts to increase. Towards the end of spring, there is usually a rapid and unpredictable surge in water flow known as the spring flood. The arrival of the spring flood is stochastic in time and does not occur

We derive a sequential algorithm for simultaneous calibration and quadratic hedging of options. It can be applied to any model from which we can simulate paths and price options. The quadratic hedging comes at no extra cost! We have calibrated the Bates and NIG-CIR model to S&P 500 index options in order to evaluate various hedging strategies (delta, quadratic), clearly indicating the advantag

This report aims at finding methods for reducing the errors in district heating load forecasts by suggesting a method for online correction of the base forecast. Online correction is generally carried out by utilizing patterns in the historic prediction errors. Traditionally the correction has been made using a correction method detailed by a few governing parameters. Values for these parameters a

In order to improve the security of the vehicles, the car industry focuses more and more on Active Safety. The objective is to introduce embedded electronic control systems to detect dangerous conditions, warn the driver and, in emergency situations, even take actions to avoid crash or at least reduce the violence of the impact. The tire-road friction coefficient which defines the maximum traction

To estimate the long memory series in the framework of state space model is rarely documented although the theoretical foundation was well built in late 90s, and the literatures concentrate mainly on the estimation in stationary case. This paper aims to estimate the parameters in a wide range of long memory series by applying approximate Maximum Likelihood Estimation (MLE) and Bayesian Monte Carlo

Event-based sensing and communication holds the promise of lower resource utilization and/or better performance for remote state estimation applicationsin e.g networked control systems (NCS). However, the problem of designing an optimal event-based state estimator often becomes untractable due to nonlinear measurements. This complexity is avoided with stochastic event-triggering. In this work, we

The land surface temperature (LT) is a crucial variable that governs the energy and radiation budget of the earth's atmosphere and influences land-atmosphere interactions. The LT plays a crucial role mainly in the short-range forecast of a numerical weather prediction (NWP) model. The primary research goal in this research work undertaken is to assess the impact of assimilation of LT data from the

When treating patients suffering from renal failure with hemodialysis, an obvious point of interest is the actual blood cleaning efficiency of the dialyzer (artificial kidney). This efficiency is called clearance or dialysance. The method currently used for estimating clearance is based on doing a step-change on the process. Due to the nature of the process, this method is slow and has a relativel

Popular Abstract in Swedish I Sverige drabbas årligen så många som 100.000 personer av benbrott, höftfrakturer och sjukdomar, som kan kopplas till benskörhet. Under normalt åldrande ändras benets struktur och täthet vilket ökar risken för benbrott. Man vet att förändringarna förorsakas av förändringar i skelettets förmåga att ombildas. Under hela livet byts benvävnaden successivt ut och ersätts avDiffusion in bone is needed for bone remodeling and bone healing. Understanding the phenomenon is often important for comprehension bone diseases. Mathematical modeling of the diffusion processes is a required prerequisite in the study of this important physical process in living bone tissue. A proper model is crucial in order to obtain realistic results. An easily accessible method to measure the

This thesis deals with feedback control using two different sensor types, force sensors and cameras. In many tasks robotics compliance is required in order to avoid damage to the workpiece. Force and vision are the most useful sensing capabilities for a robot system operating in an unknown or uncalibrated environment. An overview of vision based estimation, control and vision/force control is give

The aim of this work is that from experimental determined cutting process parameters be able to predict the plasticity input constants to Finite Element Method (FEM) models. In the present study the Johnson-Cook constitutive model constants are determined on the basis of cutting process parameters in orthogonal cutting and by use of inverse analysis. Previously established links between Johnson-Co

The aim of this thesis was to synthesize and evaluate an inertial navigation system (INS) for the Combat Vehicle 90 Platform. The INS that was created utilize sensor fusion in order to combine the different signals coming from the vehicle’s multitude of sensors to estimate the vehicle’s position and heading in some known global reference frame. The CV90 standard INS, the NAV90 system, had performe