Essays about: "Probability Density Function PDF"
Showing result 1 - 5 of 14 essays containing the words Probability Density Function PDF.
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1. Importance Sampling in Wireless Communication Systems with Ultra-Low Error Rates
University essay from Lunds universitet/Institutionen för elektro- och informationsteknikAbstract : Simulation mimics the behaviour of real world processes or the system over time. It helps us to understand the impact of modification and the effect of introducing various interventions to a system. READ MORE
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2. Modeling asymmetry in volatility response - non-Gaussian innovations approach
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis is an explorative note on the non-Gaussian innovations of the volatility process. More specifically, the thesis investigates if the decomposition of the Standard Classical Laplace (SCL) distribution to a difference of two exponential is a valid alternative to modelling the asymmetric volatility processes, taking volatility clustering, the leverage effect and asymmetric response in volatility into account. READ MORE
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3. Evaluation of Target Tracking Using Multiple Sensors and Non-Causal Algorithms
University essay from Linköpings universitet/ReglerteknikAbstract : Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. READ MORE
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4. Measuring the Risk-neutral Probability Distribution of Equity Index Options
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The focus of this master thesis is to develop a model that measures the risk-neutral probability distributionof the future value of a portfolio consisting of options on the S&P 500 index. The cornerstone of the model is an explicit and thorough construction of the local volatility surface. The parametric model of Coleman etal. READ MORE
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5. Modeling the Weibull shape parameter to improve estimates of the annual wind energy potential in Sweden
University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapAbstract : Wind energy is one of the fastest growing renewable energies in Sweden. To support this growth, it is essential to give stakeholders, such as investors, municipalities and policy planers, access to high accuracy and high-resolution wind speed data. READ MORE