Essays about: "Victor Tingström"

Found 2 essays containing the words Victor Tingström.

1. 1. Sequential parameter and state learning in continuous time stochastic volatility models using the SMC² algorithm

   University essay from KTH/Matematisk statistik

   Author : Victor Tingström; [2015]
   Keywords : SMC2; SMC; SV models;

   Abstract : In this Master’s thesis, joint sequential inference of both parameters and states of stochastic volatility models is carried out using the SMC2 algorithm found in SMC2: an efficient algorithm for sequential analysis of state-space models, Nicolas Chopin, Pierre E. Jacob, Omiros Papaspiliopoulos. The models under study are the continuous time s.v. READ MORE

3. 2. Evacuating Crowds Using Active Intervention: Modelling and Verification by Simulation.

   University essay from KTH/Farkost och flyg; KTH/Fysik

   Author : Victor Tingström; Karl Nyman; [2013]
   Keywords : ;

   Abstract : ROYAL INSTITUTE OF TECHNOLOGY Abstract Department of Mathematics Division of Optimization and Systems Theory Bachelor of Science in Engineering Evacuating Crowds: Modelling and Verication by Simulation using Active Intervention by Victor Tingstrom and Karl Nyman The ability to simulate crowds during emergency evacuations could help designers of buildings and crowd management systems to decrease the number of casualties in e.g. READ MORE