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Relevant bibliographies by topics / Calibration sets / Dissertations / Theses

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Dissertations / Theses on the topic 'Calibration sets'

Author: Grafiati

Published: 9 March 2023

Last updated: 31 July 2025

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1

Prateepasen, Asa. "Tool wear monitoring in turning using fused data sets of calibrated acoustic emission and vibration." Thesis, Brunel University, 2001. http://bura.brunel.ac.uk/handle/2438/5415.

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The main aim of this research is to develop an on-line tool wear condition monitoring intelligent system for single-point turning operations. This is to provide accurate and reliable information on the different states of tool wear. Calibrated acoustic emission and vibration techniques were implemented to monitor the progress of wear on carbide tool tips. Previous research has shown that acoustic emission (AE) is sensitive to tool wear. However, AE, as a monitoring technique, is still not widely adopted by industry. This is because it is as yet impossible to achieve repeatable measurements of

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2

Söhl, Jakob. "Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013. http://dx.doi.org/10.18452/16732.

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Zentrale Grenzwertsätze und Konfidenzmengen werden in zwei verschiedenen, nichtparametrischen, inversen Problemen ähnlicher Struktur untersucht, und zwar in der Kalibrierung eines exponentiellen Lévy-Modells und im Dekonvolutionsmodell. Im ersten Modell wird eine Geldanlage durch einen exponentiellen Lévy-Prozess dargestellt, Optionspreise werden beobachtet und das charakteristische Tripel des Lévy-Prozesses wird geschätzt. Wir zeigen, dass die Schätzer fast sicher wohldefiniert sind. Zu diesem Zweck beweisen wir eine obere Schranke für Trefferwahrscheinlichkeiten von gaußschen Zufallsfeld

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3

FURLANETTO, GIULIA. "Quantitative reconstructions of climatic series in mountain environment based on paleoecological and ecological data." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2019. http://hdl.handle.net/10281/241319.

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La vegetazione di ambiente montano è nota per essere sensibile alle variazioni climatiche. Il forte gradiente climatico altitudinale, che caratterizza le aree montane, dà luogo ad un marcato gradiente ecologico, in cui numerosi ecotoni sono presenti in una piccola area. Sequenze polliniche investigate all’interno o poco al di sopra dell’ecotono attuale della timberline sono archivi ideali per investigare le relazioni esistenti fra clima ed ecosistemi. Ricostruzioni quantitative delle condizioni climatiche del passato da record pollinici fossili richiedono la comprensione della rappresentazione

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4

Paudel, Danda Pani. "Local and global methods for registering 2D image sets and 3D point clouds." Thesis, Dijon, 2015. http://www.theses.fr/2015DIJOS077/document.

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Pas de résumé<br>In this thesis, we study the problem of registering 2D image sets and 3D point clouds under threedifferent acquisition set-ups. The first set-up assumes that the image sets are captured using 2Dcameras that are fully calibrated and coupled, or rigidly attached, with a 3D sensor. In this context,the point cloud from the 3D sensor is registered directly to the asynchronously acquired 2D images.In the second set-up, the 2D cameras are internally calibrated but uncoupled from the 3D sensor,allowing them to move independently with respect to each other. The registration for this se

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5

Söhl, Jakob [Verfasser], Markus [Akademischer Betreuer] Reiß, Vladimir [Akademischer Betreuer] Spokoiny, and Richard [Akademischer Betreuer] Nickl. "Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution / Jakob Söhl. Gutachter: Markus Reiß ; Vladimir Spokoiny ; Richard Nickl." Berlin : Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013. http://d-nb.info/103457258X/34.

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6

DEAK, SZABOLCS. "Essays on fiscal policy: calibration, estimation and policy analisys." Doctoral thesis, Università Bocconi, 2011. https://hdl.handle.net/11565/4054119.

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7

Fery, Natacha [Verfasser]. "Nearshore wind-wave modelling in semi-enclosed seas : cross calibration and application / Natacha Fery." Kiel : Universitätsbibliothek Kiel, 2017. http://d-nb.info/1139253069/34.

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8

Zhou, Alexandre. "Etude théorique et numérique de problèmes non linéaires au sens de McKean en finance." Thesis, Paris Est, 2018. http://www.theses.fr/2018PESC1128/document.

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Cette thèse est consacrée à l'étude théorique et numérique de deux problèmes non linéaires au sens de McKean en finance. Nous abordons dans la première partie le problème de calibration d'un modèle à volatilité locale et stochastique pour tenir compte des prix d'options Européennes vanilles observés sur le marché. Ce problème se traduit par l'étude d'une équation différentielle stochastique (EDS) non linéaire au sens de McKean à cause de la présence dans le coefficient de diffusion d'une espérance conditionnelle du facteur de volatilité stochastique par rapport à la solution de l'EDS. Nous obt

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9

GURNY, Martin. "Default probabilities in credit risk management: estimation, model calibration, and backtesting." Doctoral thesis, Università degli studi di Bergamo, 2015. http://hdl.handle.net/10446/61848.

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This doctoral thesis is devoted to estimation and examination of default probabilities (PDs) within credit risk management and comprises three various studies. In the first study, we introduce a structural credit risk model based on stable non-Gaussian processes in order to overcome distributional drawbacks of the classical Merton model. Following the Moody’s KMV estimation methodology, we conduct an empirical comparison between the results obtained from the Merton model and the stable Paretian one. Our results suggest that PDs are generally underestimated by the Merton model and that the stab

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10

Fiorin, Lucio. "Essays on Quantization in Financial Mathematics." Doctoral thesis, Università degli studi di Padova, 2018. http://hdl.handle.net/11577/3427145.

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This thesis is devoted to the study of some applications of quantization to Financial Mathematics, especially to option pricing and calibration of financial data. Quantization is a technique that comes originally from numerical probability, and consists in approximating random variables and stochastic processes taking infinitely many values, with a discrete version of them, in order to simplify the quadrature algorithms for the computation of expected values. The purpose of this thesis is to show the great flexibility that quantization can have in the area of numerical probability and option

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11

Gnoatto, Alessandro. "Wishart processes: theory and applications in mathematical finance." Doctoral thesis, Università degli studi di Padova, 2012. http://hdl.handle.net/11577/3422528.

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This thesis is devoted to the study of Wishart processes from a theoretical and a practical point of view. Part 1 presents a new result concerning the explicit Laplace transform of the Wishart process. Par 2 and 3 feature applications of the Wishart process to mathematical finance, in particular to the evaluation of fixed income and foreign exchange derivatives<br>La tesi studia il processo di Wishart da un punto di vista teorico e applicativo. La prima parte e´ dedicata alla presentazione di una nuova formula per il calcolo della trasformata di Laplace associata al processo. Le parti 2 e 3 in

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12

GARDINI, MATTEO. "Financial models in continuous time with self-decomposability: application to the pricing of energy derivatives." Doctoral thesis, Università degli studi di Genova, 2022. http://hdl.handle.net/11567/1070581.

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Based on the concept of self-decomposability we extend some recent multidimensional Lévy models by using multivariate subordination. Our aim is to construct multi-asset market models in which the systemic risk instead of affecting all markets at the same time presents some stochastic delay. In particular we derive new multidimensional versions of the well known Variance Gamma and inverse Gaussian processes. To this end, we extend some known approaches keeping their mathematical tractability, we study the properties of the new processes, we derive closed form expressions for their charac

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13

CALDANA, RUGGERO. "Spread and basket option pricing: an application to interconnected power markets." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2012. http://hdl.handle.net/10281/39422.

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An interconnector is an asset that gives the owner the right, but not the obligation, to transmit electricity between two locations each hour of the day over a prefixed time period. The financial value of the interconnector is given by a series of options that are written on the price differential between two electricity markets, that is, a strip of European options on an hourly spread. Since the hourly forward price is not directly observable on the market, Chapter 1 proposes a practical procedure to build an hourly forward price curve, fitting both base load and peak load forward quotations.

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14

BASSANIN, MARZIO. "Essays in Macro-Financial Linkages." Doctoral thesis, Luiss Guido Carli, 2019. http://hdl.handle.net/11385/201073.

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This thesis consists in three essays that study the linkages between real and financial factors from different perspectives. Chapter 1, co-authored with Ester Faia and Valeria Patella, introduces a full set of ambiguity attitudes, which endogenously induces agents' optimism in booms and pessimism in recessions, in a model where borrowers face occasionally binding collateral constraints. We use GMM techniques with latent value functions to estimate the ambiguity attitudes process, showing that agents update their belief over the credit cycle in a way coherent with our preferences specific

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15

De, Marco Stefano. "On Probability Distributions of Diffusions and Financial Models with non-globally smooth coefficients." Doctoral thesis, Scuola Normale Superiore, 2011. http://hdl.handle.net/11384/85676.

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In this Ph.D. dissertation we deal with the issue of the regularity and the estimation of probability laws for diffusions with non-globally smooth coefficients, with particular focus on financial models. The analysis of probability laws for the solutions of Stochastic Differential Equations (SDEs) driven by the Brownian motion is among the main applications of the Malliavin calculus on the Wiener space: typical issues involve the existence and smoothness of a density, and the study of the asymptotic behaviour of the distribution’s tails. The classical results in this area are stated ass

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16

RUSSO, Vincenzo. "Pricing and managing life insurance risks." Doctoral thesis, Università degli studi di Bergamo, 2012. http://hdl.handle.net/10446/26710.

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The aim of this thesis is to investigate about the quantitative models used for pricing and managing life insurance risks. It was done analyzing the existing literature about methods and models used in the insurance field in order to developing (1) new stochastic models for longevity and mortality risks and (2) new pricing functions for life insurance policies and options embedded in such contracts. The motivations for this research are to be searched essentially in: (1) a new risk-based solvency framework for the insurance industry, the so-called Solvency II project, that will becomes effect

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17

Pai, Kai-chung, and 白凱中. "The calibration and sensitivity analysis of a storm surge model for the seas around Taiwan." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/9b9dpc.

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碩士<br>國立中山大學<br>海洋環境及工程學系研究所<br>97<br>The topographical variations of the seas around Taiwan are great, which make the tides complicated. Taiwan is located in the juncture of the tropical and subtropical area. Geographically, it is located within the region of northwestern Pacific typhoon path. These seasonal and geographical situations causing Taiwan frequently threaten by typhoons during summer and autumn. In addition to natural disasters, the coastal area is over developed for the last few decades, which destroys the balance between nature and man. Storms and floods constantly threaten the

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18

MALACHINI, Luigi. "Calibration of complex equity-linked and interest rate derivatives pricing models: theory and practice." Doctoral thesis, 2010. http://hdl.handle.net/11562/343814.

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Le procedure per calcolare il prezzo dei derivati finanziari devono tenere conto delle caratteristiche e peculiarità dei prodotti da valutare, i modelli utilizzati devono quindi essere rivisti ed affinati alla luce degli specifici contratti oggetto di analisi e delle assunzioni e limitazioni intrinseche in ogni modello di valutazione. Questo lavoro si prefigge di analizzare i più diffusi modelli proposti ed utilizzati nell’industria finanziaria, definendo quella che risulta essere la "best practice" utilizzata nell’implementazione dei modelli di valutazione. L’analisi quantitativa dei modelli

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19

CHIANELLA, DIEGO. "Estimation of the variance for different estimators of the change over time for overlapping samples." Doctoral thesis, 2019. http://hdl.handle.net/11573/1315826.

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This work was inspired by the growing need to have a measure of the accuracy of the estimates produced within the short-term statistics in the Official Statistics. In particular, the aim of the work is to illustrate the methodology for the computation of the variance for the estimators currently used in the service turnover survey carried on by the Italian National Institute of Statistics, for the quarterly turnover growth rate estimation. While the calculation of the variance of the estimates produced for a given instant of time is now a good practice (also through the development of softwa

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20

GIACOMELLI, JACOPO. "Claim probability in Credit and Suretyship insurance." Doctoral thesis, 2022. http://hdl.handle.net/11573/1637888.

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This work analyses the problems faced by a Credit and Suretyship (C&S) insurance company when inferring claim probabilities and proposes a set of dedicated tools to address these problems. Typically, a small amount of information is available to calibrate the C&S claim probability. C&S insurers observe a low claim frequency on average and, in credit insurance, are subject to a remarkable information asymmetry concerning their insured sellers. Further, they cannot enjoy the typical information facilities available for the banks that share information regarding their risk sources t

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