Dissertations / Theses on the topic 'Forward'
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Uzukwu, Elochukwu Eugene. "Forward." Bulletin of Ecumenical Theology, 1991. http://digital.library.duq.edu/u?/bet,1420.
Full textFagelson, Marc A. "Forward." Digital Commons @ East Tennessee State University, 2013. https://www.amzn.com/140519989X.
Full textBitter, James Robert. "Forward." Digital Commons @ East Tennessee State University, 2019. https://dc.etsu.edu/etsu-works/5210.
Full textTweed, Stephanie, and Erika Bradley. "Forward Thinking." Digital Commons @ East Tennessee State University, 2013. https://dc.etsu.edu/etsu-works/3017.
Full textTweed, Stephanie R., and Erika Bradley. "Forward Thinking." Digital Commons @ East Tennessee State University, 2013. https://dc.etsu.edu/etsu-works/3055.
Full textSvensson, Fredrik. "Structure from Forward Motion." Thesis, Linköpings universitet, Bildbehandling, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-60136.
Full textI detta examensarbete undersöks svårigheterna kring att skapa en djupbild från att endast använda en lågupplöst gråskalekamera monterad framtill i en bil. Målet är att producera en djupbild i realtid som kan nyttjas i andra delar av bilens säkerhetssystem. Detta har visat sig vara svårt att lösa med den undersökta kombinationen av kameraplacering och val av algoritmer. Det huvudsakliga problemet är att räkna ut ett noggrant optiskt flöde. Andra problem härrör från objekt som rör på sig. Slutsatsen är att implementationerna, mestadels triangulering av korresponderande punktpar som följts med hjälp av en Lucas Kanade-följare, ger resultat av för dålig kvalitet för att vara till nytta för bilens säkerhetssystem.
Li, Xiaolei. "Quadgate forward-signalling pipelines." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.442597.
Full textDaniel, Liam Yannick. "Maritime forward scatter radar." Thesis, University of Birmingham, 2017. http://etheses.bham.ac.uk//id/eprint/7831/.
Full textLiang, Kaicheng. "Forward viewing OCT endomicroscopy." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/87948.
Full text"February 2014." Cataloged from PDF version of thesis.
Includes bibliographical references (pages 60-69).
A forward viewing fiber optic-based imaging probe device was designed and constructed for use with ultrahigh speed optical coherence tomography in the human gastrointestinal tract. The light source was a MEMS-VCSEL at 1300 nm wavelength running at 300 kHz sweep rate, giving an effective A-line rate of 600 kHz. Data was acquired with a 1.8 GS/s A/D card optically clocked by a maximum fringe frequency of 1 GHz. The optical beam from the probe was scanned by a freely deflecting optical fiber that was mounted proximally on a piezoelectric tubular actuator, which was electrically driven in two perpendicular dimensions to produce a spiral scan pattern. The probe has a 3.3 mm outer diameter and is intended for endoscopic imaging. Multiple optical systems were designed to enable microscopic imaging at variable fields. The probe could also be electrically zoomed by tuning the driving voltage to the piezoelectric actuator, reducing the deflection range of the scanning fiber and thus the scanned field. The optical and mechanical design of the probe was optimized for both axial and transverse compactness.
by Kaicheng Liang.
S.M.
Процев’ят, Т. І. "SMM проєкт "Університет.UA forward!"." Thesis, Київський національний університет технологій та дизайну, 2020. https://er.knutd.edu.ua/handle/123456789/16652.
Full textSingh, Mahim. "SOFTVIZ, a step forward." Link to electronic thesis, 2004. http://www.wpi.edu/Pubs/ETD/Available/etd-0430104-135703/.
Full textKeywords: Eclipse plug-in; tracer; timeline; software visualization; sunburst; SoftViz; ParaVis; error categorization framework; debugging; program understanding. Includes bibliographical references (p. 85-89).
Goldenberg, David. "Forward Secure Fuzzy Extractors." W&M ScholarWorks, 2007. https://scholarworks.wm.edu/etd/1539626862.
Full textSmith, Michael Edward. "From forward deployment to forward presence: a new national strategy for the Pacific." Thesis, Monterey, California. Naval Postgraduate School, 1990. http://hdl.handle.net/10945/30721.
Full textThis thesis analyzes the changing strategic environment in East Asia and the Pacific. Despite sweeping foreign policy initiatives, the Soviets maintain a significant military capability. Even as the likelihood of the Soviet threat diminishes, low-intensity type conflict threaten U.S. regional interests. Additionally, changing regional perceptions are undermining traditional U.S. security arrangements. Rising Asian nationalism questions the need for forward deployment of U.S. forces within regional states. A policy of forward presence via maritime assets is the solution. U.S. naval assets would allow for a reasonable power projection capability in time of crisis, yet would meet fiscal constraints during peacetime through a scaling down of deployed assets. Other U.S. forces will maintain their ability to meet regional responsibilities through training exercises with regional forces and a build-up of the U.S. sealift capability. Now is the time to encourage regional states to assume greater responsibilities for their own defense. A regional maritime organization must be developed to maintain open trade routes. With a focused mandate, such an organization would not threaten individual national sovereignties and would promote regional cooperation and stability. An expansion of the U.S. Navy's peacetime mission will certainly serve the national interest. Increased port visits to economically less developed regions should be coordinated to support on-going or planned U.S. assistance programs
Morard, Julien. "ACL command with forward converter /." Sion, 2008. http://doc.rero.ch/record/12811?ln=fr.
Full textMason, Sarah. "The Impetus is Forward Motion." FIU Digital Commons, 2015. http://digitalcommons.fiu.edu/etd/2326.
Full textKuter, Ugur. "Planning under uncertainty moving forward /." College Park, Md. : University of Maryland, 2006. http://hdl.handle.net/1903/3802.
Full textThesis research directed by: Computer Science. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
Deutsch, Owen. "Inclusionary Zoning: New Ways Forward." Scholarship @ Claremont, 2011. http://scholarship.claremont.edu/pomona_theses/98.
Full textCulhane, Leo. "Acceleration characteristics of forward skating." Thesis, McGill University, 2013. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=114587.
Full textLe but de cette étude était de quantifier les variables cinétiques et cinématiques pour une tache de patinage en ligne droite ainsi que de comparer deux modèles de patins: un modèle de patin de hockey conventionnel (SKATE) et un patin avec un protège-tendon souple modifié (SKATE FTG). Douze sujets adultes masculins ont effectué quatre essais d'accélération avec chaque modèle de patin. Les jauges de contrainte sur le support de lame ont permis d'estimer les forces de réaction au sol tandis que les valeurs d'accélérations (accélération et décélération) durant la phase de propulsion ont été estimés à partir d'un capteur placé sur le dos du joueur. Les résultats ont démontré la faisabilité de quantifier les forces dynamiques bilatérales. Les résultats ont confirmés la faisabilité de mesuré les forces dynamiques lors de tâches de patinage sur glace. Les valeurs temporelles de simple et de double-support combinant les patins droit et gauche sont approximativement 80 % et 20% d'une foulée complete. Dans l'ensemble, il n'y avait pas de différences significatives entre les modèles de patins en termes de temps pour compléter la tâche ni de différence entre les fréquences de foulée moyenne. D'importantes différences de temps de contact entre le patin droit SKATE et le patin droit SKATE FTG (0,41 vs 0.36s) ont contribué à une plus grande impulsion et puissance de sortie ont pu être observés, mais l'effet opposé de résistance de l'air n'a pas permis des améliorations substantielles de temps sur la distance de 54 m de patinage.
Trayford, James William. "Forward modelling of simulated galaxies." Thesis, Durham University, 2017. http://etheses.dur.ac.uk/12371/.
Full textFoti, Christopher G. (Christopher Grant) 1971. "Reducing forward buying through derivatives." Thesis, Massachusetts Institute of Technology, 2000. http://hdl.handle.net/1721.1/9158.
Full textIncludes bibliographical references (p. 45-46).
This thesis examines the potential reduction of speculative inventory, commonly known as "forward buying", through the use of derivatives options, similar to those used on commodities exchanges. The reinforcing cycle of overbuying on promotion, which leads companies and industries into inescapable cycles of capacity excess & shortage, is explored and a framework for breaking free through the sale of call options on promoted products is proposed. Further speculation on the relevance of derivative instruments to Internet Exchanges and Collaborative Planning, Forecasting and Replenishment (CPFR) is advanced.
by Christopher G. Foti.
M.Eng.
Hadjiprocopis, Andreas. "Feed forward neural network entities." Thesis, City University London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340374.
Full textLey, Clemens. "Forward looking logics and automata." Thesis, University of Oxford, 2011. http://ora.ox.ac.uk/objects/uuid:d6eb0004-47b9-4e32-b6c9-7796afecabd5.
Full textRoome, Patrick. "Asymptotics of forward implied volatility." Thesis, Imperial College London, 2016. http://hdl.handle.net/10044/1/30764.
Full textForster, Brian A. "Korean unification the way forward." Thesis, Monterey, Calif. : Naval Postgraduate School, 2009. http://edocs.nps.edu/npspubs/scholarly/theses/2009/March/09Mar%5FForster.pdf.
Full textThesis Advisor(s): Weiner, Robert. "March 2009." Description based on title screen as viewed on April 23, 2009. Author(s) subject terms: Korean unification, The Republic of Korea, The Democratic People's Republic of Korea, economic interdependence, special economic zones, free trade area, collapse. Includes bibliographical references (p. 87-92). Also available in print.
Almeida, Serra Costa Vitoria Pedro Miguel. "Topics on forward investment theory." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:158e9239-1385-4314-b337-3eed27c76dfc.
Full textSuwannakarn, Monthat. "Biofouling on forward osmosis system." Thesis, Suwannakarn, Monthat (2016) Biofouling on forward osmosis system. Honours thesis, Murdoch University, 2016. https://researchrepository.murdoch.edu.au/id/eprint/33949/.
Full textSavine, Alexandre Yurievich 1962. "Forward calorimetry at hadron collider." Diss., The University of Arizona, 1997. http://hdl.handle.net/10150/288749.
Full textAlmaghshi, Mona Abdullaah. "Prediction Intervals after Forward Selection." OpenSIUC, 2016. https://opensiuc.lib.siu.edu/theses/2048.
Full textVerschoor, Willem Franciscus Cornelis. "Forward exchange market dynamics an empirical analysis of expectations, risk and innovations in forward foreign exchange /." Maastricht : Maastricht : Universitaire Pers Maastricht ; University Library, Maastricht University [Host], 1993. http://arno.unimaas.nl/show.cgi?fid=6226.
Full textMcDonough, James P. Strom Mark W. "Forward observer personal computer simulator 2 /." Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2005. http://library.nps.navy.mil/uhtbin/hyperion/05Sep%5FMcDonough.pdf.
Full textThesis Advisor(s): Rudolph P. Darken. Includes bibliographical references (p.65-66). Also available online.
Corzo, García Beatriz. "Forward osmosis application for water reuse." Doctoral thesis, Universitat de Barcelona, 2018. http://hdl.handle.net/10803/565820.
Full textLa ósmosis directa (OD) utiliza los principios de la ósmosis para desalinizar agua. El proceso de ósmosis directa utiliza un fluido denominado solución extractora a partir del cual se extrae agua de la fuente principal a través de una membrana semipermeable, aprovechando las diferencias de presión osmótica. Este proceso tiene la desventaja de que no genera agua de alta calidad en una sola etapa debido a que el agua producto se mezcla con el agente osmótico de la solución extractora. Así, se debe prever un sistema de separación del agente extractor para obtener el agua deseada, lo que se denomina sistema híbrido. Durante la tesis doctoral se estudió un sistema híbrido OD-Nanofiltración a escala piloto, demostrando que el proceso híbrido OD-NF es una tecnología con baja propensión al ensuciamiento, que puede lograr un permeado estable y de alta calidad para la reutilización de aguas residuales en una operación a largo plazo. Sin embargo, el consumo energético y del agente extractor es relevante. La falta de módulos de membrana de OD optimizados y disponibles en el mercado sigue siendo la principal limitación para la aplicación del proceso de OD a gran escala. En un futuro cercano, se espera que este proceso emergente se vuelva más sostenible y competitivo para el caso de uso estudiado en esta tesis.
Dudley, Theodore Robert. "Mechanics of forward flight in insects." Thesis, University of Cambridge, 1987. https://www.repository.cam.ac.uk/handle/1810/250902.
Full textDolbec, Michael R. "Velocity estimation using forward looking sonar." Thesis, Monterey, Calif. : Naval Postgraduate School, 2007. http://bosun.nps.edu/uhtbin/hyperion.exe/07Mar%5FDolbec.pdf.
Full textThesis Advisor(s): Doug Horner, Mathias Kölsch. "March 2007." Includes bibliographical references (p. 113). Also available in print.
Wheeler, Daniel S. "Contrasting reduced overshadowing and forward blocking." Diss., Online access via UMI:, 2006.
Find full textGaspar, Raquel M. "Credit risk & forward price models." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI), 2006. http://www.hhs.se/efi/summary/686.htm.
Full textLahmer, Tom. "Forward and inverse problems in piezoelectricity." kostenfrei, 2008. http://www.opus.ub.uni-erlangen.de/opus/volltexte/2008/958/.
Full textRaja, Abdullah Raja Syamsul Azmir. "Forward scattering radar for vehicle classification." Thesis, University of Birmingham, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.442611.
Full textEnglund, Carl. "Forward commitment : en metod för innovationsupphandling." Thesis, Högskolan i Gävle, Avdelningen för Industriell utveckling, IT och Samhällsbyggnad, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-20084.
Full textKaas, Susanna. "Validation of market commodity forward curves." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-172427.
Full textI detta examensarbete var målet att föreslå en metod för att validera marknadskurvan för råvaruterminer och utvärdera den föreslagna metoden. Examensarbetet är begränsat till marknadskurvor för råvaruterminer med säsongsberoende och likafördelade förfallodagar upp till ett år. Valideringsmetoden som föreslås är att med en teoretisk modell skapa en referenskurva som kan jämföras med marknadskurvan. Metoden för att skapa referenskurvan är att simulera terminspriser med seasonal cost-of-carry model och sedan interpolera linjärt mellan de simulerade punkterna. Valideringsmetoden appliceras på råvaruterminer med UK naturgas som underliggande tillgång och handlas på Intercontinental Exchange. Det historiska dataset som användes utgörs av observationsperioden 2011-01-01 till 2013-11-30. Referenskurvor skapades för varje handelsdag i december 2013 och verkade uppfylla det förväntade säsongsberoendet hos naturgas. Analyser visade dock att modellantagandena inte alltid var uppfyllda av de genererade processerna från historiskt data. Observationsperioden kortades ned men resultatet blev endast något bättre, dock uppfyllde fortfarande inte några av processerna de uppställda antagandena. Resultat visade också att vissa av processerna för båda observationsperioderna kunde reduceras till slumpvandringar. Slutsatsen av arbetet är att den föreslagna metoden inte är lämplig för validering av marknadskurvan för den analyserade tidsperioden. Orsaken till detta var att modellantaganden inte var uppfyllda för alla tillståndsvariabler samt att några av processerna kunde reduceras till slumpvandringar. Dock är det möjligt att modellantaganden skulle kunna uppfyllas för en annan tidsperiod. Eftersom det är svårt att använda en metod för validering om historisk data inte alltid uppfyller modellantaganden och om processerna inte är stationära drogs slutsatsen att den föreslagna metoden inte är lämplig för den analyserade råvaran.
Tang, Yao. "Partial decode-forward in relay networks." Thesis, McGill University, 2014. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=121541.
Full textLa transmission coopérative agit comme étant une solution diffusée, permettant de fournir une communication sans fil très robuste. Elle regroupe les ressources disponibles, comme la puissance et la bande passante, à travers le réseau. Le réseau à relais est le modèle théorique le plus simple pour un réseau sans fil coopératif et la compréhension des limites de communication à travers de ce réseau permet potentiellement de saisir la conception d'un réseau sans fil plus efficace. Par contre, la capacité du réseau à relais est encore inconnue. Dans cette thèse, nous adressons la conception du schéma du decode-forward partiel dans un réseau à relais ayant une source et une destination unique. Dans la première partie de cette thèse, nous révisons le réseau à relais. Nous révisons aussi le decode-forward ainsi que le decode-forward partiel dans les réseaux à relais. Dans la deuxième partie de cette thèse, nous introduisons un réseau à relais sans mémoire composé d'une source, d'une destination et de relais N. Par la suite, nous concevons un schéma à partir du réseau decode-forward partiel. La source divise son message en une partie commune et en parties privées N+1 qui sont destinées à des relais différents. La source code les parties du message divisé en utilisant le codage length-N black Markov, dans lequel chaque partie du message privé est superposé indépendamment sur les parties communes du bloc actuel et des blocs précédents N. En utilisant le décodage conjoint fenetre coulissante, chaque relais récupère la partie du message commune et sa partie du message privé ayant le même index bloc, et les envoi par la suite ensemble aux nœuds du bloc suivant. Nous dérivons son taux réalisable dans un format compact. Le résultat permet de réduire la borne inférieure connue du decode-forward d'un réseau à N-relais et la borne inférieure du decode-forward partiel pour un réseau à deux relais. Nous appliquons par la suite notre schéma propositionnel à un réseau à relais gaussien et d'obtenir sa capacité de borne inférieure en prenant en compte les contraints de puissance aux nœuds émetteurs. Dans la troisième partie de cette thèse, nous introduisons le fractionnement exhaustif des messages pour le decode-forward partiel ayant une source et une destination unique dans un réseau à relais ayant N relais, dans lequel chaque sous-ensemble différent du relais contient un message privé distinct à décoder. Nous étudions profondément ce schéma dans un réseau à trois relais basé sur le codage un bloc Markov. Nous dérivons son taux réalisable. Nous fournissons un graphique orienté qui détaille le superpositionnement de la structure du codebook afin d'aider le lecteur à comprendre la hiérarchie de la génération du codeword. Finalement, nous appliquons ce schéma à un réseau à trois relais gaussien et nous montrons que notre schéma généralise le relais decode-forward et le schéma du fractionnement du message privé comme démontré dans la seconde partie.
Williams, Peter Howard. "Hadronic Higgs production with forward jets." Thesis, Durham University, 2003. http://etheses.dur.ac.uk/3131/.
Full textZeithammer, Robert 1975. "Forward-looking bidders in sequential auctions." Thesis, Massachusetts Institute of Technology, 2003. http://hdl.handle.net/1721.1/29645.
Full textIncludes bibliographical references (leaves 95-97).
At Internet auction sites like eBay, similar goods are often sold in a sequence of auctions. Buyers can therefore benefit from forward-looking bidding strategies that take into account the available information about future auctions. This dissertation develops a model of such bidding, provides both experimental and econometric evidence of the model's relevance to behavior, and explores the impact of forward-looking bidding on the seller's optimal selling strategy as well as on the overall market equilibrium. Extending prior sequential-auction theories, the proposed model assumes that bidders know their private valuations of objects auctioned in the near future. Rational bidders "bargain-hunt" in that they bid less than they would otherwise, and early bids decrease with the private values of later objects. The model's predictions are tested in two laboratory experiments, both involving a sequence of two auctions. Both experiments show that first-auction bids decrease with the private values of the future object, but the second experiment suggests that the average decrease is smaller than predicted by the theory. An econometric analysis of eBay data finds that buyers seem to look ahead, and on average adjust their bids down as a function of their private preferences for the objects sold in the near future. They also bid less when the same item they are bidding on is available within the next few auctions. To explore the supply-side of a sequential auction marketplace, the dissertation analyzes a model of a long-lived monopolist facing overlapping generations of forward-looking buyers. When the seller learns about the current auction-market demand from past prices, bargain-hunting poses not only the obvious cost of a lower average revenue, but it also provides a benefit to the seller by making prices more informative.
(cont.) In equilibrium, the seller limits the extent of bargain-hunting by threatening to withhold future supply, but the threat is only credible when the profitability of the auction-market is close to the seller's outside option. Therefore, bargain-hunting can coexist with strategic selling, but is shown to be a self-regulating phenomenon that diminishes when the existence of the auction-market is threatened by an outside spot-market.
by Robert Zeithammer.
Ph.D.
Hadjiyiannis, Nicholas. "Canonical correlation of shipping forward curves." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/62532.
Full textCataloged from PDF version of thesis.
Includes bibliographical references (p. 106-109).
The behavior and interrelations between the main shipping forward curves are analyzed using multivariate statistics after removing the volatility distortions dictated by the Samuelson hypothesis. Principal Components Analysis and Canonical Correlation analysis were used to demonstrate how the task of explaining the various shipping forward curves can be simplified substantially and how very high correlations can be achieved between shipping forward curves. The conditions under which correlations are higher are discussed as well as the various applications of these results using case studies. Applications include trading from a hedge fund perspective, cross hedging any physical exposure in illiquid markets and portfolio optimization. Conditioning as a tool is also examined to demonstrate how more reliable correlation results can be obtained for cross hedging or other purposes, and how the best trading opportunities can be unveiled conditional on recently observed data. Tanker valuations are carried out using the adjusted forward curves with the RAFL ship valuation model. The results are very close to transaction prices for relatively modem vessels while deviations in older ships are explained with regards to phase out regulations and other factors. The ship value volatility and consequently the valuations of typical options are substantial and increase as a percentage of the ship value with age. These results have to be considered seriously in shipping transactions that include optionalities which are very common.
by Nicholas A. Hadjiyiannis.
S.M.in Ocean Engineering
Darvazehnoie, Akbar Shahrbaf. "Stability of ships with forward speed." Thesis, University College London (University of London), 2008. http://discovery.ucl.ac.uk/1446111/.
Full textSiggs, Owen M. "Forward genetic analysis of mammalian immunity." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:caaf6ee7-e2b1-4fe1-a47c-1d6b76b249a4.
Full textGaspar, Raquel Medeiros. "Credit risk & forward price models." Doctoral thesis, Stockholm School of Economics, 2006. http://hdl.handle.net/10400.5/11900.
Full textThis thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters. Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. Part I is organized as follows. Chapter 1is divided in two main sections. The first section presents some of the fundamental concepts which are a pre-requisite to the papers that follow. All of the concepts and results are well known and hence the section can be regarded as an introduction to notation and the basic principles of arbitrage theory. The second part of the chapter is of a more technical nature and its purpose is to summarize some key results on point processes or differential geometry that will be used later in the thesis. For finite dimensional factor models, Chapter 2 studies GQTS. These term structures includeas special cases, the affine term structures and Gaussian quadratic term struc tures previously studied in the literature. We show, however, that there are other, non-Gaussian, quadratic term structures and derive sufficient conditions for the exis tence of these general quadratic term structures for zero-coupon bond prices. On Part II we focus on credit risk models. In Chapter 3 we propose a reduced form model for default that allows us to derive closed-form solutions for all the key ingredients in credit risk modeling: risk-free bond prices, defaultable bond prices (with and without stochastic recovery) and probabihties of survival. We show that all these quantities can be represented in general exponential quadratic forms, despite the fact that the intensity of default is allowed to jump producing shot-noise effects. In addition, we show how to price defaultable digital puts CDSs and options on defaultable bonds. Further on, we study a model for portfolio credit risk that considers both firm-specific and systematic risk. The model generalizes the attempt of Duffie and Garleanu (2001). We find that the model produces realistic default correlation and clustering effects. Next, we show how to price CDOs, options on CDOs and how to incorporate the link to currently proposed credit indices. In Chapter 4 we start by presenting a reduced-form multiple default type of model and derive abstract results on the influence of a state variable X on credit spreads when both the intensity and the loss quota distribution are driven by X. The aim is to apply the results to a real life situation, namely, to the influence of macroeconomic risks on the term structure of credit spreads. There is increasing support in the empirical literature for the proposition t at both the probability of default (PD) and the loss given default (LGD) are correlated and driven by macroeconomic variables. Paradoxically, there has been very little effort, from the theore:J;icalliterature, to develop credit risk models that would take this into account. One explanation might be the additional complexity this leads to, even for the "treatable" default intensity models. The goal of this paper is to develop the theoretical framework necessary to deal with this situation and, through numerical simulation, understand the impact of macroeconomic factors on the term structure of credit spreads. In the proposed setup, periods of economic depression are both periods of higher default intensity and lower recovery, producing a business cycle effect. Furthermore, we allow for the possibility of an index volatility that depends negatively on the index level and show that, when we include this realistic feature, the impacts on the credit spread term structure are emphasized. Part Ill studies forward price term structure models. Forward prices differ from futures prices in stochastic interest rate settings and become a.n. interesting object of study in their own right. Forward prices with di!ferent maturities are martingales under different forward mea sures. This mathematical property implies that the term structure of forward prices is always linked to the term structure of bond prices, and this dependence makes forward price .term structure models relatively harder to handle. For finite dimensional factor models, Chapter 5 applies the concept of 'GQTS to the term structure of forward prices. We show how the forward price term structure equa tion depends on the term structure of bond prices. We then exploit this connection and show that even in quadratic short rate settings we can have affine term structures for forward prices. Finally, we show how the study of futures prices is naturally embedded in the study of forward prices, that the difference between the two term structures ma.y be determin istic in some (non-trivial) stochastic interest rate settings. In Chapter 6 we study a fairly general Wiener driven modl for the term structure of forward prices. The model, under a fixed martingale measure, Q, is described by using two infinite dimensional stochastic differential equations (SDEs). The first system is a standard HJM model for (forward) interest rates, driven by a multidimensional Wiener process W. The second system is an infinite SDE for the term structure of forward prices on some specified underlying asset driven by the same W. Since the zero coupon bond volatilities will enter into the drift part of the SDE for these forward prices, the interest rate system is needed as input to the forward price system. Given this setup, we use the Lie algebra methodology of Bjork et al to investigate under what conditions, on the volatility structure of the forward prices and/or inter est rates, the inherently (doubly) infinite dimensional SDE for forward prices can be realized by a finite dimensional Markovian state space model.
Swasey, Olivia. "Forward Momentum: New & Selected Poems." Kent State University Honors College / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ksuhonors1554819566616789.
Full textDavidsson, Staffan. "Adaptive driver information : the way forward?" Licentiate thesis, Luleå, 2009. http://pure.ltu.se/ws/fbspretrieve/3375844.
Full textLi, Qingfeng. "Double-pulse laser-induced forward transfer." Thesis, Aix-Marseille, 2019. http://www.theses.fr/2019AIXM0033/document.
Full textTo solve the inherent limitation of Laser-induced Forward Transfer (LIFT), a double pulse LIFT (DP-LIFT) approach has been developed in this thesis. In this process, a first long pulse laser irradiation creates a melted metal pool and a second ultrashort pulse induces the fluid motion and initiates the jetting transfer. This thesis provides a detailed experimental study on the DP-LIFT process. The influence of double pulse parameters on the jetting phenomena has been carefully studied by means of various observation methods. To predict the jetting behaviors, an energy balanced model has been used. Moreover, we demonstrated that for some configurations of the respective diameters of the two lasers, focused nanojets are generated from the melting pool. Finally, from a fixed thickness of the donor film, debris-free single droplets with diameters ranging from 670 nm to 6.0 µm have been printed with high reproducibility. 2.5 D pillars matrix are printed to demonstrate the potential of the double pulse LIFT method for the fabrication of 3D micro-structures
Chandorkar, Chaitrali Santosh. "Data Driven Feed Forward Adaptive Testing." PDXScholar, 2013. https://pdxscholar.library.pdx.edu/open_access_etds/1049.
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