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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

A risk- and performance study of financial structured products

Liedholm, Carl-Fredrik, Rahm, Johan January 2015 (has links)
We product test the structured financial products offered in Mangold Fondkommission AB’s issue nr. 7, according to guidelines set up by the European Securities and Market Authority. The constructed model is a real world economic scenario generator (ESG) that forecasts future performance of the assets that underlies each product. In the model, we assume that stock paths follow a geometric Brownian motion where volatility is time dependent, heteroscedastic and auto correlated. Given a forecast, we test a product’s performance to receive understanding of the risks that a holder might face. The results have led to the conclusion that the potential return corresponds to the level of risk taken by the investor. Thus, product testing would serve as good practice for all distributors in order to find the most suitable structured product for a given customer due to their risk- and reward profile.
2

Generation and Characterization of Topologically Structured Waves

Larocque, Hugo 12 July 2018 (has links)
This thesis covers a set of works pertaining to the generation and the characterization of structured waves defined by exotic topologies. It first presents a method to fabricate devices that can be used to arbitrarily shape the wavefronts of optical waves by means of a geometric phase. These devices can be used to shape the transverse polarization pattern of a light beam as well. Two new extensions to characterization schemes known as orbital angular momentum (OAM) sorters are then introduced and demonstrated. The first extension consists of a sorting scheme able to characterize both the OAM and the polarization content of an optical wave. As demonstrated, this feature could be of use in high-dimensional quantum cryptography. The other extension consists of an OAM sorter for electron waves whose use in materials science is also demonstrated by employing it to characterize a magnetic structure. A proposal on how to measure the OAM carried by an electron by minimally perturbing it is also discussed. The thesis then moves on towards works describing more exotic types of structured waves. On one hand, it explores the stability of space-varying polarized light beams upon propagation through a nonlinear medium. Namely, their propagation is found to be more stable than what is experienced by beams with phase singularities. On the other hand, the effect of twisting a neutron’s wavefunction is also explored and is suggested to affect some of its electromagnetic properties. Finally, a method used to knot the transverse polarization profile of optical beams is presented. The structure of these optical polarization knots is then accurately characterized to reconstruct some of its topological features.
3

An interactive, graphical, program design and development environment

Heerjee, K. B. January 1988 (has links)
New software development methodologies are being produced with increasing frequency. The latest techniques claim to produce software of unprecedented reliability and productivity, yet are seldom substantiated by empirical evidence. Researchers in the field of human-computer interactions have long held the view that well designed interactive systems increase performance levels over conventional techniques. Intuitively this seems logical, but very little work has been done to substantiate this claim empirically. This thesis aims to show that well designed structured programming environments provide productivity gains and increase performance levels over conventional techniques. An Animated Programming Environment (APE), has been developed which is an interactive, graphical, program design and development system that embodies structured programming and top-down design. The system supports the development of programs for a variety of block structured languages whilst working conceptually at the level of Jackson diagrams. Formal methods were applied to validate and verify the APE system. The immediate benefits are an increased understanding of the system and the detection of some errors in the implementation. By interrogating the implementation and documentation, axiomatic specifications were written and a prototype of the APE system developed in Standard ML. The principal benefit of constructing a formal model is the development of a framework to aid communication between personnel involved with system maintenance. The model can also be used to investigate future changes, and since this framework provides relevant abstraction of user and system behaviour it should facilitate improved documentation and user learning. Evaluation of the system was carried out during the design and implementation stages of the development life-cycle. The evaluation was based on responses to a questionnaire and a comparison with conventional means of generating code. The questionnaire evaluation elicited users' general impressions about the system and its interface, and their detailed views on more specific aspects of the system. The comparative evaluation showed no difference in the median quality of the solution to a programming problem, but a significantly reduced time and variance in quality compared to conventional methods.
4

Generalized multi objective control with application to vehicle suspension systems

Wang, Jun January 2003 (has links)
No description available.
5

Kinect 3D Mapping

Nordmark, Anton January 2012 (has links)
This is a master thesis of the Master of Science degree program in Applied Physics and Electrical Engineering at Linköping University. The goal of this thesis is to find out how the Microsoft Kinect can be used as a part of a camera rig to create accurate 3D-models of an indoor environment. The Microsoft Kinect is marketed as a touch free game controller for the Microsoft Xbox 360 game console. The Kinect contains a color and a depth camera. The depth camera works by constantly projecting a near infrared dot pattern that is observed with a near infrared camera. In this thesis it is described how to model the near infrared projector pattern to enable external near infrared cameras to be used to improve the measurement precision. The depth data that the Kinect output have been studied to determine what types of errors it contains. The finding was that the Kinect uses an online calibration algorithm that changes the depth data.
6

Research to Financial Arbitration System of R.O.C.¢wBy case of the procedure to resolve the disputes in the transaction of Lehman Brothers structured note

Huang, Shih-hung 06 July 2010 (has links)
none
7

Towards a semantics bridge between structured specifications and logicspecifications

梁秉雄, Leung, Ping-hung, Karl Richard. January 1992 (has links)
published_or_final_version / Computer Science / Master / Master of Philosophy
8

THE DEVELOPMENT OF A METAL PLATE TEST REACTOR FOR STUDYING REACTION KINETICS ON CATALYTICALLY COATED HEAT TRANSFER COMPONENTS

KHOSRAVI, AIDA 28 September 2012 (has links)
A novel catalytic metal plate test reactor was designed, built and commissioned. The overall dimensions of the whole assembly were 215 mm long 75 mm wide 60 mm deep. A strip of stainless steel with dimensions of 150 mm long 15 mm wide 1.59 mm thick was partly coated with catalyst and sealed between the two reactor parts. The design provided a single channel flow pattern that could be easily modeled to extract kinetic parameters. A key feature of the reactor design was effective heat transfer to promote isothermal operation. A series of thermocouples was incorporated into the reactor to measure the temperature profile along the reactor. Performance of the reactor was verified using a well characterized commercially available Cu/Zn/Al2O3 catalyst from BASF. The goal of this experimentation was to determine the conversion, rate constant and activation energy for methanol steam reforming and compare these with previously published measurements. Methanol conversion was measured at slightly higher than atmospheric pressure at temperatures of 220, 240 and 260 °C. Steam to water ratio of feed was maintained at one during the experimental program. The feed rate of methanol was varied to obtain a catalyst to feed ratio between 6 and 20 kgs mol-1. The composition of reformate and methanol conversion were studied with temperature and flow rate of the feed. An increase from 27.68 to 41.61% in methanol conversion was observed increasing the reaction temperature from 220 to 240°C. An irreversible first order rate constant was calculated using the experimentally measured conversion and space time. The apparent activation energy (Ea) based on a first order plug flow design operation was 96±4 k.J.mol-1 and agreed well with the values of 77-105.1 kJmol-1 reported in the literature. / Thesis (Master, Chemical Engineering) -- Queen's University, 2012-09-28 12:39:38.392
9

Towards a semantics bridge between structured specifications and logic specifications /

Leung, Ping-hung, Karl Richard. January 1992 (has links)
Thesis (M. Phil.)--University of Hong Kong, 1992.
10

Analysis of age-structured chemostat models /

Toth, Damon. January 2006 (has links)
Thesis (Ph. D.)--University of Washington, 2006. / Vita. Includes bibliographical references (p. 107-114).

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