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Matematisk statistik

Färdiga examensarbeten

2009

  1. Pierre-Jean Campigotto (Π-07): Markov-switching models in foreign exchange, How to benefit from trends in the market? (2009:E34)
    Handledare: Magnus Wiktorsson
  2. Johan Rasmusson (I-03): Two Short Rate Models with Numerical Swaption Pricing Procedures (2009:E33)
    Handledare: Tobias Rydén; Företag: SPP
  3. Karl Johan Sundin (M-03): Monte Carlo Based Collateralized Loan Obligation (CLO) Valuation under Different Copulas (2009:E31)
    Handledare: Hossein Asgharian; Företag Deutsche Bank AG
  4. Malin Norberg (I-04), Vanessa Sternbeck Fryxell (I-04): Trading Correlated Credit During a Financial Crisis (2009:E30)
    Handledare: Erik Lindström; Företag: Danske Bank
  5. Maria Nilsson (Π-03), Sara Jönsson (Π-04): Portfolio Optimization, How to maximize your expected utility (2009:E29)
    Handledare: Erik Lindström
  6. Arbnora Reci (nv): Examine what drives the electricity price and forecasting the electricity price on a long term horizon (2009:E27)
    Handledare: Erik Lindström
  7. Patrik Karlsson (D-04): FX Basket Options, Approximation and Smile Prices (2009:E25)
    Handledare: Magnus Wiktorsson; Företag: Nordea, Köpenhamn
  8. Henrik Herbst (I-05), Mikael Ingelson (I-05): Non-Parametric Regression of the Relationship between Company Performance and Capital Structure (2009:E19)
    Handledare: Dragi Anevski
  9. Philippe Wagner (F-00): Blood Glucose Based Prediction of Glycosylated Hemoglobin Fractions in Type II Diabetes Patients (2009:E16)
    Handledare: Ulla Holst; Företag: Novo Nordisk
  10. Stefán Ingi Adalbjörnsson (Π-03), Matias Quiroz (Π-03): Discrete Space Simulation with Applications to Barrier Options (2009:E13)
    Handledare: Magnus Wiktorsson
  11. Gustav Björck (I-04), Erik Åkerlund (Ekonomprogrammet): Contracts for Difference, En studie av handelsmönster på den nordiska marknaden (2009:E10)
    Handledare: Anna Lindgren
  12. Tina Lindhqvist (I-03), Daniel Quach (I-03): Portfolio Optimization with a Carry Trading Strategy (2009:E9)
    Handledare: Tobias Rydén
  13. Torbjörn Lennartsson (E-03): Brusundertryckning i sonar med ICA-metoder (2009:E8)
    Handledare: Maria Sandsten; Företag: FOI
  14. Gustav Lundqvist (I-03), Henric Hansson (I-04): Quadratic Hedge Strategies, A Cross Model Performance Evaluation (2009:E5)
    Handledare: Jonas Ströjby, Mats Brodén
  15. Ellen Grumert (Π-03): Wind Modelling (2009:E3)
    Handledare: Erik Lindström
  16. Mattias Sander (I-04): Bondesson's Representation of the Variance Gamma Model and Monte Carlo Option Pricing (2009:E2)
    Handledare: Krzysztof Podgorski

2008

  1. Per Nyström (I-04), Stefan Johansson (I-04): Modelling Correlated Time Series of Wind Speed fo Estimation of the Distribution of Power for a Set of Wind Turbines (2008:E51)
    Handledare: Georg Lindgren
  2. Hedda Giaever (I-04), Hanna Karlsson (I-03): Component Based Loan Pricing, A generic approach to price credits (2008:E50)
    Handledare: Magnus Wiktorsson; Företag: Öhrlings PriceWaterhouseCoopers
  3. Erik Grahn (I-05), Jonas Rodling (I-04): Estimating Liquidation Value, A framework for determining haircut on equity collateral (2008:E49)
    Handledare: Erik Lindström; Företag SEB
  4. Erik Wallerstein (Π-02): A Hedge Fund Investment Model (2008:E47)
    Handledare: Rajna Gibson; Företag: University of Zürich
  5. Filip Nilsson (Π-02): Modelling LGD with Survival Analysis (2008:E45)
    Handledare: Magnus Wiktorsson; Företag: Swedbank
  6. Andreas Larsson (I-02): Credit Default Swap Valuation in the Constant Elasticity of Variance Model, Sequentially Calibrated on Equity Options (2008:E44)
    Handledare: Bengt Ringnér; Företag: Data Care Innovation
  7. Christoffer Ramsden (I-03): Capturing Nonlinearities of Financial Assets Using Interpolation Methods in Risk Calculations (2008:E43)
    Handledare: Magnus Wiktorsson; Företag: UBS AG Zürich
  8. Anna Persson (F-98): Time frequency analysis of children~s EEG responses when observing social behavior (2008:E39)
    Handledare: Maria Sandsten
  9. Karolina Carlsson (nv): Time-dependent Effects of Prognostic Factors in Breast Cancer (2008:E36)
    Handledare: Anna Lindgren
  10. Mats Ehnbom (I-03), Karin Ramberg (I-03): An Approach to Price Virtual Power Plant Options (2008:E32)
    Handledare: Jonas Ströjby
  11. Mari Halvorsdatter Hodnekvam (F-02): Evaluation of Hedging Strategies (2008:E30)
    Handledare: Mats Brodén; Företag: Handelsbanken
  12. Johan Strålfors (I-03): Calibration of a Dynamically Weighted Heston and Finite Moment Log Stable Model Using the Iterated Extended Kalman Filter (2008:E28)
    Handledare: Erik Lindström
  13. Mårten Waern (Π-02), Fredrik Svedberg (Π-02): Analyzing Foreign Exchange Rates: A Neural Network Approach (2008:E24)
    Handledare: Jonas Ströjby; Företag: Nordea
  14. Carl Thornberg (M-03): Portfolio Optimization using Hidden Markov Models (2008:E23)
    Handledare: Erik Lindström
  15. Christian Svensson (Π-03): Bayesian Approaches to Parameter Estimation in General State Space Models using Sequential Monte Carlo Methods (2008:E22)
    Handledare: Jimmy Olsson
  16. Dag Lyberg (nv): Neural Network and Wavelet Transform Modeling of Energy Demand (2008:E21)
    Handledare: Georg Lindgren; Företag: Energy Opticon AB
  17. Konstantin Moraidis (nv): Portfolio optimization in a Lévy market (2008:E20)
    Handledare: Magnus Wiktorsson
  18. Erik Adelsohn (I-03), Christian Eriksson (I-03): Two approaches to oil price modelling (2008:E19)
    Handledare: Erik Lindström; Företag: Öhmans Fondkommission
  19. Jakob Moberg (Π-03): Calibration of Short Rate Models with Finite Difference Methods (2008:E17)
    Handledare: Magnus Wiktorsson; Företag: Simcorp
  20. Niklas Norén (I-03): SEC Market Risk Disclosures, - What Do Investors Really Learn? (2008:E16)
    Handledare: Hossein Asgharian; Företag: ABB Zürich
  21. Caroline Lundkvist (Π-02): Probability distributions of maxima of Stochastic Processes and Financial Indices (2008:E15)
    Handledare: Magnus Wiktorsson
  22. Thorbjörn Wallentin (F-02), Martin Andersson (I-03): Systematic Carry Trading with Technical Analysis and Volatilty Filters (2008:E14)
    Handledare: Magnus Wiktorsson; Företag: SEB
  23. Rickard Rönblom (I-02): Interpreting the Relative Spread. Recovery rate modeling based on senior and subordinated CDS spreads (2008:E12)
    Handledare: Magnus Wiktorsson; Företag: Nordea
  24. Emma Borgström (I-02): Wind Speed Modeling and Simulation for Application on the Nordic Power Market (2008:E10)
    Handledare: Ulla Holst; Företag: E.ON
  25. Johan Jerntorp (I-03): Introduction and Application of Hybrid Liability Management (2008:E8)
    Handledare: Erik Lindström; Företag: BNP Paribas
  26. Daniel Bertland (F-00): "The perfect portfolio" (2008:E5)
    Handledare: Erik Lindström; Företag: Aberdeen Property Investors AB
  27. Johan Claesson (I-02), Sara Berger (F-02): Conditional Methods for Predicting Scenarios for Market Risk Factors (2008:E3)
    Handledare: Erik Lindström; Företag: Handelsbanken
  28. Karolina Carlsson (nv: kandidat): Estimation of ERPs Using the Prony Method and Time Frequency Analysis with the Aim to Find a Correlation Between Semantic Spaces and Brain Activity (2008:K2)
    Handledare: Maria Sandsten

2007

  1. Andreas Andersson (I-03): Credit Migration Derivatives, Modelling of the Underlying Credit Migration Matrices (2007:E43)
    Handledare: Erik Lindström; Företag: Zürcher Kantonalbank, Schweiz
  2. Mats Mattsson (Π-02): Image Super-Resolution using Gaussian Markov Random Fields (2007:E42)
    Handledare: Finn Lindgren
  3. Aron Moberg (Π-02): Pricing and hedging of Credit Default Swaps using the CEV-model (2007:E39)
    Handledare: Magnus Wiktorsson
  4. Nils Rosendahl (F-04: kandidat): Prediktering av elförbrukning i Malmö med tidsserier (2007:K1)
    Handledare: Ulla Holst
  5. David Bolin (Π-02): Estimating Vegetation Trends in the African Sahel using Gaussian Markov Random Fields (2007:E30)
    Handledare: Johan Lindström
  6. Karin Östling (D-01), Helena Wiedling Fernandes (M-02): Hantering av operationella risker ~ komplexiteten kring identifiering och kvantifiering (2007:E29)
    Handledare: Tobias Rydén; Företag: if
  7. Ola Jonasson (nv): Efficiency in Reversible Jump MCMC for Mixture Models Regarding Latent Variables (2007:E27)
    Handledare: Tobias Rydén
  8. Cecilia Adamsson (I-01): Equity Linked Notes - a Comparison of the Products on the Swedish Market (2007:E26)
    Handledare: Magnus Wiktorsson; Företag: Swedbank Markets
  9. Peter Persson (I-02): Implementation of a Risk Based Solvency Model (2007:E24)
    Handledare: Mats Brodén; Företag: Länsförsäkringar Liv
  10. Theodora Jung (I-02): Inflation Market Modelling (2007:E21)
    Handledare: Erik Lindström; Företag: Bnp Paribas, London Branch
  11. Ewelina Kotwa, Julija Vlasova: Spatio-temporal modeling of short-term wind power prediction errors (2007:E20)
  12. Erik Svensson (I-02): Risk Aggregation and Dependence Modelling with Copulas (2007:E15)
    Handledare: Erik Lindström; Företag: Svenska Handelsbanken
  13. Caroline Karlsson (I-02): Examining Affine General Equilibrium Models (2007:E12)
    Handledare: Erik Lindström
  14. Rickard Davidsson (E-99): Option Pricing in Equity Linked Notes - SPAX ex post (2007:E11)
    Handledare: Magnus Wiktorsson; Företag: Swedbank Markets
  15. Catrin Jansson (F-00): Reconstructing the Risk Premium under the UIP condition with hidden Markov models (2007:E9)
    Handledare: Tobias Rydén
  16. Niklas Rönnberg (I-01): The Pricing of Standard and Non-Standard Synthetic CDO Tranches Using the Normal Inverse Gaussian Copula (2007:E8)
    Handledare: Magnus Wiktorsson; Företag: Nordea
  17. Johan Ericson Thordenberg (I-02), Martin Nilsson (I-02): Exchange-traded funds and portfolio insurance strategies (2007:E6)
    Handledare: Magnus Wiktorsson; Företag: SEB
  18. Axel Wåhlin (I-01): Estimation, Examination and Extensions of SPDs, Empirical Study on the Nordic Option Market (2007:E5)
    Handledare: Erik Lindström
  19. Erik Lindgren (I-02): Calibration of Heston´s Stochastic Volatility Model Using the Extended Kalman Filter (2007:E4)
    Handledare: Erik Lindström; Företag: Front Arena, Stockholm
  20. Anette Gottfridsson (F-01), David Grimfors (F-02): Demosaicing with Simultaneous Noise Reduction (2007:E2)
    Handledare: Finn Lindgren; Företag: Axis Communications
  21. Elisabeth Diehl (I-02): Implementation and Evaluation of a New Volatility Index Methodology (2007:E1)
    Handledare: Erik Lindström

2006

  1. Cédric Borgel: Estimation of seasonal components and correlations of residuals for significant wave height
    Handledare: Igor Rychlik
  2. Samuel Janzon (F-01): Vehicle Tracking using Bayesian Form Models (2006:E41)
    Handledare: Finn Lindgren
  3. Bennie Gustafsson (nv): Formant estimation and time-frequency analysis of imitator data (2006:E39)
    Handledare: Maria Hansson
  4. Simon Porras: Time-Frequency Multitaper Analysis of EEG from Children with ADHD (2006:E37)
    Handledare: Maria Hansson
  5. Henrik Brunlid (Π-02), Oskar Arnoldsson (nv): CDO Pricing Using the Normal Inverse Gaussian Copula and Fast Fourier Transforms (2006:E34)
    Handledare: Erik Lindström
    Företag: SEB
  6. Lina Åkerlund (F-00): Comparison of the Compound Correlation and Base Correlation Approach of Valuing CDO Tranches (2006:E33)
    Handledare: Erik Lindström
    Företag: Nordea
  7. Henrik Malmberg (E-01): Detecting Shortages of Wind Power in a Small System (2006:E32)
    Handledare: Georg Lindgren
  8. Jonas Magnusson (F-00): Analysis and Detection of Protein Peaks for SELDI-TOF Spectra (2006:E31)
    Handledare:
  9. Mikael Gunnarsson (I-01): Call Option Pricing in the Regime Swithching Lévy Market (2006:E29)
    Handledare: Sebastian Rasmus
  10. Jasmina Kravic (nv): Adjustment for linkage disequilibrium in multipoint linkage analysis (2006:E26)
    Handledare: Pär-Ola Bendahl
  11. Linus Svensson (I-01): Negativ autokorrelation vid externa prisförändringar på valutamarknaden (2006:E21)
    Handledare: Erik Lindström
    Företag: Systematiska Fonder, Lund
  12. Christian Iorizzo (nv): A Comparison of Risk Measures on the Power Market (2006:E20)
    Handledare: Jan Holst
  13. Martin Englund (F-00), Fredrik Thuring (F): Erfarenhetstariffering i en hierarkisk kredibilitetsstruktur (2006:E18)
    Handledare: Nader Tajvidi
    Företag: Codan Forsikring A/S
  14. Pia Stene (nv): Monte-Carlo baserade hedgemetoder (2006:E17)
    Handledare: Magnus Wiktorsson
  15. Marcus Bellander (I-00): Non-linear Optimization using Constrained Neural Networks with Applications on the Nordic Energy Market (2006:E16)
    Handledare: Jan Holst
    Företag: Sydkraft
  16. Kristina Haglind (I-01): Riskmodellering av svenska aktieportföljer (2006:E15)
    Handledare: Tobias Rydén
    Företag: SEB Stockholm
  17. Rikard Neiderud: Speaker recognition in /k/ (2006:E14)
    Handledare: Maria Hansson
  18. Ulrica Müntzing (Π-02), Joakim Hansson (F-00): Prediktion av priser på el-termin (2006:E12)
    Handledare: Tobias Rydén
  19. Gustav Bengtsson (I-01), Camilla Bjurhult (F-01): Aktiemodellering för prissättning av kreditderivat (2006:E8)
    Handledare: Magnus Wiktorsson
    Företag: Nordea
  20. Thomas Rådberg (I-01), Oskar Rundlöf (I-01): Pricing of Himalaya Option Using Local Volatility (2006:E6)
    Handledare: Erik Lindström
    Företag: Öhman J:or fondkommission
  21. Victor Lang (I-01), Richard Setterwall (I-01): Bond Portfolio Diversifaction (2006:E2)
    Handledare: Erik Lindström
    Företag: SEB

2005

  1. Nuray Güner (F-96): A Comparison of Models för Longitudinal Count Data (2005:E32)
    Handledare: Anna Lindgren
  2. Andreas Kamvissis (I-01): Stokastiska metoder för korttidsoptimering i kraftsystem (2005:E31)
    Handledare: Jan Holst, Roger Halldin
    Företag: Optimization Partner
  3. Carl Johan Hegerin (E-00), Jonas Gustafsson (E-00): Ett ramverk för modellering och filtrering av FX-data (2005:E29)
    Handledare: Jan Holst
    Företag: SEB
  4. Tomasz Wysocki (F-99): Modellering av brus i digitala videokameror (2005:E27)
    Handledare: Finn Lindgren
    Företag: Axis Communications
  5. Viktoria Samuelsson (nv): Modelling and nomalization for SELFDI-TOF spectra (2005:E26)
    Handledare: Tobias Rydén, Martin Sköld
  6. Pia Mårtensson Löthgren (nv): Statistisk modellering av ytformer i medicinska bilder (2005:E25)
    Handledare: Finn Lindgren
  7. Susann Stjernqvist (F-00): Analys av C6H-data med dolda Markov-kedjor (2005:E24)
    Handledare: Tobias Rydén, Martin Sköld
  8. Karin Gembert (nv): Ett SAS-makro för icke-parametriska konfidensintervall (2005:E20)
    Handledare: Anna Lindgren, Mikael Åström
  9. Jonas Ströjby (F-99): Modelling Non-Linear Stochastic Dynamic Systems with Recurrent Neural Networks and Non-Linear Filters with Applications in Energy Trading (2005:E19)
    Handledare: Jan Holst, Christian Jacobsson
  10. Erik Andersson, David Börjesson (F-00): Statistical Validation of IR Signature Simulations (2005:E18)
    Handledare:
  11. Pelle Bergsten (I-99), Thomas Gunnarsson (I-00): Validation of Credit Risk Models, A Sensitivity Analysis of the Validation Methods and Estimation of a Logistic Regression Model (2005:E13)
    Handledare: Jan Holst
  12. Jim Gustafsson (nv): A Semiparametric Approach to Loss Distribution Modelling with Application to Operational Risk Assessment (2005:E12)
    Handledare: Nader Tajvidi
  13. Hannes Lindbeck (D-98), Per Ranebo (I-99): Predicting the Aluminium Spot Price on the London Metal Exchange (2005:E11)
    Handledare: Jan Holst
  14. Johan Sandberg (F-99): Detecting MMN in Infants EEG with Bootstrap and SVD (2005:E10)
    Handledare: Maria Hansson
  15. Daniel Lönnborg (I-00), Patrik Nevsten (I-00): A Credit Risk Model for Real Etate Lendig Portfolios, Implemented on the Swedish Residential Market (2005:E9)
    Handledare: Jan Holst

2004

  1. Elodie Fernandez: The design of dose-response experiments with application to weed control (2004:E48)
    Handledare:
  2. Mutshinda Mwanza: Coverage Accuracy of Confidence Intervals for Parameters and Quantiles in Extreme Value Distributions (2004:E47)
    Handledare: Nader Tajvidi
  3. Ronny Alex, Anders Evenås: Hedging Strategy Optimization under Proportional Transaction Costs (2004:E44)
    Handledare: Sebastian Rasmus, Magnus Wiktorsson
  4. Mats Brodén: Portfolio Optimization at Fixed Transaction Days (2004:E39)
    Handledare: Jan Holst, Martin Dahlgren, Rolf Korn
  5. Kristian Åkesson: Modelling Dependence with Archimedian Copulas (2004:E35)
    Handledare: Jan Holst, Erik Lindström, Nader Tajvidi, Roger Halldin
  6. Camilla Rasmusson: Using Non-Linear Kalman Filtering for Inflow Modeling (2004:E34)
    Handledare: Jan Holst, Roger Halldin
  7. Martin Sandberg: Statistical Determination of Ignition Frequency (2004:E27)
    Handledare: Igor Rychlik
  8. Ylva Johansson: Finding Regions of Amplification and Deletion in Array-CGH Data Using Lokal Polynominal Regression and Change Detection Methods (2004:E26)
    Handledare: Ulla Holst, Pär-Ola Bendahl
  9. Siri Francke: Utvärdering och förbättring av en prognosmodell för vindkraft (2004:E20)
    Handledare: Jan Holst
  10. Magnus Persson, Lars Antonsson: Probabilistisk säkerhetsanalys av testintervall för Ringhals 1 (2004:E13)
    Handledare: Georg Lindgren
  11. Henric von der Groeben, Martin Torell: Deriving Explanatory Factors for Stock Returns, Using Multi-Factor Cross-Sectional Regression and Mimicking Portfolios (2004:E11)
    Handledare: Jan Holst
  12. Anna Vallon-Christersson: Analysis on Long Range Transported Air Pollutants within Europe (2004:E9)
    Handledare: Lena Zetterqvist, Bengt Ringnér
  13. Henrik Wentzel: A Method to Estimate the Damping Caused by Bolted Joints (2004:E6)
    Handledare: Georg Lindgren
  14. Jonas Berg, Torbjörn Kronblad: Forecasting Electricity Spot Prices Using Futures Contracts and Energy Reservoir as External Signals, A Discrete Time Heteroscedastic Approach (2004:E3)
    Handledare: Jan Holst

2003

  1. Anders Bengtsson: Microarray Image Analysis; Background Estimation using Region and Filtering Techniques (2003:E40)
  2. Anders Persson: Models of Random Growth (2003:E34)
  3. Ann Bergman: Use of Order Relations to Compare Antihypertensive Treatments with Respect to Their Systolic and Diastolic Effects (2003:E29)
  4. Erik Mölstad: Statistical Sender Gain and ACLR Budget for WCDMA (2003:E28)
  5. Johan Lindström: Statistical Aspects of Changes in Normalized Difference Vegetation Index as an Effect of Changes in Solar Zenith Angle (2003:E27)
  6. Patrice Jabet: Option Pricing Based on Volatility Density Estimation (2003:E26)
  7. Marcus Olofsson: Predicting Forwards at the Nordic Power Exchange Using Continuous Time Stochastic Modelling (2003:E19)
  8. Michael Bayer: Multiresolution prediction of power forwards (2003:E13)
  9. Karl Larsson: Monte Carlo Simulation of Price Sensitivities for Asian Options Using Malliavin Calculus (2003:E8)
  10. Linus Nilsson: A Stochastical Approach to Data Mining of Control System Archives for Monitoring Purposes (2003:E7)
  11. Anna Hilmersson: Stochastic Modelling of a Sea Bed for Terrain Navigation of Submarines (2003:E6)
  12. Per Forsgren, Martin Gårdö: The Effect of Firm Size on Swedish Equity Returns, The Case of Up, Down, and Flat Markets (2003:E4)
  13. Ullrika Sahlin: Analysis of Forest Field Data with Spatial Approach (2003:E3)
  14. Ola Ingemansson, David Stenlund: Mathematical Evaluation of Risk Analysis Systems, a comparative study of Barra International, Inc. and UBS Warburg, Ltd. (2003:E2)

2002

  1. Klas Bogsjö: Fatigue Relevant Road Surface Statistics (2002:E42)
  2. Sofia Åberg: Modelling and Prediction of Wind Fields Using Gaussian Markov Random Fields and Warping (2002:E41)
  3. Esbjörn Johansson: Strategic Pricing - Applied Statistical Equipment Finance (2002:E37) [ Abstract ]
  4. Christoffer Bengtsson: On Portfolio Selection: Improved Covariance Matrix Estimation for Swedish Asset Returns (2002:E27) [ Abstract ]
  5. Jimmy Olsson: Computational Methods for Lévy -Driven Russian Options (2002:E26) [ Abstract ]
  6. Daniel Persson & Bo Sandström: A Wavelet Based Evalutation of the Head and Shoulders pattern (2002:E22) [ Abstract ]
  7. Dilshad Mohammad: Computer Demonstrations on Statistical Applications (2002:E20) [ Abstract ]
  8. Theodor Hugosson: Lastprognoser med neurala nätverk och wavelets (2002:E18) [ Abstract ]
  9. Erik Henricsson: Modeling Swedish Stock Data Using Regime Switching ARCH-Processes. (2002:E13) [ Abstract ]
  10. Ola Wassvik: De-Noising and Analysis of Simulated Distributions from Non-Imaging Systems. (2002:E12) [ Abstract ]
  11. Peter Mörking: Optimization of Idle-Mode Receiver Measurements in WCDMA. (2002:E2) [ Abstract ]

2001

  1. Robert Ryning: Förbättring av temperaturprognoser i online-miljö för styrning av fjärrvärmeproduktion. (2001:E30) [ Abstract ]
  2. Victor Karlsson: Pricing Convertible Bonds (2001:E26) [ Abstract ]
  3. Johan Erland: Covariance Structure and EM-algorithm for Swiching VARX (p, 1) Processes with Markov Regime. (2001:E25) [ Abstract ]
  4. Sara Larsson: Statistical Estimation of Cell Cycle Kinetic Parameters. (2001:E24) [ Abstract ]
  5. Lars Ängquist: Conditional Two-Locus NPL-Analysis: Theory and Applications. (2001:E22) [ Abstract ]
  6. Mikaela Hedbom: Felsannolikheter i system för igenkänning av fingeravtryck. (2001:E12) [ Abstract ]
  7. Mats Pihlsgård: Martingale Methods in Queueing Theory. (2001:E5) [ Abstract ]
  8. Markus Kämpe: Two-Locus Nonparametric Linkage Analysis for Complex Diseases. (2001:E4) [ Abstract ]

2000

  1. Fredrik Lindell: On Genration of Scenario Trees for Stochastic Optimization (2000:E29) [ Abstract ]
  2. Linda Werner: A Herarchial Bayesian Model for Spatial Data (2000:E19) [ Abstract ]
  3. Ola Gunnarsson, Martin Karlsson: Identification and Monitoring of Key Process Variables in a Tetra Brik Filling. (2000:E18) [ Abstract ]
  4. Azra Kurbasic: Targeted Parametric Linkage Analysis in Eight Families with Non-BRCA1/BRCA2 Breast Cancer. (2000:E17) [ Abstract ]
  5. Per Hansson, Erik Lindström: Modellering av termins- och optionspriser på elmarknaden. (2000:E13) [ Abstract ]
  6. Slobodanka Mijalkovic: Modellering av finansiella instrument på den nordiska elmarknaden. (2000:E9) [ Abstract ]
  7. Tomas Svensson: FE Model Uppdating for a Turbine Generator Shaft Using Quadratic Taylor Approximations. (2000:E6) [ Abstract ]

1999

  1. Malin Jönsson: A spatial statistical analysis of geochemical data in the soil of Asa experimental forest. (1999:E17) [ Abstract ]
  2. Henrik Bengtsson: Bayesian Networks. A self-contained introduction with implementation remark. (1999:E15) [ Abstract ]
  3. Anna Ranvik, Cecilia Åkesson: Generell modell för val av underhållsintervall. (1999:E14) [ Abstract ]
  4. Laurence Tual: Wave Statistics on Satellite Measurements (1999:E12)
  5. Mattis Gottlow, Zahra Sadeghi: Framåtinkludering i multipel linjär regression. (1999:E11) [ Abstract ]
  6. Jörgen Carlsson: Modellering av fjärrkylförbrukning. (1999:E8) [ Abstract ]
  7. Radu Dumbraveanu: Endimensionell Wavelettransform med applikation på EKG-signaler. (1999:E4) [ Abstract ]
  8. Anders Nilsson-Stig, Henrik Perbeck: Equalization of Co-channel Interference in Future Mobile Communication Systems. (1999:E1) [ Abstract ]

1998

  1. Hanna Bratt: Comparison of global and local bandwidth selectors for analysis i LIDAR curves.
  2. Cecilia Liljeberg: Development and testing of navigation algorithms.
  3. Tilak Nissanka: A comparison of various noise reduction methods in mobile communication.
  4. Nina Huzum, Emese Wieser: Skattning av intensiteter i en ofullständigt observerad Markov-process.
  5. Roger Månsson: Studies on modified nested case-control designs.
  6. Andreas Hulusjö: En optimal start/stopp-strategi för fjärrvärmeproduktion.
  7. Anna Bladström: Cancerrisk hos barn til kvinnor med bröst- eller ovarialcancer, en registerstudie.
  8. Niclas Svensson: Wavelets and noise cancellation in mobile communication.
  9. Stefan Larsson: Bearings-only target motion analysis for infrared sensors.
  10. Magnus Blix: Pricing basket options by use of the Edgeworth expansion.
  11. Jan Skowronski: Estimation of timevarying AR(1)-processes with kernel methods.
  12. Charlotta Granström: Analys av säsongvariationer hos dödlighet.
  13. Roger Halldin: Dose-response curves with application to weed control.
  14. Fredrik Nordström: Time and frequency dependent noise reduction in speech signals.
  15. Ola Björsne: Integration of navigation data.
  16. Anders Malmberg: Fluorescence rejection in Raman spectroscopy by local polynomial kernel regression methods.

1997

  1. Roger Felix: Prediktion av elförbrukning med periodiska styckvis linjära modeller.
  2. Sofia Andersson: Explorations into Noxemission.
  3. Martin Sällberg: Detektion och korrigering av mätfel i timvis elförbrukning.
  4. Pia Jonsson: Rensning och prediktion av belastningsdata på ett nät för gasdistribution.
  5. Jonas Pettersson: Prediktion av elförbrukningen i lokala nät.
  6. Martin Noretoft: Tracking based on double array configurations.
  7. Peter Almgren: Modelling peakflow timeseries data from a clinical trial on patients with newly detected asthma.
  8. Finn Lindgren: Flame reconstruction by Markov chain Monte Carlo simulation.
  9. Mattias Aronsson: Using neural networks för prediction of nonlinear time series.

1996

  1. Torgny Lindström: Robust local polynomial regression with application on the DOAS filtering process.
  2. Henrik Amilon: Valuations of options using neural networks.
  3. Jesper Rydén: Detection of wheel flats using stochastic wave analysis.
  4. Rebecka Jörnsten: Sub-pixel resolution i PIXE images.
  5. Ann-Cecilia Karlsson: Analysis of truncated data by means of a stochastic EM algorithm.
  6. Mattias Morén: A comparison of various methods for parameter estimation in a Markov modulated Poisson process.
  7. Eleonóra Szabó: Generalized rank correlation as a measure of variable importance in survival data sets with censoring and truncation.

1995

  1. Johan Kleberg: Load prediction during odd days.
  2. Nedjad Losic: A clinical trial with one interim analysis and a stopping rule for futility.
  3. Niklas Karlsson: Interactive target tracking in the bearing-time plot.
  4. Jens Bergström: User interface in a program system for modelling and prediction - Structure and data handling.
  5. Ann-Sofie Hörstedt: Några viktiga prognostiska faktorers tidsberoende effekt på överlevnaden vid bröstcancer.
  6. Martin Sköld: Kernel intensity estimation for marks and crossings of differentiable stochastic process.
  7. Otto Elmgart: Adaptive Kalman filtering.
  8. Anders Karlsson, Mattias Jansson: Flerstegsprediktion av elförbrukning med användning av väderfaktorer.
  9. Erik Sparre: Derailments, collisions and fires on Swedish railways during the period from 1985 to 1995.
  10. Hassan Özduman, Örjan Svensson: Wavelet transform applied on ECG signals and ECG images.
  11. Björn Liljeberg: Användargränssnitt i programsystem för modellering och prediktion - modellspecifikation och estimering.

1994

  1. Jeppa Grosshög, Henrik Värendh: Kalman filters for increased precision in inertial navigation.
  2. Elias Jonsson: Kernel density estimates in stochastic differential equations.
  3. Rickard Bertilsson, Örjan Pettersson: A study of the wavelet transform applied to the electrocardiogram.
  4. Mikael Thuvesholmen: Recursive estimation and segmentation in autoregressive progresses with Markov regime.
  5. Mieczyslaw Saklak, Halfdan Grage: Catastrophe prediction with neural network.
  6. Attila Frigyesi: Testing singularity and estimating Hausdorff dimensions using kernel estimates.
  7. Anna Eriksson, Hanna Svensson: Dimensionering av kliniska prövningar inom överlevnadsanalys - prospektiva kohortundersökningar.
  8. Helena Olsson: A study of extreme significant wave heights in the Norwegian Sea.
  9. Fredrik Björnsson: Parameter estimation and model order selection for Markov modulated Poisson processes.
  10. Marie Olsson: Klusteranalys - några begrepp, förklaringar och exempel.
  11. Claes Björklund: Statistisk analys av LIDAR-kurvor med hjälp av en lokalt viktad minsta-kvadrat-metod.