29 resultados para Motion Planning
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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores
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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.
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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies
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Physics Letters A, vol. 372; Issue 7
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Nonlinear Dynamics, Vol. 38
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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies
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Arquivos de Medicina 1998; 12(4): 246-248
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia e Gestão Industrial
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Dissertação para obtenção do Grau de Mestre em Engenharia Física
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Trabalho de Projecto apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Metropolização, Planeamento Estratégico e Sustentabilidade.
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Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics
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Tese apresentada como requisito parcial para obtenção do grau de Doutor em Gestão de Informação