Investment Strategy for VIX Futures based on a Bayesian Approach to Term Structure Modelling

The VIX index, which is the expected volatility of the S&P 500 index in 30 days, is of interest to a lot of investors on the US financial market. Allowing the volatility of the financial market to be used as a trading tool gives rise to interesting investment opportunities, such as hedging and speculation. In this thesis we will be creating...

Transient phase fraction and dislocation density estimation from in-situ X-ray diffraction data with a low signal-to-noise ratio using a Bayesian approach to the Rietveld analysis

We describe the analysis of in-situ HT-XRD data of a dual phase stainless steel exposed to a complex thermal cycle of heating, holding and cooling. For the conditions used only low quality diffraction data could be collected. Peak positions, peak areas and peak broadening are modeled by the Rietveld method. The low signal-to noise ratio and...

BMC: Toolkit for Bayesian analysis of Computational Models using samplers

Background<br/>Computational models in biology are characterized by a large degree of uncertainty. This uncertainty can be analyzed with Bayesian statistics, however, the sampling algorithms that are frequently used for calculating Bayesian statistical estimates are computationally demanding, and each algorithm has unique advantages and...