| 1. |
- Eriksson, Alexander, et al.
(författare)
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Virtual factory layouts from 3D laser scanning – A novel framework to define solid model requirements
- 2018
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Ingår i: Procedia CIRP. - : Elsevier BV. - 2212-8271. ; 76, s. 36-41
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Konferensbidrag (refereegranskat)abstract
- In a world with increasing customer demands, manufacturing companies must develop and produce products more rapidly and adapt their production systems offline, to not disturb the ongoing processes. This creates a demand of using digital production development so that development can be performed in parallel with production. Virtual factory layouts (VFLs) are essential for companies in order to plan their factory layout and evaluate production scenarios. However, requirements for a VFL depends heavily on its purpose. For example, the requirements on a model for offline programming of robots are different from those on a model used to determine buffer locations. There is currently a lack of clear guidelines for how developed a VFL should be to fulfil said requirements, which contributes to unnecessary modelling time and variation in delivery quality. This paper aims to put the actual demands and requirements of a VFL in focus. By adapting a Level of Development-framework for establishment of Building Information Models (BIMs) and connecting it to the purpose of VFLs, development of a framework for detail and functionality level of VFLs is enabled. Such a purpose-oriented framework will help to define delivery packages suited for different circumstances, which will provide the modeler with knowledge of how much detail and functionality a specific model should contain. The increased clarity provided by the developed framework results in a clearer connection between expected result and actual output from a custom VFL project. Also, by connecting model properties or development to the model-purpose, the framework brings clarity and structure to a currently vague field. This provides means for a more efficient and accurate use of VFLs, which will support the rapid development of production facilities.
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| 2. |
- Eriksson, Jonatan, 1975-
(författare)
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On the pricing equations of some path-dependent options
- 2006
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. Various properties of barrier options and American options are studied, such as convexity of option prices, the size of the continuation region in American option pricing and pricing formulas for turbo warrants. In Paper I we study the effect of model misspecification on barrier option pricing. It turns out that, as in the case of ordinary European and American options, this is closely related to convexity properties of the option prices. We show that barrier option prices are convex under certain conditions on the contract function and on the relation between the risk-free rate of return and the dividend rate. In Paper II a new condition is given to ensure that the early exercise feature in American option pricing has a positive value. We give necessary and sufficient conditions for the American option price to coincide with the corresponding European option price in at least one diffusion model. In Paper III we study parabolic obstacle problems related to American option pricing and in particular the size of the non-coincidence set. The main result is that if the boundary of the set of points where the obstacle is a strict subsolution to the differential equation is C1-Dini in space and Lipschitz in time, there is a positive distance, which is uniform in space, between the boundary of this set and the boundary of the non-coincidence set. In Paper IV we derive explicit pricing formulas for turbo warrants under the classical Black-Scholes assumptions.
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| 3. |
- Hellstrom, Per Anders Rickard, 1975-, et al.
(författare)
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Intelligent Wireless Body Area Network System for Human Motion Analysis
- 2015
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Konferensbidrag (refereegranskat)abstract
- Human motion analysis provides several important applications. Examples are fall risk assessment, sports biomechanics, physical activity monitoring and rehabilitation. This work in progress paper proposes an intelligent wireless body area network system for motion and gait symmetry analysis. A Bluetooth network with accelerometers, gyroscopes and in-shoe force sensing resistors gathers data and sends it to a web server after intelligent pre-processing and filtering. The system is flexible and adaptable for different use cases including combinations of gait analysis, gait symmetry and pressure measurements between foot and shoe.
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