Relevant bibliographies by topics / Probabilities – Mathematical models / Dissertations / Theses
To see the other types of publications on this topic, follow the link: Probabilities – Mathematical models.

Dissertations / Theses on the topic 'Probabilities – Mathematical models'

Author: Grafiati
Published: 4 June 2021
Last updated: 31 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 dissertations / theses for your research on the topic 'Probabilities – Mathematical models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Gong, Qi, and 龔綺. "Gerber-Shiu function in threshold insurance risk models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40987966.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Wan, Lai-mei. "Ruin analysis of correlated aggregate claims models." Thesis, Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B30705708.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Huang, Sheng, and 黄盛. "Some properties of [¯gamma*n] and error control with group network codes." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B46606117.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Wei, Zhenghong. "Empirical likelihood based evaluation for value at risk models." HKBU Institutional Repository, 2007. http://repository.hkbu.edu.hk/etd_ra/896.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Kwan, Kwok-man, and 關國文. "Ruin theory under a threshold insurance risk model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38320034.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Dunster, Joanne L. "Mathematical models of soft tissue injury repair : towards understanding musculoskeletal disorders." Thesis, University of Nottingham, 2012. http://eprints.nottingham.ac.uk/27797/.

Full text
Abstract:
The process of soft tissue injury repair at the cellular lew I can be decomposed into three phases: acute inflammation including coagulation, proliferation and remodelling. While the later phases are well understood the early phase is less so. We produce a series of new mathematical models for the early phases coagulation and inflammation. The models produced are relevant not only to soft tissue injury repair but also to the many disease states in which coagulation and inflammation play a role. The coagulation cascade and the subsequent formation of the enzyme thrombin are central to the creat
APA, Harvard, Vancouver, ISO, and other styles
7

Venter, Rudolf Gerrit. "Pricing options under stochastic volatility." Diss., Pretoria : [s.n.], 2003. http://upetd.up.ac.za/thesis/available/etd09052005-120952.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Sirkin, Jeffrey M. "Quantifying the probabilities of selection of surface warfare officers to executive officer." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2006. http://library.nps.navy.mil/uhtbin/hyperion/06Sep%5FSirkin.pdf.

Full text
Abstract:
Thesis (M.S. in Operations Research)--Naval Postgraduate School, September 2006.<br>Thesis Advisor(s): Robert A. Koyak. "September 2006." Includes bibliographical references (p. 51). Also available in print.
APA, Harvard, Vancouver, ISO, and other styles
9

Przybyla, Craig Paul. "Microstructure-sensitive extreme value probabilities of fatigue in advanced engineering alloys." Diss., Georgia Institute of Technology, 2010. http://hdl.handle.net/1853/34780.

Full text
Abstract:
A novel microstructure-sensitive extreme value probabilistic framework is introduced to evaluate material performance/variability for damage evolution processes (e.g., fatigue, fracture, creep). This framework employs newly developed extreme value marked correlation functions (EVMCF) to identify the coupled microstructure attributes (e.g., phase/grain size, grain orientation, grain misorientation) that have the greatest statistical relevance to the extreme value response variables (e.g., stress, elastic/plastic strain) that describe the damage evolution processes of interest. This is an improv
APA, Harvard, Vancouver, ISO, and other styles
10

Reischman, Diann. "Order restricted inferences on parameters in generalized linear models with emphasis on logistic regression /." free to MU campus, to others for purchase, 1997. http://wwwlib.umi.com/cr/mo/fullcit?p9842560.

Full text
APA, Harvard, Vancouver, ISO, and other styles
11

Jairu, Desiderio N. "Distributions of some random volumes and their connection to multivariate analysis." Thesis, McGill University, 1987. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=63999.

Full text
APA, Harvard, Vancouver, ISO, and other styles
12

He, Xin, and 何鑫. "Probabilistic quality-of-service constrained robust transceiver designin multiple antenna systems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48199527.

Full text
Abstract:
In downlink multi-user multiple-input multiple-output (MU-MIMO) systems, different users, even multiple data streams serving one user, might require different quality-of-services (QoS). The transceiver should allocate resources to different users aiming at satisfying their QoS requirements. In order to design the optimal transceiver, channel state information is necessary. In practice, channel state information has to to be estimated, and estimation error is unavoidable. Therefore, robust transceiver design, which takes the channel estimation uncertainty into consideration, is importa
APA, Harvard, Vancouver, ISO, and other styles
13

Duncan, Kristin A. "Case and covariate influence implications for model assessment /." Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1095357183.

Full text
Abstract:
Thesis (Ph. D.)--Ohio State University, 2004.<br>Title from first page of PDF file. Document formatted into pages; contains xi, 123 p.; also includes graphics (some col.). Includes bibliographical references (p. 120-123).
APA, Harvard, Vancouver, ISO, and other styles
14

Boissard, Emmanuel. "Problèmes d'interaction discret-continu et distances de Wasserstein." Toulouse 3, 2011. http://thesesups.ups-tlse.fr/1389/.

Full text
Abstract:
On étudie dans ce manuscrit plusieurs problèmes d'approximation à l'aide des outils de la théorie du transport optimal. Les distances de Wasserstein fournissent des bornes d'erreur pour l'approximation particulaire des solutions de certaines équations aux dérivées partielles. Elles jouent également le rôle de mesures de distorsion naturelles dans les problèmes de quantification et de partitionnement ("clustering"). Un problème associé à ces questions est d'étudier la vitesse de convergence dans la loi des grands nombres empirique pour cette distorsion. La première partie de cette thèse établit
APA, Harvard, Vancouver, ISO, and other styles
15

Badran, Rabih. "Insurance portfolio's with dependent risks." Doctoral thesis, Universite Libre de Bruxelles, 2014. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209547.

Full text
Abstract:
Cette thèse traite de portefeuilles d’assurance avec risques dépendants en théorie du risque.<p>Le premier chapitre traite les modèles avec risques équicorrelés. Nous proposons une structure mathématique qui amène à une fonction génératrice de probabilités particulière (fgp) proposé par Tallis. Cette fgp implique des variables équicorrelées. Puis, nous étudions l’effet de ce type de dépendance sur des quantités d’intérêt dans la littérature actuarielle telle que la fonction de répartition de la somme des montants des sinistres, les primes stop-loss et les probabilités de ruine sur horizon fini
APA, Harvard, Vancouver, ISO, and other styles
16

Gathy, Maude. "On some damage processes in risk and epidemic theories." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210063.

Full text
Abstract:
Cette thèse traite de processus de détérioration en théorie du risque et en biomathématique.<p><p>En théorie du risque, le processus de détérioration étudié est celui des sinistres supportés par une compagnie d'assurance.<p><p>Le premier chapitre examine la distribution de Markov-Polya comme loi possible pour modéliser le nombre de sinistres et établit certains liens avec la famille de lois de Katz/Panjer. Nous construisons la loi de Markov-Polya sur base d'un modèle de survenance des sinistres et nous montrons qu'elle satisfait une récurrence élégante. Celle-ci permet notamment de déduire un
APA, Harvard, Vancouver, ISO, and other styles
17

Akrouche, Joanna. "Optimization of the availability of multi-states systems under uncertainty." Thesis, Compiègne, 2020. http://www.theses.fr/2020COMP2545.

Full text
Abstract:
La sûreté de fonctionnement (SdF) est devenue une nécessité dans le monde industriel au cours du XXe siècle. La SdF est un domaine d’activité qui propose des moyens d’augmenter les attributs du système dans un délai raisonnable et à moindre coût. Dans l’ingénierie des systèmes, la SdF est définie comme la propriété qui permet aux utilisateurs du système de placer une confiance justifiée dans le service qu’il leur fournit et c’est une mesure de la disponibilité, de la fiabilité et de la maintenabilité d’un système, et de la performance du support de maintenance, et, dans certains cas, d’autres
APA, Harvard, Vancouver, ISO, and other styles
18

Mu, Xiaoyu. "Ruin probabilities with dependent forces of interest." [Johnson City, Tenn. : East Tennessee State University], 2003. https://dc.etsu.edu/etd/796.

Full text
Abstract:
Thesis (M.S.)--East Tennessee State University, 2003.<br>Title from electronic submission form. ETSU ETD database URN: etd-0713103-233105. Includes bibliographical references. Also available via Internet at the UMI web site.
APA, Harvard, Vancouver, ISO, and other styles
19

Noel, Jonathan A. "Extremal combinatorics, graph limits and computational complexity." Thesis, University of Oxford, 2016. https://ora.ox.ac.uk/objects/uuid:8743ff27-b5e9-403a-a52a-3d6299792c7b.

Full text
Abstract:
This thesis is primarily focused on problems in extremal combinatorics, although we will also consider some questions of analytic and algorithmic nature. The d-dimensional hypercube is the graph with vertex set {0,1}<sup>d</sup> where two vertices are adjacent if they differ in exactly one coordinate. In Chapter 2 we obtain an upper bound on the 'saturation number' of Q<sub>m</sub> in Q<sub>d</sub>. Specifically, we show that for m &ge; 2 fixed and d large there exists a subgraph G of Q<sub>d</sub> of bounded average degree such that G does not contain a copy of Q<sub>m</sub> but, for every G'
APA, Harvard, Vancouver, ISO, and other styles
20

Lundström, Edvin. "On the Proxy Modelling of Risk-Neutral Default Probabilities." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273624.

Full text
Abstract:
Since the default of Lehman Brothers in 2008, it has become increasingly important to measure, manage and price the default risk in financial derivatives. Default risk in financial derivatives is referred to as counterparty credit risk (CCR). The price of CCR is captured in Credit Valuation Adjustment (CVA). This adjustment should in principle always enter the valuation of a derivative traded over-the-counter (OTC). To calculate CVA, one needs to know the probability of default of the counterparty. Since CVA is a price, what one needs is the risk-neutral probability of default. The typical way
APA, Harvard, Vancouver, ISO, and other styles
21

Uyanga, Enkhzul, and Lida Wang. "Algorithm that creates productcombinations based on customerdata analysis : An approach with Generalized Linear Modelsand Conditional Probabilities." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-210176.

Full text
Abstract:
This bachelor’s thesis is a combined study of applied mathematical statistics and industrial engineering and management implemented to develop an algorithm which creates product combinations based on customer data analysis for eleven AB. Mathematically, generalized linear modelling, combinatorics and conditional probabilities were applied to create sales prediction models, generate potential combinations and calculate the conditional probabilities of the combinations getting purchased. SWOT analysis was used to identify which factors can enhance the sales from an industrial engineering and man
APA, Harvard, Vancouver, ISO, and other styles
22

Eynon, James R. "Comparison of Logistic Force of Mortality Models for Predicting Life Table Probabilities of Death: A Simulation-Based Approach." Youngstown State University / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=ysu1329508121.

Full text
APA, Harvard, Vancouver, ISO, and other styles
23

Raeside, Robert. "Modelling and forecasting human populations using sigmoid models." Thesis, Edinburgh Napier University, 1987. http://researchrepository.napier.ac.uk/Output/1053286.

Full text
Abstract:
Early this century "S-shaped" curves, sigmoids, gained popularity among demographers. However, by 1940, the approach had "fallen out of favour", being criticised for giving poor results and having no theoretical validity. It was also considered that models of total population were of little practical interest, the main forecasting procedure currently adopted being the bottom-up "cohort-component" method. In the light of poor forecasting performance from component methods, a re-assessment is given in this thesis of the use of simple trend models. A suitable means of fitting these models to cens
APA, Harvard, Vancouver, ISO, and other styles
24

Yang, GuoLu. "Modèle de transport complet en rivière avec granulométrie étendue." Grenoble 1, 1989. http://www.theses.fr/1989GRE10011.

Full text
Abstract:
Les variations des lignes d'eau et du lit des rivieres alluvionnaires dans le cas du transport complet (charriage+suspension) des sediments en granulometrie etendue sont etudiees par un modele mathematique uni-dimensionnel. Dans ce modele le charriage et la suspension sont consideres comme deux phenomenes du transport en tenant compte d'un terme source-puits qui represente l'echange entre eux. Le terme source-puits est formule par un modele d'echanges stochastiques considerant trois etats: suspension, charriage et immobilite, les probabilites des etats sont obtenues par le processus de chaine
APA, Harvard, Vancouver, ISO, and other styles
25

Alstermark, Olivia, and Evangelina Stolt. "Purchase Probability Prediction : Predicting likelihood of a new customer returning for a second purchase using machine learning methods." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184831.

Full text
Abstract:
When a company evaluates a customer for being a potential prospect, one of the key questions to answer is whether the customer will generate profit in the long run. A possible step to answer this question is to predict the likelihood of the customer returning to the company again after the initial purchase. The aim of this master thesis is to investigate the possibility of using machine learning techniques to predict the likelihood of a new customer returning for a second purchase within a certain time frame. To investigate to what degree machine learning techniques can be used to predict prob
APA, Harvard, Vancouver, ISO, and other styles
26

De, Scheemaekere Xavier. "Essays in mathematical finance and in the epistemology of finance." Doctoral thesis, Universite Libre de Bruxelles, 2011. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209938.

Full text
Abstract:
The goal of this thesis in finance is to combine the use of advanced mathematical methods with a return to foundational economic issues. In that perspective, I study generalized rational expectations and asset pricing in Chapter 2, and a converse comparison principle for backward stochastic differential equations with jumps in Chapter 3. Since the use of stochastic methods in finance is an interesting and complex issue in itself - if only to clarify the difference between the use of mathematical models in finance and in physics or biology - I also present a philosophical reflection on the inte
APA, Harvard, Vancouver, ISO, and other styles
27

Mathema, Najma. "Predicting Plans and Actions in Two-Player Repeated Games." BYU ScholarsArchive, 2020. https://scholarsarchive.byu.edu/etd/8683.

Full text
Abstract:
Artificial intelligence (AI) agents will need to interact with both other AI agents and humans. One way to enable effective interaction is to create models of associates to help to predict the modeled agents' actions, plans, and intentions. If AI agents are able to predict what other agents in their environment will be doing in the future and can understand the intentions of these other agents, the AI agents can use these predictions in their planning, decision-making and assessing their own potential. Prior work [13, 14] introduced the S# algorithm, which is designed as a robust algorithm for
APA, Harvard, Vancouver, ISO, and other styles
28

Malmgren, Henrik. "Revision of an artificial neural network enabling industrial sorting." Thesis, Uppsala universitet, Institutionen för teknikvetenskaper, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-392690.

Full text
Abstract:
Convolutional artificial neural networks can be applied for image-based object classification to inform automated actions, such as handling of objects on a production line. The present thesis describes theoretical background for creating a classifier and explores the effects of introducing a set of relatively recent techniques to an existing ensemble of classifiers in use for an industrial sorting system.The findings indicate that it's important to use spatial variety dropout regularization for high resolution image inputs, and use an optimizer configuration with good convergence properties. T
APA, Harvard, Vancouver, ISO, and other styles
29

Utria, Valdes Jaime Antonio 1988. "Transição de fase para um modelo de percolação dirigida na árvore homogênea." [s.n.], 2015. http://repositorio.unicamp.br/jspui/handle/REPOSIP/307034.

Full text
Abstract:
Orientador: Élcio Lebensztayn<br>Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica<br>Made available in DSpace on 2018-08-27T03:09:48Z (GMT). No. of bitstreams: 1 UtriaValdes_JaimeAntonio_M.pdf: 525263 bytes, checksum: 3a980748a98761becf1b573639a361c1 (MD5) Previous issue date: 2015<br>Resumo: O Resumo poderá ser visualizado no texto completo da tese digital<br>Abstract: The Abstract is available with the full electronic digital document<br>Mestrado<br>Estatistica<br>Mestre em Estatística
APA, Harvard, Vancouver, ISO, and other styles
30

Chen, Chia-Jeng. "Hydro-climatic forecasting using sea surface temperatures." Diss., Georgia Institute of Technology, 2012. http://hdl.handle.net/1853/48974.

Full text
Abstract:
A key determinant of atmospheric circulation patterns and regional climatic conditions is sea surface temperature (SST). This has been the motivation for the development of various teleconnection methods aiming to forecast hydro-climatic variables. Among such methods are linear projections based on teleconnection gross indices (such as the ENSO, IOD, and NAO) or leading empirical orthogonal functions (EOFs). However, these methods deteriorate drastically if the predefined indices or EOFs cannot account for climatic variability in the region of interest. This study introduces a new hydro-climat
APA, Harvard, Vancouver, ISO, and other styles
31

MOUSAVI, NADOSHANI SEYED SAEID. "Composition des lois élémentaires en hydrologie régionale : application à l'étude des régimes de crue." Grenoble 1, 1997. http://www.theses.fr/1997GRE10165.

Full text
Abstract:
Un evenement hydrologique est souvent defini d'apres plusieurs variables aleatoires presentant un certain degre de liaison. L'etude probabiliste de cet evenement necessite alors la composition de lois de probabilite. Nous avons considere deux cas d'applications : 1) l'extrapolation de la distribution du debit de pointe et du debit seuil ; 2) l'estimation du quantile du debit de crue a l'aval d'une confluence. Nous avons teste plusieurs fonctions de deux variables : les modeles de farlie-gumbel-morgenstern, de farlie et hashino, en utilisant des echantillons sup-seuil. Pour ce dernier modele, n
APA, Harvard, Vancouver, ISO, and other styles
32

Dangauthier, Pierre-Charles. "Fondations, méthode et applications de l'apprentissage bayésien." Phd thesis, Grenoble INPG, 2007. http://tel.archives-ouvertes.fr/tel-00267643.

Full text
Abstract:
Le domaine de l'apprentissage automatique a pour but la création d'agents synthétiques améliorant leurs performances avec l'expérience. Pour pouvoir se perfectionner, ces agents extraient des régularités statistiques de données incertaines et mettent à jour leur modèle du monde. Les probabilités bayésiennes sont un outil rationnel pour répondre à la problématique de l'apprentissage. Cependant, comme ce problème est souvent difficile, des solutions proposant un compromis entre précision et rapidité doivent être mises en oeuvre. Ce travail présente la méthode d'apprentissage bayésien, ses fondat
APA, Harvard, Vancouver, ISO, and other styles
33

Maire, F. "Détection et classification de cibles multispectrales dans l'infrarouge." Phd thesis, Telecom ParisTech, 2014. http://tel.archives-ouvertes.fr/tel-01018701.

Full text
Abstract:
Les dispositifs de protection de sites sensibles doivent permettre de détecter des menaces potentielles suffisamment à l'avance pour pouvoir mettre en place une stratégie de défense. Dans cette optique, les méthodes de détection et de reconnaissance d'aéronefs se basant sur des images infrarouge multispectrales doivent être adaptées à des images faiblement résolues et être robustes à la variabilité spectrale et spatiale des cibles. Nous mettons au point dans cette thèse, des méthodes statistiques de détection et de reconnaissance d'aéronefs satisfaisant ces contraintes. Tout d'abord, nous spéc
APA, Harvard, Vancouver, ISO, and other styles
34

Ben, Daoued Amine. "Modélisation de la conjonction pluie-niveau marin et prise en compte des incertitudes et de l’impact du changement climatique : application au site du Havre." Thesis, Compiègne, 2019. http://www.theses.fr/2019COMP2528.

Full text
Abstract:
La modélisation des combinaisons de phénomènes d’inondation est une problématique d’actualité pour la communauté scientifique qui s’intéresse en priorité aux sites urbains et nucléaires. En effet, il est fort probable que l’approche déterministe explorant un certain nombre de scénarios possède certaines limites car ces scénarios déterministes assurent un conservatisme souvent excessif. Les approches probabilistes apportent une précision supplémentaire en s’appuyant sur les statistiques et les probabilités pour compléter les approches déterministes. Ces approches probabilistes visent à identifi
APA, Harvard, Vancouver, ISO, and other styles
35

Lardin, Pauline. "Estimation de synchrones de consommation électrique par sondage et prise en compte d'information auxiliaire." Phd thesis, Université de Bourgogne, 2012. http://tel.archives-ouvertes.fr/tel-00842199.

Full text
Abstract:
Dans cette thèse, nous nous intéressons à l'estimation de la synchrone de consommation électrique (courbe moyenne). Etant donné que les variables étudiées sont fonctionnelles et que les capacités de stockage sont limitées et les coûts de transmission élevés, nous nous sommes intéressés à des méthodes d'estimation par sondage, alternatives intéressantes aux techniques de compression du signal. Nous étendons au cadre fonctionnel des méthodes d'estimation qui prennent en compte l'information auxiliaire disponible afin d'améliorer la précision de l'estimateur de Horvitz-Thompson de la courbe moyen
APA, Harvard, Vancouver, ISO, and other styles
36

Parr, Bouberima Wafia. "Modèles de mélange de von Mises-Fisher." Phd thesis, Université René Descartes - Paris V, 2013. http://tel.archives-ouvertes.fr/tel-00987196.

Full text
Abstract:
Dans la vie actuelle, les données directionnelles sont présentes dans la majorité des domaines, sous plusieurs formes, différents aspects et de grandes tailles/dimensions, d'où le besoin de méthodes d'étude efficaces des problématiques posées dans ce domaine. Pour aborder le problème de la classification automatique, l'approche probabiliste est devenue une approche classique, reposant sur l'idée simple : étant donné que les g classes sont différentes entre elles, on suppose que chacune suit une loi de probabilité connue, dont les paramètres sont en général différents d'une classe à une autre;
APA, Harvard, Vancouver, ISO, and other styles
37

Huet, Alexis. "Méthodes particulaires et vraisemblances pour l'inférence de modèles d'évolution avec dépendance au contexte." Phd thesis, Université Claude Bernard - Lyon I, 2014. http://tel.archives-ouvertes.fr/tel-01058827.

Full text
Abstract:
Cette thèse est consacrée à l'inférence de modèles stochastiques d'évolution de l'ADN avec dépendance au contexte, l'étude portant spécifiquement sur la classe de modèles stochastiques RN95+YpR. Cette classe de modèles repose sur un renforcement des taux d'occurrence de certaines substitutions en fonction du contexte local, ce qui introduit des phénomènes de dépendance dans l'évolution des différents sites de la séquence d'ADN. Du fait de cette dépendance, le calcul direct de la vraisemblance des séquences observées met en jeu des matrices de dimensions importantes, et est en général impratica
APA, Harvard, Vancouver, ISO, and other styles
38

Bouselmi, Aych. "Options américaines et processus de Lévy." Phd thesis, Université Paris-Est, 2013. http://tel.archives-ouvertes.fr/tel-00944239.

Full text
Abstract:
Les marchés financiers ont connu, grâce aux études réalisées durant les trois dernières décennies, une expansion considérable et ont vu l'apparition de produits dérivés divers et variés. Parmi les plus répandus, on retrouve les options américaines. Une option américaine est par définition une option qu'on a le droit d'exercer avant l'échéance convenue T. Les plus basiques sont le Put ou le Call américain (respectivement option de vente (K - x)+ ou d'achat (x - K)+). La première partie, et la plus conséquente, de cette thèse est consacrée à l'étude des options américaines dans des modèles expon
APA, Harvard, Vancouver, ISO, and other styles
39

Broy, Perrine. "Evaluation de la sûreté de systèmes dynamiques hybrides complexes : application aux systèmes hydrauliques." Phd thesis, Université de Technologie de Troyes, 2014. http://tel.archives-ouvertes.fr/tel-01006308.

Full text
Abstract:
Ces travaux s'intéressent à l'estimation de la fiabilité des évacuateurs de crues vannés. Le comportement fiabiliste de ces systèmes hydrauliques dépend à la fois d'événements aléatoires discrets, mais aussi de l'évolution d'une variable déterministe continue : ce sont des systèmes dynamiques hybrides. Pour ces systèmes, l'événement redouté est réalisé lorsque le niveau de la retenue atteint un seuil de sûreté. La démarche de fiabilité dynamique proposée dans cette thèse vise à prendre en compte l'information temporelle, de la modélisation à la synthèse d'indicateurs fiabilistes pour l'aide à
APA, Harvard, Vancouver, ISO, and other styles
40

Martin, Victorin. "Modélisation probabiliste et inférence par l'algorithme Belief Propagation." Phd thesis, Ecole Nationale Supérieure des Mines de Paris, 2013. http://tel.archives-ouvertes.fr/tel-00867693.

Full text
Abstract:
On s'intéresse à la construction et l'estimation - à partir d'observations incomplètes - de modèles de variables aléatoires à valeurs réelles sur un graphe. Ces modèles doivent être adaptés à un problème de régression non standard où l'identité des variables observées (et donc celle des variables à prédire) varie d'une instance à l'autre. La nature du problème et des données disponibles nous conduit à modéliser le réseau sous la forme d'un champ markovien aléatoire, choix justifié par le principe de maximisation d'entropie de Jaynes. L'outil de prédiction choisi dans ces travaux est l'algorith
APA, Harvard, Vancouver, ISO, and other styles
41

Rychnovsky, Mark. "Some Exactly Solvable Models And Their Asymptotics." Thesis, 2021. https://doi.org/10.7916/d8-3pga-pm90.

Full text
Abstract:
In this thesis, we present three projects studying exactly solvable models in the KPZ universality class and one project studying a generalization of the SIR model from epidemiology. The first chapter gives an overview of the results and how they fit into the study of KPZ universality when applicable. Each of the following 4 chapters corresponds to a published or submitted article. In the first project, we study an oriented first passage percolation model for the evolution of a river delta. We show that at any fixed positive time, the width of a river delta of length L approaches a con
APA, Harvard, Vancouver, ISO, and other styles
42

Li, Zhi. "Arbitrage Theory Under Portfolio Constraints." Thesis, 2020. https://doi.org/10.7916/d8-ca07-1312.

Full text
Abstract:
In this dissertation, we adopt the viability approach to mathematical finance developed in the book of Karatzas and Kardaras (2020), and extend it to settings where portfolio choice is constrained. We introduce in Chapter 2 the notions of supermartingale numeraire, supermartingale deflator, and viability. After that, we characterize all supermartingale deflators under conic constraints on portfolio choice. Most importantly, we prove a fundamental theorem for equity market structure and arbitrage theory under such conic constraints, to the effect that the existence of the supermartingale num
APA, Harvard, Vancouver, ISO, and other styles
43

Sypkens, Roelf. "Risk properties and parameter estimation on mean reversion and Garch models." Diss., 2010. http://hdl.handle.net/10500/4049.

Full text
Abstract:
Most of the notations and terminological conventions used in this thesis are Statistical. The aim in risk management is to describe the risk factors present in time series. In order to group these risk factors, one needs to distinguish between different stochastic processes and put them into different classes. The risk factors discussed in this thesis are fat tails and mean reversion. The presence of these risk factors fist need to be found in the historical dataset. I will refer to the historical dataset as the original dataset. The Ljung- Box-Pierce test will be used in this thesis to
APA, Harvard, Vancouver, ISO, and other styles
44

"New results in probabilistic modeling." 2000. http://library.cuhk.edu.hk/record=b6073308.

Full text
Abstract:
Chan Ho-leung.<br>"December 2000."<br>Thesis (Ph.D.)--Chinese University of Hong Kong, 2000.<br>Includes bibliographical references (p. 154-[160]).<br>Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.<br>Mode of access: World Wide Web.<br>Abstracts in English and Chinese.
APA, Harvard, Vancouver, ISO, and other styles
45

Qian, Meifen. "Probability of informed trading around scheduled and unscheduled corporate announcements." Phd thesis, 2011. http://hdl.handle.net/1885/149798.

Full text
Abstract:
This thesis examines how public announcement events with different characteristics affect the probability of informed trading (PI). Using the Bollen, Smith and Whaley (2004) model of inferring PI directly from trades, we investigate the differences in PI between the pre-announcement period and post-announcement period from 2002 to 2008 in the American stock market along two dimensions: whether announcements are scheduled; and other characteristics related to the content such as payment methods, offer premium (takeover announcements) and earnings surprises (earnings announcements). We first foc
APA, Harvard, Vancouver, ISO, and other styles
46

Mazumder, Tanvir, University of Western Sydney, of Science Technology and Environment College, and School of Engineering. "Application of the joint probability approach to ungauged catchments for design flood estimation." 2005. http://handle.uws.edu.au:8081/1959.7/22731.

Full text
Abstract:
Design flood estimation is often required in hydrologic practice. For catchments with sufficient streamflow data, design floods can be obtained using flood frequency analysis. For catchments with no or little streamflow data (ungauged catchments), design flood estimation is a difficult task. The currently recommended method in Australia for design flood estimation in ungauged catchments is known as the Probabilistic Rational Method. There are alternatives to this method such as Quantile Regression Technique or Index Flood Method. All these methods give the flood peak estimate but the full stre
APA, Harvard, Vancouver, ISO, and other styles
47

Jiang, Bin Computer Science &amp Engineering Faculty of Engineering UNSW. "Probabilistic skylines on uncertain data." 2007. http://handle.unsw.edu.au/1959.4/40712.

Full text
Abstract:
Skyline analysis is important for multi-criteria decision making applications. The data in some of these applications are inherently uncertain due to various factors. Although a considerable amount of research has been dedicated separately to efficient skyline computation, as well as modeling uncertain data and answering some types of queries on uncertain data, how to conduct skyline analysis on uncertain data remains an open problem at large. In this thesis, we tackle the problem of skyline analysis on uncertain data. We propose a novel probabilistic skyline model where an uncertain object ma
APA, Harvard, Vancouver, ISO, and other styles
48

Fazelnia, Ghazal. "Optimization for Probabilistic Machine Learning." Thesis, 2019. https://doi.org/10.7916/d8-jm7k-2k98.

Full text
Abstract:
We have access to great variety of datasets more than any time in the history. Everyday, more data is collected from various natural resources and digital platforms. Great advances in the area of machine learning research in the past few decades have relied strongly on availability of these datasets. However, analyzing them imposes significant challenges that are mainly due to two factors. First, the datasets have complex structures with hidden interdependencies. Second, most of the valuable datasets are high dimensional and are largely scaled. The main goal of a machine learning framework is
APA, Harvard, Vancouver, ISO, and other styles
49

Kruger, Jan Walters. "Generalizing the number of states in Bayesian belief propagation, as applied to portfolio management." Thesis, 1996. https://hdl.handle.net/10539/26225.

Full text
Abstract:
A research report submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in partial fulfillment of the requirements for the degree of Master of' Science.<br>This research report describes the use or the Pearl's algorithm in Bayesian belief networks to induce a belief network from a database. With a solid grounding in probability theory, the Pearl algorithm allows belief updating by propagating likelihoods of leaf nodes (variables) and the prior probabilities. The Pearl algorithm was originally developed for binary variables and a generalization to more state
APA, Harvard, Vancouver, ISO, and other styles
50

"Asymptotic expansions of empirical likelihood in time series." 2009. http://library.cuhk.edu.hk/record=b5894189.

Full text
Abstract:
Liu, Li.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2009.<br>Includes bibliographical references (leaves 41-44).<br>Abstract also in Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 1.1 --- Empirical Likelihood --- p.1<br>Chapter 1.2 --- Empirical Likelihood for Dependent Data --- p.4<br>Chapter 1.2.1 --- Spectral Method --- p.5<br>Chapter 1.2.2 --- Blockwise Method --- p.6<br>Chapter 1.3 --- Edgeworth Expansions and Bartlett Correction --- p.9<br>Chapter 1.3.1 --- Coverage Errors --- p.10<br>Chapter 1.3.2 --- Edgeworth Expansions --- p.11<br>Chapter 1.3.3 --- Bartl
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Probabilities – Mathematical models' for other source types:
Journal articles Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography