Дисертації з теми "Stochastic weights"
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Dohndorf, Iryna [Verfasser], Peter [Akademischer Betreuer] Buchholz, and Boudewijn R. [Gutachter] Haverkort. "Stochastic graph models with phase type distributed edge weights / Iryna Dohndorf ; Gutachter: Boudewijn R. Haverkort ; Betreuer: Peter Buchholz." Dortmund : Universitätsbibliothek Dortmund, 2017. http://d-nb.info/1134953046/34.
Повний текст джерелаMedeiros, Júnior Maurício da Silva. "Stochastic discount factor bounds and rare events: a review." reponame:Repositório Institucional do FGV, 2016. http://hdl.handle.net/10438/16459.
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We aim to provide a review of the stochastic discount factor bounds usually applied to diagnose asset pricing models. In particular, we mainly discuss the bounds used to analyze the disaster model of Barro (2006). Our attention is focused in this disaster model since the stochastic discount factor bounds that are applied to study the performance of disaster models usually consider the approach of Barro (2006). We first present the entropy bounds that provide a diagnosis of the analyzed disaster model which are the methods of Almeida and Garcia (2012, 2016); Ghosh et al. (2016). Then, we discuss how their results according to the disaster model are related to each other and also present the findings of other methodologies that are similar to these bounds but provide different evidence about the performance of the framework developed by Barro (2006).
Silva, Emanuel Araújo. "MODELAGEM DINÂMICA PARA SIMULAÇÃO NO PROCESSO DE ARENIZAÇÃO E COBERTURA FLORESTAL NA CAMPANHA OCIDENTAL - RS." Universidade Federal de Santa Maria, 2015. http://repositorio.ufsm.br/handle/1/3781.
Повний текст джерелаA modelagem dinâmica é uma ferramenta útil para o conhecimento do uso e ocupação da terra, gerando diretrizes metodológicas associadas às questões ambientais, sociais e econômicas. Este trabalho teve por objetivo aplicar um modelo para simular a dinâmica no processo de arenização e cobertura florestal do Sudoeste do Rio Grande do Sul, denominada microrregião da Campanha Ocidental e, com base nessas técnicas, efetuar a projeção de cenários futuros. Foi utilizado um mosaico de imagens do satélite LANDSAT 5 sensor TM, que recobre a região de estudo nos anos de 1985, 1996 e 2011 e LANDSAT 8 sensor OLI no ano de 2013. Para elaboração da base de dados e processamento digital das imagens, utilizou-se o aplicativo SPRING. Após a classificação das imagens, foi realizado o cruzamento dos mapas temáticos com auxílio da programação LEGAL, e posteriormente, empregado a simulação dos cenários futuros por meio da modelagem com o aplicativo Dinamica EGO. Os resultados previstos para 2026 indicam que a cobertura florestal irá se expandir de 14,22% em 2011 para 15,03% no ano de 2026 da área total da Campanha Ocidental, demonstrando que o aumento da cobertura florestal encontra-se em processo de estabilização, concentrando-se suas áreas na parte leste, altitudes elevadas e nas bordas da rede de drenagem. Nos areais, a projeção demonstrou que sua área sofrerá retração de 0,37% em 2011 para 0,33% da área total da região em 2026, e sua concentração estará presente na parte leste, em altitudes elevadas e em torno da drenagem do rio Ibicui.
Menz, William Jefferson. "Stochastic modelling of silicon nanoparticle synthesis." Thesis, University of Cambridge, 2014. https://www.repository.cam.ac.uk/handle/1810/245146.
Повний текст джерелаKindl, Mark Richard. "A stochastic approach to path planning in the Weighted-Region Problem." Thesis, Monterey, California. Naval Postgraduate School, 1991. http://hdl.handle.net/10945/26789.
Повний текст джерелаRattana, Prapanporn. "Mean-field-like approximations for stochastic processes on weighted and dynamic networks." Thesis, University of Sussex, 2015. http://sro.sussex.ac.uk/id/eprint/56600/.
Повний текст джерелаHilton, Cary Allen. "A stochastic approach to solving the 2 _x001B_p1_x001B_s/_x001B_b2_x001B_s dimensional weighted region problem." Thesis, Monterey, California. Naval Postgraduate School, 1991. http://hdl.handle.net/10945/28563.
Повний текст джерелаXu, Zhouyi. "Stochastic Modeling and Simulation of Gene Networks." Scholarly Repository, 2010. http://scholarlyrepository.miami.edu/oa_dissertations/645.
Повний текст джерелаMichel, Simon [Verfasser]. "Stochastic evolution equations in weighted L² spaces with jump noise / Simon Michel. Fakultät für Mathematik." Bielefeld : Universitätsbibliothek Bielefeld, Hochschulschriften, 2012. http://d-nb.info/1022030078/34.
Повний текст джерелаSzyszkowicz, B. (Barbara) Carleton University Dissertation Mathematics. "Weak convergence of stochastic processes in weighted metrics and their applications to contiguous changepoint analysis." Ottawa, 1992.
Знайти повний текст джерелаEl, Haj Abir. "Stochastics blockmodels, classifications and applications." Thesis, Poitiers, 2019. http://www.theses.fr/2019POIT2300.
Повний текст джерелаThis PhD thesis focuses on the analysis of weighted networks, where each edge is associated to a weight representing its strength. We introduce an extension of the binary stochastic block model (SBM), called binomial stochastic block model (bSBM). This question is motivated by the study of co-citation networks in a context of text mining where data is represented by a graph. Nodes are words and each edge joining two words is weighted by the number of documents included in the corpus simultaneously citing this pair of words. We develop an inference method based on a variational maximization algorithm (VEM) to estimate the parameters of the modelas well as to classify the words of the network. Then, we adopt a method based on maximizing an integrated classification likelihood (ICL) criterion to select the optimal model and the number of clusters. Otherwise, we develop a variational approach to analyze the given network. Then we compare the two approaches. Applications based on real data are adopted to show the effectiveness of the two methods as well as to compare them. Finally, we develop a SBM model with several attributes to deal with node-weighted networks. We motivate this approach by an application that aims at the development of a tool to help the specification of different cognitive treatments performed by the brain during the preparation of the writing
Davis, Brett Andrew, and Brett Davis@abs gov au. "Inference for Discrete Time Stochastic Processes using Aggregated Survey Data." The Australian National University. Faculty of Economics and Commerce, 2003. http://thesis.anu.edu.au./public/adt-ANU20040806.104137.
Повний текст джерелаHuang, Xueping [Verfasser]. "On stochastic completeness of weighted graphs / Xueping Huang. Fakultät für Mathematik. SFB 701 Spectral Structures and Topological Methods in Mathematics." Bielefeld : Universitätsbibliothek Bielefeld, Hochschulschriften, 2011. http://d-nb.info/1014454670/34.
Повний текст джерелаFell, Jonathan [Verfasser], Holger [Akademischer Betreuer] Rauhut, and Hartmut [Akademischer Betreuer] Führ. "Weighted l1-Analysis minimization and stochastic gradient descent for low rank matrix recovery / Jonathan Martin Fell ; Holger Rauhut, Hartmut Führ." Aachen : Universitätsbibliothek der RWTH Aachen, 2020. http://d-nb.info/1227992521/34.
Повний текст джерелаYenerdag, Erdem <1988>. "Contagion Analysis in European Financial Markets Through the Lens of Weighted Stochastic Block Model: Systematically Important Communities of Financial Institutions." Master's Degree Thesis, Università Ca' Foscari Venezia, 2016. http://hdl.handle.net/10579/8816.
Повний текст джерелаCarbas, Serdar. "Optimum Topological Design Of Geometrically Nonlinear Single Layer Lamella Domes Using Harmony Search Method." Master's thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/12609634/index.pdf.
Повний текст джерелаAhmad, Ola. "Stochastic representation and analysis of rough surface topography by random fields and integral geometry - Application to the UHMWPE cup involved in total hip arthroplasty." Phd thesis, Ecole Nationale Supérieure des Mines de Saint-Etienne, 2013. http://tel.archives-ouvertes.fr/tel-00905519.
Повний текст джерелаAydogdu, Ibrahim. "Optimum Design Of 3-d Irregular Steel Frames Using Ant Colony Optimization And Harmony Search Algorithms." Phd thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612285/index.pdf.
Повний текст джерелаErdal, Ferhat. "Ultimate Load Capacity Of Optimally Designed Cellular Beams." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613007/index.pdf.
Повний текст джерелаharmony search algorithm&rdquo
. The minimum weight is taken as the design objective while the design constraints are implemented from the Steel Construction Institute. Design constraints include the displacement limitations, overall beam flexural capacity, beam shear capacity, overall beam buckling strength, web post flexure and buckling, vierendeel bending of upper and lower tees and local buckling of compression flange. The design methods adopted in this publication are consistent with BS5950. In the second part of the research, which is the experimental work, twelve non-composite cellular beams are tested to determine the ultimate load carrying capacities of these beams under using a hydraulic plug to apply point load. The tested cellular beam specimens have been designed by using harmony search algorithm. Finally, finite element analysis program is used to perform elastic buckling analysis and predict critical loads of all steel cellular beams. Finite element analysis results are then compared with experimental test results for each tested cellular beam.
Ramakrishnan, K. "Multi-Armed Bandits – On Range Searching and On Slowly-varying Non-stationarity." Thesis, 2022. https://etd.iisc.ac.in/handle/2005/6043.
Повний текст джерелаKuhlbusch, Dirk. "Moment conditions for weighted branching processes /." 2004. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=012962072&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.
Повний текст джерелаAGRESTI, ANTONIO. "Nonlinear parabolic stochastic evolution equations in critical spaces." Doctoral thesis, 2021. http://hdl.handle.net/11573/1565547.
Повний текст джерелаTZENG, WEI-LIN, and 曾煒淋. "Application of Stochastics-k to Test the Investment Performanceof Taiwan 50 weighted stock." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/8ufj9g.
Повний текст джерела逢甲大學
統計與精算所
100
In this study, the 50 constituent stocks in Taiwan as the research object, the use of KD indicators in the K value and the strength of stock price band to establish a trading strategy. Further testing Taiwan''s investment performance of 50 constituent stocks. It was found that whether or not to consider the cost, the use of random K index trading strategy, their performance was significantly better than buy and hold strategy. Therefore, using a random K index can obtain excess returns.
Davis, Brett Andrew. "Inference for Discrete Time Stochastic Processes using Aggregated Survey Data." Phd thesis, 2003. http://hdl.handle.net/1885/46631.
Повний текст джерелаSchalkwyk, Garth Van. "Stochastic modelling in bank management and optimization of bank asset allocation." Thesis, 2009. http://hdl.handle.net/11394/3419.
Повний текст джерелаThe Basel Committee published its proposals for a revised capital adequacy framework(the Basel II Capital Accord) in June 2006. One of the main objectives of this framework is to improve the incentives for state-of-the-art risk management in banking, especially in the area of credit risk in view of Basel II. The new regulation seeks to provide incentives for greater awareness of differences in risk through more risk-sensitive minimum capital requirements based on numerical formulas. This attempt to control bank behaviour has a heavy reliance on regulatory ratios like the risk-based capital adequacy ratio (CAR). In essence, such ratios compare the capital that a bank holds to the level of credit, market and operational risk that it bears. Due to this fact the objectives in this dissertation are as follows. Firstly, in an attempt to address these problems and under assumptions about retained earnings, loan-loss reserves, the market and shareholder-bank owner relationships, we construct continuous-time models of the risk-based CAR which is computed from credit and market risk-weighted assets (RWAs) and bank regulatory capital (BRC) in a stochastic setting. Secondly, we demonstrate how the CAR can be optimized in terms of equity allocation. Here, we employ dynamic programming for stochastic optimization, to obtain and verify the results. Thirdly, an important feature of this study is that we apply the mean-variance approach to obtain an optimal strategy that diversifies a portfolio consisting of three assets. In particular, chapter 5 is an original piece of work by the author of this dissertation where we demonstrate how to employ a mean-variance optimization approach to equity allocation under certain conditions.
LI, TUNG-LUNG, and 李東龍. "A Tentative Study on Constructing the Price-Volume weighted KD stochastic oscillator - A Case of Taiwanese Stock Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/38jfs2.
Повний текст джерела佛光大學
應用經濟學系
106
The tranditional KD index is constructed on the basis of price and has been commonly used for years. Nonetheless, despite so, the questions about that whether the index is effective, while whether the index is conductive to investors’ excess return are still remained unsolved to date. The stock market often shows that “the volume can go before the price”, “volume is the leading indicator of price”, and the factor of volume has its importance in technical analysis. This study attempts to reconstruct the traditional KD index by adding the volume. Through the combination of price and volume, it tries to construct a Price-Volume KD index that can determine the trend and help investors earn excess returns. Empirically, this study used the historical data of Taiwan Stock Market, including on days, weeks, and months from January 4, 1997 to December 29, 2017, for a total of 21 years to simulate the investment strategy. The transaction data includes three time periods: day, week, and month. The winning and return rates of the three trading strategies, traditional KD, volume KD, and Price-Volume KD, will be compared and analyzed. Empirical results found: (1) Looking at the Price-Volume KD on the 9-day sample, both the winning percentage and the rate of return are better than the traditional KD. However, the medium-and-long-term 9-week KD and the 9-month KD did not do better than the traditional KD. (2) Under the traditional KD trading range (20, 80), comparing the three time periods of day, week and month, the monthly cycle is the highest, regardless of winning percentage and return rate. (3) Adjusting the traditional KD trading range (20, 80), on the weekly cycle, it is possible to effectively increase the winning ratio of the price KD and the volume KD. Although the Price-Volume KD Index can effectively improve the winning ratio of the Taiwan Stock Market, the rate of return does not necessarily increase.
PALAMARČUK, Igor. "Konstrukce automatického obchodního systému a vyhodnocení dosažených výsledků při obchodování na komoditních trzích." Master's thesis, 2017. http://www.nusl.cz/ntk/nusl-367499.
Повний текст джерела