Sökning: "Liu Yang"
Visar resultat 16 - 20 av 22 avhandlingar innehållade orden Liu Yang.
16. Modelling Weather Dynamics for Weather Derivatives Pricing
Sammanfattning : This thesis focuses on developing an appropriate stochastic model for temperature dynamics as a means of pricing weather derivative contracts based on temperature. There are various methods for pricing weather derivatives ranging from simple one like historical burn analysis, which does not involve modeling the underlying weather variable to complex ones that require Monte Carlo simulations to achieve explicit weather derivatives contract prices, particularly the daily average temperature (DAT) dynamics models. LÄS MER
17. NT-proBNP as a marker of postoperative heart failure in adult cardiac surgery
Sammanfattning : Postoperative heart failure (PHF) remains the major cause of mortality after cardiac surgery. Unfortunately, generally accepted diagnostic criteria for PHF are lacking. This may explain why the evidence for the efficacy and safety of current treatment of PHF with inotropes is insufficient. LÄS MER
18. Misclassification Probabilities through Edgeworth-type Expansion for the Distribution of the Maximum Likelihood based Discriminant Function
Sammanfattning : This thesis covers misclassification probabilities via an Edgeworth-type expansion of the maximum likelihood based discriminant function. When deriving misclassification errors, first the expectation and variance in the population are assumed to be known where the variance is the same across populations and thereafter we consider the case where those parameters are unknown. LÄS MER
19. Large deviations of condition numbers of random matrices
Sammanfattning : Random matrix theory has found many applications in various fields such as physics, statistics, number theory and so on. One important approach of studying random matrices is based on their spectral properties. In this thesis, we investigate the limiting behaviors of condition numbers of suitable random matrices in terms of large deviations. LÄS MER
20. Contributions to reciprocal processes
Sammanfattning : Reciprocal processes are stochastic processes such that the current state only depends on the nearest past and future, and they have found many applications in various fields such as Euclidean quantum physics. This thesis focuses on the study of some classes of reciprocal processes in both discrete-time and continuous-time frameworks. LÄS MER