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Visar resultat 21 - 25 av 773 avhandlingar innehållade orden Matematiska Institutionen..
21. Modeling Realized Covariance of Asset Returns
Sammanfattning : In this thesis, which consists of two papers, we consider the modeling of positive definitive symmetric matrices, in particular covariance matrices of financial asset returns. The return covariance matrix describes the magnitude in which prices of financial assets tend to change over time, and how price changes between different assets are related. LÄS MER
22. Modeling the covariance matrix of financial asset returns
Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER
23. Approximation of pluricomplex Green functions : A probabilistic approach
Sammanfattning : This PhD thesis focuses on probabilistic methods of approximation of pluricomplex Green functions and is based on four papers.The thesis begins with a general introduction to the use of pluricomplex Green functions in multidimensional complex analysis and a review of their main properties. LÄS MER
24. Scan Statistics for Space-Time Cluster Detection
Sammanfattning : Scan statistics are used by public health agencies to detect and localize disease outbreaks. This thesis provides an overview of scan statistics in the context of prospective disease surveillance and outbreak detection, presents a novel scan statistic to deal with the type of zero-abundant data that is often encountered in these settings, and—perhaps most importantly—implements this and other scan statistics in a freely available and open source R package. LÄS MER
25. Universal algebraic structures on polyvector fields
Sammanfattning : The theory of operads is a conceptual framework that has become a kind of universal language, relating branches of topology and algebra. This thesis uses the operadic framework to study the derived algebraic properties of polyvector fields on manifolds.The thesis is divided into eight chapters. LÄS MER