Sökning: "dependence modeling"

Visar resultat 1 - 5 av 171 avhandlingar innehållade orden dependence modeling.

1. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

   Författare :Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

   Sammanfattning : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. LÄS MER

3. 2. On Importance Sampling and Dependence Modeling

   Författare :Jens Svensson; Boualem Djehiche; Thomas Mikosch; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

   Sammanfattning : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. LÄS MER

4. 3. Continuum modeling of particle flows in high shear granulation

   Författare :Per Abrahamsson; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; High shear granulation; parameter study; resolution dependence; continuum modeling; kinetic theory of granular flow; granular flow;

   Sammanfattning : High shear granulation is an important process in the pharmaceutical industry. The aim of the process is to produce granules with specific properties, like size and hardness, from powder mixtures. The properties of the granules are determined by the flow field in the mixer. LÄS MER

5. 4. Population modeling using harpacticoid copepods : Bridging the gap between individual-level effects and protection goals of environmental risk assessment

   Författare :Elin Lundström Belleza; Magnus Breitholtz; Annemette Palmqvist; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Population modeling; Eco toxicity tests; Environmental risk assessment; Harpacticoid copepods; Applied Environmental Science; tillämpad miljövetenskap;

   Sammanfattning : To protect the environment from contaminants, environmental risk assessment (ERA) evaluates the risk of adverse effects to populations, communities and ecosystems. Environmental management decisions rely on ERAs, which commonly are based on a few endpoints at the individual organism level. LÄS MER

7. 5. Continuum modeling of paperboard for the mechanical response of converting processes

   Författare :Kristofer Robertsson; Hållfasthetslära; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Paperboard; Continuum modeling; Converting processes; FEM simulations; Finite strain theory; Damage modeling; Rate-dependent; Creasing and folding; Out-of-plane experiments;

   Sammanfattning : Paperboard is a thin and lightweight material made of cellulose fibers and it is an important component in packaging material where it provides stiffness and rigidity. The scope of this work is the development of continuum models, and its numerical treatments, for simulating the processes of converting paperboard into packages. LÄS MER