Sökning: "sequential testing"

Visar resultat 6 - 10 av 48 avhandlingar innehållade orden sequential testing.

  1. 6. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER

  3. 7. Engineering Competitive and Query-Optimal Minimal-Adaptive Randomized Group Testing Strategies

    Författare :Muhammad Azam Sheikh; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; learning by queries; combinatorial search; competitive ratio; randomization; pooling design; group testing; linear program;

    Sammanfattning : Suppose that given is a collection of $n$ elements where $d$ of them are \emph{defective}. We can query an arbitrarily chosen subset of elements which returns Yes if the subset contains at least one defective and No if the subset is free of defectives. The problem of group testing is to identify the defectives with a minimum number of such queries. LÄS MER

  4. 8. Testing for Rationality, Separability and Efficiency

    Författare :Per Hjertstrand; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Revealed preference; Regional convergence; Rationality; Nonparametric; NONPAR test; LP test; GARP; Efficiency; Data Envelopment Analysis DEA ; Afriat’s Theorem; Bootstrap; Swofford and Whitney test; Weak separability;

    Sammanfattning : This thesis aims to propose, evaluate and apply test procedures for rationality, weak separability and efficiency. In particular, it focuses on nonparametric revealed preference procedures. LÄS MER

  5. 9. Monitoring, Testing and Debugging of Distributed Real-Time Systems

    Författare :Henrik Thane; Mälardalens högskola; []
    Nyckelord :;

    Sammanfattning : Abstract Testing is an important part of any software development project, and can typically surpass more than half of the development cost. For safety-critical computer based systems, testing is even more important due to stringent reliability and safety requirements. LÄS MER

  7. 10. Essays on nonlinear time series modelling och hypothesis testing

    Författare :Birgit Strikholm; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. LÄS MER