Search for dissertations about: "copula"
Showing result 1 - 5 of 16 swedish dissertations containing the word copula.
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1. Copula-based Portfolio Optimization
Abstract : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. READ MORE
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2. The Arabic Dialect of Tillo in the Region of Siirt : (south-eastern Turkey)
Abstract : This study is in many respects a traditionally descriptive one which places special emphasis on socio-linguistic and language-contact phenomena. It concerns, however, a relatively unfamiliar example of involuntary cultural assimilation and probable extinction, which is not without relevance to current politics among great powers. READ MORE
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3. Random networks with weights and directions, and epidemics thereon
Abstract : Networks, consisting of nodes and of edges, can be used to model numerous phenomena, e.g, web pages linking to each other or interactions between people in a population. READ MORE
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4. Bayesian inference for high dimensional factor copula models
Abstract : Copulas have been applied to many research areas as multivariate probability distributions for non-linear dependence structures. However, extending copula functions in high dimensions is challenging due to the increase of model parameters and computational intensity. READ MORE
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5. Numerical Modelling and Statistical Analysis of Ocean Wave Energy Converters and Wave Climates
Abstract : Ocean wave energy is considered to be one of the important potential renewable energy resources for sustainable development. Various wave energy converter technologies have been proposed to harvest the energy from ocean waves. This thesis is based on the linear generator wave energy converter developed at Uppsala University. READ MORE