Search for dissertations about: "Copula"

Showing result 1 - 5 of 16 swedish dissertations containing the word Copula.

  2. 1. Copula-based Portfolio Optimization

    Author : Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

    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

  4. 2. The Arabic Dialect of Tillo in the Region of Siirt : (south-eastern Turkey)

    Author : Ablahad Lahdo; Bo Isaksson; Werner Arnold; Uppsala universitet; []
    Keywords : HUMANIORA; HUMANITIES; Arabic language; qǝltu-dialects; intermarriage; linguistic dominance; cultural influence; devoicing; pausal position; spontaneous imāla; copula; ḥāl-sentence; second borrowing; Arabiska; Arabic language; Arabiska;

    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

  5. 3. Random networks with weights and directions, and epidemics thereon

    Author : Kristoffer Spricer; Tom Britton; Pieter Trapman; Istvan Kiss; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Epidemics; Reproduction number; Final size; Large outbreak; Weighted network; Undirected; Partially directed; Configuration model; Copula; Mathematical Statistics; matematisk statistik;

    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

  6. 4. Bayesian inference for high dimensional factor copula models

    Author : Hoang Nguyen; Maria Conception Ausin Olivera; Pedro Galeano San Miguel; Universidad Carlos III de Madrid; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    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

  7. 5. Numerical Modelling and Statistical Analysis of Ocean Wave Energy Converters and Wave Climates

    Author : Wei Li; Isberg Jan; Jens Peter Kofoed; Uppsala universitet; []
    Keywords : Wave power; Wave energy converter; Gravity-based foundation; Power absorption; Wave spectrum; Linear generator; Frequency domain; Wave climate; Ocean wave modelling; Mixed-distribution model; Bivariate distribution; Archimedean copula;

    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