Search for dissertations about: "Milica Rancic"
Found 5 swedish dissertations containing the words Milica Rancic.
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1. Perturbed Markov Chains with Damping Component and Information Networks
Abstract : This thesis brings together three thematic topics, PageRank of evolving tree graphs, stopping criteria for ranks and perturbed Markov chains with damping component. The commonality in these topics is their focus on ranking problems in information networks. READ MORE
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2. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities
Abstract : Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for example, the volatility of the security. READ MORE
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3. Extreme points of the Vandermonde determinant and phenomenological modelling with power exponential functions
Abstract : This thesis discusses two topics, finding the extreme points of the Vandermonde determinant on various surfaces and phenomenological modelling using power-exponential functions. The relation between these two problems is that they are both related to methods for curve-fitting. READ MORE
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4. Extreme points of the Vandermonde determinant in numerical approximation, random matrix theory and financial mathematics
Abstract : This thesis discusses the extreme points of the Vandermonde determinant on various surfaces, their applications in numerical approximation, random matrix theory and financial mathematics. Some mathematical models that employ these extreme points such as curve fitting, data smoothing, experimental design, electrostatics, risk control in finance and method for finding the extreme points on certain surfaces are demonstrated. READ MORE
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5. Analytical and Iterative Methods of Computing PageRank of Networks
Abstract : This thesis is about variants of PageRank, methods of PageRank computation and perturbation analysis of a PageRank vector as a stationary distribution of a kind of perturbed Markov chain model. Chapter 2 of this thesis gives closed form formulae for ordinary and lazy PageRanks for some specific simple line graphs. READ MORE