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Found 5 swedish dissertations matching the above criteria.

  2. 1. Perturbed Markov Chains with Damping Component and Information Networks

    Author : Benard Abola; Sergei Silvestrov; Christopher Engström; Dmitrii Silvestrov; Anatoliy Malyarenko; Milica Rancic; Vladimir Anisimov; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    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

  4. 2. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities

    Author : Betuel Canhanga; Sergei Sivestrov; Anatoliy Malyarenko; Ying Ni; Milica Rancic; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymptotic Expansion; European Options; Stochastic Volatilities; Mathematics Applied Mathematics; matematik tillämpad matematik;

    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

  5. 3. Extreme points of the Vandermonde determinant and phenomenological modelling with power exponential functions

    Author : Karl Lundengård; Sergei Silvestrov; Milica Rancic; Anatoliy Malyarenko; Palle Jorgensen; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    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

  6. 4. Extreme points of the Vandermonde determinant in numerical approximation, random matrix theory and financial mathematics

    Author : Asaph Keikara Muhumuza; Sergei Silvestrov; Anatoliy Malyarenko; Karl Lundengård; Milica Rancic; Olga Liivapuu; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    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

  7. 5. Analytical and Iterative Methods of Computing PageRank of Networks

    Author : Pitos Seleka Biganda; Sergei Silvestrov; Christopher Engström; Dmitrii Silvestrov; Anatoliy Malyarenko; Milica Rancic; Oleg Seleznjev; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    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