Search for dissertations about: "Stochastic parameters"
Showing result 16 - 20 of 236 swedish dissertations containing the words Stochastic parameters.
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16. Dynamic Resampling for Preference-based Evolutionary Multi-objective Optimization of Stochastic Systems : Improving the efficiency of time-constrained optimization
Abstract : In preference-based Evolutionary Multi-objective Optimization (EMO), the decision maker is looking for a diverse, but locally focused non-dominated front in a preferred area of the objective space, as close as possible to the true Pareto-front. Since solutions found outside the area of interest are considered less important or even irrelevant, the optimization can focus its efforts on the preferred area and find the solutions that the decision maker is looking for more quickly, i. READ MORE
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17. Large-scale simulation-based experiments with stochastic models using machine learning-assisted approaches : Applications in systems biology using Markov jump processes
Abstract : Discrete and stochastic models in systems biology, such as biochemical reaction networks, can be modeled as Markov jump processes. The chemical master equation describes how the probability distribution of a biochemical system's states evolves. Unfortunately, solutions to the chemical master equation only exist for trivial problems. READ MORE
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18. The Lagrangian Stochastic Advective-Reactive Approach to Modeling Solute Transport in Hydrological Systems
Abstract : The Lagrangian stochastic advective-reactive modelingapproach has been used for analyzing transport of bothnonreactive and reactive solutes in different hydrologicalsystems (structured soil, groundwater, mining waste rockdeposits and surface waters including single stream and networkof streams) and at different spatio-temporal scales (rangingfrom laboratory column-scale to catchment-scale). Further, afirst step has been taken to extending the Lagrangianstochastic advective-reactive modeling methodology to integratethe soil-groundwater-stream transport through a catchment. READ MORE
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19. 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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20. Asset Pricing Models with Stochastic Volatility
Abstract : Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-switching models. READ MORE