Search for dissertations about: "dependence modeling"
Showing result 1 - 5 of 171 swedish dissertations containing the words dependence modeling.
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1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling
Abstract : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. READ MORE
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2. On Importance Sampling and Dependence Modeling
Abstract : This thesis consists of four papers. In the first paper, Monte Carlo simulation for tail probabilities of heavy-tailed random walks is considered. Importance sampling algorithms are constructed by using mixtures of the original distribution with some other state-dependent distributions. READ MORE
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3. Continuum modeling of particle flows in high shear granulation
Abstract : High shear granulation is an important process in the pharmaceutical industry. The aim of the process is to produce granules with specific properties, like size and hardness, from powder mixtures. The properties of the granules are determined by the flow field in the mixer. READ MORE
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4. Population modeling using harpacticoid copepods : Bridging the gap between individual-level effects and protection goals of environmental risk assessment
Abstract : To protect the environment from contaminants, environmental risk assessment (ERA) evaluates the risk of adverse effects to populations, communities and ecosystems. Environmental management decisions rely on ERAs, which commonly are based on a few endpoints at the individual organism level. READ MORE
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5. Continuum modeling of paperboard for the mechanical response of converting processes
Abstract : Paperboard is a thin and lightweight material made of cellulose fibers and it is an important component in packaging material where it provides stiffness and rigidity. The scope of this work is the development of continuum models, and its numerical treatments, for simulating the processes of converting paperboard into packages. READ MORE