Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 32 for “"Correlation Model"”.
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A Dynamic Correlation Model for Pricing Credit Derivatives in A Lattice Framework
… methods which are applied to a new dynamic correlation model extended to the class of affine reduced-form models. The proposed operator methods for lattice representations are robust and allow one to specify rich dynamic structures for the hazard rates during the portfolio credit derivative …
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Effect of Exponential Correlation Model on Spectral and Energy Efficiency for Massive MIMO Systems
… there is little attention so far on the spatial correlation between the channels. Most of the published work are assuming that the antennas are uncorrelated which is not the case in real-world situations. In this dissertation, the effect of channel correlation model on the Massive MIMO …
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A detailed investigation of the linear model and some of its underlying assumptions
… this thesis is to provide a study of the linear model. The whole work has been split into 6 chapters. In Chapter 1 we define and examine the two linear models, i.e. the regression and the correlation model. More specifically we show that the regression model is the conditional version of the …
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From Static Potentials to High-Energy Scattering
We develop a loop-loop correlation model for a unified description of static color dipole potentials, confining QCD strings, and hadronic high-energy reactions with special emphasis on saturation effects manifesting S-matrix unitarity at ultra-high energies. The model combines perturbative gluon …
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Applications of Random Matrix Theory to Portfolio Management and Financial Networks
… the RMT approach to clean measurement noise from correlation matrices constructed for large portfolios of stocks of the FTSE 100. We apply this methodology to a number of correlation estimators, i.e., the sample correlation matrix, the Constant Conditional Correlation Model (CCC) of Bollerslev …
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Μελέτη των χαρακτηριστικών των γεγονότων με οπισθοδρομούντα πρωτόνια σε αντιδράσεις νετρινών και αντινετρινών σε Ne/H₂ στο θάλαμο φυσαλλίδων BEBC
… perhaps, from short-range nucleon-nucleon correlations in the nucleus. The detailed study of the characteristics of the events with backward protons in charged current interactions, produced in the Big European Bubble Chamber (BEBC) by the neutrino and antineutrino wide-band beams (beam …
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Multiframe Super Resolution with JPEG2000 Compressed Images
… by increasing the signal-to-noise ratio in the correlation model for the AWF SR method, providing a novel approach to treating the compression artifacts. The experimental results include the use of simulated imagery for quantitative analysis. We also include real video results for subjective …
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ΕΠΙΔΡΑΣΗ ΤΗΣ ΠΑΡΟΥΣΙΑΣ ΡΩΓΜΩΝ ΣΤΗΝ ΚΑΤΑΝΟΜΗ ΤΗΣ ΕΝΤΑΣΕΩΣ ΣΕ ΘΛΙΒΟΜΕΝΑ ΣΩΜΑΤΑ. ΕΦΑΡΜΟΓΕΣ ΣΤΗΝ ΠΕΡΙΟΧΗ ΤΗΣ ΒΡΑΧΟΜΗΧΑΝΙΚΗΣ
… SHEARING IN THE FIRST TOPIC OF THIS THESIS . A CORRELATION MODEL HAS BEEN INTRODUCED IN ORDER TO CORRECT THE INCOMPATIBLE IN-PLANE DISPLACEMENTS, WHICH ARE PRODUCED BY THE SHEAR STRESSES. THE RESULT OF THIS CORRECTION IS, THE DEVELOPMENT OF AN ADDITIONAL COMPRESSION ALONG THE CRACK LIPS. THE …
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A Treatise of PD-LGD Correlation Modelling
… that the probability of default (PD) and LGD correlations are not captured in the proposed formula for estimating economic capital. To help quantify economic downturn LGD, the Basel Committee proposed establishing a functional relationship between long-run and downturn LGD. To the best of our …
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Patterns of motion in non-overlapping networks using vehicle tracking data
… events. First, we present a weighted cross correlation model to learn the topology of the network without solving correspondence in the first place. We use estimates of normalized color and apparent size to measure similarity of object appearance between different views. This information is …
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A new approach to calculate and forecast dynamic conditional correlation - the use of a multivariate heteroskedastic mixture model
… However, comparatively little is devoted to modelling time varying correlation. In this research, we extend the current literature on correlation modelling by reviewing existing time-series tools, performing empirical analysis and developing two new conditional heteroscedastic models based on …
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Enhanced minimum variance optimisation: a pragmatic approach
… and Volume. Additionally, the constant correlation model is employed in the estimation of the shrinkage intensity, structured covariance target and shrinkage estimator. The results of this study showed that with specific levels of factor tilting, one can generally improve both absolute …
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Implications of permeability uncertainty within engineered geologic fluid systems
… a geostatistical analysis resulting in a spatial correlation model of regional scale permeability within the CRBG, (2) a Monte Carlo-type modeling studying investigating the effects that permeability uncertainty has on the injectivity and storativity of the CRBG as a storage reservoir, (3) a …
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Modelling the impact of oil price volatility on investment decision-making
… transforming from the old, vertically integrated model into a more competitive model in which most companies are exposed to different types of risk. One of the major challenges facing energy companies is making investment decision-making associated with the prices of crude oils. Since 1973, crude …
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Timing Analysis and Behavioral Synthesis with Process Variation
… no longer considered to be deterministic but are modeled as probability distributions. In order to support statistical design, new algorithms and methods are needed. One of the chief problems with process variation is the need for accurate timing analysis in which process parameters such as gate …
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Higher moment models for risk and portfolio management
… considers specific topics related to the dynamic modelling and management of risk, with a particular emphasis on the generation of asymmetric and fat tailed behavior observed in practise. Specifically, extensions to the dynamics of the popular GARCH model, to capture time variation in higher …
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Solving problems in P using correlated instances
… challenge is how to gain computationally from correlations when they can be found. [DGH, ITCS 20151 showed that significant computational gains can be made by having access to auxiliary instances which are correlated with the primary problem instance via the solution space. Here, we set out to …
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Characterisation and simulation of bidirectional multiphase flow in tubes
… the literature of a generally accepted empirical correlation model that resolves the phenomenon of flow reversal and flooding in vertical tubes for gas / liquid flows with different fluids. Rather, experimental empirical model correlation developed so far relied on air/water flows. This research, …
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Sagebrush Ecosystem Characterization, Monitoring, and Forecasting with Remote Sensing: Quantifying Future Climate and Wildlife Habitat Change
… years to validate component change capability. Correlation of ground measurements to remote sensing predictions indicated that annual component predictions tracked ground measurements more closely than seasonal ones, and QuickBird predictions tracked ground measurements more closely than Landsat …
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Extraction of physically-realistic pore network properties from three-dimensional synchrotron microtomography images of unconsolidated porous media
… and can also be incorporated into a pore-network model to verify existing models, understand, or predict transport and flow processes and phenomena in complex porous media systems. The algorithms are based on the three-dimensional skeletonization of the pore space in the form of nodes connected to …
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