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 10 of 10 for “"conditional expectations"”.
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Income Inequality Measures and Statistical Properties of Weighted Burr-type and Related Distributions
<p>In this thesis, tail conditional expectation (TCE) in risk analysis, an important measure for right-tail risk, is presented. This value is generally based on the quantile of the loss distribution. Explicit formulas of several tail conditional expectations and inequality measures for Dagum-type …
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On decompositions and Connes's embedding problem of finite von Neumann algebras
… Neumann algebras, completely bounded mappings, conditional expectations, tensor products, crossed products, direct integrals, and Jones basic construction.</p><p>Chapter 2 introduces new decompositions of finite von Neumann algebras which we call F-thin, strongly F-thin, and weakly F-thin, etc. …
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Asymptotics and numerics in rough and local stochastic volatility models
… of these models: the occurrence of certain conditional expectations complicates general statements about existence of solutions. Even all one-dimensional marginals of this process would be known. The main idea of our work is a relatively simple observation: when applying the Euler-scheme, a …
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Anomaly Detection in Collider Physics via Factorized Observables
… FORCE: factorized observables for regressing conditional expectations. Our approach is based on the inductive bias of factorization, which is the idea that the physics governing different energy scales can be treated as approximately independent. Assuming factorization holds separately for …
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Properties of natural systems and the efficiency of market-based solutions to environmental externalities
… ratios depend on (a) the discount rate, (b) conditional expectations of future states of the affected resource, (c) persistence of the state of the affected resource, and (d) initial conditions. In the third study, I analyze how analytical hydrologic models can inform the effective design and …
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Orbit discontinuities and topological models for Borel semiflows
… are constructed by taking weak$^*-$ limits of conditional expectations. We show that these measure paths coincide and are weak$^*-$ continuous except at countably many times $t$. If the measure paths differ at $t = 0$ for some point $x$, then $x$ has an orbit discontinuity at time $0$.
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Quantum random walks
… the state of the incoming particles. We also use conditional expectations to obtain a simple condition, at the level of generators, which suffices for the convergence of the associated random walks. Limit cocycles, for which noises depend on the state of the incoming particles, are also obtained …
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The use of stochastic collocation for sampling from expensive distributions with applications in finance
… distribution of interest, e.g. option prices or conditional expectations like expected shortfall.
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Cagan Type Rational Expectations Model on Time Scales with Their Applications to Economics
<p>Rational expectations provide people or economic agents making future decision with available information and past experiences. The first approach to the idea of rational expectations was given approximately fifty years ago by John F. Muth. Many models in economics have been studied using the …
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Novel Approaches for Some Stochastic and Deterministic Scheduling Problems
… for the first time in the literature the use of conditional-value-at-risk (CVaR) as a criterion for stochastic scheduling problems in order to obtain risk-averse solutions. This criterion has the tendency of minimizing both the expectation and variance of a performance measure simultaneously, …