In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and ...
Understanding user’s perception of service variability is essential to discern their overall perception of any type of (transport) service. We study the perception of waiting time variability for ride-hailing services. We carried out a stated preference su ...
The time-resolved physical spectrum of luminescence is theoretically studied for a standard cavity quantum electrodynamics system. In contrast to the power spectrum for the steady state, the correlation functions up to the present time are crucial for the ...
We present calculations of tunneling splittings in selected small water clusters, based on a recently developed path integral molecular dynamics (PIMD) method. The ground-rotational-state tunneling motions associated with the largest splittings in the wate ...
This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...
We consider the problem of finding the optimal time to switch between two measurable cash-flow streams. A complete characterization of the set of solutions is obtained in terms of adjoint variables which measure the available gain from deviations. An itera ...
Double emulsion drops are well-suited templates to produce capsules whose dimensions can be conveniently tuned by adjusting those of the drops. To closely control the release kinetics of encapsulants, the composition and thickness of the capsule shell must ...
Write-once memory (WOM) is a storage medium with memory elements, called cells, which can take on q levels. Each cell is initially in level 0 and can only increase its level. A t-write WOM code is a coding scheme, which allows one to store t messages to th ...
Institute of Electrical and Electronics Engineers2014
Arterial tree hemodynamics can be simulated by means of several models of different level of complexity, depending on the outputs of interest and the desired degree of accuracy. In this work, several numerical comparisons of geometrical multiscale models a ...
High-density snow layers deteriorate grazing conditions for reindeer during winter. We compare two different methods for identifying past winters with difficult grazing conditions for reindeer in Kautokeino, northern Norway. A long-term climate analysis ba ...
This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion, and in their time preference rate. The authors study th ...
Rock falls represent a serious threat to communities living in mountainous areas in several European countries, and their potential hazard must be taken into account for an appropriate land use planning and for establishing risk mitigation measures. Rock f ...
Weighted automata are nondeterministic automata with numerical weights on transitions. They can define quantitative languages L that assign to each word w a real number L(w). In the case of infinite words, the value of a run is naturally computed as the ma ...
Quantitative generalizations of classical languages, which assign to each word a real number instead of a Boolean value, have applications in modeling resource-constrained computation. We use weighted automata (finite automata with transition weights) to d ...
In this paper, we design a multiuser two-way relay system using space division multiple access (SDMA) communications and devise an optimal scheduling method that maximizes the sum rate while ensuring fairness among users. To reduce the computational load a ...
Ultra-high performance fibre reinforced concrete (UHPFC) is a high performance construction material, coupling strength, ductility and compacity. Up to the present time, its mechanical properties have been widely studied, but design approaches and structur ...
Proceedings of the 6th Int. Ph.D. Symposium in Civil Engineering, Zurich 20062006
