mdh.sePublications
Change search
Refine search result
123456 151 - 200 of 284
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 151.
    Jonsson, Gunnar
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Gustafsson, Peter
    Mälardalen University, Department of Mathematics and Physics.
    Enghag, Margareta
    Mälardalen University, Department of Mathematics and Physics.
    Context rich problems as an educational tool in physics teaching – a case study2007In: Journal of Baltic Science Education, ISSN 1648-3898, Vol. 6, no 2, p. 26-34Article in journal (Refereed)
  • 152.
    Jönsson, H.
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Kukush, A.G.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrov, D.
    Mälardalen University, Department of Mathematics and Physics.
    Supplement to the paper "Threshold structure of optimal stopping domains for American type options": Theory of Stochastic Processes, v. 8(24), no. 1-2 (2002), 170-1772004Licentiate thesis, monograph (Other scientific)
    Abstract [en]

    Conditions, which provide a one-threshold structure for optimal stopping strategies for American type options, are given.

  • 153.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Convergence of Reward Functions in a Discrete Time Optimal Stopping Problem: Application to American Type OptionsManuscript (Other academic)
  • 154.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Convergence of Reward Functions in a Discrete Time Optimal Stopping Problem: Application to American Type Options2005Report (Other academic)
  • 155.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Convergence of Reward Functions in a Discrete Time Optimal Stopping Problem: Application to American Type Options2005Licentiate thesis, monograph (Other scientific)
  • 156.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Monte Carlo Studies of American Type Call Options with Discrete Time2001In: Proceedings of the International School on Mathematical and Statistical Applications in Economics, 2001Chapter in book (Other academic)
  • 157.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Optimal Stopping Domains and Reward Functions for Discrete Time American Type Options2005Doctoral thesis, comprehensive summary (Other scientific)
    Abstract [sv]

    Avhandlingen behandlar problemet att välja tidpunkt för att lösa in en amerikansk option. En amerikansk option ger ägaren rätten att köpa eller sälja en underliggande vara för ett fast pris, kallat lösenpriset, fram till och med en förbestämd tid, den så kallade slutdagen. Den underliggande varan kan vara en aktie, en växelkurs, eller någon annan ekonomisk tillgång. I avhandlingen antar vi att optionen kan lösas in vid vissa givna tidpunkter som vi för enkelhets skull kallar 0,1, 2,…,N, där N är lösendagen.

    Ägaren vill hitta den optimala tidpunkten att lösa in optionen så att nuvärdet av den förväntade avkastningen maximeras. Att hitta den optimala tidpunkten att lösa in optionen är ett så kallat optimalt stopptidsproblem i diskret tid. I det optimala stopptidsproblemet observerar vi en följd av slumpmässiga värden (t.ex. aktiepriser) och söker efter den optimala tidpunkten att sluta observera följden och få en avkastning som bestäms av det senaste observerade värdet. Det är optimalt att lösa in optionen om avkastningen för det senaste observerade värdet är större än den förväntade framtida avkastningen givet det senaste observerade värdet.

    Utifrån denna regel kan vi för varje tidpunkt identifiera vilka värden som tillhör den optimala stoppmängden, d.v.s. mängden av alla värden för vilka det är optimalt att avsluta observationerna och lösa in optionen. Den optimala tidpunkten att lösa in optionen är den första tidpunkten då värdet på den underliggande varan observeras i den optimala stoppmängden.

    Avhandlingen består av två olika studier med anknytning till det optimala stopptids-problemet. I den första studien, se artiklarna A, B, C och D, undersöks strukturen på den optimala stoppmängden. I den andra studien, se artikel E, studeras värdet av den optimala strategin.

    I artikel A presenteras en experimentell studie av hur strukturen på de optimala stoppmängderna beror på vilken avkastningsfunktion som en amerikansk köpoption har. Avkastningsfunktionen bestämmer hur avkastningen ska beräknas utifrån det observerade värdet. I artikeln visas att den optimala stoppmängden kan till exempel vara ett intervall av värden så att det finns ett tröskelvärde för vilket alla värden som är större än detta tröskelvärde tillhör den optimala stoppmängden. Den optimala stoppmängden kan även vara en union av två eller flera intervall där det mellan intervallen finns värden för vilket det är optimalt att fortsätta att äga optionen.

    I artikel B, C och D ges tillrackliga villkor på avkastningsfunktionerna så att det finns ett tröskelvärde så att de optimala stoppmängderna har en enkel intervallstruktur. Artikel B behandlar amerikanska köpoptioner med avkastningsfunktioner som är konvexa och icke-avtagande med avseende på värdet på den underliggande varan. Prisprocessen, som beskriver utvecklingen värdet på den underliggande varan i tiden, är i denna artikel en inhomogen multiplikativ Markovprocess. Det tillräckliga villkoret på avkastningsfunktionen kan uttryckas på följande sätt: Om värdet av den underliggande varan vid en tidpunkt ändras, så ska förändringen av avkastningen vid den tidpunkten vara större än förändringen av den förväntade avkastningen vid följande tidpunkt.

    Artikel C och D utökar villkoren givna i artikel B till att gälla även optioner med icke-växande (artikel C) och icke-avtagande (artikel D) avkastningsfunktioner motsvarande säljoptioner respektive köpoptioner. Prisprocessen antas i dessa artiklar vara en generell inhomogen Markovprocess i diskret tid. De tillräckliga villkoren för avkastningsfunktionen kan i båda artiklarna uttryckas på liknande sätt som villkoret i artikel B.

    I den andra studien, se artikel E, studeras hur värdet av den optimala strategin påverkas om det finns en störning som påverkar avkastningsfunktionerna och övergångssannolikheterna för prisprocessen. Värdet på den optimala strategin för ett observerat värde som är i den optimala stoppmängden definieras som värdet av avkastningen som vi får om vi löser in optionen. Om det observerade värdet ar utanför stoppmängden är värdet på den optimala strategin lika med den förväntade framtida avkastningen givet det observerade värdet. I artikeln ges villkor på avkastningsfunktionerna och övergångssannolikheterna så att värdet på den optimala strategin i det "störda" fallet närmar sig värdet på den optimala strategin i det "ostörda" fallet när störningen i avkastningsfunktionerna och övergångssannolikheterna avtar mot noll.

  • 158.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Structural studies of optimal stopping domains for american type call options2004Doctoral thesis, monograph (Other scientific)
  • 159.
    Jönsson, Henrik
    Mälardalen University, Department of Mathematics and Physics.
    Structural studies of optimal stopping domains of American type call options2004Licentiate thesis, comprehensive summary (Other scientific)
  • 160.
    Jönsson, Henrik
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Kukush, Alexander
    Silvestrov, Dmitrii
    Threshold Structure of Optimal Stopping Domains for American Type Options2002In: Theory of Stochastic Processes, ISSN 0321-3900, Vol. 8, no 1-2, p. 169-176Article in journal (Other academic)
  • 161.
    Jönsson, Henrik
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Kukush, Alexander
    Silvestrov, Dmitrii
    Threshold Structure of Optimal Stopping Strategies for American Type Option. I2004In: Theory of Probability and Mathematical Statistics, ISSN 1547-7363, Vol. 71, p. 82-92Article in journal (Refereed)
    Abstract [en]

    The paper presents results of theoretical studies of optimal stopping domains of American type options in discrete time. Sufficient conditions on the payoff functions and the price process for the optimal stopping domains to have one-threshold structure are given. We consider monotone, convex and inhomogeneous-in-time payoff functions. The underlying asset's price is modelled by an inhomogeneous discrete time Markov process.

  • 162.
    Jönsson, Henrik
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Kukush, Alexander
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrov, Dmitrii
    Mälardalen University, Department of Mathematics and Physics.
    Threshold structure of optimal stopping strategies for American type options2004Report (Other academic)
  • 163.
    Jönsson, Henrik
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Kukush, Alexander
    Silvestrov, Dmitrii
    Threshold Structure of Optimal Stopping Strategies for American Type Options. II2005In: Theory of Probability and Mathematical Statistics, ISSN 1547-7363, Vol. 72, p. 42-53Article in journal (Refereed)
    Abstract [en]

    The paper presents results of theoretical studies of optimal stopping domains of American type options in discrete time. Sufficient conditions on the payoff functions and the price process for the optimal stopping domains to have one-threshold structure are given. We consider monotone, convex and inhomogeneous-in-time payoff functions. The underlying asset's price is modelled by an inhomogeneous discrete time Markov process.

  • 164.
    Jönsson, Jönsson
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Kukush, A.G.
    Kiev University, Ukraine.
    Silvestrov, D.S.
    Mälardalen University, Department of Mathematics and Physics.
    Optimal stopping strategies for American type options2004Conference paper (Other academic)
    Abstract [en]

    New results on a multi-theshold structure of optimal stopping strategies for American type options for Markov type price processes are presented.

  • 165.
    Kalavrezos, Michail
    Mälardalen University, Department of Mathematics and Physics.
    Pricing Caps in the Heath, Jarrow and Morton Framework Using Monte Carlo Simulations in a Java Applet2007Independent thesis Advanced level (degree of Magister), 10 points / 15 hpStudent thesis
    Abstract [en]

    In this paper the Heath, Jarrow and Morton (HJM) framework is applied in the programming language Java for the estimation of the future spot rate. The subcase of an exponential model for the diffusion coefficient (volatility) is used for the pricing of interest rate derivatives (caps).

  • 166.
    Kalavrezos, Michail
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Wennermo, Michael
    Mälardalen University, Department of Mathematics and Physics.
    Stochastic Volatility Models in Option Pricing2008Independent thesis Advanced level (degree of Magister), 20 points / 30 hpStudent thesis
    Abstract [en]

    In this thesis we have created a computer program in Java language which calculates European call- and put options with four different models based on the article The Pricing of Options on Assets with Stochastic Volatilities by John Hull and Alan White. Two of the models use stochastic volatility as an input. The paper describes the foundations of stochastic volatility option pricing and compares the output of the models. The model which better estimates the real option price is dependent on further research of the model parameters involved.

  • 167.
    Karlsson, Robert
    Mälardalen University, Department of Mathematics and Physics.
    Experimentell motståndsanalys av kåpkonfigurationer på Scaniamodells busstak2008Independent thesis Basic level (degree of Bachelor), 15 points / 22,5 hpStudent thesis
    Abstract [sv]

    Sammanfattning

    Dagens stigande bränslepriser gör det alltmer viktigt för tillverkare samt brukare av fordon, att fokusera på detaljer som kan minimera drivmedelåtgången. Scania linjetrafikbussar är utrustade med ett antal olika konfigurationer av kåpor som figurerar på bussarnas tak.

    Projektet har således innefattat att undersöka dessa ur ett aerodynamisk perspektiv i Mälardalens högskolas låghastighetsvindtunnel, förlagt vid Hässlö i Västerås.

    Resultaten som uppnåddes är att motståndskofficienten kan reduceras från CD=0,46 till CD=0,41 genom att omplacera orginalkåporna på andra positioner över taket. CD =0,39 erhålls genom att bruka de aerodynamiskt modifierade kåporna. Det skapar en vinst på 55-60 000 kr för orginalkåporna och motsvarande en vinst på 75-80 000 kr för de modifierade kåporna, räknat under bussens livslängd och en drivmedelkostnad på 8 kr/l. Beräkningarna är snålt tilltagna för att ej ge ett överskattat värde, utan är mer ett resultat i underkant. I bilagorna figurerar även andra värden som ger än mer större vinst i kronor

    Resultat uppnås då man tenderar minimera det återcirkulerande och energialstrande flöde som skapas inledningsvis på bussens tak under dess färd.

  • 168.
    Kheirollah, Amir
    Mälardalen University, Department of Mathematics and Physics. Mälardalen University, School of Education, Culture and Communication.
    Monte Carlo Simulation of Heston Model in MATLAB GUI2006Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    In the Black-Scholes model, the volatility considered being deterministic and it causes some

    inefficiencies and trends in pricing options. It has been proposed by many authors that the

    volatility should be modelled by a stochastic process. Heston Model is one solution to this

    problem. To simulate the Heston Model we should be able to overcome the correlation

    between asset price and the stochastic volatility. This paper considers a solution to this issue.

    A review of the Heston Model presented in this paper and after modelling some investigations

    are done on the applet.

    Also the application of this model on some type of options has programmed by MATLAB

    Graphical User Interface (GUI).

  • 169.
    Kimmo, Eriksson
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Torun, Lindholm
    Mälardalen University, Department of Social Sciences.
    Making gender matter: The role of gender-based expectancies and gender identification on women’s and men’s math performance in Sweden2007In: Scandinavian Journal of Psychology, Vol. 48, no 4, p. 329-338Article in journal (Refereed)
    Abstract [en]

    It is well established that an emphasis on gender differences may have negative effect on women's math performance in USA, Germany and the Netherlands. It has further been found that an individual’s identification with the stereotyped group may moderate effects of negative stereotypes. The present study investigated how gender-based expectancies affected the math performance of women and men in Sweden, a nation with a smaller gender gap than in other countries, and a strong cultural emphasis on gender equality. Participants, 112 female and 74 male undergraduate math students from Swedish universities, completed a difficult math test in which their gender was either linked to their test performance or not. Men performed better than women when gender was made relevant among participants who did not see their gender as an important aspect of their identity, while participants high in gender identification were unaffected by gender identity relevance. Moreover, the gender relevance manipulation affected men's performance more than women's. The results deviate from findings on US samples, indicating that the role of group identification as a moderator of stereotype-based exepctancy effects is complex, and that factors in the cultural context may interact with individual differences in identification to determine the impact of negative stereotypes.

  • 170.
    Kocjan, Waldemar
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Holmström, Kenneth
    Mälardalen University, Department of Mathematics and Physics.
    Mathematical Models for Automated Container Loading - an Introductory Study.: Optimization of Packaging with Robots2006Conference paper (Other academic)
  • 171.
    Kocjan, Waldemar
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Holmström, Kenneth
    Mälardalen University, Department of Mathematics and Physics.
    The AUTOPACK Project - Algorithms for Container Loading2006Report (Other academic)
  • 172.
    Kukush, Alexander G.
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrov, Dmitrii S.
    Mälardalen University, Department of Mathematics and Physics.
    Optimal pricing of American type options with discrete time2004In: Theory of Stochastic Processes, Vol. 10, no 26, p. 72-96Article in journal (Refereed)
  • 173.
    Kurasov, P
    et al.
    Stockholm University, Sweden.
    Stenberg, F
    Mälardalen University, Department of Mathematics and Physics. Stockholm University, Sweden.
    On the inverse scattering problem on branching graphs2002In: Journal of Physics A: Mathematical and General, ISSN 0305-4470, Vol. 35, no 1, p. 101-122Article in journal (Refereed)
    Abstract [en]

    The inverse scattering problem on branching graphs is studied. The definition of the Schrödinger operator on such graphs is discussed. The operator is defined with real potentials with finite first momentum and using special boundary conditions connecting values of the functions at the vertices. It is shown that in general the scattering matrix does not determine the topology of the graph, the potentials on the edges and the boundary conditions uniquely.

  • 174.
    Käck, Jan-Erik
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Holmström, Kenneth
    Mälardalen University, Department of Mathematics and Physics.
    Constrained Global Optimization with Radial Basis Functions2003Report (Other academic)
    Abstract [en]

    Response surface methods show promising results for global optimization of costly non convex objective functions, i.e. the problem of finding the global minimum when there are several local minima and each function value takes considerable CPU time to compute. Such problems often arise in industrial and financial applications, where a function value could be a result of a time-consuming computer simulation or optimization. Derivatives are most often hard to obtain. The problem is here extended with linear and nonlinear constraints, and the nonlinear constraints can be costly or not. A new algorithm that handles the constraints, based on radial basis functions (RBF), and that preserves the convergence proof of the original RBF algorithm is presented. The algorithm takes advantage of the optimization algorithms in the Tomlab optimization environment (www.tomlab.biz). Numerical results are presented for standard test problems.

  • 175.
    Lankinen, Paul
    Mälardalen University, Department of Mathematics and Physics.
    Construction of causal tensors using Clifford algebras of Euclidean signature2003Licentiate thesis, monograph (Other scientific)
  • 176.
    Lankinen, Paul
    Mälardalen University, Department of Mathematics and Physics.
    New construction of casual tensors2004In: Advances in Applied Clifford Algebras, ISSN 0188-7009, Vol. 14, no 2, p. 191-205Article in journal (Refereed)
    Abstract [en]

    We study the problem of constructing tensors satisfying the dominant property, a generalization of the dominant energy condition T ab u a v b ≥ 0 for all future directed causal vectors u, v. The construction is done on the paravector subspace of the r-fold Euclidean Clifford algebra ⊗rCℓp and is a generalization of the representation of superenergy tensors with complex 2-spinors. Especially, as with 2-spinors, we are able to construct causal tensors of arbitrary rank, contrary to earlier constructions using tensors or the r-fold Lorentzian Clifford algebra ⊗rCℓp,1 that only produce causal tensors of even rank. An advantage of the construction in ⊗rCℓp is that several algebraic properties become trivial due to the Euclidean norm on it.

  • 177.
    Lankinen, Paul
    Mälardalen University, Department of Mathematics and Physics.
    Spinors, Clifford algebras and superenergy tensors2004Doctoral thesis, comprehensive summary (Other scientific)
  • 178.
    Lankinen, Paul
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Pozo, J. M.
    Generalized spinor representation of superenergy tensorsManuscript (Other academic)
  • 179.
    Lindholm, Torun
    et al.
    Mälardalen University, Department of Social Sciences.
    Eriksson, Kimmo
    Mälardalen University, Department of Mathematics and Physics.
    Stereotype threat effects of women's and men’s math performance in Sweden: The protective role of gender identification2006Conference paper (Refereed)
  • 180.
    Ljungberg, Kajsa
    et al.
    Uppsala University.
    Mishchenko, Kateryna
    Mälardalen University, Department of Mathematics and Physics.
    Holmgren, Sverker
    Uppsala University.
    Efficient Algorithms for Multi-Dimensional Global Optimization in Genetic Mapping of Complex Traits2010In: Advances and Applications in Bioinformatics and Chemistry, ISSN 1178-6949, Vol. 3, no 1, p. 75-88Article in journal (Refereed)
    Abstract [en]

    We present a two-phase strategy for optimizing a multidimensional, nonconvex function arising during genetic mapping of quantitative traits. Such traits are believed to be affected by multiple so called quantitative trait loci (QTL), and searching for d QTL results in a d-dimensional optimization problem with a large number of local optima. We combine the global algorithm DIRECT with a number of local optimization methods that accelerate the final convergence, and adapt the algorithms to problem-specific features. We also improve the evaluation of the QTL mapping objective function to enable exploitation of the smoothness properties of the optimization landscape. Our best two-phase method is demonstrated to be accurate in at least six dimensions and up to ten times faster than currently used QTL mapping algorithms.

  • 181.
    Lundgren, Robin
    Mälardalen University, Department of Mathematics and Physics.
    Optimal Stopping Domains for Discrete Time Knock Out American Options2007In: Recent Advances in Stochastic Modelling and Data Analysis: Chania, Greece, 29 May - 1 June 2007, World Scientific , 2007, p. 613-620Chapter in book (Refereed)
  • 182.
    Lundgren, Robin
    Mälardalen University, Department of Mathematics and Physics.
    Structure of Optimal Stopping Domains for American Options with Knock out Domains2007In: Theory of Stochastic Processes, ISSN 0321-3900, Vol. 13(29), no 4, p. 98-129Article in journal (Refereed)
    Abstract [en]

    American options give us the possibility to exercise them at any moment of time up to maturity. An optimal stopping domain for American type options is a domain that, if the underlying price process enters we should exercise the option. A knock out option is a American barrier option of knock out type, but with more general shape structure of the knock out domain. An algorithm for generating the optimal stopping domain for American type knock out options is constructed. Monte Carlo simulation is used to determine the structure of the optimal stopping domain. Results of the structural, and stability of studies are presented for different models of payoff functions and knock out domains.

  • 183.
    Lundin, Johan
    Mälardalen University, Department of Mathematics and Physics.
    Matematiklärares utbildning och uppfattningar av matematik och undervisning2006Independent thesis Basic level (degree of Bachelor), 10 points / 15 hpStudent thesis
    Abstract [sv]

    Syftet med detta arbete är att undersöka matematiklärares uppfattning om matematik och undervisning. Undersökningen är gjord med hjälp av en enkät som 32 lärare svarat på. Resultatet visar att de flesta lärare inte har en traditionell uppfattning om matematik och undervisning men att de trots allt undervisar efter traditionella metoder. Utbildningsnivån är hög bland de lärare som undervisar i de senare årskurserna men lärarna i de lägre åren har låg utbildning. Undersökningen visar också att en stor andel lärare lägger ner lite tid till att planera sina matematiklektioner och det kan ha ett samband med att lärare låter läroboken styra undervisningen. Resultatet visar att det verkar vara svårt att förändra den traditionella matematikundervisningen och därför kommer stora delar av läro- och kursplaner bort på dessa lektioner.

  • 184.
    Malosha, Peter
    Mälardalen University, Department of Mathematics and Physics.
    PRICING AN AMERICAN CALL ON DEVIDEND PAYING STOCK2007Independent thesis Advanced level (degree of Magister), 15 points / 22,5 hpStudent thesis
    Abstract [en]

    Abstract

    The aim of this paper is to implement and create a Java applet that performs the simulation of Fu and Hu model .The graphical result is presented on how investor can handle an American call option with discrete dividends paying stock. The technical of stochastic approximation algorithm is used to obtain the gradient, step size and observation length. The thesis is based on Fu and Hu model (2005).

  • 185.
    Malyarenko, Anatoliy
    Mälardalen University, Department of Mathematics and Physics.
    A series expansion of a certain class of isotropic Gaussian random fields with homogeneous increments2004Report (Other academic)
  • 186.
    Malyarenko, Anatoliy
    Mälardalen University, Department of Mathematics and Physics.
    Abelian and Tauberian theorems for random fields on two-point homogeneous spaces2003Report (Other scientific)
    Abstract [en]

    We consider centred mean-square continuous random fields for which the incremental variance between two points depends only on the distance between these points. The relations between the asymptotic behaviour of the incremental variance near zero and the asymptotic behaviour of the spectral measure of the field near infinity are investigated. We prove several Abelian and Tauberian theorems in terms of slowly varying functions.

  • 187.
    Malyarenko, Anatoliy
    Mälardalen University, Department of Mathematics and Physics.
    Functional limit theorems for multiparameter fractional Brownian motion2004Report (Other academic)
    Abstract [en]

    We prove a general functional limit theorem for mul-tiparameter fractional Brownian motion. The functional law ofthe iterated logarithm, functional L ́evy’s modulus of continuityand many other results are its particular cases. Applications toapproximation theory are discussed.

  • 188.
    Malyarenko, Anatoliy
    Mälardalen University, Department of Mathematics and Physics.
    Functional limit theorems for multiparameter fractional Brownian motion2004In: Proceedings of the 6th World Congress of the Bernoulli Society for Mathematical Statistics and Probability, Barcelona, July 26--31 2004, 2004, p. 142-xxxConference paper (Refereed)
  • 189.
    Malyarenko, Anatoliy
    Mälardalen University, Department of Mathematics and Physics.
    Moduli of continuity and fast points for Gaussian isotropic random fields2002Report (Other scientific)
    Abstract [en]

    We consider a class of Gaussian isotropic random fields related to multi-parameter fractional Brownian motion. We calculate both the local and global moduli of continuity as well as the Hausdorff and packing dimensions of the exceptional random sets of fast points for that fields.

  • 190.
    Malyarenko, Anatoliy
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrov, Dmitrii S.
    Mälardalen University, Department of Mathematics and Physics.
    Silvestrova, Evelina
    Mälardalen University, Department of Mathematics and Physics.
    Stochastic modelling of insurance business with dynamical control of investments2004In: 6th World Congress of Bernoulli Society for Mathematical Statistics and Probability, Barcelona, July 26--31 2004, 2004, p. page 181-Conference paper (Other academic)
  • 191.
    Manca, R.
    et al.
    Universit´a di Roma La Sapienza, Italy.
    Silvestrov, Dmitrii
    Mälardalen University, Department of Mathematics and Physics.
    Stenberg, Fredrik
    Mälardalen University, Department of Mathematics and Physics.
    Homogeneous backward semi-Markov reward models for insurance contracts2005In: Proceedings of ASMDA 2005 Conference: Brest, 2005, 2005, p. 959-967Conference paper (Other academic)
    Abstract [en]

    Numerical algorithms for eveluation of higher order moments for semi-Markov rewards processes are presented. Results of numerical experiments are given and commented.

  • 192.
    McElreath, Richard
    et al.
    University of California, Davis, United States .
    Strimling, Pontus
    Mälardalen University, Department of Mathematics and Physics.
    How noisy information and individual asymmetries can make ‘personality’ an adaptation: a simple model2006In: ANIMAL BEHAVIOUR, ISSN 0003-3472, Vol. 72, no 5, p. 1135-1139Article in journal (Refereed)
    Abstract [en]

    Recent attention has been drawn to the existence of individual differences in correlated behaviour across contexts, animal 'personality' (Gosling 2001, Psychological Bulletin, 127, 45-86) and behavioural syndromes (Sih et al. 2004b, Quarterly Review of Biology, 79, 241-277). The causes of these patterns of behaviour are subjects of debate. Here, we present a very simple model of how adaptively managing noisy information, combined with differences in individual state, can lead to evolutionarily stable differences in how individuals respond to environmental cues. When information is very noisy, behavioural syndromes are most likely, but as long as there is some error, some types of individuals display the same behaviour in all contexts. In extreme cases, very few individuals display flexible behaviour, and different stable behavioural types dominate the population.

  • 193.
    Mishchenko, Kateryna
    Mälardalen University, Department of Mathematics and Physics.
    Local Optimization for Genetic Mapping of Multiple Quantitative Trait LociIn: Journal of Optimization and EngineeringArticle in journal (Refereed)
  • 194.
    Mishchenko, Kateryna
    Mälardalen University, Department of Mathematics and Physics.
    Numerical Algorithms for Optimization Problems in Genetical Analysis2008Doctoral thesis, comprehensive summary (Other scientific)
    Abstract [en]

    The focus of this thesis is on numerical algorithms for efficient solution of QTL analysis problem in genetics.

    Firstly, we consider QTL mapping problems where a standard least-squares model is used for computing the model fit. We develop optimization methods for the local problems in a hybrid global-local optimization scheme for determining the optimal set of QTL locations. Here, the local problems have constant bound constraints and may be non-convex and/or flat in one or more directions. We propose an enhanced quasi-Newton method and also implement several schemes for constrained optimization. The algorithms are adopted to the QTL optimization problems. We show that it is possible to use the new schemes to solve problems with up to 6 QTLs efficiently and accurately, and that the work is reduced with up to two orders magnitude compared to using only global optimization.

    Secondly, we study numerical methods for QTL mapping where variance component estimation and a REML model is used. This results in a non-linear optimization problem for computing the model fit in each set of QTL locations. Here, we compare different optimization schemes and adopt them for the specifics of the problem. The results show that our version of the active set method is efficient and robust, which is not the case for methods used earlier. We also study the matrix operations performed inside the optimization loop, and develop more efficient algorithms for the REML computations. We develop a scheme for reducing the number of objective function evaluations, and we accelerate the computations of the derivatives of the log-likelihood by introducing an efficient scheme for computing the inverse of the variance-covariance matrix and other components of the derivatives of the log-likelihood.

  • 195.
    Mishchenko, Kateryna
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Holmgren, Sverker
    Rönnegård, Lars
    Efficient Implementation of the AI-REML Iteration for Variance Component QTL AnalysisIn: Computational Statistics and Data Analysis, ISSN 0167-9473Article in journal (Refereed)
  • 196.
    Mishchenko, Kateryna
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Holmgren, Sverker
    Rönnegård, Lars
    Newton-type Methods for REML Estimation in Genetic Analysis of Quantitative Traits2008In: Journal of Computational Methods in Sciences and Engineering, ISSN 1472-7978, Vol. 8, no 1, p. 53-67Article in journal (Refereed)
    Abstract [en]

    Robust and efficient optimization methods for variance component estimation using Restricted Maximum Likelihood (REML) models for geneticmapping of quantitative traits are considered. We show that the standard Newton-AI scheme may fail when the optimum is located at one of the constraint boundaries, and we introduce different approaches to remedy this by taking the constraints into account. We approximate the Hessian of the objective function using the average information matrix and also by using an inverse BFGS formula. The robustness and efficiency is evaluated for problems derived from two experimental data from the same animal populations.

  • 197.
    Mishchenko, Kateryna
    et al.
    Mälardalen University, Department of Mathematics and Physics.
    Mishchenko, Volodymyr
    Malyarenko, Anatoliy
    Mälardalen University, School of Education, Culture and Communication.
    Adapted Downhill Simplex Method for Pricing Convertible Bonds2007In: Theory of Stochastic Processes, ISSN 0321-3900, Vol. 13, no 4, p. 130-147Article in journal (Refereed)
    Abstract [en]

    The paper is devoted to modeling optimal exercise strategies of thebehavior of investors and issuers working with convertible bonds.This implies solution of the problems of stock price modeling, payoffcomputation and minimax optimization.Stock prices (underlying asset) were modeled under the assumptionof the geometric Brownian motion of their values. The Monte Carlomethod was used for calculating the real payoff which is the objectivefunction. The minimax optimization problem was solved using thederivative-free Downhill Simplex method.The performed numerical experiments allowed to formulate recommendationsfor the choice of appropriate size of the initial simplex inthe Downhill Simplex Method, the number of generated trajectoriesof underlying asset, the size of the problem and initial trajectories ofthe behavior of investors and issuers.

  • 198.
    Mustafa, Anna
    Mälardalen University, Department of Mathematics and Physics.
    Problemlösning i matematik: hur samarbete mellan eleverna påverkar deras inlärning i matematik2007Independent thesis Basic level (degree of Bachelor), 10 points / 15 hpStudent thesis
    Abstract [sv]

    Syftet med mitt examensarbete är att undersöka hur samarbete mellan eleverna påverkar deras inlärning i matematik och hur eleverna samarbetar när de löser problem. I min undersökning deltar gymnasieelever som löser två matematiska problem i grupper och individuellt. Arbetet i en utvald grupp på 4-5 elever har dokumenterats genom videoinspelning och elevernas skriftiga anteckningar. Genomgången av min studie har visat att eleverna är ovana att redovisa sina lösningar i grupper, men deras samarbete kan bidra till ett bättre resultat för gruppen som helhet. Med det menar jag att grupparbete skapar en möjlighet för eleverna att se problemet ur ett annat perspektiv, samt se hur andra elever tänker och därigenom få ett tillfälle till att finna olika lösningsstrategier.

  • 199.
    Muusha, Takura
    Mälardalen University, Department of Mathematics and Physics. Mälardalen University, School of Education, Culture and Communication.
    Monte Carlo studies of generalized barrier contracts2007Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    This paper examines the pricing of barrier options using Monte Carlo Simulations. MATLAB based software is developed to estimate the price of the option using Monte Carlo simulation. We consider a generalized barrier option of knock out type, but we let the domain take the shape of a rectangular box. We investigate the price of this kind of barrier options. We investigate how the box is placed and what effect it will have on the price of the option. We compare the number of trajectories that are needed in order to achieve the same accuracy between this box barrier option and an ordinary option.

  • 200.
    Ni, Ying
    Mälardalen University, Department of Mathematics and Physics.
    Modeling Insurance Claim Sizes using the Mixture of Gamma & Reciprocal Gamma Distributions2005Independent thesis Basic level (professional degree), 20 points / 30 hpStudent thesis
123456 151 - 200 of 284
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf