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Full-Text Articles in Mathematics
Connected Size Ramsey Numbers Of Matching And Some Graphs, Jirawat Mungtumklang
Connected Size Ramsey Numbers Of Matching And Some Graphs, Jirawat Mungtumklang
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Valuation Of American Commodity Options, Piyapoom Nonsoong
Valuation Of American Commodity Options, Piyapoom Nonsoong
Chulalongkorn University Theses and Dissertations (Chula ETD)
In this dissertation, we present analytical option pricing formulas for European and American options in which the price dynamics of a risky asset follows a meanreverting process with time-dependent parameter. The process can be adapted to describe both nonseasonal and seasonal variation in price, especially, in commodity markets such as agricultural commodities. The formulas are derived based on the solutions of partial differential equations showing that the values of both European and American options can be decomposed into two parts: the payoff of the option at initial time and the time-integral over the lifetime of the option, which is driven …
Threshold Numbers Of Some Complete Multipartite Graphs And Their Complements, Thanaporn Sumalroj
Threshold Numbers Of Some Complete Multipartite Graphs And Their Complements, Thanaporn Sumalroj
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Beyond Quenching Profile For Singular Semilinear Parabolic Partial Differential Equations With Mixed Boundary Conditions, Benjamin Thaitavorn
Beyond Quenching Profile For Singular Semilinear Parabolic Partial Differential Equations With Mixed Boundary Conditions, Benjamin Thaitavorn
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
3d Building Internal Structural Component Segmentation From Point Cloud Data Using Dbscan And Modified Ransac With Normal Deviation Conditions, Thanapon Doougphummet
3d Building Internal Structural Component Segmentation From Point Cloud Data Using Dbscan And Modified Ransac With Normal Deviation Conditions, Thanapon Doougphummet
Chulalongkorn University Theses and Dissertations (Chula ETD)
Nowadays, the laser scanner plays an important role as a tool to capture building structure in a form of point cloud which can be used to draw a blueprint or a floor plan for reconstruction or renovation of an existing building. The point cloud data represent a shape or an object in three dimensions. This point cloud together with the utilization of Building Information Modeling (BIM) which is a workflow that provides information about the foundation and structure measurement of a building, make a planning and design to construction more convenient and efficient in several aspects than the traditional way. …
Mass Ratio Variance Majority Cleansing And Minority Oversampling Technique For Class Imbalanced, Piboon Polvimoltham
Mass Ratio Variance Majority Cleansing And Minority Oversampling Technique For Class Imbalanced, Piboon Polvimoltham
Chulalongkorn University Theses and Dissertations (Chula ETD)
A sampling method is one of the basic methods to deal with an imbalance problem appearing in machine learning. A dataset having an imbalance problem has a noticeably skewed distribution among different classes. There are three types of sampling techniques to solve this problem by balancing class distributions, undersampling technique, over-sampling technique, and combined sampling technique. In this research, the mass ratio variance scores of each data point of the same class are computed and used to remove noise from a majority class and synthesise instances from a minority class. The results of this proposed sampling technique improve recall over …
Numerical Solutions For One– And Two–Dimensional Shallow Water Equations Based On Finite Integration Method With Chebyshev Expansion, Lalita Apisornpanich
Numerical Solutions For One– And Two–Dimensional Shallow Water Equations Based On Finite Integration Method With Chebyshev Expansion, Lalita Apisornpanich
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Stochastic Control Model With Carrying Capacity Of Population Management Policy For Squirrels In Durian Orchards, Sasiwimol Auepong
Stochastic Control Model With Carrying Capacity Of Population Management Policy For Squirrels In Durian Orchards, Sasiwimol Auepong
Chulalongkorn University Theses and Dissertations (Chula ETD)
In this thesis, the problem that squirrels ruin durian, which is an economic important fruit in Thailand, is considered. We seek for a strategy on squirrel elimination under the consideration that squirrels are not alien species in Thailand and also orchard ecosystem. The problem is solved through a stochastic control model. The population dynamics of squirrels is constructed as a controlled stochastic differential equation with carrying capacity, since we consider the squirrel population in a confined orchard. A performance index indicating the total benefit of a given squirrel elimination strategy is provided. The index comprises the countermeasure cost, resources loss, …
Eigenvalues Of Unitary Cayley Graph Of Matrix Algebras And Its Subconstituents, Jitsupat Rattanakangwanwong
Eigenvalues Of Unitary Cayley Graph Of Matrix Algebras And Its Subconstituents, Jitsupat Rattanakangwanwong
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Options Portfolio Optimization And Hedging Of Exotic Options Written On Mini S&P 500 Index In An Illiquid Market With Conditional Value At Risk (Cvar), Benyanee Kosapong
Options Portfolio Optimization And Hedging Of Exotic Options Written On Mini S&P 500 Index In An Illiquid Market With Conditional Value At Risk (Cvar), Benyanee Kosapong
Chulalongkorn University Theses and Dissertations (Chula ETD)
This thesis investigates the derivatives for portfolio optimization. Risk measures such as Mean Variance (MV), Value-at-Risk (VaR), and Conditional Value-at-Risk (CVaR) are minimized. However, we focus primarily on CVaR because it is a coherent and convex risk measure. We adopt the method of Rockafellar and Uryasev (Journal of Risk 2, 3 (2000)), which minimizes CVaR for shares and convert this method to use with options written on the S&P500 Mini Index. The distribution is known and the index values are simulated by using the VG distribution, over CVaR constraints. In particular, the approach can be used for minimizing the CVaR …
Numerical Approximation To Ruin Probability Of Generalization Of Classical Risk Model, Kittiwat Woragate
Numerical Approximation To Ruin Probability Of Generalization Of Classical Risk Model, Kittiwat Woragate
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Identifying The Most Distinctive Characteristics Of A Good Solution For Non-Euclidean Cvrp Using Statistical Learning Model, Piyabut Inbunsong
Identifying The Most Distinctive Characteristics Of A Good Solution For Non-Euclidean Cvrp Using Statistical Learning Model, Piyabut Inbunsong
Chulalongkorn University Theses and Dissertations (Chula ETD)
A capacitated vehicle routing problem (CVRP) is a well-known NP-hard combinatorial optimization. Therefore, heuristics are the common methods used to search for a good solution. The algorithms will perform better if characteristics of good solutions of the problem are known. There was a research study in the characteristics of Euclidean CVRP solutions and the knowledge was later applied in a metaheuristic. That study becomes our motivation to study the characteristics of non-Euclidean CVRP solutions. To that end, we considered the solutions of non-Euclidean CVRP in the new Euclidean space with the same or higher dimensions using multi-dimensional scaling in which …
Finite Integration Method Using Chebyshev Expansion For Solving Heat Equation With Non-Local Boundary Conditions, Thanakorn Prasansri
Finite Integration Method Using Chebyshev Expansion For Solving Heat Equation With Non-Local Boundary Conditions, Thanakorn Prasansri
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
Numerical Algorithm For Heat Equation With Moving Boundary Using Finite Integration Method With Chebyshev Polynomial Expansion, Warunya Wong-U-Ra
Numerical Algorithm For Heat Equation With Moving Boundary Using Finite Integration Method With Chebyshev Polynomial Expansion, Warunya Wong-U-Ra
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.
The Cardinality Of The Permutations On A Set With N Non-Fixed Points, Jukkrid Nuntasri
The Cardinality Of The Permutations On A Set With N Non-Fixed Points, Jukkrid Nuntasri
Chulalongkorn University Theses and Dissertations (Chula ETD)
In this thesis, we study relationships between |Sn(A)| and |seqn1-1(A)| as well as |seqn(A)| for infinite sets A, where Sn(A) is the set of permutations of A with n non-fixed points and seqn(A) and seqn1-1(A) are the set of sequences and the set of one-to-one sequences of elements of A with length n, respectively, where n is a natural number greater than 1. With the Axiom of Choice (AC), |Sn(A)|, |seqn1-1(A)|, and |seqn(A)| are equal for all infinite sets A. Among our results, we show, in the Zermelo-Fraenkel set theory (ZF), that |Sn(A)|<=|seqn1-1(A)| for any infinite set A under some weak form of AC and the assumption cannot be removed. In the other direction, we show that |seqn1-1(A)|<=|Sn+1(A)| for any infinite set A and the subscript n+1 cannot be reduced to n. Moreover, we also show that "|Sn(A)|<=|Sn+1(A)| for any infinite set A" is not provable in ZF.
Random Forest Of Mixed Decision Trees And Minority Condensation Decision Trees For Class Imbalanced Problem, Suvaporn Homjandee
Random Forest Of Mixed Decision Trees And Minority Condensation Decision Trees For Class Imbalanced Problem, Suvaporn Homjandee
Chulalongkorn University Theses and Dissertations (Chula ETD)
No abstract provided.