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Full-Text Articles in Physical Sciences and Mathematics
Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir
Garch Modeling Of Value At Risk And Expected Shortfall Using Bayesian Model Averaging, Ismail Kheir
Theses and Dissertations
This thesis conducts Value at Risk (VaR) and Expected Shortfall (ES) estimation using GARCH modeling and Bayesian Model Averaging (BMA). BMA considers multiple models weighted by some information criterion. Through BMA, this thesis finds that VaR and ES estimates can be improved through enhanced modeling of the data generation process.
Optimization Of Information Storage With Quantum Walks, Gui Zhen Lu
Optimization Of Information Storage With Quantum Walks, Gui Zhen Lu
Theses and Dissertations
A four-vertex quantum graph was analyzed with the objective of storing the highest ampli- tude of an incoming qubit. The procedure included the use of phase shifters to allow the user to store and release information when he or she chooses. Several parameters, such as the phase shift, location of the phase shifter, the size and shape of the binding graph and initial incoming state were varied independently to optimize the storage capacity of the graph.
Nuclear Magnetic Resonance Characterization Of Dynamics In Novel Electrochemical Materials, Christopher T. Mallia
Nuclear Magnetic Resonance Characterization Of Dynamics In Novel Electrochemical Materials, Christopher T. Mallia
Theses and Dissertations
As our daily use of electronics and electronic technology grows, so does the societal need for sustainable, renewable and portable electrical power. To this end, materials of interest in the electrochemical world are needed to advance the frontier of battery science and energy storage technologies so that a safer, more efficient and reliable electrical future can be realized. This work focuses on characterization of materials primarily of interest for use as electrolytes in rechargeable Lithium-Ion Batteries (LIBs). Despite their extraordinary power, LIB application in certain fields, such as in electric vehicles, has been limited due to performance and safety concerns. …