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- Change of reference probability measure (1)
- Commodity-derivatives valuation (1)
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- Galaxy stellar content (1)
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Articles 1 - 4 of 4
Full-Text Articles in Applied Statistics
Nearby Galaxies: Modelling Star Formation Histories And Contamination By Unresolved Background Galaxies, Hadi Papei
Nearby Galaxies: Modelling Star Formation Histories And Contamination By Unresolved Background Galaxies, Hadi Papei
Electronic Thesis and Dissertation Repository
Galaxies are complex systems of stars, gas, dust, and dark matter which evolve over billions of years, and one of the main goals of astrophysics is to understand how these complex systems form and change. Measuring the star formation history of nearby galaxies, in which thousands of stars can be resolved individually, has provided us with a clear picture of their evolutionary history and the evolution of galaxies in general.
In this work, we have developed the first public Python package, SFHPy, to measure star formation histories of nearby galaxies using their colour-magnitude diagrams. In this algorithm, an observed colour-magnitude …
Analysis Challenges For High Dimensional Data, Bangxin Zhao
Analysis Challenges For High Dimensional Data, Bangxin Zhao
Electronic Thesis and Dissertation Repository
In this thesis, we propose new methodologies targeting the areas of high-dimensional variable screening, influence measure and post-selection inference. We propose a new estimator for the correlation between the response and high-dimensional predictor variables, and based on the estimator we develop a new screening technique termed Dynamic Tilted Current Correlation Screening (DTCCS) for high dimensional variables screening. DTCCS is capable of picking up the relevant predictor variables within a finite number of steps. The DTCCS method takes the popular used sure independent screening (SIS) method and the high-dimensional ordinary least squares projection (HOLP) approach as its special cases.
Two methods …
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong
Electronic Thesis and Dissertation Repository
The liberalisation of regional and global commodity markets over the last several decades resulted in certain commodity price behaviours that require new modelling and estimation approaches. Such new approaches have important implications to the valuation and utilisation of commodity derivatives. Derivatives are becoming increasingly crucial for market participants in hedging their exposure to volatile price swings and in managing risks associated with derivative trading. The modelling of commodity-based variables is an integral part of risk management and optimal-investment strategies for commodity-linked portfolios. The characteristics of commodity price evolution cannot be captured sufficiently by one-state driven models even with the inclusion …
Mining Of Primary Healthcare Patient Data With Selective Multimorbid Diseases, Annette Megerdichian Azad
Mining Of Primary Healthcare Patient Data With Selective Multimorbid Diseases, Annette Megerdichian Azad
Electronic Thesis and Dissertation Repository
Despite a large volume of research on the prognosis, diagnosis and overall burden of multimorbidity, very little is known about socio-demographic characteristics of multimorbid patients. This thesis aims to analyze the socio-demographic characteristics of patients with multiple chronic conditions (multimorbidity), focusing on patient groups sharing the same combination of diseases. Several methods were explored to analyze the co-occurrence of multiple chronic diseases as well as the associations between socio-demographics and chronic conditions. These methods include disease pair distributions over gender, age groups and income level quintiles, Multimorbidity Coefficients for measuring the concurrence of disease pairs and triples, and k-modes clustering …