Browsing Matematisk institutt by Title

Now showing items 1721-1740 of 3782

  • LOCAL RISK-MINIMIZATION UNDER A PARTIALLY OBSERVED MARKOV-MODULATED EXPONENTIAL LÉVY MODEL 
    Momeya, Romuald; Menoukeu Pamen, Olivier (Research report / Forskningsrapport, 2011)
    In this paper, the option hedging problem for a Markov-modulated exponential Lévy model is examined. We employ the local risk-minimization approach to study optimal hedging strategies for Europeans derivatives under both ...
  • Local sensitivity analyses of goodness-of-fit tests for copulas 
    Berg, Daniel; Quessy, Jean-Francois (Research report / Forskningsrapport, 2007)
    The asymptotic behavior of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Craméer-von Mises functional of the empirical copula process and new ...
  • Localization sequences for logarithmic topological Hochschild homology 
    Rognes, John; Sagave, Steffen; Schlichtkrull, Christian (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)
    We study the logarithmic topological Hochschild homology of ring spectra with logarithmic structures and establish localization sequences for this theory. Our results apply, for example, to connective covers of periodic ...
  • Locally interpretable tree boosting: An application to house price prediction 
    Hjort, Anders Dahl; Scheel, Ida; Sommervoll, Dag Einar; Pensar, Johan (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2023)
    We introduce Locally Interpretable Tree Boosting (LitBoost), a tree boosting model tailored to applications where the data comes from several heterogeneous yet known groups with a limited number of observations per group. ...
  • Locally parametric nonparametric density estimation 
    Hjort, Nils Lid; Jones, M.C. (Research report / Forskningsrapport, 1994)
  • Locating the Frequency of Turnover in Thin-Film Diffusion Impedance 
    Janssen, Mathijs Adriaan (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)
    The impedance of diffusion is an important tool to investigate a wide variety of systems, including electrochemical devices such as Li-ion batteries, porous electrodes, and solar cells. The classical impedance model for ...
  • A Loeb-measure Approach to Theorems by Prohorov, Sazonov, and Gross 
    Lindstrøm, Tom L. (Research report / Forskningsrapport, 1980)
  • Log-Layer Mismatch In Wall Modeled Large Eddy Simulation 
    Fimland, Dennis Hallås (Master thesis / Masteroppgave, 2022)
  • Log-linearity for Cox's regression model 
    Amini, Zaki (Master thesis / Masteroppgave, 2015)
    Cox's regression model is one of the most applied methods in medical research. This method finds also applications in other fields such as econometrics, demography, insurance etc. This method is based on two crucial ...
  • Log-modulated rough stochastic volatility models 
    Bayer, Christian; Harang, Fabian Andsem; Pigato, Paolo (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2021)
    We propose a new class of rough stochastic volatility models obtained by modulating the power-law kernel defining the fractional Brownian motion (fBm) by a logarithmic term, such that the kernel retains square integrability ...
  • Log-normal approximations in the Solvency II Standard Formula 
    Haagensli, Peder Tørresdal (Master thesis / Masteroppgave, 2017)
    On the 1st of January 2016, the Solvency II Directive regulating the European insurance industry came into force. Along with a host of reporting requirements, quantitative algorithms for calculating key quantities are ...
  • Logarithmic Motives with Compact Support 
    Opdan, Nikolai Thode (Master thesis / Masteroppgave, 2021)
    Building upon recent work by Binda, Park, and Østvær we construct a theory of motives with compact support in the setting of logarithmic algebraic geometry. Starting from the notion of finite logarithmic correspondences ...
  • Logarithmic Prismatic Cohomology via Logarithmic THH 
    Østvær, Paul Arne (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2023)
    Inspired by Bhatt–Morrow–Scholze’s work on THH⁠, we define Nygaard-completed log prismatic cohomology based on log topological Hochschild homology via filtrations on log THH and its variants. Moreover, of independent ...
  • Logarithmic topological Hochschild homology of topological K-theory spectra 
    Rognes, John; Sagave, Steffen; Schlichtkrull, Christian (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)
    In this paper we continue our study of logarithmic topological Hochschild homology. We show that the inclusion of the connective Adams summand ℓ into the p-local complex connective K-theory spectrum ku(p), equipped with ...
  • THE LOGIC OF STATISTICAL INFERENCE SIGNIFICANCE TESTING AND DECISION THEORY 
    Sverdrup, Erling (Research report / Forskningsrapport, 1977)
  • Lognormal moment matching and pricing of basket options 
    Henriksen, Pål Nicolai (Research report / Forskningsrapport, 2008)
    In this paper we will approximate the sum of the margins from a two dimensional lognormal variable by moment matching with a one dimensional lognormal variable. We will look at different cases of correlation and volatility ...
  • Long Term Association between Serum 25-Hydroxyvitamin D and Mortality in a Cohort of 4379 Men 
    Meyer, Haakon E; Støer, Nathalie; Samuelsen, Sven Ove; Blomhoff, Rune; Robsahm, Trude Eid; Brustad, Magritt; Giovannucci, Edward L; Bjørge, Tone (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)
    Objective A number of observational studies have shown an inverse association between circulating 25-hydroxyvitamin D and total mortality, but a reverse J-shaped association has also been reported. In a large nested ...
  • Long wave generation and coastal amplification due to propagating atmospheric pressure disturbances 
    Dogan, Gozde Guney; Pelinovsky, Efim; Zaytsev, Andrey; Metin, Ayse Duha; Ozyurt Tarakcioglu, Gulizar; Yalciner, Ahmet Cevdet; Yalciner, Bora; Didenkulova, Irina (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)
    Abstract Meteotsunamis are long waves generated by displacement of a water body due to atmospheric pressure disturbances that have similar spatial and temporal characteristics to landslide tsunamis. NAMI DANCE that solves ...
  • Long Wave Runup, A Numerical Investigation of Breaking and Non-breaking Waves on Composite Slopes 
    Pedersen, Christian (Master thesis / Masteroppgave, 2017)
    In this thesis results from numerical simulations of long wave run-up on composite beaches are presented along with the analytical solution to the linear problem. The purpose of this study is to find out which parts of the ...
  • Long waves generated by ships moving in shallow water 
    Rezvany Hesary, Farnaz (Master thesis / Masteroppgave, 2019)