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(Research report / Forskningsrapport, 1995)
(Research report / Forskningsrapport, 1995)
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2013)
The study of chromatin 3D structure has recently gained much focus owing to novel techniques for detecting genome-wide chromatin contacts using next-generation sequencing. A deeper understanding of the architecture of the ...
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)
In this paper we derive power futures prices from a two-factor spot model being a generalization of the classical Schwartz–Smith commodity dynamics. We include non-Gaussian effects by introducing Lévy processes as the ...
(Research report / Forskningsrapport, 2003)
The Dirichlet process has been extensively studied over the last thirty years, along with various generalisations, and remains a fundamental tool for nonparametric Bayesian statistics. The probabilistic structure of its ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)
In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein–Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. ...
(Master thesis / Masteroppgave, 2015)
The main result of my mine in the master thesis is a new Bismut-Elworthy-Li-formula with respect to a pure jump Levy noise driven stochastic differential equation (SDE), with non-Lipschitz continuous coefficients. This ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2016)
Watson and Holmes propose ways of investigating robustness of statistical decisions by examining certain neighbourhoods around a posterior distribution. This may partly amount to ad hoc modelling of extra uncertainty. ...
(Research report / Forskningsrapport, 1996)
(Research report / Forskningsrapport, 1995)