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Now showing items 3081-3090 of 3781
(Research report / Forskningsrapport, 2006)
In a market driven by Lévy processes, we consider an optimal portfolio problem for a dealer who has access to some information in general smaller than the one generated by the market events, in this sense we refer to this ...
(Research report / Forskningsrapport, 1990)
(Research report / Forskningsrapport, 2006)
We consider a fully parabolic model for chemotaxis with volume-filling effect and a nonlinear diffusion that degenerates in a two-sided fashion. We address the questions of existence of weak solutions and of their regularity ...
(Research report / Forskningsrapport, 1983)
(Master thesis / Masteroppgave, 2020)
Statistical boosting is a powerful tool that has become increasingly more popular in recent years. It works very well in the high-dimensional data setting, and it has many beneficial properties, e.g., shrinkage, automated ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
(Doctoral thesis / Doktoravhandling, 2017)
(Doctoral thesis / Doktoravhandling, 2021)
Landslides can generate large tsunamis when falling into lakes and the sea. In order to protect coastal areas and communities we need to predict these events. Mathematical models have become a popular method for this task. ...
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)
We study the equilibrium in the model proposed by Kyle (Econometrica 53(6):1315–1335, 1985) and extended to the continuous-time setting by Back (Rev Financ Stud 5(3):387–409, 1992). The novelty of this paper is that we ...
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)
This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and also the sum (or equivalently the mean) of the parameters ...