## Search

Now showing items 301-400 of 2453

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Background
Common genetic variants have been shown to modify BRCA1 penetrance. The aim of this study was to validate these reports in a special cohort of Norwegian BRCA1 mutation carriers that were selected ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

We discuss the crossing sea state and the probability of rogue waves during the accident of the tanker Prestige on 13 November 2002. We present newly computed hindcast spectra for every hour during that day at nearby ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore, classical methods, such as dynamic programming, cannot be used to study optimal control problems for such equations. However, ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

For a commodity spot price dynamics given by an Ornstein–Uhlenbeck (OU) process with Barndorff-Nielsen and Shephard stochastic volatility, we price forwards using a class of pricing measures that simultaneously allow for ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Quadric fibrations over smooth curves are investigated with respect to their osculatory behavior. In particular, bounds for the dimensions of the osculating spaces are determined, and explicit formulas for the classes of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The canonical map from the Kan subdivision of a product of finite simplicial sets to the product of the Kan subdivisions is a simple map, in the sense that its geometric realization has contractible point inverses.
First ...

(Doctoral dissertation / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

Mammographic screening is a method for detecting breast cancer at an early stage of the disease progression, and is thus considered a secondary prevention. The Norwegian Breast Cancer Screening Program invites all women ...

(Doctoral thesis / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

Metagenomics is the investigation of genetic samples directly obtained from the environment. Driven by the rapid development of DNA sequencing technology and continuous reductions in sequencing costs, studies in metagenomics ...

(Master thesis / Masteroppgave, 2015)

(Doctoral thesis / Doktoravhandling, 2015)

Microfluidics is considered as both science and technology that deal with fluids in microchannels or in micro scale space. During the past two decades, microfluidic has been the hot spot in various research areas, e.g., ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The construction of projection operators, which commute with the exterior derivative and at the same time are bounded in the proper Sobolev spaces, represents a key tool in the recent stability analysis of finite element ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The purpose of this paper is to discuss the construction of a linear operator, referred to as the bubble transform, which maps scalar functions defined on Ω⊂Rn into a collection of functions with local support. In fact, ...

(Master thesis / Masteroppgave, 2015)

The Aalen-Johansen estimator for calculation of transition probabilities in a multi-state model, builds on the assumption that the data are Markovian. For real data, the Markov property may not be fulfilled, and it is then ...

(Master thesis / Masteroppgave, 2015)

Geodesiske linjer og hyperstrømlinjer er brukt for å visualisere andre ordens tensorer. Dessuten ser vi på en ny måte å fremstille andreordens tensorfelt på. Ved å bruke retning til geodesiske linjer i steden for egenvektorer, ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

We analyze cointegration in commodity markets, and propose a parametric class of pricing measures which preserves cointegration for forward prices with fixed time to maturity. We present explicit expressions for the term ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We solve the problem of pricing and hedging Asian-style options on energy with a quadratic risk criterion when trading in the underlying future is restricted. Liquid trading in the future is only possible up to the start ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Based on forward curves modelled as Hilbert-space valued processes, we analyze the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from ...

(Master thesis / Masteroppgave, 2015)

A basic problem in large collections of documents is to find similar items, for basic search, recommendation, or other purposes. Traditionally techniques for this have relied only on the text in the document, since analysing ...

(Doctoral thesis / Doktoravhandling, 2015)

The present thesis is motivated by the desire to understand and to predict the effects of stable stratification on turbulent flow and passive scalar dispersion.
A methodology which enables the simulation of stably stratified, ...

(Doctoral thesis / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

In this thesis we will consider Markov operators on cones . More precisely, we let X equipped with certain norm be a real Banach space, K in X be a closed, normal cone with nonempty interior, e in Int (K) be an order unit. ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

We investigate multivariate subordination of Lévy processes which was first introduced by Barndorff-Nielsen et al. [O.E. Barndorff-Nielsen, F.E. Benth, and A. Veraart, Modelling electricity forward markets by ambit fields, ...

(Research report / Forskningsrapport, 2015)

Quantifying operational risk exposure typically involves gathering information from several sources, including historical data as well as subjective assessments. Using historical data one can estimate both an incident ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2015)

We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.

(Master thesis / Masteroppgave, 2015)

The electrical activity in the Purkinje network and the myocardial tissue in the ventricles of the human heart was modeled. The focus was on the Purkinje tree and the coupling of the Purkinje network and the myocardium. ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

This paper is an invitation to Fourier analysis in the context of reduced twisted C*-crossed products associated with discrete unital twisted C*-dynamical systems. We discuss norm-convergence of Fourier series, multipliers ...

(Master thesis / Masteroppgave, 2015)

Vi ser på ulike måter å beregne korrelasjon mellom to variable på. Fokus er i stor grad på ordinale og kvantitative data og beregning av korrelasjonsmålene Pearson s r, Kendall s t og Spearman s rang-korrelasjon. Det ...

(Research report / Forskningsrapport, 2014)

Accurate determination of pipeline eigenfrequencies and mode shapes is essential to free span design. For pipelines resting on rough seabeds, multiple free spans are commonly located sufficiently close to be interacting, ...

(Doctoral thesis / Doktoravhandling, 2014)

In epidemiological research it is common to follow large cohorts over time with respect to exposure and outcome development. This can, however, be expensive, time consuming or even logistically impossible. A much used ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

Assume A is a Fréchet algebra equipped with a smooth isometric action of a vector group V, and consider Rieffel’s deformation AJ of A . We construct an explicit isomorphism between the smooth crossed products V⋉AJ and V⋉A ...

Claim reserving in long-tailed non-life insurance Restricted Access

(Master thesis / Masteroppgave, 2014)

Reserving outstanding claims is crucial for insurance industry, in the sense that it influences both the cash balance (via pricing) and the solvency of the company. The main objective of this thesis has been to present and ...

(Research report / Forskningsrapport, 2014)

The present report is concerned with the evolution of boundary layers during runup of solitary waves on a beach in a wave tank of depth 0.2m. It comprises both theory and high resolution PIV measurements of velocity profiles. ...

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

A short introduction to the Nitsche method is given for the overlapping meshes case. Several algorithms for collision detection and mesh decomposition are reviewed and implemented, and a greedy triangulation routine is ...

(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 ...

(Master thesis / Masteroppgave, 2014)

This thesis is written in cooperation with Safetec, a leading provider of services within risk and reliability. The attention is aimed towards the oil and gas industry with the primary goal of improving the selection ...

(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, 2014)

(Master thesis / Masteroppgave, 2014)

This master thesis gives an extensive survey of fundamental concepts in stochastic analy- sis like Itô s stochastic calculus and Malliavin calculus. These tools form the framework to numerically study the solutions of the ...

(Master thesis / Masteroppgave, 2014)

Usually, model selection is based on the merits of the model as such. However, in regression settings where the measurement we wish to estimate or predict is dependent on gathering relevant covariates, there are types of ...

(Master thesis / Masteroppgave, 2014)

In a subsea facility, the pipelines will be surrounded by sea water at 4◦C, which will actively cool the production fluid inside. If temperatures drop below a critical value, water and gas will form unwanted solids called ...

(Doctoral thesis / Doktoravhandling, 2014)

(Master thesis / Masteroppgave, 2014)

In this thesis, we have studied the preselection bias that can occur when the number of covariates in a high dimensional regression problem is reduced prior to a high dimensional regression analysis like the lasso. Datasets ...

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

This master thesis presents an experimental study of plunging breakers on a beach with a slope of 5.1◦. The incoming waves are solitary waves with various amplitudes, and the areas investigated are the swash zone and the ...

(Master thesis / Masteroppgave, 2014)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper presents a nonconforming finite element approximation of the space of symmetric tensors with square integrable divergence, on tetrahedral meshes. Used for stress approximation together with the full space of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

In this paper an infinite-dimensional approach to model energy forward markets is introduced. Similar to the Heath–Jarrow–Morton framework in interest-rate modelling, a first-order hyperbolic stochastic partial differential ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We give a short introduction to the stochastic calculus for Itô-Lévy processes and review briefly the two main methods of optimal control of systems described by such processes:
(i) Dynamic programming and the ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

In this paper we propose a new modelling framework for electricity futures markets based on so-called ambit fields. The new model can capture many of the stylised facts observed in electricity futures and is highly ...

(Master thesis / Masteroppgave, 2014)

The parameter dependent Brinkman equation can be used to model viscous and porous flow. The equation covers a family of problems, ranging from the Stokes problem to the Darcy problem. We apply the stabilization methods; ...

(Master thesis / Masteroppgave, 2014)

The main scope of this thesis is to implement a structured numerical analysis to check the exactness and applicability of the famous Kirk formula (1995) and the newer Bjerksund-Stensland formula (2011) widely used by energy ...

The Fastest Mixing Markov Chain Restricted Access

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

Målet med oppgaven er å undersøke isomorfier mellom visse Heisenberginvariante variteter eller finne ut når to slike er isomorfe.

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We study optimal stochastic control problems with jumps under model uncertainty. We rewrite such problems as stochastic differential games of forward–backward stochastic differential equations. We prove general stochastic ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

This paper is mainly a survey of recent research developments regarding methods for risk minimization in financial markets modeled by Itô-Lévy processes, but it also contains some new results on the underlying stochastic ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial ...

An investigation of residual strength in a monolithic carbon fiber reinforced polymer laminate - finite element simulations of open hole compression Restricted Access

(Master thesis / Masteroppgave, 2014)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

We consider general singular control problems for random fields given by a stochastic partial differential equation (SPDE). We show that under some conditions the optimal singular control can be identified with the solution ...

(Research report / Forskningsrapport, 2014)

A semi-analytical model for ultimate strength prediction of simply supported, rectangular, composite plates has been presented previously. The model is based on large deflection theory in combination with first order shear ...

(Research report / Forskningsrapport, 2014)

Hierarchical models defined by means of directed, acyclic graphs are a power- ful and widely used tool for Bayesian analysis of problems of varying degrees of complexity. A simulation based method for model criticism in ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

First published in Mathematics of Computation Mathematics of Computation. 2014, 83 (290), published by the American Mathematical Society.

(Research report / Forskningsrapport, 2014)

(Research report / Forskningsrapport, 2014)

(Research report / Forskningsrapport, 2014)

In this paper we show that solutions of stochastic partial differ- ential equations driven by Brownian motion can be approximated by stochastic partial differential equations forced by pure jump noise/random kicks. ...

(Master thesis / Masteroppgave, 2014)

A key challenge in Air Traffic Management (ATM) is to provide a schedule with high throughput on the runways, and at the same time meet objectives connected to taxiing times and punctuality while ensuring safe operations ...

A Bayesian Approach to Smoothing and Forecasting Mortality Rates Restricted Access

(Master thesis / Masteroppgave, 2014)

The Icelandic population is scarce compared to the Norwegian, causing high variability in the observed mortalities. We apply two mortality models to data on the Norwegian population dating 60 years back, and the Icelandic ...

(Doctoral thesis / Doktoravhandling, 2014)

(Doctoral thesis / Doktoravhandling, 2014)

The subject of this thesis concerns deformation quantization for operator algebras, with considerations of some aspects of K-theory and certain concepts from non-commutative geometry.
The thesis studies deformation ...

(Master thesis / Masteroppgave, 2014)

This work presents a theoretical and experimental investigation on the statistical properties of the surface elevation in a special case of crossing sea conditions. The special case considered is the case of two irregular ...

(Master thesis / Masteroppgave, 2014)

In 1968 John Milnor published his now classic "Singular points of complex hypersurfaces". In this he proved the following theorem: Let f be a holomorphic function from n-dimensional complex space to one-dimensional complex ...

(Master thesis / Masteroppgave, 2014)

With the new regulations of Basel III and Solvency II there is a necessity to have tools that can measure different types of financial and insurance risk in a portfolio. Stochastic Duration is such a measure. This new type ...

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

Given today s limited capacity at airports, and the continuous increase in air transportation, the need for new ways to handle airport logistics will soon be needed. The task of managing arriving and departing flights is ...

(Master thesis / Masteroppgave, 2014)

We define various notions of rank of a polynomial, and study them via apolarity. We treat the notion of natural rank in particular depth, and classify ternary forms of degree at most four and quaternary forms of degree at ...

Experimental investigation of the boundary layer under a solitary wave Restricted Access

(Master thesis / Masteroppgave, 2014)

The main objective of this master thesis was to experimentally investigate the boundary layer under a solitary wave. Experiments of solitary waves on constant depths were conducted, varying the amplitude in order to ...

(Master thesis / Masteroppgave, 2014)

Det er kjent både fra eksperimentelle og numeriske resultater, at langkammede bølger som propagerer på grunt vann over en plan variabel bunn mot grunnere vann, har større sannsynlighet for freake bølger ved den grunne delen ...

(Master thesis / Masteroppgave, 2014)

In their paper, "Type III sigma-spectral triples and quantum statistical mechanical systems", M. Greenfield, M. Marcolli and K. Teh used the Bost-Connes system to construct a type III sigma-spectral triple where the twisting ...

(Master thesis / Masteroppgave, 2014)

The topic of this thesis is portfolio optimization under model ambiguity, i.e. a situation when the probability distribution of the events in the sample space is not known. The financial market studied is driven by a ...

(Master thesis / Masteroppgave, 2014)

(Master thesis / Masteroppgave, 2014)

A problem with the classical firm value model of Merton (1974) arises from modeling the firm value in terms of a diffusion. The resulting term structure of the credit spreads slopes upwards from zero, even for financially ...

(Master thesis / Masteroppgave, 2014)

This paper is about solving an optimization problem for a sparse solution. Given a matrix A and a vector b, the optimization problem is to solve the linear equation Ax = b for x. The problem can be represented as a ...

(Master thesis / Masteroppgave, 2014)

The one-shot method is an approach to solve PDE-constrained optimization problems. In this thesis we study two models describing the deformation of biological tissue due to harmonic acoustic waves. These models are the ...

(Master thesis / Masteroppgave, 2014)

Lee-Carter type modeller, og to-trinns estimering, er standardmetoden i demografi og forsikring, men den kan virke ustabil og følsom når parametrene skal bestemmes fra historiske data. En enkelt pensjonskasse eller ...

(Master thesis / Masteroppgave, 2014)

Oppgaven tar for seg den seismiske bølgeligningen i et og to lag med materialer ved hjelp av endelige differanser i tid, og ved bruk av elementmetoden for romlige koordinater. Oppgaven er delt i en serie prosjekter som tar ...

(Master thesis / Masteroppgave, 2014)

There are lots of special techniques and distribution models used to solve different problems in the insurance industry today. Learning the theory behind all of them is time consuming and leaves little time to analyze ...

(Master thesis / Masteroppgave, 2014)

By a result due to F. Forstnerič, injective holomorphic maps defined and close to the identity on a certain neighborhood of the intersection of A and B (where (A,B) is a Cartan pair in a complex manifold X) admit compositional ...

(Doctoral thesis / Doktoravhandling, 2014)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

We show that any open Riemann surface can be properly im- mersed in any Stein manifold with the (Volume) Density property and of dimension at least 2. If the dimension is at least 3, we can actually choose this immersion ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)

Published by Palgrave Macmillan. Reproduced with permission of Palgrave Macmillan. This extract is taken from the author's original manuscript and has not been edited. The definitive, published, version of record is available ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

Quartic spectrahedra in 3-space form a semialgebraic set of dimension 24. This set is stratified by the location of the ten nodes of the corresponding real quartic surface. There are twenty maximal strata, identified ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

The kinematics below the strongest possible periodic water waves on intermediate depth, for wave periods Tg/h=8.75 and 11.7 (g acceleration of gravity, h water depth), is measured by PTV. The largest possible uniform waves ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2014)

The present paper discusses simulation of Lévy semistationary (LSS) processes in the context of power markets. A disadvantage of applying numerical integration to obtain trajectories of LSS processes is that such a scheme ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2014)

We develop a general approach to portfolio optimization in futures markets. Following the Heath–Jarrow–Morton (HJM) approach, we model the entire futures price curve at once as a solution of a stochastic partial differential ...