The objective of this thesis is to give a description of the rough stochastic volatility modelling based on fractional Brownian motion with Hurst exponent H less than 1/2, as well as the corresponding pricing model. ...

Let A be an n × n (0, ∗)-matrix, so each entry is 0 or ∗. An A-interval matrix is a (0, 1)-matrix obtained from A by choosing some ∗’s so that in every interval of consecutive ∗’s, in a row or column of A, exactly one ∗ ...

In this thesis we implement and employ a simplex spline basis developed by Cohen, Lyche, and Riesenfeld for the space of C1 quadratic splines on the Powell–Sabin 12-split of a triangle. A matrix recursion is used for ...

Aims To the best of our knowledge, there are no systematic reviews or meta‐analyses that compare rasagiline, selegiline and safinamide. Therefore, we aimed to perform a drug class review comparing all available monoamine ...

If a number of candidate variables are available, variable selection is a key task aiming to identify those candidates which influence the outcome of interest. Methods as backward elimination, forward selection, etc. are ...

In biomedical research, boosting-based regression approaches have gained much attention in the last decade. Their intrinsic variable selection procedure and ability to shrink the estimates of the regression coefficients ...

Given a finite-dimensional Hilbert space H and a collection of operators between its tensor powers satisfying certain properties, we give a short proof of the existence of a compact quantum group G with a fundamental ...

Background Using high-dimensional penalized regression we studied genome-wide DNA-methylation in bone biopsies of 80 postmenopausal women in relation to their bone mineral density (BMD). The women showed ...

We investigate the Smith Normal Form (SNF) of alternating sign matrices (ASMs) and related matrices of 0’s and 1’s ((0, 1)-matrices). We identify certain classes of ASMs and (0, 1)-matrices whose SNFs are (0, 1)-matrices. ...

We discuss the internal structure of graph products of right LCM semigroups and prove that there is an abundance of examples without property (AR). Thereby we provide the first examples of right LCM semigroups lacking ...

The classical maximum principle for optimal stochastic control states that if a control û is optimal, then the corresponding Hamiltonian has a maximum at u=û. The first proofs for this result assumed that the control did ...

We use Matsui and Takeuchi's formula for toric A-discriminants to give algorithms for computing local Euler obstructions and dual degrees of toric surfaces and 3-folds. In particular, we consider weighted projective spaces. ...

Given a non-principal ultrafilter, we define and prove properties of ultralimits of measure spaces (including σ-algebras, filtrations and measures), random variables and discrete-time stochastic processes. Among other ...

We introduce algebraic dynamical systems, which consist of an action of a right LCM semigroup by injective endomorphisms of a group. To each algebraic dynamical system we associate a C*-algebra and describe it as a semigroup ...

In this paper we show that, with respect to the L2 norm, three classes of functions in Hr(0,1) , defined by certain boundary conditions, admit optimal spline spaces of all degrees ≥r−1 , and all these spline spaces ...

The timing of cardiac events is essential for the analysis of certain components of myocardial function [36]. Finding an algorithm that detects these timings has therefore been the subject of several studies[36]. In this ...

This study presents a statistical analysis of interfacial waves in a turbulent stratified air-water flow inside a 10 cm diameter pipe. Wave elevation measurements were acquired using conductance probes with high sampling ...

Quantum groups are a noncommutative extension of the notion of a group and first appeared in the context of quantum mechanics. Now the theory of quantum groups has further developed and has become interesting in its own ...

In this paper, we study strongly robust optimal control problems under volatility uncertainty. In the G-framework, we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of ...

We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein–Uhlenbeck process with Lévy noise and ...

Compressed sensing is the study of solving underdetermined systems of linear equations with unique sparse solutions. In addition to this, applications of compressed sensing require that the number of rows of the measurement ...

Applying the computational fluid dynamics software openFoam, we study dead water resistance on a barge. Dead water resistance is the extra drag due to internal waves in the interface between salt water and fresh water. For ...

Reinsurance is a risk management tool for insurance companies, as it allows for transferring some of the insurance risk to reinsurance companies. From the insurer's perspective, a reinsurance contract may lead to more ...

In this thesis, we consider the mod 2 homology of Q≥0S0 as an E∞ space and show the following. The homologies H*Q≥0S0 and H*C∞S0 are isomorphic as free commutative /2-algebras. The homology H*Q≥0S0 is generated as an ...

The properties of directional distributions in ocean wave spectra are studied, with an emphasis on sea states with bimodal directional distributions in the high-frequency tails of single-peaked wave systems. A peak-splitting ...

This thesis investigates cubic hypersurfaces and their Fano schemes. After introducing the Fano schemes through low-dimensional examples, we move on to investigate cubic fourfolds. For the cubic fourfolds, we give complete ...

Recommender systems are algorithms that suggest content or products to users on the internet. These are becoming ever more important due to the massive growth of content on popular web sites, yet their design is often only ...

This study comprises the analysis and the interpretation of the coherent and the noncoherent parts of a coherent-on-receive microwave radar at grazing incidence conditions. The Doppler measurement is an extension of standard ...

Extreme wave statistics of unidirectional and counter-propagating seas are investigated, for the special case of long-crested irregular waves, with laboratory experiments and with numerical simulations using the higher ...

Stratified air-water flow in a horizontal pipe is investigated experimentally using particle image velocimetry and conductance probes. This flow regime is characterized by a complex interplay between a turbulent airflow ...

The recent results on non-uniqueness of the Euler equations, all based on the theory developed in the papers by Camillo De Lellis and László Székelyhidi Jr., are believed to be connected to the theory of turbulent fluid ...

Solvency II er et forsikringsdirektiv som kontrollerer all forsikringsdrift i EU/EØS. Direktivet innebærer kontrollering av kapitalreserven, SCR, for hver av forsikringsselskapets porteføljer. Dette for å sikre forbrukerens ...

Computational fluid dynamics, with the software OpenFOAM, has ben used to investi- gate the dead water phenomenon. Investigation was done by simulating a barge moving in stratified waters. Comparison of the turbulence ...

This graduate thesis has been devoted to the examination of spectral methods. The object of the research is to analyse the accuracy and precision of different numerical schemes developed on the basis of mathematical models ...

Longitudinal data arise when repeated measurements are taken on individuals over time. Commonly used models for such data are multivariate linear models, linear mixed effect models and generalised linear mixed models. This ...

Regression analysis is a commonly used approach to modelling the relationships between dependent and independent variables. When estimating the coefficients of a regression model, the least squares estimator is often used, ...

In this thesis, we consider models for survival data with a high-dimensional covariate space. Most models used for such datasets are based on the Cox regression model, of which a critical assumption is that the hazard ...

Usikkerhet rundt menneskers fremtidige levealder resulterer i stor risiko for livsforsikringsselskap. Retningslinene for kalkulering av slik risiko er satt av EU-kommisjonen og heter Solvency II. Denne oppgaven vil presenteres ...

A Heron triangle is a triangle with integer sides and integer area. A rational triangle is a triangle with rational sides and area. We will set out to prove van Luijks Theorem, that there exist infinitely many non-similar ...

Modeling of the blood flow in and around aneurysms with computational fluid dynamics (CFD) is important to better understand why aneurysms form and rupture. CFD modeling requires an accurate representation of the ...

In this master thesis we will prove Dirichlet's theorem on primes in arithmetic progressions. The theorem states that there are an infinite number of primes in every primitive residue class modulo any positive number q, ...

Ventricular fibrillation (VF) occurs in ~10 % of myocardial infarction (MI) patients. These patients have higher in-hospital mortality and increased risk to lethal arrhythmias. The susceptibility for VF during acute MI and ...

Denne oppgaven handler om beregning av risiko for forsikringsutbetalinger ved vindkatastrofer, og hvordan Solvency II gir en forenklet måte å beregne kapitalkrav som skal sikre selskapene fra insolvens med 99.5% sikkerhet. ...

In this thesis we begin by looking at polynomials of m n x n matrices invariant under simultaneous conjugation. Thereafter we connect the invariant polynomials to simple representations of noncommutative plane curves, ...

The bidomain and monodomain models describing cardiac electrophysiology are computationally demanding to solve. Employing efficient numerical methods is therefore important for the practical use of these models. In this ...

The field of compressive sensing is a modern field in applied mathematics which receives a lot of attention. In this thesis, we will give some insight into the iterative algorithms used in compressive sensing. We will study ...

The Grassmannian Gr(2,5) is embedded in ℙ9 via the Pl\"ucker embedding. The intersection of two general PGL(10)-translates of Gr(2,5) is a Calabi-Yau 3-fold X, and the intersection of the projective duals of the two ...

An alternating sign matrix, or ASM, is a (0, ±1)-matrix where the nonzero entries in each row and column alternate in sign. We generalize this notion to hypermatrices: an n × n × n hypermatrix A = [aijk] is an alternating ...

The final publication is available at IOS Press through http://dx.doi.org/10.3233/COM-170081

Conventional 2D medical ultrasound imaging is based on analyzing the backscatter (echoes) from multiple, focused, transmitted acoustic beams. Most imaging systems are very similar in the way they create and record beams. ...

Computational models of cardiac mechanics, personalized to a patient, offer access to mechanical information above and beyond direct medical imaging. Additionally, such models can be used to optimize and plan therapies ...

It is argued that the accuracy of risk aggregation in Solvency II can be improved by updating skewness recursively. A simple scheme based on the log-normal distribution is developed and shown to be superior to the standard ...

We construct 2D and 3D finite element de Rham sequences of arbitrary polynomial degrees with extra smoothness. Some of these elements have nodal degrees of freedom and can be considered as generalisations of scalar Hermite ...

In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market ...

In this paper, we study a second-order, nonlinear evolution equation with damping arising in elastodynamics. The nonlinear term is monotone and possesses a convex potential but exhibits anisotropic and nonpolynomial growth. ...

In this thesis we give an introduction to the Minimal Model Program and the Morrison-Kawamata cone conjecture. We then present some known results on anticanonical hypersurfaces building up to the result proven by Kollár ...

Wind field ensembles from six CMIP5 models force wave model time slices of the northeast Atlantic over the last three decades of the 20th and the 21st centuries. The future wave climate is investigated by considering the ...

We prove a version of Onsager’s conjecture on the conservation of energy for the incompressible Euler equations in the context of statistical solutions, as introduced recently by Fjordholm et al. (2017). As a byproduct, ...

By a memory mean-field process we mean the solution X(\cdot ) of a stochastic mean-field equation involving not just the current state X(t) and its law \mathcal {L}(X(t)) at time t, but also the state values X(s) and its ...

Influential points can cause severe problems when deriving a multivariable regression model. A novel approach to check for such points is proposed, based on the variable inclusion matrix, a simple way to summarize results ...

In recent years, renewable energy has gained importance in producing power in many markets. The aim of this article is to model photovoltaic (PV) production for three transmission operators in Germany. PV power can only ...

Background: Recent large-scale undertakings such as ENCODE and Roadmap Epigenomics have generated experimental data mapped to the human reference genome (as genomic tracks) representing a variety of functional elements ...

We prove that all moment varieties of univariate Gaussian mixtures have the expected dimension. Our approach rests on intersection theory and Terracini’s classification of defective surfaces. The analogous identifiability ...

The lower bounds are used to determine availabilities of a system, and are used in many different companies. Such is for example a company that supplies water to a city. The company would most likely want to know how ...

We build a mathematical model for the risk involved when a person makes a binding fixed-price offer to buy or sell something that fluctuates in value. This situation often arises in financial markets, where such an offer ...

In 1930, Fisher presented his fiducial argument as a solution to the "fundamen- tally false and devoid of foundation" practice of using Bayes’ theorem with uniform priors to represent ignorance about a parameter. His ...

In this thesis we analyze spread functions in the cointegrated market, with dynamics based on different combinations of Brownian motions and Ornstein-Uhlenbeck processes, and their structural differences. Theoretical and ...

The nonlinear shallow water model is widely used in the study of tsunami propagation, but an increasing number of studies are dedicated to the dispersion dynamics of tsunamis. If the wave dispersion becomes important, ...

-stability for entropy solutions of nonlinear degenerate parabolic convection–diffusion equations with discontinuous coefficients, Skr. K. Nor. Vidensk. Selsk. 3 (2003) 1–49], singles out the vanishing viscosity solution ...

DNA methylation affects expression of associated genes and may contribute to the missing genetic effects from genome-wide association studies of osteoporosis. To improve insight into the mechanisms of postmenopausal ...

CFD analysis of a cone grid applied to a flat plate, with mesh generation script.

Knowledge about how many fish that have been killed due to bycatch is an important aspect of ensuring a sustainable ecosystem and fishery. We introduce a Bayesian spatio-temporal prediction method for historical bycatch ...

Beginner student courses in mathematics in higher education have had high failure rates across the country. A national study [1] conducted by the Norwegian Association of Higher Education Institutions (UHR) in 2013 showed ...

In this thesis we study the construction of wavelets for the Cuntz--Krieger $C^{\ast}$-algebras as developed by M. Marcolli and A. Paolucci in [MP11]. We identify and correct some errors in the construction, as well as ...

This article studies singular mean field control problems and singular mean field two-players stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium ...

As modern biotechnologies advance, it has become increasingly frequent that different modalities of high-dimensional molecular data (termed “omics” data in this paper), such as gene expression, methylation, and copy number, ...

We show that the Cuntz splice induces stably isomorphic graph C∗-algebras. This result is a key step towards the recent complete classification of unital graph C∗-algebras both with respect to K-theoretical classification ...

We study methods for solving stochastic control problems of systems offorward–backward mean-field equations with delay, in finite and infinite time horizon.Necessary and sufficient maximum principles under partial information ...

We use representation theory and Bott’s theorem to show vanishing of higher cotangent cohomology modules for the homogeneous coordinate ring of Grassmannians in the Plücker embedding. As a by-product, we answer a question ...