## Search

Now showing items 1-100 of 789

Stochastic Modeling with Fractional and non-Fractional Noises: Applications to Finance and Insurance

(Doctoral thesis / Doktoravhandling, 2020)

In my doctoral work, I have developed stochastic models that use different type of noises, to price financial derivatives and insurance products.
Stock prices have a random component in their behavior that characterizes ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Background
Infusion testing is a common procedure to determine whether shunting will be beneficial in patients with normal pressure hydrocephalus. The method has a well-developed theoretical foundation and ...

(Doctoral thesis / Doktoravhandling, 2020)

This thesis is a collection of four papers about symmetric and Hermitian determinantal representations of quartic hypersurfaces.
- Paper I classifies rational quartic symmetroids in 3-space.
- Paper II classifies rational ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Statistical models are often fitted to obtain a concise description of the association of an outcome variable with some covariates. Even if background knowledge is available to guide preselection of covariates, stepwise ...

(Doctoral thesis / Doktoravhandling, 2020)

(Doctoral thesis / Doktoravhandling, 2020)

This thesis presents new statistical methodology, models, and estimators that are geared towards answering scientific questions in epidemiology and medicine, and in economics and finance. The questions are: (i) What is the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

A user defined cohesive material model is implemented in the LS-DYNA finite element code. The model is based on interface properties characterised from DCB specimens loaded with unequal bending moments. Different mode ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

In this paper we aim at modeling stochastic transition rates of state processes in life insurance by using generalized Cox processes. A feature of a our non-Gaussian model is that it can be used to capture ‘regime switching’ ...

(Doctoral thesis / Doktoravhandling, 2020)

(Doctoral thesis / Doktoravhandling, 2020)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Background
The standard lasso penalty and its extensions are commonly used to develop a regularized regression model while selecting candidate predictor variables on a time-to-event outcome in high-dimensional ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Statistical solutions are time-parameterized probability measures on spaces of integrable functions, which have been proposed recently as a framework for global solutions and uncertainty quantification for multi-dimensional ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Background
Graph-based reference genomes have become popular as they allow read mapping and follow-up analyses in settings where the exact haplotypes underlying a high-throughput sequencing experiment are ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The recently proposed glymphatic system suggests that bulk flow is important for clearing waste from the brain, and as such may underlie the development of e.g. Alzheimer’s disease. The glymphatic hypothesis is still ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We classify rational, irreducible quartic symmetroids in projective 3-space. They are either singular along a line or a smooth conic section, or they have a triple point or a tacnode.

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

(Doctoral thesis / Doktoravhandling, 2020)

This thesis describes a finite element method for simulation of free-surface flows, such as ocean waves, using the discontinuous Galerkin method. Free-surface flows where there is a large difference in density between two ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Present first-order based design code formulations for slender columns in frames with sway, employ sway magnification factors (for global second-order effects) also as moment magnifiers for the individual columns of the ...

(Doctoral thesis / Doktoravhandling, 2020)

It is well known that randomness can be used as an effective tool to turn a priori ill-posed problems into well-posed ones. This is useful both for answering questions at the theoretical as well as the practical levels. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We define Chern–Schwartz–MacPherson (CSM) cycles of an arbitrary matroid. These are balanced weighted fans supported on the skeleta of the corresponding Bergman fan. In the case that the matroid arises from a complex ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We report laboratory experiments of long-crested irregular water surface waves propagating over a shoal. For a sufficiently shallow shoal we find that the surface elevation can have a local maximum of skewness and kurtosis ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Let X be a Riemannian manifold and xn a sequence of points in X. Assume that we know a priori some properties of the set A of cluster points of xn. The question is under what conditions that xn will converge. An answer to ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The coupled Darcy–Stokes problem is widely used for modeling fluid transport in physical systems consisting of a porous part and a free part. In this work we consider preconditioners for monolithic solution algorithms of ...

(Doctoral thesis / Doktoravhandling, 2020)

In the last decades the analytical value of data has really become apparent and the amount of data collected has vastly increased. This enables us to approach problems in more data driven manners. In the thesis, I have ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Previous studies of fetal death with maternal influenza have been inconsistent. We explored the effect of maternal influenza-like illness (ILI) in pregnancy on the risk of fetal death, distinguishing between diagnoses ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

This paper is concerned with properties of permutation matrices and alternating sign matrices (ASMs). An ASM is a square (0,±1)-matrix such that, ignoring 0’s, the 1’s and −1’s in each row and column alternate, beginning ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Time integration of Fourier pseudospectral DNS is usually performed using the classical fourth‐order accurate Runge‐Kutta method or other second‐ or third‐order methods, with a fixed step size. We investigate the use of ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Principal component analysis (PCA) is a common tool in the literature and widely used for process monitoring and fault detection. Traditional PCA is associated with the two well-known control charts, the Hotelling’s T2 and ...

(Doctoral thesis / Doktoravhandling, 2020)

Dementia is a growing concern for the health-care in the world and most treatment strategies are not successful. Dementia is associated with accumulation of metabolic waste in the form of protein fragments. Recent breakthroughs ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process ξ with memory as, e.g., a Volterra equation ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

This paper focuses on the active flow control of a computational fluid dynamics simulation over a range of Reynolds numbers using deep reinforcement learning (DRL). More precisely, the proximal policy optimization (PPO) ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Sediment slumps are known to have generated important tsunamis such as the 1998 Papua New Guinea (PNG) and the 1929 Grand Banks events. Tsunami modellers commonly use solid blocks with short run-out distances to simulate ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Environmental contours are used in structural reliability analysis of marine and coastal structures as an approximate means to locate the boundary of the distribution of environmental variables, and hence sets of environmental ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Kemeny's constant κ(G) of a connected undirected graph G can be interpreted as the expected transit time between two randomly chosen vertices for the Markov chain associated with G. In certain cases, inserting a new edge ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We argue that the very effective cover of hermitian K-theory in the sense of motivic homotopy theory is a convenient algebro-geometric generalization of the connective real topological K-theory spectrum. This means the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

In the statistical literature, the class of survival analysis models known as cure models has received much attention in recent years. Cure models seem not, however, to be part of the statistical toolbox of perinatal ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

We present a collection of research questions on cubic surfaces in 3-space. These questions inspired the present collection of papers. This article serves as the introduction to the issue. The number of questions is meant ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

We have developed an efficient methodology for Bayesian prediction of lithology and pore fluid, and layer-bounding horizons, in which we include and use spatial geologic prior knowledge such as vertical ordering of ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

In this paper, we provide new results and algorithms (including backtracking versions of Nesterov accelerated gradient and Momentum) which are more applicable to large scale optimisation as in Deep Neural Networks. We also ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We study the logical and computational properties of basic theorems of uncountable mathematics, in particular Pincherle's theorem, published in 1882. This theorem states that a locally bounded function is bounded on certain ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Successful trading in electricity markets relies on the market actor's ability to accurately forecast the electricity price. The fundamental electricity price models use market information, provided by various price drivers, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Numerical simulations of granular flows with Navier–Stokes type models emerged in the last decade, challenging the well established depth-averaged models. The structure of these equations allows for extension to general ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Given a set A in the unit interval and the associated Lebesgue measure λ, it is a natural question whether we may (in some sense) compute the measure λ(A) in terms of the set A. Under the moniker measure theoretic uniformity, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The process of a circular free falling jet entering an idle pool was studied with the objective of determining a relation between the naturally occurring disturbances on the jet surface and air entrainment. To this end the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Co-current two-phase simulations of gas-liquid flow with mixture velocities from 1.2 to 4.2 m/s were run in a partially eccentric annulus and compared with entirely eccentric and concentric experimental data collected at ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We prove a strengthened form of convexity for operator monotone decreasing positive functions defined on the positive real numbers. This extends Ando and Hiai's work to allow arbitrary positive maps instead of states (or ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

We study first-order concatenation theory with bounded quantifiers. We give axiomatizations with interesting properties, and we prove some normal-form results. Finally, we prove a number of decidability and undecidability results.

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Somatic copy number alterations are a frequent sign of genome instability in cancer. A precise characterization of the genome architecture would reveal underlying instability mechanisms and provide an instrument for outcome ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provides a way to capture and model the typical ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

The seller's risk-indifference price evaluation is studied. We propose a dynamic risk-indifference pricing criterion derived from fully-dynamic risk measures on the $L_p$-spaces for $p\in [1,\infty]$. The concept of ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Epigenetic observations are represented by the total number of reads from a given pool of cells and the number of methylated reads, making it reasonable to model this data by a binomial distribution. There are numerous ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We prove that there exists a pencil of Enriques surfaces defined over Q with non-algebraic integral Hodge classes of non-torsion type. This gives the first example of a threefold with the trivial Chow group of zero-cycles ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

An old question of Mori asks whether in dimension at least three, any smooth specialization of a hypersurface of prime degree is again a hypersurface. A positive answer to this question is only known in degrees two and ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We prove that the product of an Enriques surface and a very general curve of genus at least 1 does not satisfy the integral Hodge conjecture for 1-cycles. This provides the first examples of smooth projective complex ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We derive bounds for the constants in Poincaré–Friedrichs inequalities with respect to mesh-dependent norms for complexes of discrete distributional differential forms. A key tool is a generalized flux reconstruction which ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

This paper deals with a homogeneous Neumann problem of a nonlinear diffusion system involving variable exponents dependent on spatial and time variables and cross-diffusion terms. We prove the existence of weak solutions ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

The liberalization of energy markets worldwide during recent decades has introduced severe implications for the price formation in these markets. Especially within the European day-ahead electricity markets, increased ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

In this paper, we study a so-called Condition C1 on square matrices with complex coefficients and a weaker Condition C2. For Druzkowski maps Condition C2 is equivalent to the Jacobian conjecture. We show that these conditions ...

(Doctoral thesis / Doktoravhandling, 2020)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Seismic exploration in complex geologic settings and shallow geologic targets has led to a demand for higher spatial and temporal resolution in the final migrated image. Conventional marine seismic and wide-azimuth data ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

In this paper, we consider option pricing in a framework of the fractional Heston-type model with [Formula: see text]. As it is impossible to obtain an explicit formula for the expectation [Formula: see text] in this case, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

We study the action of the group PGL(4) on the parameter space P 19 of complex cubic surfaces. Specifically, we look at how the techniques used by Aluffi and Faber in [1] can be extended to compute the degree of the orbit ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

In this paper, we investigate the dynamics of a neuron–glia cell system and the underlying mechanism for the occurrence of seizures. For our mathematical and numerical investigation of the cell model we will use bifurcation ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Abstract
The study of the topology of real algebraic varieties dates back to the work of Harnack, Klein, and Hilbert in the 19th century; in particular, the isotopy-type classification of real algebraic curves ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We study the derived category of a complete intersection X of bilinear divisors in the orbifold Sym2P(V) . Our results are in the spirit of Kuznetsov’s theory of homological projective duality, and we describe a homological ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

The recent article ‘Satellite conjunction analysis and the false confidence theorem’ (Balch et al. 2019, Satellite conjunction analysis and the false confidence theorem. Proc. R. Soc. A475, 20180565) points to certain ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Have great wars become less violent over time, and is there something we might identify as the long peace? We investigate statistical versions of such questions, by examining the number of battle-deaths in the Correlates ...

(Doctoral thesis / Doktoravhandling, 2020)

Biological membranes have fundamental implications in a large number of processes in the cell. As such, membranes possess important properties: they can change their shape as an elastic surface, and they are fluid, which ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We introduce two essentially undecidable first-order theories WT and T. The intended model for the theories is a term model. We prove that WT is mutually interpretable with Robinson’s R. Moreover, we prove that Robinson’s ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Abstract
Purpose
To investigate the comparative effectiveness of dopamine agonists and monoamine oxidase type-B (MAO-B) inhibitors available for treatment of Parkinson’s disease.
...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Waves can drastically transform a sea ice cover by inducing break-up over vast distances in the course of a few hours. However, relatively few detailed studies have described this phenomenon in a quantitative manner, and ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The time it takes a student to graduate with a university degree is mitigated by a variety of factors such as their background, the academic performance at university, and their integration into the social communities of ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The goal of this paper is to study a stochastic game connected to a system of forward-backward stochastic differential equations (FBSDEs) involving delay and noisy memory. We derive sufficient and necessary maximum principles ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We show that every automorphism of the Hilbert scheme of n points on a weak Fano or general type surface is natural, i.e., induced by an automorphism of the surface, unless the surface is a product of curves and n=2. In ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

A central point of disagreement, in certain long-standing discussions about a particular whaling dataset in the Scientific Committee of the International Whaling Commission, has directly involved model selection issues for ...

(Doctoral thesis / Doktoravhandling, 2020)

Airflow above water waves represents a challenging problem, relevant both in air-sea interactions and for multiphase pipe flows. Understanding this interaction is important to accurately predict the exchange of heat, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

When using the Focused Information Criterion (FIC) for assessing and ranking candidate models with respect to how well they do for a given estimation task, it is customary to produce a so-called FIC plot. This plot has the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Abstract BayesMallows is an R package for analyzing preference data in the form of rankings with the Mallows rank model, and its finite mixture extension, in a Bayesian framework. The model is grounded on the idea that the ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Many regions of the world are currently struggling with congested airspace, and Europe is no exception. Motivated by our collaboration with relevant European authorities and companies in the Single European Sky ATM Research ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

During the last fifteen years there has been a paradigm shift in the continuum modelling of granular materials; most notably with the development of rheological models, such as the μ(I) μ(I) -rheology (where μ μ is the ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We suggest four new measures of importance for repairable multistate systems based on the classical Birnbaum measure. Periodic component life cycles and general semi-Markov processes are considered. Similar to the Birnbaum ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Inspired by so-called TVD limiter-based second-order schemes for hyperbolic conservation laws, we develop a formally second-order accurate numerical method for multi-dimensional aggregation equations. The method allows for ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

CARMA(p, q) processes are compactly defined through a stochastic differential equation (SDE) involving q + 1 derivatives of the Lévy process driving the noise, despite this latter having in general no differentiable paths. ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

A novel numerical method has been developed that incorporates electrically conducting objects into particle-in-cell simulations of electrostatic plasma. The method allows multiple objects connected by voltage and current ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

Deep learning, due to its unprecedented success in tasks such as image classification, has emerged as a new tool in image reconstruction with potential to change the field. In this paper we demonstrate a crucial phenomenon: ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

The tetrachoric correlation is a popular measure of association for binary data and estimates the correlation of an underlying normal latent vector. However, when the underlying vector is not normal, the tetrachoric ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

Using recent results of Bayer–Macrì, we compute in many cases the pseudoeffective and nef cones of the projectivised cotangent bundle of a smooth projective K3 surface. We then use these results to construct explicit ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

The continuous growth in maritime traffic and recent developments towards autonomous navigation have directed increasing attention to navigational safety in which new tools are required to identify real-time risk and complex ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)

In this paper, we consider the Keller–Segel chemotaxis system with additional cross-diffusion term in the second equation. This system is consisting of a fully nonlinear reaction–diffusion equations with additional ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2020)

We continue our study of the Fourier–Stieltjes algebra associated to a twisted (unital, discrete) C*-dynamical system and discuss how the various notions of equivalence of such systems are reflected at the algebra level. ...

(Doctoral thesis / Doktoravhandling, 2020)

There are currently two paradigm shifts happening in society and scientific computing: (1) Artificial Intelligence (AI) is replacing humans in problem solving, and, (2) AI is replacing the standard algorithms in computational ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)

The sparseness promoted by the total variation norm is utilized to achieve superresolution amplitude-variation-with-offset (AVO) inversion. The total variation norm promotes solutions that have constant values within ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2019)

We describe a method for geophysical inversion of seismic amplitude data, we argue that this type of inversion is a natural extension of the processing flow. The methodology is related to digital image-video restoration ...