Now showing items 1-20 of 152

  • Weedon-Fekjær, Harald (Master thesis / Hovedoppgave, 1999)
  • Wickmann, Jon Marius Grasto (Master thesis / Masteroppgave, 2007)
    In this thesis I will exploit the fact that the wavelet representation of hyperspectral data is sparse. Techniques from both atomic decomposition and denoising will be modified and used to make an even sparser representation. ...
  • Sunde, Trygve Ragnar (Master thesis / Masteroppgave, 2008)
    In this master thesis we investigate the properties of a chi-squared goodness-of-fit test for case-control data, of Grønnesby and Borgan (1996). This goodness-of-fit test is based on a comparison of observed and expected ...
  • Hermansen, Gudmund Horn (Master thesis / Masteroppgave, 2008)
    In this master thesis we propose a nonparametric Bayesian approach to estimating dependency in stationary time series and in second-order stationary spatial models over continuous domains.Our main focus will be the estimation ...
  • Saddiqi, Mohammad Omer (Master thesis / Masteroppgave, 2008)
    In Europe, statistical evidence shows a decline in human mortality over the 20th century. The growing mortality concern led actuaries to consider a dynamic and stochastic survival model in order to forecast realistic ...
  • Kakunze, Patrick (Master thesis / Masteroppgave, 2008)
    This thesis deals with infinitely divisible distributions, Poisson process, Stochastic Partial Differential Equations and Lévy processes. Keywords: Infinitely divisible distributions, stable distributions, compensated ...
  • Paul, Jimmy Veekas (Master thesis / Masteroppgave, 2008)
    I denne oppgaven har vi sett på konsekvenser av økt levetid for den norske befolkningen. Vi modellerer en dynamisk dødelighetsmodell ved å bruke historiske dødelighetsdata og deretter predikere en fremtidig modell. Vi ...
  • Schweder, Simen Gan (Master thesis / Masteroppgave, 2008)
    Generell innføring av Elektroniske anbefalingsystemer. Presentasjon av de vanligste metodene, inkludert K-Nærmeste Naboer, Matrise Faktorisering, Begrensede Boltzmann maskiner. Presentasjon av Netflix konkurransen og noen ...
  • Hoffmann, Torgeir W. B. (Master thesis / Masteroppgave, 2009)
    We set out to find how copula-based dependence modelling of large jumps in the NIG-Lévy model affects the option price. This leads to the definition of a rejection-based approximation algorithm for the NIG-Lévy. Using ...
  • Fjeldskår, Hanne (Master thesis / Masteroppgave, 2009)
    Since the deregulation of electricity, new models were needed to quantify the price of contracts with speci ed delivery period of electricity. In this thesis we have looked at two such models. The rst model is given in ...
  • Johansen, Linn Saxrud (Master thesis / Masteroppgave, 2009)
    Nowadays records, radio, television and the internet spread music more widely than ever before, and an overwhelming number of musical works are available to us. During the last decades, a great interest in converting music ...
  • Ressem, Ørjan Mekkalgården (Master thesis / Masteroppgave, 2009)
    Abstract This paper examines the utility indifference price of interest rate products and the risk associated with these. Such products can be compared with put options and are here considered to be written on a non-tradeable ...
  • Feinberg, Jonathan (Master thesis / Masteroppgave, 2009)
    Information collected from warning systems monitoring natural threats can be synthesized into a risk measure to determine the state of nature, and for defining the threshold for issuing (or not) of an early warning. This ...
  • Dong, Qingsheng (Master thesis / Masteroppgave, 2009)
    The fractional Brownian motion (fBm) has recently drawn a lot of attention and has been studied in several directions, such as stochastic integration, stochastic differential equations, financial applications, and solutions ...
  • Vøien, Hans Gunnar (Master thesis / Masteroppgave, 2009)
    In this thesis I study alternatives to the geometric Brownian motion where the log-return follow Lévy processes with jumps, in particular the normal invers Gaussian and the CGMY Lévy processes. With focus on Merton's ...
  • Solhjell, Ida Kjersem (Master thesis / Masteroppgave, 2009)
    A time series is a sequence of data assigned to specifi c moments in time. Most statistical models are static, such as regression analysis: The defi ning set of parameters has fixed values, and the relationship between ...
  • Luckin, Mak (Master thesis / Masteroppgave, 2009)
    Det har lenge vært klart at dødelighet oppfører seg på en stokastisk måte, og at livselskap som følge av forpliktelser som ofte varer i 30 år er sterkt utsatt for risiko som følge av nedgående dødelighet. For å sikre seg ...
  • Ellingsen, Trine Marie (Master thesis / Masteroppgave, 2009)
    The aim of the study was to compare the rates of mortality among disability pensioners to the rates of mortality in the general population. The causes considered are musculoskeletal- and psychiatric disorders and a group ...
  • Haadem, Sven (Master thesis / Masteroppgave, 2009)
    We study risk measures in relation to stochastic differential games in a Levy-market. We minimize a risk measure to get a min-max problem. The problem is to find an optimal solution for a convex risk measure in zero-sum ...
  • Bergersen, Linn Cecilie (Master thesis / Masteroppgave, 2009)
    New challenges within statistical sciences have arisen with the explosive growth of information. Classical methods are not designed for these kinds of problems and may not be possible to use or may not behave as expected. ...