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Thèses sur le sujet « Stack models »

Auteur : Grafiati

Publié le 10 mars 2023

Mis à jour le 31 juillet 2025

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1

Coogle, John J. "Applying Hierarchical Tag-Topic Models to Stack Overflow." VCU Scholars Compass, 2019. https://scholarscompass.vcu.edu/etd/5713.

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Stack Overflow is a question and answer site for programming questions. It has become one of the most widely used resources for programmers, with many programmers accessing the site multiple times per day. A threat to the continued success of Stack Overflow is the ability to efficiently search the site. Existing research suggests that the inability to find certain questions results inunanswered questions, long delays in answering questions, or questions which are unable to be found by future visitors to the site. Further research suggests that questions with poor tag quality are particularly v

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Øvstegård, Øyvind Aunan. "Global Optimization and Inital Models In Seismic Pre-Stack Inversion." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for petroleumsteknologi og anvendt geofysikk, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-19300.

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Abstract Pre stack inversion of seismic data consists of numerous difficulties. Two of the problems of greatest concern are the problems of non-uniqueness and non-linearity of the inversion. There may exist several solutions to any given inversion problem, and to be able to choose the correct solution we are dependent on a priori information. This thesis will explain how a priori information can be implemented with the seismic data using Bayesian modeling and fractal based initial methods in order to obtain the most likely solution for the inversion. This thesis will also explain the theory be

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Pommellet, Adrien. "On model-checking pushdown systems models." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCC207/document.

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Cette thèse introduit différentes méthodes de vérification (ou model-checking) sur des modèles de systèmes à pile. En effet, les systèmes à pile (pushdown systems) modélisent naturellement les programmes séquentiels grâce à une pile infinie qui peut simuler la pile d'appel du logiciel. La première partie de cette thèse se concentre sur la vérification sur des systèmes à pile de la logique HyperLTL, qui enrichit la logique temporelle LTL de quantificateurs universels et existentiels sur des variables de chemin. Il a été prouvé que le problème de la vérification de la logique HyperLTL sur des sy

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4

Nawaz, Usman Shah. "Acoustic and Elastic Impedance Models of Gullfaks Field by Post-Stack Seismic Inversion." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for petroleumsteknologi og anvendt geofysikk, 2013. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-23738.

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Gullfaks is one of the major hydrocarbon producing fields in the Norwegian continental shelf. This field has a quite complex geology which makes routine seismic interpretation a challenging task for understanding the reservoir properties such as lithology and fluid content. Post-stack seismic inversion has proven to be a reliable tool for detailed understanding of the reservoir especially for lithological identification. In this study, post-stack seismic inversion method was used on acoustic and elastic impedance models to build an inverted impedance model. For this purpose, three horizons

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5

Marra, Dario. "Development of solid oxide fuel cell stack models for monitoring, diagnosis and control applications." Doctoral thesis, Universita degli studi di Salerno, 2013. http://hdl.handle.net/10556/1014.

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2011 - 2012<br>In the present thesis different SOFC stack models have been presented. The results shown were obtained in the general framework of the GENIUS project (GEneric diagNosis Instrument for SOFC systems), funded by the European Union (grant agreement n° 245128). The objective of the project is to develop “generic” diagnostic tools and methodologies for SOFC systems. The “generic” term refers to the flexibility of diagnosis tools to be adapted to different SOFC systems. In order to achieve the target of the project and to develop stack models suitable for monitoring, control an

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6

Shi, Li, and 时莉. "Long-term commodity procurement risk management using futures contracts: a dynamic stack-and-rollapproach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B49858749.

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The procurement of commodity materials for production is an important issue in supply chain management. Effective procurement should consider both uncertain customer demand and fluctuating commodity price which, when act together, give rise to the procurement risk. To protect the bottom line, a manufacturer has to plan its procurement activities with special attention given to such procurement risk. Existing research has studied the use of exchange market-traded commodities in mitigating procurement risk. This study addresses the case of a manufacturer with long-term procurement commitmen

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7

Rosich, Oliva Albert. "Sensor placement for fault diagnosis based on structural models: application to a fuel cell stak system." Doctoral thesis, Universitat Politècnica de Catalunya, 2011. http://hdl.handle.net/10803/53635.

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The present work aims to increase the diagnosis systems capabilities by choosing the location of sensors in the process. Therefore, appropriate sensor location will lead to better diagnosis performance and implementation easiness. The work is based on structural models ands some simplifications are considered in order to only focus on the sensor placement analysis. Several approaches are studied to solve the sensor placement problem. All of them find the optimal sensor configuration. The sensor placement techniques are applied to a fuel cell stack system. The model used to describe the b

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8

Pachentseva, Marina, and Anna Bronskaya. "On Stock Index Volatility With Respect to Capitalization." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1189.

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<p>Condfidence in the future is a signicant factor for business development. However frequently, accurate and specific purposes are spread over the market environment influence.Thus,it is necessary to make an appropriate consideration of instability, which is peculiar to the dynamic development. Volatility, variance and standard deviation are used to</p><p>characterize the deviation of the investigated quantity from mean value.</p><p>Volatility is one of the main instruments to measure the risk of the asset.</p><p>The increasing availability of financial market data has enlarged volatility res

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9

Němec, Pavel. "Finanční analýza STOCK Plzeň a.s." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-8797.

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The subject is financial analysis of STOCK Plzeň a.s. The aim of the thesis is propose the analysisi of ekonomical and financial situation of the company. The analysis refers to stage ang progress of the company between the years 2002 - 2006. Especially due to accounting reports.

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10

Kowalczyk, Piotr Jozef. "Validation and application of advanced soil constitutive models in numerical modelling of soil and soil-structure interaction under seismic loading." Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/275675.

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This thesis presents validation and application of advanced soil constitutive models in cases of seismic loading conditions. Firstly, results of three advanced soil constitutive models are compared with examples of shear stack experimental data for free field response in dry sand for shear and compression wave propagation. Higher harmonic generation in acceleration records, observed in experimental works, is shown to be possibly the result of soil nonlinearity and fast elastic unloading waves. This finding is shown to have high importance on structural response, real earthquake records and r

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11

Kowalczyk, Piotr Jozef. "Validation and application of advanced soil constitutive models in numerical modelling of soil and soil-structure interaction under seismic loading." Doctoral thesis, Università degli studi di Trento, 2020. http://hdl.handle.net/11572/275675.

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This thesis presents validation and application of advanced soil constitutive models in cases of seismic loading conditions. Firstly, results of three advanced soil constitutive models are compared with examples of shear stack experimental data for free field response in dry sand for shear and compression wave propagation. Higher harmonic generation in acceleration records, observed in experimental works, is shown to be possibly the result of soil nonlinearity and fast elastic unloading waves. This finding is shown to have high importance on structural response, real earthquake records and re

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12

Bagdonas, Aivaras. "AKCIJŲ PORTFELIO FORMAVIMO MODELIŲ TYRIMAI." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2006. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20060608_222443-47413.

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Final work of Master Studies, 54 pages, 20 figures, 12 tables, 41 references, 6 appendix, lietuvių kalba. KEY WORDS – securities, stock, portfolio, models. Research object – stock portfolio formatting models. Research aim - to analyze stock portfolio formatting models and their adaptability under conditions of Lithuania. Objectives: • to research theoretical aspects of securities portfolio formatting; • to explore modern stock portfolio formatting models; • to construct stock portfolio formatting models under conditions of Lithuania. Research methods - statistical, monographic, deduction and i

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13

Sun, Jia. "Models of executive stock options." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/49189/.

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This thesis presents novel utility indifference models to solve versions of problems faced by the executives compensated with periodical option grants in practice. Chapter 2 provides a comprehensive analysis of a single executive stock option (ESO). A closed-form solution to the exercise threshold instantaneously before maturity is obtained, and the leading driver of the slope of the exercise thresholds close to and far from maturity is identified. This Chapter forms the foundation for further investigation of more complex problems in later Chapters. Chapter 3 investigates the optimal exercise

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14

Emeny, Matthew. "The book-to-market effect and the behaviour of stock returns in the Australian equity market." Title page, contents and abstract only, 1998. http://web4.library.adelaide.edu.au/theses/09ECM/09ecme533.pdf.

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"August 1998" Bibliography: leaves 74-78. The relationship between the returns to a stock, and ratio of book equity to market equity of the firm, are tested for the Australian stock market, and statistically significant evidence is found in support if the :book to market effect". Several tests are performed to determine whether this return premium is the result of additional risk or market inefficiency. No evidence is found to suggest that high book-to-market stocks are associated with additional risk, and only weak evidence is found to suggest that return premium is a result of investor over-

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15

Hill, Roger M. "Lost sales inventory models." Thesis, University of Exeter, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302560.

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16

Kappes, Sylvio Antonio. "Stock-flow consistent models : evolution, methodological issues, and fiscal policy applications." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2017. http://hdl.handle.net/10183/168627.

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A presente dissertação tem por objetivo discutir diferentes aspectos de um método de modelagem econômica conhecido por Modelos Stock-Flow Consistent (SFC). Essa classe de modelos tem como principais características a presença de matrizes que representam os balanços patrimoniais dos setores modelados, bem como os fluxos de transações e de fundos financeiros. A primeira etapa do trabalho consiste em analisar as origens dos modelos SFC, apresentando os trabalhos que precederam as primeiras formulações. Em seguida, é feito um survey completo da literatura SFC corrente. Essas duas etapas são realiz

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17

Li, Na. "Stochastic Models of Stock Market Dynamics." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-144307.

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18

Heitmann, Bo-Lennart. "Full-stack musik : En studie om back-end, front-end och full-stack terminologi inom låtskapande och musikproduktion." Thesis, Kungl. Musikhögskolan, Institutionen för musik- och medieproduktion, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kmh:diva-4058.

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Syftet med det här examensarbetet är att presentera process och erfarenheter från mitt konstnärliga musikproduktionsprojekt som genomförts under mitt sista år av min masterutbildning. Genomförandet har bestått av att skapa ett svenskt popmusikalbum där låtar har skapats enskilt, genom samarbeten och tre verk har blivit slutförda och distribuerats på streamingtjänster så som Spotify och YouTube. Vidare är syfte att presentera en modell med hjälp av mitt konstnärliga arbete där det prövas potentiella omformuleringar för yrkesroller inom låtskapande. Dessa termer ska i sin tur underlätta rolldefi

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19

Arana, Amez Ronald Victor. "Propuesta de mejora del proceso de planeamiento y control de la producción de una empresa metalúrgica." Master's thesis, Universidad Peruana de Ciencias Aplicadas (UPC), 2019. http://hdl.handle.net/10757/625985.

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El presente trabajo plantea una propuesta de mejora del proceso de planeamiento y control de la producción en una empresa metalúrgica fabricante de aleaciones del cobre, zinc y plomo, mediante la implementación del modelo de programación lineal, que permitirá reducir los niveles de stock de productos. Asimismo, formula la mejora en la exactitud del registro del inventario de los materiales, mediante la aplicación del inventario físico mensual y el conteo físico aleatorio permanente. Se detectó el problema de incoherencia entre stock físico y teórico de los materiales, cuyas causas principal

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20

Skolpadungket, Prisadarng. "Portfolio management using computational intelligence approaches : forecasting and optimising the stock returns and stock volatilities with fuzzy logic, neural network and evolutionary algorithms." Thesis, University of Bradford, 2013. http://hdl.handle.net/10454/6306.

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Portfolio optimisation has a number of constraints resulting from some practical matters and regulations. The closed-form mathematical solution of portfolio optimisation problems usually cannot include these constraints. Exhaustive search to reach the exact solution can take prohibitive amount of computational time. Portfolio optimisation models are also usually impaired by the estimation error problem caused by lack of ability to predict the future accurately. A number of Multi-Objective Genetic Algorithms are proposed to solve the problem with two objectives subject to cardinality constraint

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21

Kwan, Wai-ching Josephine. "Trend models for price movements in financial markets /." [Hong Kong] : University of Hong Kong, 1994. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13841397.

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22

周煒強 and Wai-keung Chow. "The pricing of Hong Kong wattants: an empirical study of the performance of the Kassouf, Black-Scholes andconstant elasticity variance option pricing models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B31977297.

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23

Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.

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Nevares, Mario Maia. "Reservas internacionais ótimas de um país: um estudo do caso brasileiro." reponame:Repositório Institucional do FGV, 2007. http://hdl.handle.net/10438/330.

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Made available in DSpace on 2008-05-13T13:48:10Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-05-04<br>The objective of this paper is to analyze the foreign reserves accumulation among countries such Brazil that builds up international reserves to be protected from externai crises as well as to diminish such probability. We desire to analyze also the determination of optimal levei of reserves. We will approach brief historical of the literature of reserves holdings. In the study of Brazil, we will discuss the optimal levei of Brazilian international reserves using buffer stock mode

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25

Muhlrad, Katy G. "Model-based design for full-stack robot manipulation." Thesis, Massachusetts Institute of Technology, 2019. https://hdl.handle.net/1721.1/123045.

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This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2019<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (pages 60-65).<br>As robotic manipulation research becomes more prevalent, it is crucial to develop clean, modular, and testable systems for researchers to make advances in their fields of expertise without sacrificing usability for

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26

Blazejewski, Adam. "Computational Models for Stock Market Order Submissions." Engineering, 2006. http://hdl.handle.net/2123/923.

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Doctor of Philosophy<br>The motivation for the research presented in this thesis stems from the recent availability of high frequency limit order book data, relative scarcity of studies employing such data, economic significance of transaction costs management, and a perceived potential of data mining for uncovering patterns and relationships not identified by the traditional top-down modelling approach. We analyse and build computational models for order submissions on the Australian Stock Exchange, an order-driven market with a public electronic limit order book. The focus of the thesis is o

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Blazejewski, Adam. "Computational Models for Stock Market Order Submissions." Thesis, The University of Sydney, 2005. http://hdl.handle.net/2123/923.

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The motivation for the research presented in this thesis stems from the recent availability of high frequency limit order book data, relative scarcity of studies employing such data, economic significance of transaction costs management, and a perceived potential of data mining for uncovering patterns and relationships not identified by the traditional top-down modelling approach. We analyse and build computational models for order submissions on the Australian Stock Exchange, an order-driven market with a public electronic limit order book. The focus of the thesis is on the trade implementati

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Sones, David L. "Psychological Models and the Stock of Knowledge." PDXScholar, 1992. https://pdxscholar.library.pdx.edu/open_access_etds/4743.

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The research sought to ascertain whether or not psychological ideas and notions ("psychological models") are used to explain human behavior and human characteristics in everyday life, and if so, are these psychological models similar to the schools of thought within the field of psychology? Also of interest was whether or not "statistical categories" use psychological models as a "style of thought," and if so, are psychological models part of the current American Weltanschauungen? The convenience sample consisted of 34 respondents who were taking an introductory sociology course, and 39 respon

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Keskitalo, Johan. "A Comparison of Recurrent Neural Networks Models and Econometric Models for Stock Market Predictions." Thesis, Umeå universitet, Institutionen för fysik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-174921.

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It is well known that the stock market is highly volatile, so stock price prediction is a very challenging task. However, in order to make a profit or to understand the equity market, many investors and researchers use various statistical, econometric, and neural network models to make the best stock price predictions possible. In this thesis the aim is to compare the predictability of two econometric models, the exponential moving average (EMA) and auto regressive integrated moving average (ARIMA) models, and two neural network models, a simple recurrent neural network (RNN) and the long shor

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Ozdemir, Duygu. "Stock Market Liquidity Analysis: Evidence From The Istanbul Stock Exchange." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613789/index.pdf.

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The purpose of this thesis is to identify the factors playing a key role in the determination of the Turkish stock market liquidity in aggregate terms in a time series context and discuss the joint dynamics of the market-wide liquidity with its selected determinants and the trade volume. The main determinants tested are the level of return, the return volatility and the monetary stance of the Central Bank of the Republic of Turkey. The expected positive relationship between the liquidity and the return is confirmed, while the negative effect of the volatility on liquidity appears one-week lat

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Pan, Li, and 潘莉. "Mathematical modeling for warehouse logistics: stock loading and order picking." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B4784940X.

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Logistics makes extensive use of human and material resources to achieve a target level of customer service at the lowest possible cost. It has been recognized as a major key to success in commerce and industry, and continues to evolve radically and grow in importance in recent years. Warehousing, as one of the most costly elements of logistics, is often the central operation in most logistics networks. Its successful management is critical in terms of both cost and service. In this thesis, two problem areas in warehouse logistics are studied: stock loading and order picking. Stock lo

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董森 and Sen Dong. "Two essays on idiosyncratic volatility of stock markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2002. http://hub.hku.hk/bib/B31225937.

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Xiao, Yue. "Leveraged Lévy processes as models for stock prices." College Park, Md. : University of Maryland, 2005. http://hdl.handle.net/1903/3064.

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Thesis (Ph. D.) -- University of Maryland, College Park, 2005.<br>Thesis research directed by: Applied Mathematics and Scientific Computation Program. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

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34

Rossvoll, Eivind. "Asset Pricing Models and the Norwegian Stock Market." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for samfunnsøkonomi, 2013. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-23067.

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VALENTE, DIEGO CASTELO BRANCO. "STOCHASTIC MODELS FOR THE BRAZILIAN STOCK MARKET VOLATILITY." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5850@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>A volatilidade de uma série temporal financeira é um parâmetro importante de modelagem do mercado financeiro. Ela controla a medida de risco associado à dinâmica de preços do título financeiro, afetando assim o preço racional dos derivativos. A volatilidade de um ativo financeiro é uma quantidade estatística que descreve a magnitude típica das variações de preços do ativo. Por sua vez, existe uma grande evidência empírica que a volatilidade segue também um processo estocástico subjacente ao dos preços. Nesta dissertação,

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PEREIRA, SAVANO SOUSA. "DURATION AND VOLATILITY MODELS FOR STOCK MARKET DATA." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5868@1.

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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>O presente trabalho visa generalizar a modelagem do tempo entre os negócios ocorridos no mercado financeiro, doravante chamado duração, e estudar os impactos destas duraçõoes sobre a volatilidade instântanea. O estudo foi realizado por meio do modelo linear ACD (autoregression conditional duration) proposto por Engel e Russel[3], os quais usaram a distribuição Exponencial e Weibull para as inovações, e o modelo GARCH-t para dados com alta freqüência para modelar a volatilidade instântanea, também usando a proposição d

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Blad, Wiktor, and Vilim Nedic. "GARCH models applied on Swedish Stock Exchange Indices." Thesis, Uppsala universitet, Statistiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-386185.

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In the financial industry, it has been increasingly popular to measure risk. One of the most common quantitative measures for assessing risk is Value-at-Risk (VaR). VaR helps to measure extreme risks that an investor is exposed to. In addition to acquiring information of the expected loss, VaR was introduced in the regulatory frameworks of Basel I and II as a standardized measure of market risk. Due to necessity of measuring VaR accurately, this thesis aims to be a contribution to the research field of applying GARCH-models to financial time series in order to forecast the conditional variance

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Luo, Xingguo, and 骆兴国. "Two essays on interest rate and volatility term structures." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2010. http://hub.hku.hk/bib/B44921251.

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Cheung, Ming-yan William, and 張明恩. "Market microstructure of an order driven market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B3203782X.

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Lam, Yue-kwong. "A revisit to the applicability of option pricing models on the Hong Kong warrants market after the stock option is introduced /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003515.

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41

Poongam, Karan. "Equity premium in business cycle model in Thailand." Bangkok, Thailand : Faculty of Economics, Thammasat University, 2004. http://catalog.hathitrust.org/api/volumes/oclc/56680613.html.

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Bucic, Ida. "Heston vs Black Scholes stock price modelling." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-105614.

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In this thesis the Black Scholes and the Heston stock prices are investigated and the models are compared. The Black Scholes model assumes that the volatility is constant, while the Heston model allows stochastic volatility which is more flexible and can perform better with empirical data. Both models are analysed and simulated, and the parameters are estimated based on empirical data of S&P 500. Results are based on simulations and characteristic functions which are presented with figures of probability density functions.

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Lin, Gang. "Nesting regime-switching GARCH models and stock market volatility, returns and the business cycle /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906497.

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Katin, Igor. "On Development and Investigation of Stock-Exchange Model." Doctoral thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2014~D_20140602_082737-12589.

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A simple Stock Market Game Model (SEGM) was introduced in 2002 by J. Mockus to simulate the behavior of several stockholders trading a single stock. In contrast, the proposed model PORTFOLIO is simulating stock exchange including a number of different stocks. The objective of PORTFOLIO is not forecasting, but simulation of stock exchange processes that are affected by predictions of the participants. The main improvements are the multi-stock extension and a number of different trading rules, which represent both the heuristics of potential investors and the well-known theoretical investment st

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Tasnim, Syeda Humaira. "Porous Media Thermoacoustic Stacks: Measurements and Models." Thesis, 2011. http://hdl.handle.net/10012/6296.

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The present research analyzes random porous thermoacoustic stack systems analytically, experimentally, and numerically with a primary objective to develop a comprehensive analytical porous media modeling for random porous (such as Reticulated Vitreous Carbon (RVC) foams) environment. Mathematical models are developed for flow, thermal, and energy fields within the random porous medium stack. The Darcy and Brinkman-Forchheimer-extended Darcy models are used for modeling the momentum equation and local thermal equilibrium assumption between the porous matrix and trapped fluid in the void space f

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Gambús, Ordaz Maika Karen. "A field study to assess the value of 3D post-stack seismic data in forecasting fluid production from a deepwater Gulf-of-Mexico reservoir." Thesis, 2005. http://hdl.handle.net/2152/1548.

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Gbadamosi, Hakeem B. "Geological Modeling of Dahomey and Liberian Basins." 2009. http://hdl.handle.net/1969.1/ETD-TAMU-2009-05-264.

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The objective of this thesis is to study two Basins of the Gulf of Guinea (GoG), namely the Dahomey and the Liberian Basins. These Basins are located in the northern part of the GoG, where oil and gas exploration has significantly increased in the last 10 years or so. We proposed geological descriptions of these two Basins. The key characteristics of the two models are the presence of channels and pinch-outs for depths of between 1 km and 2 km (these values are rescaled for our numerical purposes to 600- m and 700-m depths) and normal faults below 3 km (for our numerical purposes we use 1 km i

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Hurst, Simon R. "On the stochastic dynamics of stock market volatility." Phd thesis, 1997. http://hdl.handle.net/1885/145358.

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Li, Yihan. "GARCH models for forecasting volatilities of three major stock indexes : using both frequentist and Bayesian approach." 2013. http://liblink.bsu.edu/uhtbin/catkey/1712468.

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Forecasting volatility with precision in financial market is very important. This paper examines the use of various forms of GARCH models for forecasting volatility. Three financial data sets from Japan (NIKKEI 225 index), the United States (Standard & Poor 500) and Germany (DAX index) are considered. A number of GARCH models, such as EGARCH, IGARCH, TGARCH, PGARCH and QGARCH models with normal distribution and student’s t distribution are used to fit the data sets and to forecast volatility. The Maximum Likelihood method and the Bayesian approach are used to estimate the parameters in the fam

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Chao, Wei-Sheng, and 趙偉勝. "Using genetic algorithm integrated state space model to build stock forecasting models." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/25683230279786288250.

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碩士<br>國立臺北大學<br>企業管理學系<br>90<br>This research combined the technic of statistic and artificial intelligence to find if there is the characteristic of predictability or not in Taiwan Weighted Stock Index. The purposes of this paper are listed below:1. By integrating the searching ability of genetic algorithm (GA) into the State Space Model and then building reasonable Statistics frameworks, this research tried to find the nonlinear function of short-term stock behavior.2. By comparing the models built in this research with the buy-and-hold strategy, we can know whose performance is better.3. Fo

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