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Tesi sul tema "Jump processes"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 29 luglio 2024

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1

Conforti, Giovanni, Pra Paolo Dai, and Sylvie Roelly. "Reciprocal class of jump processes." Universität Potsdam, 2014. http://opus.kobv.de/ubp/volltexte/2014/7077/.

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Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set A in R^d. We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of A plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization.

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2

Ornthanalai, Chayawat. "Asset pricing with Lévy jump processes." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66745.

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This thesis comprises of three essays that explore the theoretical development as well as the empirical applications of asset pricing models with Lévy jump processes. The first essay presents a new discrete-time framework that combines heteroskedastic processes with rich specifications of jumps in returns and volatility. Our models can be estimated with ease using standard maximum likelihood techniques. We evaluate the models by fitting a long sample of S&P500 index returns, and by valuing a large sample of options. We find strong empirical support for time-varying jump intensities

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3

Xia, Yuan. "Multilevel Monte Carlo for jump processes." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:7bc8e98a-0216-4551-a1f3-1b318e514ee8.

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This thesis consists of two parts. The first part (Chapters 2-4) considers multilevel Monte Carlo for option pricing in finite activity jump-diffusion models. We use a jump-adapted Milstein discretisation for constant rate cases and with the thinning method for bounded state-dependent rate cases. Multilevel Monte Carlo estimators are constructed for Asian, lookback, barrier and digital options. The computational efficiency is numerically demonstrated and analytically justified. The second part (Chapter 5) deals with option pricing problems in exponential Lévy models where the increments of the

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4

Skoog, Daniel. "Jump processes and the implied volatility curve." Thesis, Uppsala University, Department of Mathematics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-120040.

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5

Saeedi, Ardavan. "Nonparametric Bayesian models for Markov jump processes." Thesis, University of British Columbia, 2012. http://hdl.handle.net/2429/42963.

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Markov jump processes (MJPs) have been used as models in various fields such as disease progression, phylogenetic trees, and communication networks. The main motivation behind this thesis is the application of MJPs to data modeled as having complex latent structure. In this thesis we propose a nonparametric prior, the gamma-exponential process (GEP), over MJPs. Nonparametric Bayesian models have recently attracted much attention in the statistics community, due to their flexibility, adaptability, and usefulness in analyzing complex real world datasets. The GEP is a prior over infinite rate mat

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6

Bu, Tianren. "Option pricing under exponential jump diffusion processes." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/option-pricing-under-exponential-jump-diffusion-processes(0dab0630-b8f8-4ee8-8bf0-8cd0b9b9afc0).html.

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The main contribution of this thesis is to derive the properties and present a closed from solution of the exotic options under some specific types of Levy processes, such as American put options, American call options, British put options, British call options and American knock-out put options under either double exponential jump-diffusion processes or one-sided exponential jump-diffusion processes. Compared to the geometric Brownian motion, exponential jump-diffusion processes can better incorporate the asymmetric leptokurtic features and the volatility smile observed from the market. Prici

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7

Mina, Francesco. "On Markovian approximation schemes of jump processes." Thesis, Imperial College London, 2014. http://hdl.handle.net/10044/1/48049.

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The topic of this thesis is the study of approximation schemes of jump processes whose driving noise is a Levy process. In the first part of our work we study properties of the driving noise. We present a novel approximation method for the density of a Levy process. The scheme makes use of a continuous time Markov chain defined through a careful analysis of the generator. We identify the rate of convergence and carry out a detailed analysis of the error. We also analyse the case of multidimensional Levy processes in the form of subordinate Brownian motion. We provide a weak scheme to approxima

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8

Wong, Wee Chin. "Estimation and control of jump stochastic systems." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/31775.

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Thesis (Ph.D)--Chemical Engineering, Georgia Institute of Technology, 2010.<br>Committee Chair: Jay H. Lee; Committee Member: Alexander Gray; Committee Member: Erik Verriest; Committee Member: Magnus Egerstedt; Committee Member: Martha Grover; Committee Member: Matthew Realff. Part of the SMARTech Electronic Thesis and Dissertation Collection.

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9

Dursun, Havva Ozlem. "Jump Detection With Power And Bipower Variation Processes." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608940/index.pdf.

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In this study, we show that realized bipower variation which is an extension of realized power variation is an alternative method that estimates integrated variance like realized variance. It is seen that realized bipower variation is robust to rare jumps. Robustness means that if we add rare jumps to a stochastic volatility process, realized bipower variation process continues to estimate integrated variance although realized variance estimates integrated variance plus the quadratic variation of the jump component. This robustness is crucial since it separates the discontinuous component of q

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10

El-Bachir, Naoufel. "Stochastic default intensity modeling with dependent jump processes." Thesis, University of Reading, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.515698.

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11

Düvelmeyer, Dana, and Bernd Hofmann. "Ill-posedness of parameter estimation in jump diffusion processes." Universitätsbibliothek Chemnitz, 2004. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401199.

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In this paper, we consider as an inverse problem the simultaneous estimation of the five parameters of a jump diffusion process from return observations of a price trajectory. We show that there occur some ill-posedness phenomena in the parameter estimation problem, because the forward operator fails to be injective and small perturbations in the data may lead to large changes in the solution. We illustrate the instability effect by a numerical case study. To overcome the difficulty coming from ill-posedness we use a multi-parameter regularization approach that finds a trade-off between a leas

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12

Hosking, John Joseph Absalom. "Malliavin calculus for functionals of pure jump Levy processes." Thesis, Imperial College London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502116.

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13

Klein, Markus, Christian Léonard, and Elke Rosenberger. "Agmon-type estimates for a class of jump processes." Universität Potsdam, 2012. http://opus.kobv.de/ubp/volltexte/2012/5699/.

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In the limit we analyze the generators of families of reversible jump processes in the n-dimensional space associated with a class of symmetric non-local Dirichlet forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of certain eikonal equation. Fine results are sensitive to the rate functions being twice differentiable or just Lipschitz. Our estimates are similar to the semiclassical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice.

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14

Lee, Sanghoon. "Econometrics of jump-diffusion processes : approximation, estimation and forecasting." Thesis, University of Southampton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364734.

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15

Chatzipanagou, Eleftheria. "Computational option pricing under jump diffusion and Lévy processes." Thesis, University of Greenwich, 2015. http://gala.gre.ac.uk/18087/.

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The shortcomings of diffusion models in representing the risk related to large market movements have led to the development of various option pricing models with jumps. These models allow for a more realistic representation of price dynamics and greater flexibility in modelling and have therefore been the focus of much recent work. In this thesis the development of a robust finite difference method for the option pricing under jump-diffusion and Lévy processes is presented and its effectiveness is demonstrated on a range of pricing models.

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16

Landwehr, Sandra. "On the geometry related to jump processes : investigating transition functions of Levy and Levy-type processes." Thesis, Swansea University, 2010. https://cronfa.swan.ac.uk/Record/cronfa42253.

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In this thesis, we study some geometrical aspects of metric measure spaces (Rn, psi1/2 , mu)where mu is a locally finite regular Borel measure and a metric on psi1/2 which arises from a continuous negative definite function psi : Rn → R which satisfies psi(xi) ≥ 0 with psi(xi) = 0. This study is motivated by the investigation of a transition density estimate for pure jump processes on a general metric measure space. To gain a better insight into the behaviour of transition functions of symmetric Levy processes in this general setting, it seems desirable to understand geometrical proper

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17

Winter, Jens. "Optimal control of Markovian jump processes with different information structures." [S.l. : s.n.], 2008. http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-65458.

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18

Kim, Panki. "Potential theory for stable processes /." Thesis, Connect to this title online; UW restricted, 2004. http://hdl.handle.net/1773/5746.

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19

Ocone, Andrea. "Variational inference for Gaussian-jump processes with application in gene regulation." Thesis, University of Edinburgh, 2013. http://hdl.handle.net/1842/8280.

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In the last decades, the explosion of data from quantitative techniques has revolutionised our understanding of biological processes. In this scenario, advanced statistical methods and algorithms are becoming fundamental to decipher the dynamics of biochemical mechanisms such those involved in the regulation of gene expression. Here we develop mechanistic models and approximate inference techniques to reverse engineer the dynamics of gene regulation, from mRNA and/or protein time series data. We start from an existent variational framework for statistical inference in transcriptional networks.

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20

Saize, Stefane. "Analytical Valuation of American-Style Asian Options under Jump-Diffusion Processes." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-224885.

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21

Koskela, Jere. "Consistency and intractable likelihood for jump diffusions and generalised coalescent processes." Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/88065/.

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This thesis has two related aims: establishing tractable conditions for posterior consistency of statistical inference from non-IID data with an intractable likelihood, and developing Monte Carlo methodology for conducting such inference. Two prominent classes of models, jump diffusions and generalised coalescent processes, are considered throughout. Both are motivated by population genetics applications. Posterior consistency of nonparametric inference is established for joint inference of drift and compound Poisson jump components of unit volatility jump diffusions in arbitrary dimension und

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22

Merino, Fernández Raúl. "Option Price Decomposition for Local and Stochastic Volatility Jump Diffusion Models." Doctoral thesis, Universitat de Barcelona, 2021. http://hdl.handle.net/10803/671682.

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In this thesis, an option price decomposition for local and stochastic volatility jump diffusion models is studied. On the one hand, we generalise and extend the Alòs decomposition to be used in a wide variety of models such as a general stochastic volatility model, a stochastic volatility jump dffusion model with finite activity or a rough volatility model. Furthermore, we note that in the case of local volatility models, speci_cally, spot-dependent models, a new decomposition formula must be used to obtain good numerical results. In particular, we study the CEV model. On the other hand, we

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23

Altay, Suhan. "On Forward Interest Rate Models: Via Random Fields And Markov Jump Processes." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608342/index.pdf.

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The essence of the interest rate modeling by using Heath-Jarrow-Morton framework is to find the drift condition of the instantaneous forward rate dynamics so that the entire term structure is arbitrage free. In this study, instantaneous forward interest rates are modeled using random fields and Markov Jump processes and the drift conditions of the forward rate dynamics are given. Moreover, the methodology presented in this study is extended to certain financial settings and instruments such as multi-country interest rate models, term structure of defaultable bond prices and forward measures. A

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24

Iles, R. J. "Financial modelling and derivative pricing in the energy markets with jump processes." Thesis, Imperial College London, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.543458.

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25

Bambe, Moutsinga Claude Rodrigue. "Transform analysis of affine jump diffusion processes with applications to asset pricing." Diss., Pretoria : [s.n.], 2008. http://upetd.up.ac.za/thesis/available/etd-06112008-162807.

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26

Zhuang, Yuanying. "Some geometric considerations related to transition densities of jump-type Markov processes." Thesis, Swansea University, 2012. https://cronfa.swan.ac.uk/Record/cronfa42956.

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27

CALVIA, ALESSANDRO. "Optimal control of pure jump Markov processes with noise-free partial observation." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2018. http://hdl.handle.net/10281/199013.

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La presente tesi tratta un problema di controllo ottimo su orizzonte temporale infinito per un processo di puro salto Markoviano e con osservazione parziale di tipo noise-free. È definita una coppia di processi stocastici, detti processo non osservato o segnale e processo osservato o dei dati. Il segnale è un processo di puro salto Markoviano a tempo continuo, a valori in uno spazio metrico completo e separabile, di cui è nota la misura controllata dei tassi di transizione. Il processo osservato prende valori in un ulteriore spazio metrico completo e separabile ed è di tipo noise-free. Con que

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28

Basna, Rani. "Mean Field Games for Jump Non-Linear Markov Process." Doctoral thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-55852.

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The mean-field game theory is the study of strategic decision making in very large populations of weakly interacting individuals. Mean-field games have been an active area of research in the last decade due to its increased significance in many scientific fields. The foundations of mean-field theory go back to the theory of statistical and quantum physics. One may describe mean-field games as a type of stochastic differential game for which the interaction between the players is of mean-field type, i.e the players are coupled via their empirical measure. It was proposed by Larsy and Lions and

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29

Sedova, Ada. "Conditions for deterministic limits of markov jump processes| The Kurtz theorem in chemistry." Thesis, State University of New York at Albany, 2015. http://pqdtopen.proquest.com/#viewpdf?dispub=1588003.

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<p> A theorem by Kurtz on convergence of Markov jump processes is presented as it relates to the use of the chemical master equation. Necessary mathematical background in the theory of stochastic processes is developed, as well as requirements of the mathematical model necessitated by results in the physical sciences. Applicability and usefulness of the master equation for this type of combinatorial model in chemistry is discussed, as well as analytical connections and modern applications in multiple research fields.</p>

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30

Erbar, Matthias [Verfasser]. "Ricci curvature and gradient flows of the entropy for jump processes / Matthias Erbar." Bonn : Universitäts- und Landesbibliothek Bonn, 2013. http://d-nb.info/1044869372/34.

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31

Chaker, Jamil [Verfasser], and Moritz [Akademischer Betreuer] KaßMann. "Analysis of anisotropic nonlocal operators and jump processes / Jamil Chaker ; Betreuer: Moritz Kaßmann." Bielefeld : Universitätsbibliothek Bielefeld, 2017. http://d-nb.info/1150181672/34.

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32

Mattioli, Mauro. "Estimates on degenerate jump-diffusion processes and regularity of the related valuation equation." Doctoral thesis, Luiss Guido Carli, 2011. http://hdl.handle.net/11385/200886.

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Many risk-neutral pricing problems proposed in the ﬁnance literature require to be dealt with by solving the corresponding Partial Integro-Differential Equation. Unfortunately, neither the standard Sobolev spaces theory, or the present literature on viscosity solution theory is able to deal with some problems of interest in ﬁnance. A recent result presented by Costantini, Papi and D’Ippoliti accepted for pubblication on Finance and Stochastics [17], shows that, under general conditions on the coefﬁcients of the stochastic integro-differential equation, whenever a Lyapunov-type condition is

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33

CASELLA, BRUNO. "Exact Monte Carlo simulation of diffusion and jump diffusion processes with financial applications." Doctoral thesis, Università Bocconi, 2006. http://hdl.handle.net/11565/4050232.

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34

Qian, Kun. "Asymptotics of the first hitting times of Markov jump processes with applications to ATM." Thesis, University of Ottawa (Canada), 1993. http://hdl.handle.net/10393/6907.

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This dissertation has three parts. The first part (Chapter 2) is about the asymptotics of the distribution of the first hitting time of a forbidden set by a Markov jump process. Explicit error bounds for the departure of the hitting time distribution from exponentiality are provided. The second part (Chapter 3 and Chapter 4, joint with Ian Iscoe and David McDonald) discusses the capacity of an ATM multiplexor in terms of the probability distribution of the time until the first occurrence of an excessive demand for bandwidth. In the third part (Chapter 5), the problem of the buffer overflow of

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35

West, Lydia. "American Monte Carlo option pricing under pure jump levy models." Thesis, Stellenbosch : Stellenbosch University, 2013. http://hdl.handle.net/10019.1/79994.

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Thesis (MSc)--Stellenbosch University, 2013.<br>ENGLISH ABSTRACT: We study Monte Carlo methods for pricing American options where the stock price dynamics follow exponential pure jump L évy models. Only stock price dynamics for a single underlying are considered. The thesis begins with a general introduction to American Monte Carlo methods. We then consider two classes of these methods. The fi rst class involves regression - we briefly consider the regression method of Tsitsiklis and Van Roy [2001] and analyse in detail the least squares Monte Carlo method of Longsta and Schwartz [2001].

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36

Strauss, Arne Karsten. "Numerical Analysis of Jump-Diffusion Models for Option Pricing." Thesis, Virginia Tech, 2006. http://hdl.handle.net/10919/33917.

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Jump-diffusion models can under certain assumptions be expressed as partial integro-differential equations (PIDE). Such a PIDE typically involves a convection term and a nonlocal integral like for the here considered models of Merton and Kou. We transform the PIDE to eliminate the convection term, discretize it implicitly using finite differences and the second order backward difference formula (BDF2) on a uniform grid. The arising dense linear system is solved by an iterative method, either a splitting technique or a circulant preconditioned conjugate gradient method. Exploiting the Fast Four

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37

Veraart, Almut Elisabeth Dorothea. "Volatility estimation and inference in the presence of jumps." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.670107.

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38

Yilmaz, Busra Zeynep. "Completion, Pricing And Calibration In A Levy Market Model." Master's thesis, METU, 2010. http://etd.lib.metu.edu.tr/upload/12612598/index.pdf.

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In this thesis, modelling with L&eacute<br>vy processes is considered in three parts. In the first part, the general geometric L&eacute<br>vy market model is examined in detail. As such markets are generally incomplete, it is shown that the market can be completed by enlarging with a series of new artificial assets called &ldquo<br>power-jump assets&rdquo<br>based on the power-jump processes of the underlying L&eacute<br>vy process. The second part of the thesis presents two different methods for pricing European options: the martingale pricing approach and the Fourier-based characteristic for

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39

Zhang, Siyu. "Pricing caps and swaptions when bond prices follow jump-diffusion processes and have log-price volatility." [Bloomington, Ind.] : Indiana University, 2008. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3307569.

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Thesis (Ph.D.)--Indiana University, Dept. of Mathematics, 2008.<br>Title from PDF t.p. (viewed Dec. 9, 2008). Source: Dissertation Abstracts International, Volume: 69-05, Section: B, page: 3039. Adviser: Victor Goodman.

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40

Mongwe, Wilson Tsakane. "Analysis of equity and interest rate returns in South Africa under the context of jump diffusion processes." Master's thesis, University of Cape Town, 2015. http://hdl.handle.net/11427/16600.

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Includes bibliographical references<br>Over the last few decades, there has been vast interest in the modelling of asset returns using jump diffusion processes. This was in part as a result of the realisation that the standard diffusion processes, which do not allow for jumps, were not able to capture the stylized facts that return distributions are leptokurtic and have heavy tails. Although jump diffusion models have been identified as being useful to capture these stylized facts, there has not been consensus as to how these jump diffusion models should be calibrated. This dissertation tackle

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41

Gleeson, Cameron Banking &amp Finance Australian School of Business UNSW. "Pricing and hedging S&P 500 index options : a comparison of affine jump diffusion models." Awarded by:University of New South Wales. School of Banking and Finance, 2005. http://handle.unsw.edu.au/1959.4/22379.

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This thesis examines the empirical performance of four Affine Jump Diffusion models in pricing and hedging S&P 500 Index options: the Black Scholes (BS) model, Heston???s Stochastic Volatility (SV) model, a Stochastic Volatility Price Jump (SVJ) model and a Stochastic Volatility Price-Volatility Jump (SVJJ) model. The SVJJ model structure allows for simultaneous jumps in price and volatility processes, with correlated jump size distributions. To the best of our knowledge this is the first empirical study to test the hedging performance of the SVJJ model. As part of our research we derive the S

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42

Neuhoff, Daniel. "Reversible Jump Markov Chain Monte Carlo." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016. http://dx.doi.org/10.18452/17461.

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Die vier in der vorliegenden Dissertation enthaltenen Studien beschäftigen sich vorwiegend mit dem dynamischen Verhalten makroökonomischer Zeitreihen. Diese Dynamiken werden sowohl im Kontext eines einfachen DSGE Modells, als auch aus der Sichtweise reiner Zeitreihenmodelle untersucht.<br>The four studies of this thesis are concerned predominantly with the dynamics of macroeconomic time series, both in the context of a simple DSGE model, as well as from a pure time series modeling perspective.

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43

Mboussa, Anga Gael. "Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics." Thesis, Stellenbosch : Stellenbosch University, 2015. http://hdl.handle.net/10019.1/98030.

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Thesis (MSc)--Stellenbosch University, 2015<br>AFRIKAANSE OPSOMMING : Die groeiende belangstelling in kalibrering en modelrisiko is ’n redelik resente ontwikkeling in finansiële wiskunde. Hierdie proefskrif fokusseer op hierdie sake, veral in verband met die prysbepaling van vanielje-en eksotiese opsies, en vergelyk die prestasie van verskeie Lévy modelle. ’n Nuwe metode om modelrisiko te meet word ook voorgestel (hoofstuk 6). Ons kalibreer eers verskeie Lévy modelle aan die log-opbrengs van die S&P500 indeks. Statistiese toetse en grafieke voorstellings toon albei aan dat suiwer sprongm

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44

Dillinger, Michael L. "Component processes of simultaneous interpreting." Thesis, McGill University, 1989. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=39215.

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The component processes specific to simultaneous interpreting and common to interpreting and listening were investigated. Experienced conference interpreters and inexperienced bilinguals performed aural-to-oral simultaneous interpreting of a narrative and a procedure from English into French and then gave a free recall of each immediately afterwards. A comparison group of bilinguals performed a simple listening task with the same materials. The texts were on an unfamiliar topic (positron emission tomography) and differed only with respect to frame type.<br>Experience showed a main effect on in

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45

Thiffault, Johanne. "Estimation for homogeneous Poisson processes." Thesis, McGill University, 1985. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=63370.

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46

Ferns, Norman Francis. "Metrics for Markov decision processes." Thesis, McGill University, 2003. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=80263.

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We present a class of metrics, defined on the state space of a finite Markov decision process (MDP), each of which is sound with respect to stochastic bisimulation, a notion of MDP state equivalence derived from the theory of concurrent processes. Such metrics are based on similar metrics developed in the context of labelled Markov processes, and like those, are suitable for state space aggregation. Furthermore, we restrict our attention to a subset of this class that is appropriate for certain reinforcement learning (RL) tasks, specifically, infinite horizon tasks with an expected tota

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47

Chaput, Philippe. "Approximating Markov processes by averaging." Thesis, McGill University, 2009. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=66654.

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Abstract (sommario):

We recast the theory of labelled Markov processes in a new setting, in a way "dual" to the usual point of view. Instead of considering state transitions as a collection of subprobability distributions on the state space, we view them as transformers of real-valued functions. By generalizing the operation of conditional expectation, we build a category consisting of labelled Markov processes viewed as a collection of operators; the arrows of this category behave as projections on a smaller state space. We define a notion of equivalence for such processes, called bisimulation,

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48

Jarvandi, Soghra. "Learning processes in food intake." Thesis, McGill University, 2008. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=111915.

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Abstract (sommario):

Learning processes play a major role in controlling intake of food. Through repeated experiences an animal acquires the ability to predict the postingestive effects of a particular food (i.e., of its nutrients and energy) from its sensory characteristics. What is unclear from the literature, however, is whether an animal can anticipate the duration of subsequent food deprivation from predictive sensory qualities of a food, and hence increase the amount eaten of that cueing food. Therefore, the aim of this work was to investigate the characteristics of this under-researched type of learning, i.

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49

Lifshitz, Michael. "Suggestion modulates deeply ingrained processes." Thesis, McGill University, 2014. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=123096.

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Behavioural scientists typically classify cognitive processes as either controlled or automatic. Whereas controlled processes are slow and effortful, automatic processes are fast and involuntary. Cognitive researchers have recently begun investigating how top-down influence in the form of suggestion can allow individuals to modulate the automaticity of deeply ingrained processes. The present thesis surveys a background of converging findings that collectively indicate that certain individuals can derail involuntary processes, such as reading. We extend previous Stroop findings to several ot

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50

Bastow, Trevor. "Sedimentary Processes Involving Aromatic Hydrocarbons." Curtin University of Technology, School of Applied Chemistry, 1998. http://espace.library.curtin.edu.au:80/R/?func=dbin-jump-full&object_id=9379.

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Abstract (sommario):

Sedimentary organic matter contains many compounds that have no obvious biogenic precursors, so their formation and occurrence are of geochemical interest. The first part of this thesis (chapters 2-5) discusses the results obtained from studying hydrocarbon racemates. Some of the compounds identified are also suggested as intermediates in the formation of alkylnaphthalenes identified in chapters 6-7. The second part of this thesis (chapters 6-11) covers the identification of a range of alkylnaphthalenes and alkylphenanthrenes in sedimentary organic matter. Possible pathways for the formation o

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