Now showing items 1201-1220 of 2998

    • Hedging Costs for Variable Annuities 

      Azimzadeh, Parsiad (University of Waterloo, 2013-09-03)
      A general methodology is described in which policyholder behaviour is decoupled from the pricing of a variable annuity based on the cost of hedging it, yielding two sequences of weakly coupled systems of partial differential ...
    • Hedging with a Correlated Asset: An Insurance Approach 

      Wang, Jian (University of Waterloo, 2005)
      Hedging a contingent claim with an asset which is not perfectly correlated with the underlying asset results in an imperfect hedge. The residual risk from hedging with a correlated asset is priced using an actuarial ...
    • Hermite form computation of matrices of differential polynomials 

      Kim, Myung Sub (University of Waterloo, 2009-08-27)
      Given a matrix A in F(t)[D;\delta]^{n\times n} over the ring of differential polynomials, we first prove the existence of the Hermite form H of A over this ring. Then we determine degree bounds on U and H such that UA=H. ...
    • Hermite Forms of Polynomial Matrices 

      Gupta, Somit (University of Waterloo, 2011-08-23)
      This thesis presents a new algorithm for computing the Hermite form of a polynomial matrix. Given a nonsingular n by n matrix A filled with degree d polynomials with coefficients from a field, the algorithm computes the ...
    • Hierarchical Hidden Markov Model of High-Frequency Market Regimes using Trade Price and Limit Order Book Information 

      Wisebourt, Shaul Sergey (University of Waterloo, 2011-05-05)
      Over the last fifty years financial markets have seen an enormous expansion and development both in size and variety. An industry that was once small and secluded has transformed into an essential part of today’s economy. ...
    • A Hierarchical Pedestrian Behaviour Model to Reproduce Realistic Human Behaviour in a Traffic Environment 

      Larter, Scott (University of Waterloo, 2022-03-07)
      Understanding pedestrian behaviour in traffic environments is a crucial step in the development and testing of autonomous vehicles. As the environment's most vulnerable road users, pedestrians introduce an element of ...
    • Hierarchical reinforcement learning in a biologically plausible neural architecture 

      Rasmussen, Daniel (University of Waterloo, 2014-11-18)
      Humans and other animals have an impressive ability to quickly adapt to unfamiliar environments, with only minimal feedback. Computational models have been able to provide intriguing insight into these processes, by making ...
    • Hierarchical RLE level set: A compact and versatile deformable surface representation 

      Houston, Ben; Nielsen, Michael B.; Batty, Christopher; Nilsson, Ola; Museth, Ken (Association for Computing Machinery, 2006-01)
      This article introduces the Hierarchical Run-Length Encoded (H-RLE) Level Set data structure. This novel data structure combines the best features of the DT-Grid (of Nielsen and Museth [2004]) and the RLE Sparse Level Set ...
    • Hierarchical Task Recognition and Planning in Smart Homes with Partial Observability 

      Wang, Dan (University of Waterloo, 2017-06-12)
      Older adults with cognitive impairment have significantly burdened their families and the society due to costly caring and waste of labors. Developing intelligent assistant agents (IAAs) in smart homes that can help those ...
    • High Availability for Database Systems in Geographically Distributed Cloud Computing Environments 

      Meng, Huangdong (University of Waterloo, 2014-01-21)
      In recent years, cloud storage systems have become very popular due to their good scal- ability and high availability. However, these storage systems provide limited transactional capabilities, which makes developing ...
    • High Level Concurrency in C∀ 

      Parsons, Colby (University of Waterloo, 2023-09-25)
      Concurrent programs are notoriously hard to write and even harder to debug. Furthermore concurrent programs must be performant, as the introduction of concurrency into a program is often done to achieve some form of speedup. ...
    • High Performance Web Servers: A Study In Concurrent Programming Models 

      Radhakrishnan, Srihari (University of Waterloo, 2019-05-24)
      With the advent of commodity large-scale multi-core computers, the performance of software running on these computers has become a challenge to researchers and enterprise developers. While academic research and industrial ...
    • High resolution simulations of mode-2 internal waves: transport, shoaling, and the influence of rotation 

      Deepwell, David (University of Waterloo, 2018-08-23)
      Internal waves are a universal feature in stratified flows. Of particular interest are Internal Solitary and Solitary-like Waves (ISWs) which may persist for long periods of time and travel great distances. In the ocean, ...
    • High-dimensional discriminant analysis and covariance matrix estimation 

      Wu, Yilei (University of Waterloo, 2017-12-21)
      Statistical analysis in high-dimensional settings, where the data dimension p is close to or larger than the sample size n, has been an intriguing area of research. Applications include gene expression data analysis, ...
    • High-Order Finite-Volume Schemes for Magnetohydrodynamics 

      Susanto, Andree (University of Waterloo, 2014-08-01)
      New high-order finite-volume numerical schemes for the magnetohydrodynamics equations are proposed in two and three dimensions. Two different sets of magnetohydrodynamics equations are considered. The first set is the ideal ...
    • High-Order Numerical Methods in Lake Modelling 

      Steinmoeller, Derek (University of Waterloo, 2014-06-18)
      The physical processes in lakes remain only partially understood despite successful data collection from a variety of sources spanning several decades. Although numerical models are already frequently employed to simulate ...
    • High-Performance Concurrent Memory Allocation 

      Zulfiqar, Mubeen (University of Waterloo, 2022-05-25)
      Memory management takes a sequence of program-generated allocation/deallocation requests and attempts to satisfy them within a fixed-sized block of memory while minimizing the total amount of memory used. A general-purpose ...
    • High-Resolution Analysis of Snow Albedo Interactions in the Arctic 

      Hogg, Daniel (University of Waterloo, 2022-08-23)
      The Snow Albedo Feedback (SAF) is an important contributor to Arctic warming, however models disagree significantly on the strength of this effect. Previous work has investigated the influence of vegetation on surface ...
    • High-Resolution Numerical Simulations of Wind-Driven Gyres 

      Ko, William (University of Waterloo, 2011-08-26)
      The dynamics of the world's oceans occur at a vast range of length scales. Although there are theories that aid in understanding the dynamics at planetary scales and microscales, the motions in between are still not yet ...
    • Higher Gauge Theory and Discrete Geometry 

      Tsimiklis, Panagiotis (University of Waterloo, 2023-06-05)
      In four dimensions, gravity can be seen as a constrained topological model. This provides a natural way to construct quantum gravity models, since topological models are relatively straightforward to quantize. Difficulty ...

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