Browsing Mathematics (Faculty of) by Title
Now showing items 1983-2002 of 2993
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Optimal Pairings on BN Curves
(University of Waterloo, 2011-08-26)Bilinear pairings are being used in ingenious ways to solve various protocol problems. Much research has been done on improving the efficiency of pairing computations. This thesis gives an introduction to the Tate pairing ... -
Optimal Path Queries in Very Large Spatial Databases
(University of Waterloo, 2005)Researchers have been investigating the optimal route query problem for a long time. Optimal route queries are categorized as either unconstrained or constrained queries. Many main memory based algorithms have been ... -
Optimal Path-Decomposition of Tries
(University of Waterloo, 2016-05-16)In this thesis, we consider the path-decomposition representation of prefix trees. We show that given query probabilities for every word in the prefix tree, the heavy-path strategy produces the optimal trie with respect ... -
Optimal Portfolio Execution Strategies: Uncertainty and Robustness
(University of Waterloo, 2011-10-28)Optimal investment decisions often rely on assumptions about the models and their associated parameter values. Therefore, it is essential to assess suitability of these assumptions and to understand sensitivity of outcomes ... -
Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates
(University of Waterloo, 2012-04-11)The classical mean-variance model, proposed by Harry Markowitz in 1952, has been one of the most powerful tools in the field of portfolio optimization. In this model, parameters are estimated by their sample counterparts. ... -
Optimal Portfolio Selection Under the Estimation Risk in Mean Return
(University of Waterloo, 2008-01-17)This thesis investigates robust techniques for mean-variance (MV) portfolio optimization problems under the estimation risk in mean return. We evaluate the performance of the optimal portfolios generated by the min-max ... -
Optimal Reinsurance Designs: from an Insurer’s Perspective
(University of Waterloo, 2009-09-30)The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a fascinating subject, drawing significant interests from both academicians ... -
Optimal Reinsurance Retentions under Ruin-Related Optimization Criteria
(University of Waterloo, 2008-12-02)Quota-share and stop-loss/excess-of-loss reinsurances are two important reinsurance strategies. An important question, both in theory and in application, is to determine optimal retentions for these reinsurances. In ... -
Optimal Retirement Planning: Scenario Generation, Preferences, and Objectives
(University of Waterloo, 2018-09-20)The global trend of shifting from defined benefit (DB) to defined contribution (DC) workplace pension plans is putting growing pressure on individuals to take more ownership in retirement planning and financial decision-making. ... -
Optimal Sensor Location for the Estimation of a Linear Dispersive Wave Equation
(University of Waterloo, 2015-08-07)The problem of optimal sensor location for the estimation of a linear dispersive wave equation is considered in this work. A steady-state Kalman filter was used as an optimal state observer with localized velocity information ... -
Optimal Strategies with Tail Correlation Constraints
(University of Waterloo, 2014-05-16)Optimal strategies under worst-case scenarios have been studied in Bernard et al. [2013a]. Bernard et al. utilize copulas to construct cost-efficient strategies with a predefined dependence structure in the tail between ... -
Optimal Success Bounds for Single Query Quantum Algorithms Computing the General SUM Problem
(University of Waterloo, 2015-05-27)In this thesis the problem of computing the sum of a string of arbitrary finite length drawn from an arbitrary finite alphabet is treated. The resource considered is the number of queries to some oracle which hides the ... -
Optimal Trading Strategies for an Asset with Disordered Return
(University of Waterloo, 2015-09-18)We explore various trading strategies from a mathematical and practical perspective. Using a geometric Brownian motion with a disorder to model asset price bubbles, we apply this model to multiple periods and explore the ... -
Optimal trajectory calculation using neural networks
(University of Waterloo, 2024-01-08)Optimal control methods for linear systems have reached a substantial level of maturity, both in terms of conceptual understanding and scalable computational implementation. For non-linear systems, an open-loop feedback ... -
The optimality of a dividend barrier strategy for Levy insurance risk processes, with a focus on the univariate Erlang mixture
(University of Waterloo, 2011-08-31)In insurance risk theory, the surplus of an insurance company is modelled to monitor and quantify its risks. With the outgo of claims and inflow of premiums, the insurer needs to determine what financial portfolio ensures ... -
Optimization for Image Segmentation
(University of Waterloo, 2019-06-26)Image segmentation, i.e., assigning each pixel a discrete label, is an essential task in computer vision with lots of applications. Major techniques for segmentation include for example Markov Random Field (MRF), Kernel ... -
Optimization Methods for Semi-Supervised Learning
(University of Waterloo, 2018-05-17)The goal of this thesis is to provide efficient optimization algorithms for some semi-supervised learning (SSL) tasks in machine learning. For many machine learning tasks, training a classifier requires a large amount of ... -
An Optimization Problem of Internet Routing
(University of Waterloo, 2014-09-23)As the Internet usage grows, existing network infrastructure must deal with increasing demand. One way to deal with this is to increase network capacity, and another, is to set network parameters appropriately. In this ... -
An Optimized Least Squares Monte Carlo Approach to Calculate Credit Exposures for Asian and Barrier Options
(University of Waterloo, 2015-09-16)Counterparty credit risk management has become an important issue for financial institutions since the Basel III framework was introduced. Expected exposure (EE) is defined as the average (positive) exposure at a future ... -
Optimizing Differential Computation for Large-Scale Graph Processing
(University of Waterloo, 2024-04-01)Diverse applications spanning areas such as fraud detection, risk assessment, recommendations, and telecommunications process datasets characterized by entities and their relationships. Graphs naturally emerge as the most ...