Now showing items 1985-2004 of 2985

    • Optimal Reinsurance Retentions under Ruin-Related Optimization Criteria 

      Li, Zhi (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 

      Zhang, Saisai (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 

      Khan, Tawsif (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 

      Ringe, Eduard (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 

      Valtchev, Alexander (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 

      Pastor, Kyle (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 

      Majumder, Sounak (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 

      Ali, Javid (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 

      Tang, Meng (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 

      Cheung, Edward (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 

      Liu, Jiaxin (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 

      Sun, Yuwei (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 Hierarchical Storage Management For Database System 

      Liu, Xin (University of Waterloo, 2014-06-17)
      Caching is a classical but effective way to improve system performance. To improve system performance, servers, such as database servers and storage servers, contain significant amounts of memory that act as a fast ...
    • Optimizing MPI Collective Operations for Cloud Deployments 

      AlSader, Zuhair (University of Waterloo, 2020-01-24)
      Cloud infrastructures are increasingly being adopted as a platform for high performance computing (HPC) science and engineering applications. For HPC applications, the Message-Passing Interface (MPI) is widely-used. Among ...
    • An Optimizing Pulse Sequence Compiler for NMR QIP 

      Perez Delgado, Carlos Antonio (University of Waterloo, 2003)
      Quantum information processing is a multi-disciplinary science involving physics, mathematics, computer science, and even quantum chemistry. It is centred around the idea of manipulating physical systems at the quantum ...
    • Option Pricing and Hedging Analysis under Regime-switching Models 

      Qiu, Chao (University of Waterloo, 2013-04-23)
      This thesis explores option pricing and hedging in a discrete time regime-switching environment. If the regime risk cannot be hedged away, then we cannot ignore this risk and use the Black-Scholes pricing and hedging ...
    • Option Pricing under Regime Switching (Analytical, PDE, and FFT Methods) 

      Akhavein Sohrabi, Mohammad Yousef (University of Waterloo, 2011-05-19)
      Although globally used in option pricing, the Black-Scholes model has not been able to reflect the evolution of stocks in the real world. A regime-switching model which allows jumps in the underlying asset prices and the ...
    • An Ordered Bag Semantics for SQL 

      Chinaei, Hamid R. (University of Waterloo, 2007-05-22)
      Semantic query optimization is an important issue in many contexts of databases including information integration, view maintenance and data warehousing and can substantially improve performance, especially in today's ...
    • Ordered Interval Routing Schemes 

      Ahmed, Mustaq (University of Waterloo, 2004)
      An <i>Interval Routing Scheme (IRS)</i> represents the routing tables in a network in a space-efficient way by labeling each vertex with an unique integer address and the outgoing edges at each vertex with disjoint ...
    • Ordering, Indexing, and Searching Semantic Data: A Terminology Aware Index Structure 

      Pound, Jeffrey (University of Waterloo, 2008-05-16)
      Indexing data for efficient search capabilities is a core problem in many domains of computer science. As applications centered around semantic data sources become more common, the need for more sophisticated indexing ...

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