Browsing Mathematics (Faculty of) by Title
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Optimal Trading Strategies for an Asset with Disordered Return
(University of Waterloo, 20150918)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, 20240108)Optimal control methods for linear systems have reached a substantial level of maturity, both in terms of conceptual understanding and scalable computational implementation. For nonlinear systems, an openloop feedback ... 
The optimality of a dividend barrier strategy for Levy insurance risk processes, with a focus on the univariate Erlang mixture
(University of Waterloo, 20110831)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, 20190626)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 SemiSupervised Learning
(University of Waterloo, 20180517)The goal of this thesis is to provide efficient optimization algorithms for some semisupervised learning (SSL) tasks in machine learning. For many machine learning tasks, training a classifier requires a large amount of ... 
Optimization of Policy Evaluation and Policy Improvement Methods in Portfolio Optimization using QuasiMonte Carlo Methods
(University of Waterloo, 20240524)Machine learning involves many challenging integrals that can be estimated using numerical methods. One application of these methods which has been explored in recent work is the estimation of policy gradients for ... 
An Optimization Problem of Internet Routing
(University of Waterloo, 20140923)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, 20150916)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 LargeScale Graph Processing
(University of Waterloo, 20240401)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 ... 
Optimizing Hierarchical Storage Management For Database System
(University of Waterloo, 20140617)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
(University of Waterloo, 20200124)Cloud infrastructures are increasingly being adopted as a platform for high performance computing (HPC) science and engineering applications. For HPC applications, the MessagePassing Interface (MPI) is widelyused. Among ... 
An Optimizing Pulse Sequence Compiler for NMR QIP
(University of Waterloo, 2003)Quantum information processing is a multidisciplinary 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 Regimeswitching Models
(University of Waterloo, 20130423)This thesis explores option pricing and hedging in a discrete time regimeswitching environment. If the regime risk cannot be hedged away, then we cannot ignore this risk and use the BlackScholes pricing and hedging ... 
Option Pricing under Regime Switching (Analytical, PDE, and FFT Methods)
(University of Waterloo, 20110519)Although globally used in option pricing, the BlackScholes model has not been able to reflect the evolution of stocks in the real world. A regimeswitching model which allows jumps in the underlying asset prices and the ... 
An Ordered Bag Semantics for SQL
(University of Waterloo, 20070522)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
(University of Waterloo, 2004)An <i>Interval Routing Scheme (IRS)</i> represents the routing tables in a network in a spaceefficient 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
(University of Waterloo, 20080516)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 ... 
The Ordinal Serial Encoding Model: Serial Memory in Spiking Neurons
(University of Waterloo, 20100826)In a world dominated by temporal order, memory capable of processing, encoding and subsequently recalling ordered information is very important. Over the decades this memory, known as serial memory, has been extensively ... 
Ordinary and Generalized Circulation Algebras for Regular Matroids
(University of Waterloo, 20180919)Let E be a finite set, and let R(E) denote the algebra of polynomials in indeterminates (x_e)_{e in E}, modulo the squares of these indeterminates. Subalgebras of R(E) generated by homogeneous elements of degree 1 have ... 
Orthogonal Separation of The HamiltonJacobi Equation on Spaces of Constant Curvature
(University of Waterloo, 20140424)What is in common between the Kepler problem, a Hydrogen atom and a rotating black hole? These systems are described by diﬀerent physical theories, but much information about them can be obtained by separating an ...