Now showing items 2018-2037 of 3027

    • 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 ...
    • Optimization of Policy Evaluation and Policy Improvement Methods in Portfolio Optimization using Quasi-Monte Carlo Methods 

      Orok, Gavin (University of Waterloo, 2024-05-24)
      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 

      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 Differential Computation for Large-Scale Graph Processing 

      Sahu, Siddhartha (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 ...
    • 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 ...
    • The Ordinal Serial Encoding Model: Serial Memory in Spiking Neurons 

      Choo, Feng-Xuan (University of Waterloo, 2010-08-26)
      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 

      Olson-Harris, Nicholas (University of Waterloo, 2018-09-19)
      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 Hamilton-Jacobi Equation on Spaces of Constant Curvature 

      Rajaratnam, Krishan (University of Waterloo, 2014-04-24)
      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 ...


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