Search results for "Conditional"

Trusted Computing and DRM

2015

Trusted Computing is a special branch of computer security. One branch of computer security involves protection of systems against external attacks. In that branch we include all methods that are used by system owners against external attackers, for example Firewalls, IDS, IPS etc. In all those cases the system owner installs software that uses its own means to determine if a remote user is malicious and terminates the attack. (Such means can be very simple such as detecting signatures of attacks or very complex such as machine learning and detecting anomalies in the usage pattern of the remote user). Another branch of attacks requires protection by the system owner against internal users. …

Probabilities of conditionals and previsions of iterated conditionals

2019

Abstract We analyze selected iterated conditionals in the framework of conditional random quantities. We point out that it is instructive to examine Lewis's triviality result, which shows the conditions a conditional must satisfy for its probability to be the conditional probability. In our approach, however, we avoid triviality because the import-export principle is invalid. We then analyze an example of reasoning under partial knowledge where, given a conditional if A then C as information, the probability of A should intuitively increase. We explain this intuition by making some implicit background information explicit. We consider several (generalized) iterated conditionals, which allow…

Stock Return Volatility on Scandinavian Stock Markets and the Banking Industry: Evidence from the Years of Financial Liberalisation and Banking Crisis

1999

This paper investigates the evolution of the (conditional) volatility of returns on three Scandinavian markets (Finland, Norway and Sweden) over the turbulent period of the past decade, namely the overlapping periods of financial liberalisation, drastically changing macroeconomic conditions and banking crisis. We find that even over this relatively turbulent period volatility is in most cases successfully captured by past volatility and shocks to past volatility, ie by a (symmetric) GARCH process. In each country banking crisis has induced regime shifts in (unconditional) volatility. We also find evidence for cross-country volatility spillovers during the banking crisis episodes. The estima…

A critical view on temperature modelling for application in weather derivatives markets

2012

In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low-order autoregressive component and a variance describing the heteroskedastic residuals. The model is estimated on daily average temperature records from Stockholm (Sweden). By comparing the proposed model with the popular model of Campbell and Diebold (2005), we point out some important issues to be addressed when modelling the temperature for application in weather derivatives market.

Contractivity results in ordered spaces. Applications to relative operator bounds and projections with norm one

2016

This paper provides various “contractivity” results for linear operators of the form I−C where C are positive contractions on real ordered Banach spaces X. If A generates a positive contraction semigroup in Lebesgue spaces Lp(μ), we show (M. Pierre's result) that A(λ−A)−1 is a “contraction on the positive cone”, i.e. A(λ−A)−1x≤x for all x∈L+p(μ)(λ>0), provided that p⩾2.  We show also that this result is not true for 1 ⩽ p<2. We give an extension of M. Pierre's result to general ordered Banach spaces X under a suitable uniform monotony assumption on the duality map on the positive cone X+. We deduce from this result that, in such spaces, I−C is a contraction on X+ for any positive projection…

Predictive distributions that mimic frequencies over a restricted subdomain

2020

A predictive distribution over a sequence of $$N+1$$ events is said to be “frequency mimicking” whenever the probability for the final event conditioned on the outcome of the first N events equals the relative frequency of successes among them. Exchangeable distributions that exhibit this feature universally are known to have several annoying concomitant properties. We motivate frequency mimicking assertions over a limited subdomain in practical problems of finite inference, and we identify their computable coherent implications. We provide some examples using reference distributions, and we introduce computational software to generate any complete specification desired. Theorems on reducti…

Distribution Dynamics and Nonlinear Growth

2003

Conditional net survival: Relevant prognostic information for colorectal cancer survivors. A French population-based study

2015

Abstract Background Traditionally, survival estimates have been reported as survival from the time of diagnosis. A patient's probability of survival changes according to time elapsed since the diagnosis and this is known as conditional survival. The aim was to estimate 5-year net conditional survival in patients with colorectal cancer in a well-defined French population at yearly intervals up to 5 years. Methods Our study included 18,300 colorectal cancers diagnosed between 1976 and 2008 and registered in the population-based digestive cancer registry of Burgundy (France). We calculated conditional 5-year net survival, using the Pohar Perme estimator, for every additional year survived afte…

Dosage individualization of erythropoietin using a profile-dependent support vector regression

2003

The external administration of recombinant human erythropoietin is the chosen treatment for those patients with secondary anemia due to chronic renal failure in periodic hemodialysis. The objective of this paper is to carry out an individualized prediction of the EPO dosage to be administered to those patients. The high cost of this medication, its side-effects and the phenomenon of potential resistance which some individuals suffer all justify the need for a model which is capable of optimizing dosage individualization. A group of 110 patients and several patient factors were used to develop the models. The support vector regressor (SVR) is benchmarked with the classical multilayer percept…

Starptautiskā valūtas fonda ietekme uz finansējuma saņēmējvalsts demokrātiju

2020

Maģistra darbā Starptautiskā Valūtas fonda ietekme uz finansējuma saņēmējvalsts demokrātiju apskatīta Starptautiskā Valūtas fonda kondicionalitāte Nabadzības mazināšanas un izaugsmes trasta Paplašinātās kredītlīnijas programmā noslēgtajās vienošanās Subsahāras Āfrikas valstu gadījumā un analizēts izvēlēto valstu gadījumos iekļautā kondicionalitāte ietekmē demokrātiju. Maģistra darbā apskatīts termins kondicionalitāte, Starptautiskā Valūtas fonda vēsture un funkcijas, pievēršot pastiprinātu uzmanību aizdevumu programmām un kondicionalitātei, sekojoši tiek ieskicēta Subsahāras Āfrikas ekonomikas vēsture un mūsdienu izaicinājumi. Aprakstot Kotdivuāras, Kenijas un Malāvijas gadījumus, tiek snie…