Search results for "VDP::Mathematics and natural science: 400"
showing 10 items of 421 documents
The Black-Litterman model
2013
Masteroppgave i økonomi og administrasjon - Universitetet i Agder 2013 The Markowitz model has two problematic tendencies; unintuitive portfolios and portfolios with high transaction costs. The Black-Litterman model was made as an improvement of the Markowitz model. It uses a Bayesian approach to combine the views of the investor with the equilibrium portfolio. The main purpose of the model is to create intuitive portfolios and limit the transaction costs. With the computer power available today, the implementation of mathematical models are an important issue. Using the programming language R, I will in this thesis look at possible ways of implementing the Black-Litterman model. Todays inv…
The performance of Value-at-Risk models on the OBX index
2013
Masteroppgave i økonomi og administrasjon - Universitetet i Agder 2013 The measuring of risk has become one of the main fields in finance during the last two decades. Value-at-Risk (VaR) has become one of the most important risk measures and is widely used for numerous applications. This thesis compares different approaches to VaR based on traditional methods such as Historical Simulation, Moving Average and Exponentially Weighted Moving Average as well as advanced approaches based on GARCH models. Comparison is done on the OBX index return data, which is the main benchmark index on the Oslo Stock Exchange. The performance of the different VaR models is evaluated with out of sample backtest…
Natural selection against offshore Atlantic cod (Gadus morhua) in Skagerrak fjords?
2016
Master's thesis Aquatic Ecology BIO500 - University of Agder 2016 The marine environment was previously presumed to be demographically “open”, and marineorganisms were thought to have pronounced gene flow over vast areas due to their potentialof dispersal during early life stages. However, recent studies have suggested a degree of selfrecruitmentwithin segments of coastal and offshore areas for several marine species. Two ofthe forces acting on this structuring are retention of early life stages and homing of adultindividuals. This study looks at the distribution of early life stages of the Atlantic cod (Gadusmorhua) in two Norwegian fjords divided into inshore-offshore transects, and study…
Analysering av miljø-DNA for kartlegging av marin fiskefauna
2016
Masteroppgave akvatisk økologi BIO500 - Universitetet i Agder 2016 Marine ecosystems worldwide are currently threatened due to overfishing and other humanimpacts. To monitor marine fish, which represents a main component in present monitoring ofmarine ecosystem health, one is mainly depending on invasive and selective methods. Thesemethods are also dependent on physical identification of species, which in many cases can bedifficult, or in some cases, impossible. Such limitations of traditional surveillance methodshave created a demand for alternative methods. One such alternative is the environment-DNAmethod, i.e. analysis of genetic material from a sample collected in the environment.In th…
On incorporating the paradigms of discretization and Bayesian estimation to create a new family of pursuit learning automata
2013
Published version of an article in the journal: Applied Intelligence. Also available from the publisher at: http://dx.doi.org/10.1007/s10489-013-0424-x There are currently two fundamental paradigms that have been used to enhance the convergence speed of Learning Automata (LA). The first involves the concept of utilizing the estimates of the reward probabilities, while the second involves discretizing the probability space in which the LA operates. This paper demonstrates how both of these can be simultaneously utilized, and in particular, by using the family of Bayesian estimates that have been proven to have distinct advantages over their maximum likelihood counterparts. The success of LA-…
Socializing makes thick-skinned individuals: on the density of epidermal alarm substance cells in cyprinid fish, the crucian carp (Carassius carassiu…
2010
Published version of an article in the journal: Journal of Comparative Physiology A: Neuroethology, Sensory, Neural, and Behavioral Physiology. Also available on SpringerLink: http://dx.doi.org/10.1007/s00359-010-0550-4 In cyprinid fish, density of epidermal club cells (i.e. alarm substance cells) has been found to vary between lakes with different predator fauna. Because predators can be labelled with chemical cues from prey, we questioned if club cell density could be controlled indirectly by predators releasing prey cues. In particular, we suspected a possible feedback mechanism between chemical alarm signals and their cellular source. We raised crucian carp singly and in groups of four.…
Anomaly detection in dynamic systems using weak estimators
2011
Accepted version of an article from the journal: ACM transactions on internet technology. Published version available from the ACM: http://dx.doi.org/10.1145/1993083.1993086 Anomaly detection involves identifying observations that deviate from the normal behavior of a system. One of the ways to achieve this is by identifying the phenomena that characterize “normal” observations. Subsequently, based on the characteristics of data learned from the “normal” observations, new observations are classified as being either “normal” or not. Most state-of-the-art approaches, especially those which belong to the family of parameterized statistical schemes, work under the assumption that the underlying…
Ideal Chaotic Pattern Recognition is achievable: The Ideal-M-AdNN - its design and properties
2013
Published version of a chapter in the book: Transactions on Computational Collective Intelligence XI. Also available from the publisher at: http://dx.doi.org/10.1007/978-3-642-41776-4_2 This paper deals with the relatively new field of designing a Chaotic Pattern Recognition (PR) system. The benchmark of such a system is the following: First of all, one must be able to train the system with a set of “training” patterns. Subsequently, as long as there is no testing pattern, the system must be chaotic. However, if the system is, thereafter, presented with an unknown testing pattern, the behavior must ideally be as follows. If the testing pattern is not one of the trained patterns, the system …
Evidence in the formation of conjugated linoleic acids from thermally induced 9t12t linoleic acid: a study by gas chromatography and infrared spectro…
2009
Accepted version of article published in the journal: Chemistry and Physics of Lipids. Published version available on Science Direct: http://dx.doi.org/10.1016/j.chemphyslip.2009.07.002 Thermally induced isomerisation leading to the formation of conjugated linoleic acids (CLAs) has been observed for the first time during the thermal treatment of 9t12t fatty acid triacylglycerol, and methyl ester. Fifteen microlitre portions of the triacylglycerol sample containing 9t12t fatty acid (trilinoelaidin) were placed in micro glass ampoules and sealed under nitrogen, then subjected to thermal treatment at 250 degrees C. The glass ampoules were removed at regular time intervals, cut open, and the co…
Pyrolytic formation of polyaromatic hydrocarbons from steroid hormones
2011
Author's version of an article published in Food Chemisty, 124 (4), 1466-1472. Also available from the publisher: hhtp://dx.doi.org/10.1016/j.foodchem.2010.07.109 Four steroid hormones, namely androsterone, cholesterol, estrone and estradiol, have been pyrolysed at 300, 400 and 500 °C and the pyrolysates from these have been analysed by GC-MS. The results indicate that these formed different products under the pyrolysis and most of them evolved into polycyclic aromatic hydrocarbons during their residence in the pyrolysis chamber at high temperatures. The products from the pyrolysates, at all temperatures, were analysed for similarities and differences using multivariate data analysis. The p…