On improving the forecast accuracy of the hidden Markov model by Rooney, Thomas J A

“…The forecast accuracy of a hidden Markov model (HMM) may be low due first, to the measure of forecast accuracy being ignored in the parameterestimation method and, second, to overfitting caused by the large number of parameters that must be estimated. …”
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Trolle-Schwartz HJM interest rate model by Schumann, Gareth William

“…The Trolle and Schwartz (2009) interest rate model prices interest rate derivatives in a generalised stochastic volatility framework. …”
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Plant identification using model reference techniques by Camara, C D J

Subjects: “…Mathematical models…”
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A comparative study of stochastic models in biology by Brandão, Anabela de Gusmão

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Constitutive modelling of the skin accounting for chronological ageing by Pond, Damien

“…The constitutive model is implemented within a finite element scheme. …”
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Gleason solutions and canonical models for row contractions by Ramanantoanina, Andriamanankasina

“…This thesis extends the deBranges-Rovnyak model for completely non-coisometric (CNC) contractions to the setting of row contractions from several copies of a Hilbert space into itself. …”
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Bayesian model selection with applications to radio astronomy by Mootoovaloo, Arrykrishna

“…In the first part, the idea is to create a supermodel by combining two models using a hyperparameter, which we call α. Setting α = 0 or 1 switches each of the models off. …”
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Innovating the funding models for transport megaprojects in Kenya by Karanja, Brian Gachichio

Subjects: “…funding models…”
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Implementation of Bivariate Unspanned Stochastic Volatility Models by Cullinan, Cian

“…Unspanned stochastic volatility term structure models have gained popularity in the literature. This dissertation focuses on the challenges of implementing the simplest case – bivariate unspanned stochastic volatility models, where there is one state variable controlling the term structure, and one scaling the volatility. …”
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Modelling uncertainty of cost and time in infrastructure projects by Moghayedi, Alireza

“…The developed hybrid tool models the main structures from the activity level to the entire highway project. …”
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Pricing with Bivariate Unspanned Stochastic Volatility Models by Wort, Joshua

“…Unspanned stochastic volatility (USV) models have gained popularity in the literature. USV models contain at least one source of volatility-related risk that cannot be hedged with bonds, referred to as the unspanned volatility factor(s). …”
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A comparative study of stochastic models in biology by Brandão, Anabela de Gusmão

“…These models are not only effective as a description tool but also afford strategies consistent with conventional model selection processes to deal with the standard statistical hypothesis testing situations. …”
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Articulated Statistical Shape Modelling of the Shoulder Joint by Alemneh, Tewodros

“…The aim of this project was to develop an analysis framework for shoulder joint kinematics via the use of articulated statistical shape models (ASSMs). Articulated statistical shape models extend conventional statistical shape models by combining the shape variability of anatomical objects collected from different subjects (statistical shape models), with the physical variation of pose between the same objects (articulation). …”
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Efficient Bayesian analysis of spatial occupancy models by Bleki, Zolisa

Subjects: “…Occupancy Modelling…”
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Local Stochastic Volatility—The Hyp-Hyp Model by Cowen, Nicholas

“…Stochastic volatility models are mainly used to capture the curvature of a volatility smile while local volatility models generally model the skew. …”
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Interpolation of Forward Rates in the LIBOR Market Model by Mbele, Buhlebezwe Bandile Sthombe

“…Since its development in 1997, the LIBOR market model has gained widespread use in interest rate modelling, largely owing to its consistency with the Black futures formula for pricing interest rate caps and floors. …”
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Volatility level dependence and the CEV market model by Yeung, Alan

“…This varying volatility level-dependence feature motivates the use of CEV market model to model the interest rate. In this dissertation, we compare the lognormal forward LIBOR market model, the CEV market model and the normal market model through regression analysis, hedging analysis and calibration analysis to assess their performance. …”
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Quantitative models for prudential credit risk management by Malwandla, Musa

“…We explore how the EMV model can be used in origination modelling, impairment analysis, capital analysis, stress-testing and in the assessment of economic value. …”
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Quantitative Models for Prudential Credit Risk Management by Malwandla, Musa

“…We explore how the EMV model can be used in origination modelling, impairment analysis, capital analysis, stress-testing and in the assessment of economic value. …”
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A model for an urban structure on the Cape Flats by Fox, Revel

“…The method by which this study is carried out is by means of a model for an urban structure, as a basis for a satisfactory framework for human settlement. …”
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