"Proposing a wide range of mathematical models that are currently used in life sciences may be regarded as a challenge, and that is precisely the challenge that this book takes up. Of course this panoramic study does not claim to offer a detailed and exhaustive view of the many …
Empirical studies have revealed that many financial asset returns are characterized by an asymmetric behavior of the volatility. Aside from asymmetry, another important stylized fact about the volatility is its long memory effect. Given that the computation of the volatility is …
The statistical modelling of extreme precipitation structures is essential in many aspects such as assessing and managing risks resulting from the occurrence of such extreme events for agricultural purposes, in particular. Typically, daily precipitation time series with many zer…
Building on the standard parity bounds model (PBM), a stochastic gradual switching model with three trade regimes is developed. The extended parity bounds model (EPBM) improves the standard PBM in two ways. First, it traces the time path of the effect of policy changes on spatia…
This dissertation investigates the productive performance of the private manufacturing sector of Egypt, particularly within the context of economic reforms undertaken since the early 1990s. Beginning in 1991, the Egyptian government implemented reforms to achieve macroeconomic s…
Modelos estocasticos en finanzas
This dissertation presents a methodology to simulate the dispersion of water droplets in the air flow typical of an Icing Tunnel. It is based on the understanding the physical parameters that influence the uniformity and the distribution of cloud of droplets in the airflow and t…
This thesis is concerned with quantifying the dynamical role of stochasticity in models of recurrent epidemics. Although the simulation of stochastic models can accurately capture the qualitative epidemic patterns of childhood diseases, there is still considerable discussion con…
The purpose of this dissertation is to estimate technical efficiencies and its determinants among Indonesian manufacturing firms, banks, as well as provincial economies over the period 1993 to 2000. Stochastic frontier analysis is used to achieve these aims. The technical effici…
This thesis develops a topological approach to robustness to incorrect-incomplete models in MDPs and POMDPs, and applications of this study to approximations, model learning and reinforcement learning.
This book constitutes the refereed proceedings of the 25th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2019, held in Moscow, Russia, in October 2019. Methods of analytical and stochastic modelling are widely used in engineer…
This proceedings book discusses state-of-the-art research on uncertainty quantification in mechanical engineering, including statistical data concerning the entries and parameters of a system to produce statistical data on the outputs of the system. It is based on papers present…