This thesis consists of two parts. The first part focuses on design and analysis for computer experiments and the second part deals with binary time series and its application to kinetic studies in micropipette experiments. The first part of the thesis addresses three problems. The first problem is concerned with optimal design of computer experiments. Latin hypercube designs (LHDs) have been used extensively for computer experiments. A multi-objective optimization approach is proposed to find good LHDs by combining correlation and distance performance measures. Several examples are presented to show that the obtained designs are good in terms of both criteria. The second problem is related to the analysis of computer experiments. Kriging is the most popular method for approximating complex computer models. Here a modified kriging method is proposed, which has an unknown mean model. Therefore it is called blind kriging. The unknown mean model is identified from experimental data using a Bayesian variable selection technique. Many examples are presented which show remarkable improvement in prediction using blind kriging over ordinary kriging. The third problem is related to computer experiments with nested and branching factors. Design and analysis of experiments with branching and nested factors are challenging and have not received much attention in the literature. Motivated by a computer experiment in a machining process, we develop optimal LHDs and kriging methods that can accommodate branching and nested factors. Through the application of the proposed methods, optimal machining conditions and tool edge geometry are attained, which resulted in a remarkable improvement in the machining process. The second part of the thesis deals with binary time series analysis with application to cell adhesion frequency experiments. Motivated by the analysis of repeated adhesion tests, a binary time series model incorporating random effects is developed in this chapter. A goodness-of-fit statistic is introduced to assess the adequacy of distribution assumptions on the dependent binary data with random effects. Application of the proposed methodology to real data from a T-cell experiment reveals some interesting information. These results provide some quantitative evidence to the speculation that cells can have ¡§memory¡¨ in their adhesion behavior.

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This thesis deals with economic evaluation case study of Ekofarm construction using applications Crystal Ball and Pertmaster Risk Project. The thesis represents the fundamental characteristics of the investment project and methods of its evaluation. There are introduced basic features of both applications on probabilistic risk analysis performed by simulation method Latin Hypercube Sampling. The case study is described in detail including breeding system and method of financing. This is linked to the calculation of economic fundamentals and creation of project cash flow. The result is probabilistic analysis which is output from tested software tools, and its evaluation.

The subject of master’s thesis is determination of bridge load-bearing capacity and fully probabilistic approach to reliability assessment. It includes a nonlinear analysis of the specific bridge load-bearing capacity in compliance with co-existing Standards and its stochastic and sensitivity analysis. In connection with durability limit states of reinforced concrete structures, the influence of carbonation and the corrosion of reinforcement on the structure’s reliability is also mentioned.

The work occupy by inverse analysis based on artificial neural network. This identification algorithm enable correct determine parameters of applied material model on creation of numerical model of construction so it's possible that the results of computerized simulation correspond with experiments. It look's like suitable approach especially in cases with complicated problems and complex models with many material parameters.

The field of evolutionary computation is inspired by the achievements of natural evolution, in which there is no final objective. Yet the pursuit of objectives is ubiquitous in simulated evolution because evolutionary algorithms that can consistently achieve established benchmarks are lauded as successful, thus reinforcing this paradigm. A significant problem is that such objective approaches assume that intermediate stepping stones will increasingly resemble the final objective when in fact they often do not. The consequence is that while solutions may exist, searching for such objectives may not discover them. This problem with objectives is demonstrated through an experiment in this dissertation that compares how images discovered serendipitously during interactive evolution in an online system called Picbreeder cannot be rediscovered when they become the final objective of the very same algorithm that originally evolved them. This negative result demonstrates that pursuing an objective limits evolution by selecting offspring only based on the final objective. Furthermore, even when high fitness is achieved, the experimental results suggest that the resulting solutions are typically brittle, piecewise representations that only perform well by exploiting idiosyncratic features in the target. In response to this problem, the dissertation next highlights the importance of leveraging human insight during search as an alternative to articulating explicit objectives. In particular, a new approach called novelty-assisted interactive evolutionary computation (NA-IEC) combines human intuition with a method called novelty search for the first time to facilitate the serendipitous discovery of agent behaviors. iii In this approach, the human user directs evolution by selecting what is interesting from the on-screen population of behaviors. However, unlike in typical IEC, the user can then request that the next generation be filled with novel descendants, as opposed to only the direct descendants of typical IEC. The result of such an approach, unconstrained by a priori objectives, is that it traverses key stepping stones that ultimately accumulate meaningful domain knowledge. To establishes this new evolutionary approach based on the serendipitous discovery of key stepping stones during evolution, this dissertation consists of four key contributions: (1) The first contribution establishes the deleterious effects of a priori objectives on evolution. The second (2) introduces the NA-IEC approach as an alternative to traditional objective-based approaches. The third (3) is a proof-of-concept that demonstrates how combining human insight with novelty search finds solutions significantly faster and at lower genomic complexities than fully-automated processes, including pure novelty search, suggesting an important role for human users in the search for solutions. Finally, (4) the NA-IEC approach is applied in a challenge domain wherein leveraging human intuition and domain knowledge accelerates the evolution of solutions for the nontrivial octopus-arm control task. The culmination of these contributions demonstrates the importance of incorporating human insights into simulated evolution as a means to discovering better solutions more rapidly than traditional approaches.

With the substantial size of the interest rate markets, the importance of accurate pricing, risk measurement and performance attribution can not be understated. However, the models used on the markets often have underlying issues with capturing the market's fundamental behavior. With this thesis, we aim to improve the pricing, risk measurement, and performance attribution of interest rate swap portfolios. The paper is divided into six main parts, by subject, to aid in achieving these goals. To begin with, we validate all cash flows with SEB to increase the validity of the results. Next, we implement an optimization-based model developed by Jörgen Blomvall to estimate multiple yield curves.  By considering innovations of the daily in-sample curves, risk factors are computed with principal component analysis. These risk factors are then used to simulate one-day and ten-day ahead scenarios for the multiple yield curves using a Monte Carlo method. Given these simulated scenarios, risk measures are then computed. When backtested, these risk measurements give an indication on the overall accuracy of the methodology, including the estimated curves, the derived risk factors, and the simulation methodology. Along with the simulation, on each out-of-sample day, monetary performance attribution for the portfolios is also performed. The performance attribution indicates what drives the value change in the portfolio. This can be used in order to evaluate the estimated yield curves and derived risk factors. The risk measurement and performance attribution is done for three different portfolios of interest rate swaps on the EUR, USD, and SEK markets. However, the risk factors are only estimated for EUR data and used for all portfolios.  The main difference to previous work in this area is that, for all implementations, a multiple yield curve environment is studied. Different PCA algorithms are evaluated to increase the precision and speed of the risk factor calculation. Mean reverting risk factors are developed in the simulation framework, along with a Latin hypercube sampling method accounting for dependence in the random variables to reduce variance. We also study the EUR and SEK markets, while the focus in previous literature is on the USD market. Lastly, we calculate and backtest the risk measures value-at-risk and expected shortfall for one-day and ten-day horizons. Four different PCA methods are implemented, a bidiagonal divide and conquer SVD algorithm, a randomized SVD method, an Arnoldi method, and an optimization-based PCA algorithm. We opt to use the first one due to high accuracy and the ability to calculate all eigenpairs. However, we recommend to use the Arnoldi method in future implementations and to further study the optimization-based method. The Latin hypercube sampling with dependence method is able to produce random variables with the same correlation as the input variables. In the simulation, we are able to produce results that pass all backtests for the risk measures considering the USD portfolio. For the EUR and SEK portfolios, it is shown that the risk measures are too conservative. The results of the mean reversion method indicate that it produces slightly less conservative estimates for the ten-day horizon. In the performance attribution, we show that we are able to produce results with small error terms, therefore indicating accurately estimated term structures, risk factors, and pricing. We conclude that we are partly able to fulfill the stated purpose of this thesis due to having produced accurate pricing and satisfactory performance attribution results for all portfolios, and stable risk measures for the USD portfolio. However, it is not possible to state with certainty that improved risk measurements have been achieved for the EUR and SEK portfolios. Although, we present several alternative approaches to remedy this in future implementations.

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The thesis presents methods and criteria for creation and optimization of design of computer experiments. Using the core of a program Freet the optimized designs were created by combination of these methods and criteria. Then, the suitability of the designs for statistical analysis of the tasks vith input random variables was assessed by comparison of the obtained results of six selected functions and the exact (analytically obtained) solutions. Basic theory, definitions of the evaluated functions, description of the setting of optimization and the discussion of the obtained results, including recommendations related to identified weaknesses of certain designs, are presented. The thesis also contains a description of an application that was created to display the results.