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Applications of state space models in finance an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and pan-European industry portfoliosMergner, Sascha January 2008 (has links)
Zugl.: Göttingen, Univ., Diss., 2008 u. d. T.: Mergner, Sascha: Applications of advanced time series models to analyze the time-varying relationship between macroeconomics, fundamentals and pan-European industry portfolios / Zusätzliches Online-Angebot unter http://www.sub.uni-goettingen.de
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Compositional solution of stochastic process algebra modelsBohnenkamp, Henrik. Unknown Date (has links) (PDF)
Techn. Hochsch., Diss., 2002--Aachen.
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Konzept zur Modellierung fehlertoleranter zyklischer Prozesse mit SDL /Best, André January 2007 (has links)
Zugl.: Duisburg, Essen, Universiẗat, Diss., 2007.
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Beschreibung und Berechnung von Drehstromsystemen mit leistungselektronischen Anlagen im Zustandsraum /Weindl, Christian. January 1999 (has links) (PDF)
Univ., Diss.--Erlangen-Nürnberg, 2000.
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Approximative Modellierung, Systemidentifikation und Reglerentwurf mittels gewichteter Kombination lokaler Zustandsraummodelle am Beispiel fluidischer AntriebeSchulte, Horst January 2005 (has links)
Zugl.: Kassel, Univ., Diss., 2005
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Approximative Modellierung, Systemidentifikation und Reglerentwurf mittels gewichteter Kombination lokaler Zustandsraummodelle am Beispiel fluidischer AntriebeSchulte, Horst. January 2005 (has links)
Universiẗat, Diss., 2005--Kassel. / Download lizenzpflichtig.
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Identifikation nichtlinearer Prozesse mit dynamischen lokal-affinen Modellen : Massnahmen zur Reduktion von Bias und Varianz /Zimmerschied, Ralf. January 2008 (has links)
Zugl.: Darmstadt, Techn. Universiẗat, Diss.
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Sampling procedures for low temperature dynamics on complex energy landscapesNemnes, George Alexandru 22 May 2008 (has links) (PDF)
The present work deals with relaxation dynamics on complex energy landscapes.
The state space of a complex system possesses, as a hallmark,
the multitude of local minima separated by higher states, called
barrier states. This feature gives rise to a host of non-equilibrium phenomena.
From case to case, for different complex systems, ranging from atomic clusters, spin glasses and proteins
to neural networks or financial markets, the key quantities like energy and temperature
may have different meanings, though their functionality is the same.
The numerical handling of relaxational dynamics in such complex systems, even for relatively small sizes,
poses a tough challenge if the entire state space is to be considered.
Here, state space sampling procedures are introduced that provide an accurate enough description
for the low temperature dynamics, using small subsets from the original state space.
As test cases, short range Ising spin systems were considered.
The samples - depending on the way they are constructed - provide either lower bounds for
the largest relaxation timescales in a quasi-ergodic component of
the state space or the isothermal relaxation of the mean energy, like in the proposed DRS method.
Upon the latter procedure, a parallel heuristic is built which gives the possibility of handling large samples.
The collected structural data provides information of the state space topology in systems with
different levels of frustration, like disordered ferromagnets and spin glasses. It provides insights into the
focusing/anti-focusing types of landscapes, which give rise to different ground state accessibilities.
For the large samples, the domain formation and growth has been analysed and compared with existing experimental
and numerical data in literature.
The algorithms proposed here become more and more accurate as the temperature is decreased and therefore
they can provide an alternative to the classical Monte Carlo approach for this temperature range.
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Matrizen- und zustandsraumreduzierende Verfahren zur Leistungsbewertung großer stochastischer PetrinetzeFreiheit, Jörn. Unknown Date (has links) (PDF)
Techn. Universiẗat, Diss., 2002--Berlin.
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Rapid control prototyping diskreter Steuerungen mit Petrinetzen /Orth, Philipp. January 2005 (has links)
Techn. Hochsch., Diss., 2005--Aachen.
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