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In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and EP ...
Background: Large-scale proteomic studies have to deal with unwanted variability, especially when samples originate from different centers and multiple analytical batches are needed. Such variability is typically added throughout all the steps of a clinica ...
We argue that nonperturbative CFT correlation functions admit a Mellin amplitude representation. Perturbative Mellin representation readily follows. We discuss the main properties of nonperturbative CFT Mellin amplitudes: subtractions, analyticity, unitari ...
When relying on Newton iterations to solve nonlinear problems in the context of Reduced Basis (RB) methods, the assembling of the RB arrays during the online stage depends on the dimension of the underlying high-fidelity approximation. This is more of an i ...
Dams are critical infrastructures which may be endangered by natural hazards as extreme foods. The water release structures especially the spillways must be designed in such a way that they can ensure the safe passage of extreme floods. Uncontrolled overto ...
Visual Focus of Attention (VFOA) estimation in conversation is challenging as it relies on difficult to estimate information (gaze) combined with scene features like target positions and other contextual information (speaking status) allowing to disambigua ...
This thesis work focuses on optimal control of partial differential equations (PDEs) with uncertain parameters, treated as a random variables. In particular, we assume that the random parameters are not observable and look for a deterministic control which ...
The goal of this work is to use anisotropic adaptive finite elements for the numerical simulation of aluminium electrolysis. The anisotropic adaptive criteria are based on a posteriori error estimates derived for simplified problems. First, we consider an ...
Background. In human immunodeficiency virus (HIV), the relative contribution of genetic background, clinical risk factors, and antiretrovirals to chronic kidney disease (CKD) is unknown. Methods. We applied a case-control design and performed genome-wide g ...
In this work, we set up a new, general, and computationally efficient way to tackle parametrized fluid flows modeled through unsteady Navier-Stokes equations defined on domains with variable shape, when relying on the reduced basis method. We easily descri ...
