8 resultados para Lee-Carter model
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Thesis submitted in partial fulfillment of the requirements for the Degree of Doctor of Statistics and Information Management
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Dissertação para obtenção do Grau de Mestre em Matemática e Aplicações, no ramo Actuariado, Estatística e Investigação Operacional
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Tese de doutoramento em Ciências da Educação
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In the past few years Tabling has emerged as a powerful logic programming model. The integration of concurrent features into the implementation of Tabling systems is demanded by need to use recently developed tabling applications within distributed systems, where a process has to respond concurrently to several requests. The support for sharing of tables among the concurrent threads of a Tabling process is a desirable feature, to allow one of Tabling’s virtues, the re-use of computations by other threads and to allow efficient usage of available memory. However, the incremental completion of tables which are evaluated concurrently is not a trivial problem. In this dissertation we describe the integration of concurrency mechanisms, by the way of multi-threading, in a state of the art Tabling and Prolog system, XSB. We begin by reviewing the main concepts for a formal description of tabled computations, called SLG resolution and for the implementation of Tabling under the SLG-WAM, the abstract machine supported by XSB. We describe the different scheduling strategies provided by XSB and introduce some new properties of local scheduling, a scheduling strategy for SLG resolution. We proceed to describe our implementation work by describing the process of integrating multi-threading in a Prolog system supporting Tabling, without addressing the problem of shared tables. We describe the trade-offs and implementation decisions involved. We then describe an optimistic algorithm for the concurrent sharing of completed tables, Shared Completed Tables, which allows the sharing of tables without incurring in deadlocks, under local scheduling. This method relies on the execution properties of local scheduling and includes full support for negation. We provide a theoretical framework and discuss the implementation’s correctness and complexity. After that, we describe amethod for the sharing of tables among threads that allows parallelism in the computation of inter-dependent subgoals, which we name Concurrent Completion. We informally argue for the correctness of Concurrent Completion. We give detailed performance measurements of the multi-threaded XSB systems over a variety of machines and operating systems, for both the Shared Completed Tables and the Concurrent Completion implementations. We focus our measurements inthe overhead over the sequential engine and the scalability of the system. We finish with a comparison of XSB with other multi-threaded Prolog systems and we compare our approach to concurrent tabling with parallel and distributed methods for the evaluation of tabling. Finally, we identify future research directions.
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FEBS Letters 579 (2005) 4585–4590
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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.
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Dissertation submitted to the Faculty of Sciences and Technology of New University of Lisbon for obtaining the degree of Master in Environmental Management Systems
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Informática