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Displaying 1 - 2 of 2
Prediction and Calibration Using Outputs from Multiple Computer Simulators
Author: Goh, Joslin Tze Ching
Date created: 2014-08-18
Critical phenomena with renormalization group analysis of a hierarchical model of financial crashes
Author: Wu, Tiankuang Tim
Date created: 2012-07-30

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  • Thesis (2)

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  • Statistics and Actuarial Science Theses (1)

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  • Graduate student (Masters) (1)
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  • Goh, Joslin Tze Ching (1)
  • Wu, Tiankuang Tim (1)

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  • Borwein, Peter (1)

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Keywords

  • (-) Hierarchical model (2)
  • Bayesian (1)
  • Computer Experiments (1)
  • Critical phenomena (1)
  • Financial market crashes (1)
  • Log-periodic power law (1)
  • Markov chain Monte Carlo (1)
  • Phase transition (1)
  • Renormalization group (1)
  • Sequential Design (1)

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