Now showing items 917-936 of 1545

    • Novel Directions for Multiagent Trust Modeling in Online Social Networks 

      Parmentier, Alexandre (University of Waterloo, 2020-05-13)
      This thesis presents two works with the shared goal of improving the capacity of multiagent trust modeling to be applied to social networks. The first demonstrates how analyzing the responses to content on a discussion ...
    • Novel Methods for Natural Language Modeling and Pretraining 

      Bai, He (University of Waterloo, 2023-02-21)
      This thesis is about modeling language sequences to achieve lower perplexity, better generation, and benefit downstream language tasks; specifically, this thesis addresses the importance of natural language features including ...
    • Novel Paradigms in Physics-Based Animation: Pointwise Divergence-Free Fluid Advection and Mixed-Dimensional Elastic Object Simulation 

      Chang, Jumyung (University of Waterloo, 2021-10-01)
      This thesis explores important but so far less studied aspects of physics-based animation: a simulation method for mixed-dimensional and/or non-manifold elastic objects, and a pointwise divergence-free velocity interpolation ...
    • Novel Secret Sharing and Commitment Schemes for Cryptographic Applications 

      Nojoumian, Mehrdad (University of Waterloo, 2012-08-15)
      In the second chapter, the notion of a social secret sharing (SSS) scheme is introduced in which shares are allocated based on a player's reputation and the way she interacts with other parties. In other words, this scheme ...
    • Novel Value Ordering Heuristics Using Non-Linear Optimization In Boolean Satisfiability 

      Pisanov, Vladimir (University of Waterloo, 2012-08-30)
      Boolean Satisfiability (SAT) is a fundamental NP-complete problem of determining whether there exists an assignment of variables which makes a Boolean formula evaluate to True. SAT is a convenient representation for many ...
    • Novelty and Diversity in Retrieval Evaluation 

      Kolla, Maheedhar (University of Waterloo, 2013-01-11)
      Queries submitted to search engines rarely provide a complete and precise description of a user's information need. Most queries are ambiguous to some extent, having multiple interpretations. For example, the seemingly ...
    • Novice-Centric Visualizations for Machine Learning 

      Sun, Yunjia (University of Waterloo, 2016-04-26)
      This thesis focuses on visualizations for machine learning tasks. More specifically, we create a taxonomy for existing machine learning visualizations, and design a system to help machine learning novices perform labelling ...
    • The number of valid factorizations of Fibonacci prefixes 

      Bonardo, Pierre; Frid, Anna E.; Shallit, Jeffrey (Elsevier, 2019-07-05)
      We establish several recurrence relations and an explicit formula for V(n), the number of factorizations of the length-n prefix of the Fibonacci word into a (not necessarily strictly) decreasing sequence of standard Fibonacci ...
    • The number of valid factorizations of Fibonacci prefixes 

      Bonardo, Pierre; Frid, Anna E.; Shallit, Jeffrey (Elsevier, 2019-07-05)
      We establish several recurrence relations and an explicit formula for , the number of factorizations of the length-n prefix of the Fibonacci word into a (not necessarily strictly) decreasing sequence of standard Fibonacci ...
    • Numerical Methods for Continuous Time Mean Variance Type Asset Allocation 

      Wang, Jian (University of Waterloo, 2010-04-19)
      Many optimal stochastic control problems in finance can be formulated in the form of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs). In this thesis, a general framework for solutions of HJB PDEs in ...
    • Numerical Methods for Long-Term Impulse Control Problems in Finance 

      Belanger, Amelie (University of Waterloo, 2008-05-16)
      Several of the more complex optimization problems in finance can be characterized as impulse control problems. Impulse control problems can be written as quasi-variational inequalities, which are then solved to determine ...
    • Numerical Methods for Nonlinear Equations in Option Pricing 

      Pooley, David (University of Waterloo, 2003)
      This thesis explores numerical methods for solving nonlinear partial differential equations (PDEs) that arise in option pricing problems. The goal is to develop or identify robust and efficient techniques that ...
    • Numerical Methods for Optimal Stochastic Control in Finance 

      Chen, Zhuliang (University of Waterloo, 2008-06-17)
      In this thesis, we develop partial differential equation (PDE) based numerical methods to solve certain optimal stochastic control problems in finance. The value of a stochastic control problem is normally identical to the ...
    • Numerical Methods for Optimal Trade Execution 

      Tse, Shu Tong (University of Waterloo, 2012-09-19)
      Optimal trade execution aims at balancing price impact and timing risk. With respect to the mathematical formulation of the optimization problem, we primarily focus on Mean Variance (MV) optimization, in which the two ...
    • Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control Problem 

      Huang, Yiqing (University of Waterloo, 2011-08-23)
      Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton ...
    • Numerical Methods for Real Options in Telecommunications 

      d'Halluin, Yann (University of Waterloo, 2004)
      This thesis applies modern financial option valuation methods to the problem of telecommunication network capacity investment decision timing. In particular, given a cluster of base stations (wireless network with a ...
    • Numerical Solutions of Two-factor Hamilton-Jacobi-Bellman Equations in Finance 

      Ma, Kai (University of Waterloo, 2015-12-03)
      In this thesis, we focus on solving multidimensional HJB equations which are derived from optimal stochastic control problems in the financial market. We develop a fully implicit, unconditionally monotone finite difference ...
    • Nymbler: Privacy-enhanced Protection from Abuses of Anonymity 

      Henry, Ryan (University of Waterloo, 2011-01-05)
      Anonymous communications networks help to solve the real and important problem of enabling users to communicate privately over the Internet. However, by doing so, they also introduce an entirely new problem: How can service ...
    • Obedience-based Multi-Agent Cooperation for Sequential Social Dilemmas 

      Gupta, Gaurav (University of Waterloo, 2020-05-14)
      We propose a mechanism for achieving cooperation and communication in Multi-Agent Reinforcement Learning (MARL) settings by intrinsically rewarding agents for obeying the commands of other agents. At every timestep, agents ...
    • Occlusion-Ordered Semantic Instance Segmentation 

      Baselizadeh, Soroosh (University of Waterloo, 2023-08-23)
      Conventional semantic ‘instance’ segmentation methods offer a segmentation mask for each object instance in an image along with its semantic class label. These methods excel in distinguishing instances, whether they belong ...

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