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Event Consolidation and Analysis Tool for E-Banking
(2011)The CREALOGIX E-Banking AG develops and distributes the CLX.E-Banking system, an online banking system used by several domestic and international banking institutions. The goal of this thesis was to design and implement two extensions to the system, a forensic analysis tool and an additional security system. <br/><br/> A forensic analysis tool is required to monitor the interactions between the e-banking system and its customers. It enables ...Master Thesis -
Bayesian Inference for Multivariate t Copulas Modeling Financial Market Risk
(2011)The main objective of this thesis is to develop a Markov chain Monte Carlo (MCMC) method under the Bayesian inference framework for estimating meta-t copula functions for modeling financial market risks. The complete posterior distribution of the copula parameters resulting from Bayesian MCMC allows further analysis such as calculating the risk measures that incorporate the parameter uncertainty. The simulation study of the fictitious and ...Master Thesis -
Modelling housing prices in Singapore applying spatial hedonic regression
(2011)A hedonic housing price model for Singapore is developed in order to generate input data for agent-based modelling at the ETH Future Cities Laboratory. Around 110’000 asking and transaction price listings from online sources are used for the study. The sample contains observations from both the private and the HDB market and includes sale and rental housing units. Asking prices (expected preferences) are found to be up to 70% higher than ...Master Thesis -
Analysis of approximation algorithms for the traveling salesman problem in near-metric graphs
(2011)We consider the beta-metric traveling salesman problem (Delta-beta-TSP), i.e., the TSP restricted to input instances satisfying the beta-triangle inequality c({v,w}) <= beta * (c{v,u} + c{u,w}), for any three vertices u,v,w. The well-known path matching Christofides algorithm (PMCA) provides an approximation ratio of 3/2 * beta^2 and is the best known algorithm in the range 1 <= beta <= 2. We show that this upper bound is tight by providing ...Master Thesis -
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Multi-level Monte Carlo Finite Volume methods for non-linear systems of conservation laws in multi-dimensions with random initial data
(2011)We extend the Multi-Level Monte Carlo (MLMC) algorithm of [19] in order to quantify uncertainty in the solutions of multi-dimensional hyperbolic systems of conservation laws with uncertain initial data. The algorithm is presented and several issues arising in the massively parallel numerical implementation are addressed. In particular, we present a novel load balancing procedure that ensures scalability of the MLMC algorithm on massively ...Master Thesis -
Freizeitverkehr an Alpenpässen, Stated Preference-Befragung zu Steuerungsmöglichkeiten
(2011)Aufbauend auf einer Definition des Freizeitverkehrs wurde an der Grimsel, einem Alpenpass zwischen den Kantonen Bern und Wallis, eine Befragung von Passfahrern und Anwohnern mit636 Teilnehmenden durchgeführt. Mit den Resultaten kann der Freizeitverkehr an einem Alpenpass gut beschrieben werden. Darauf aufbauend wurde eine Stated Preference-Befragung zu Steuerungsmöglichkeiten des Freizeitverkehrs realisiert. <br/>Das empfohlene Modell, ...Master Thesis -