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Theses from 2018

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Likelihood Inference for Order Restricted Models, Afnan Almazmomi

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Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods, Xiaohui Chen

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Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools, Khasan Dymov

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Calculating One-sided P-value for TFisher Under Correlated Data, Jiadong Fang

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Predicting Average Annual Value of Free Agent Contracts in Major League Baseball, Anton I. Libsch

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Bayesian Analysis of Crime Survey Data with Nonresponse, Shiao Liu

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Fast Matrix Multiplication by Group Algebras, Zimu Li

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Numerical Methods for European Option Pricing with BSDEs, Ming Min

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Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools, Alexander Shoop

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Classi?fication of Bone Cements Using Multinomial Logistic Regression Method, Jinglun Wei

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Three Filters and Their Applications: A Comparison Case Study, Yan Zhao

Theses from 2017

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Inference in Constrained Linear Regression, Xinyu Chen

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Hedge Funds' Performance Fees and Investments, Yuhui Gong

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Maximum Likelihood Identification of an Information Matrix Under Constraints in a Corresponding Graphical Model, Nan Li

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Quantitative Risk Assessment for Residential Mortgages, Qingyun Ren

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A Forex Trading System Using Evolutionary Reinforcement Learning, Yupu Song

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Comparison Between Confidence Intervals of Multiple Linear Regression Model with or without Constraints, Jinxin Tao

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Faraday Instabilities, Rui Yu

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Arbitrage-Free Pricing of XVA for American Options in Discrete Time, Tingwen Zhou

Theses from 2016

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Bayesian Logistic Regression Model with Integrated Multivariate Normal Approximation for Big Data, Shuting Fu

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Popping Bubbles: Cryptanalysis of Homomorphic Encryption, Corre Steele

Theses from 2015

Bayesian Analysis of Binary Sales Data for Several Industries, Zhilin Chen

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Data Mining for Car Insurance Claims Prediction, Dan Huangfu

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A comparative study on large multivariate volatility matrix modeling for high-frequency financial data, Dongchen Jiang

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Predicting Patient Satisfaction With Ensemble Methods, Elisa Renee Rosales

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Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods, Patchara Santawisook

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Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods, Yuxiao Tang

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An Improved Meta-analysis for Analyzing Cylindrical-type Time Series Data with Applications to Forecasting Problem in Environmental Study, Shuo Wang

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GPU computing of Heat Equations, Junchi Zhang

Theses from 2014

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A discrete model for the default risk of inter-banking networks, Mihnea Stefan Andrei

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Portfolio Construction Using Principle Component Analysis, Huanting Chen

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Dense Matrices for Biofluids Applications, Liwei Chen

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An Integral Equation Method for Solving Second-Order Viscoelastic Cell Motility Models, Kyle George Dunn

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Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Model (CALM) Within the Markowitz Framework, Gregory D. McArthur

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Hodgkin-Huxley Type Modeling, Dylan J. O'Connell

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Statistical Consulting at Draper Laboratory, Noelle M. Richard

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Numerical Scheme for the Solution to Laplace's Equation using Local Conformal Mapping Techniques, Cynthia Anne Sabonis

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Bayesian Inference of a Finite Population under Selection Bias, Zhiqing Xu

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Tests of Independence in a Single 2x2 Contingency Table with Random Margins, Yuan Yu

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Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Management (CALM) Model Within the Markowitz Framework, Yafei Zhang

Theses from 2013

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A Modified Clenshaw-Curtis Quadrature Algorithm, Jeffrey M. Barden

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A Multi-level Model for Analysing Whole Genome Sequencing Family Data with Longitudinal Traits, Taoye Chen

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Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading, Jackson Paul DeWeese

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The Effects of a Navier-Slip Boundary Condition on the Flow of Two Immiscible Fluids in a Microchannel, Charles Edward Fisher

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Barrier Option Pricing under SABR Model Using Monte Carlo Methods, Junling Hu

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Risk Analysis for Corporate Bond Portfolios, Qizhong Jiang

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A Bayesian Analysis of a Multiple Choice Test, Zhisui Luo

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The EM Algorithm in Multivariate Gaussian Mixture Models using Anderson Acceleration, Joshua H. Plasse

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Incorporating survey weights into logistic regression models, Jie Wang

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A Goodness-of-fit Association Test for Whole Genome Sequencing Data, Li Yang

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3-Dimensional Model and Simulations of Sperm Movement, Yunyun Zhang

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Risk Analysis for Corporate Bond Portfolios, Yunfeng Zhao

Theses from 2012

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Learning Curves in Emergency Ultrasonography, Kaitlyn Brady

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Financial Mathematics Project, Zhe Dang

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Portfolio Optimization, CAPM & Factor Modeling Project Report, Yijun Dong

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The Portfolio Optimization Project, Panwen Gao

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Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio, Shanna Infantino

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Survival Probability and Intensity Derived from Credit Default Swaps, Yi Lan

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Financial Mathematics Project, Jiang Li

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On Quasi-Volume-Filling Surfaces, Pan Liu

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Market and Credit Risk Models and Management Report, Jing Qu

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Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio, Azuri Shah

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Risk Management Project, Chen Shen

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Portfolio Optimization, CAPM & Factor Modeling Project Report, Chenghao Xu

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Risk Management Project, Lu Yan

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Portfolio Optimization, CAPM & Factor Modeling Project, Zhen Zhao

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Portfolio Optimization, CAPM & Factor Modeling Project, Jie Zhou

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The Portfolio Optimization Project, Ziyi Zhuang

Theses from 2011

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Modeling Volatility Derivatives, Justin P. Carr

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Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study, Lichen Chen

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Computational Methods for Option Pricing, Bingxin Fei

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Option Pricing Using MATLAB, Chenchen Gu

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A Computational Approach to Determining the Intrinsic Impedance of Perforated Metal Sheets, Erin M. Kiley

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Option Pricing Using Monte Carlo Methods, Mengliu Lu

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Bayesian Data Analysis For The Sovenian Plebiscite, Budhinath Padhy

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Pricing Options with Monte Carlo and Binomial Tree Methods, Xihao Sun

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Option Pricing Using Monte Carlo Methods, Junxiong Wang

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Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model, Diana Holmes Wolf

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Organization & Analysis of Stock Option Market Data, Jun Zhang

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Risk Measures Extracted from Option Market Data Using Massively Parallel Computing, Min Zhao

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a Bayesian test of independence of two categorical variables obtianed from a small area : an application to BMD and BMI, jingran zhou

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A Sensitivity Analysis of a Nonignorable Nonresponse Model Via EM Algorithm and Bootstrap, Yujie Zong

Theses from 2010

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A MATLAB Program to implement the band-pass method for discovering relevant scales in surface roughness measurement, Chukwunomso Agunwamba

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Restructuring Option Chain Data Sets Using Matlab, Alison M. Baker

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Modeling Blood Cell Concentration in a Dialysis Cartridge, Kathleen Haas

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A Review of Linear Regression and some Basic Proofs for Lasso, Shiquan He

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Molecular Graph Theory, Chase R. Johnson

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A Primal-Dual Approximation Algorithm for the Concurrent Flow Problem, Aaron Joseph Nahabedian

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Sample Size Determination in Auditing Accounts Receivable Using a Zero-Inflated Poisson Model, Kristen E. Pedersen

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Exploring the optimal Transformation for Volatility, Alexander Volfson

Theses from 2009

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Graph Decompositions and Monadic Second Order Logic, Jonathan D. Adler

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Minimizing the Probability of Ruin in Exchange Rate Markets, Tyler A. Chase

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Course Summary of Computational Methods of Financial Mathematics, Jessica L. Copp

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Interdependence of US Industry Sectors Using Vector Autoregression, Suwodi Dutta Bordoloi

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An Adaptive Mixed Finite Element Method using the Lagrange Multiplier Technique, Michael Anthony Gagnon

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Study of Structural Equation Models and their Application to Fitchburg Middle School Data, Jonathan Charles Legare

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On the Constructions of Certain Fractal Mixtures, Haodong Liang

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Computational Methods in Financial Mathematics Course Project, zhipeng lin

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A Review of Causal Inference, DAYANG LIU

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Liquidity Modeling Using Order Book Data, Yi Li