#### Theses from 2019

Measuring Risk of Microfinance Institutions: The Case of Cameroon, Blanche Sonia Ngo Mahop

#### Theses from 2018

Likelihood Inference for Order Restricted Models, Afnan Almazmomi

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

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

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

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

Bayesian Analysis of Crime Survey Data with Nonresponse, Shiao Liu

Fast Matrix Multiplication by Group Algebras, Zimu Li

Numerical Methods for European Option Pricing with BSDEs, Ming Min

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

Classification of Bone Cements Using Multinomial Logistic Regression Method, Jinglun Wei

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

#### Theses from 2017

Inference in Constrained Linear Regression, Xinyu Chen

Hedge Funds' Performance Fees and Investments, Yuhui Gong

Quantitative Risk Assessment for Residential Mortgages, Qingyun Ren

A Forex Trading System Using Evolutionary Reinforcement Learning, Yupu Song

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

Faraday Instabilities, Rui Yu

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

#### Theses from 2016

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

Popping Bubbles: Cryptanalysis of Homomorphic Encryption, Corre Steele

#### Theses from 2015

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

Data Mining for Car Insurance Claims Prediction, Dan Huangfu

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

Predicting Patient Satisfaction With Ensemble Methods, Elisa Renee Rosales

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

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

GPU computing of Heat Equations, Junchi Zhang

#### Theses from 2014

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

Portfolio Construction Using Principle Component Analysis, Huanting Chen

Dense Matrices for Biofluids Applications, Liwei Chen

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

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

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

Statistical Consulting at Draper Laboratory, Noelle M. Richard

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

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

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

#### Theses from 2013

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

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

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

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

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

Risk Analysis for Corporate Bond Portfolios, Qizhong Jiang

A Bayesian Analysis of a Multiple Choice Test, Zhisui Luo

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

Incorporating survey weights into logistic regression models, Jie Wang

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

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

Risk Analysis for Corporate Bond Portfolios, Yunfeng Zhao

#### Theses from 2012

Learning Curves in Emergency Ultrasonography, Kaitlyn Brady

Financial Mathematics Project, Zhe Dang

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

The Portfolio Optimization Project, Panwen Gao

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

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

Financial Mathematics Project, Jiang Li

On Quasi-Volume-Filling Surfaces, Pan Liu

Market and Credit Risk Models and Management Report, Jing Qu

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

Risk Management Project, Chen Shen

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

Risk Management Project, Lu Yan

Portfolio Optimization, CAPM & Factor Modeling Project, Zhen Zhao

Portfolio Optimization, CAPM & Factor Modeling Project, Jie Zhou

The Portfolio Optimization Project, Ziyi Zhuang

#### Theses from 2011

Modeling Volatility Derivatives, Justin P. Carr

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

Computational Methods for Option Pricing, Bingxin Fei

Option Pricing Using MATLAB, Chenchen Gu

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

Option Pricing Using Monte Carlo Methods, Mengliu Lu

Bayesian Data Analysis For The Sovenian Plebiscite, Budhinath Padhy

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

Option Pricing Using Monte Carlo Methods, Junxiong Wang

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

Organization & Analysis of Stock Option Market Data, Jun Zhang

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

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

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

#### Theses from 2010

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

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

Modeling Blood Cell Concentration in a Dialysis Cartridge, Kathleen Haas

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

Molecular Graph Theory, Chase R. Johnson

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

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

Exploring the optimal Transformation for Volatility, Alexander Volfson

#### Theses from 2009

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

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

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

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

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

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

On the Constructions of Certain Fractal Mixtures, Haodong Liang

Computational Methods in Financial Mathematics Course Project, zhipeng lin

A Review of Causal Inference, DAYANG LIU