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