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Résultats de recherche
A Primal-Dual Approximation Algorithm for the Concurrent Flow Problem
Mot-clé:
network flow
and
approximation algorithm
Créateur:
Nahabedian, Aaron Joseph
Advisor:
Martin, William J.
Éditeur:
Worcester Polytechnic Institute
date créée:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Restructuring Option Chain Data Sets Using Matlab
Mot-clé:
option chain
,
financial engineering
, and
MATLAB
Créateur:
Baker, Alison M
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Exploring the optimal Transformation for Volatility
Mot-clé:
Empirical Bayes
,
Box-Cox transformation
,
Bayes
,
Stochastic volatility
, and
Metropolis-Hastings algorithm
Créateur:
Volfson, Alexander
Advisor:
Nandram, Balgobin
Éditeur:
Worcester Polytechnic Institute
date créée:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Sample Size Determination in Auditing Accounts Receivable Using a Zero-Inflated Poisson Model
Mot-clé:
sample size
and
Zero-Inflated Poisson
Créateur:
Pedersen, Kristen E
Advisor:
Nandram, Balgobin
Éditeur:
Worcester Polytechnic Institute
date créée:
2010-04-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Review of Linear Regression and some Basic Proofs for Lasso
Mot-clé:
LASSO
and
Linear regression
Créateur:
He, Shiquan
Advisor:
Wu, Zheyang
Éditeur:
Worcester Polytechnic Institute
date créée:
2010-01-14
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Interdependence of US Industry Sectors Using Vector Autoregression
Mot-clé:
VaR
and
Interdependence
Créateur:
Dutta Bordoloi, Suwodi
Advisor:
Vermes, Domokos
and
Zhao, Wanli
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-10-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Liquidity Modeling Using Order Book Data
Mot-clé:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Créateur:
Li, Yi
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods in Financial Mathematics Course Project
Mot-clé:
monte carlo method
and
finite difference method
Créateur:
lin, zhipeng
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
An Adaptive Mixed Finite Element Method using the Lagrange Multiplier Technique
Mot-clé:
a posteriori error estimate
,
adaptive
,
lagrange multiplier
,
Finite Element Method
, and
mesh refinement
Créateur:
Gagnon, Michael Anthony
Advisor:
Sarkis-Martins, Marcus
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-05-04
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Minimizing the Probability of Ruin in Exchange Rate Markets
Mot-clé:
optimal investment
,
stochastic calculus
, and
Stochastic Optimal Control
Créateur:
Chase, Tyler A.
Advisor:
Sayit, Hasanjan
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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