Index Catalog // Digital WPI

Exploring Edge Detection Methods for Improved Image Classification

Creator:: Spitaels, Juliette
Advisor:: Arnold, Andrea N.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2023-06-08
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Utilizing an Ensemble Kalman Filter and SEIRV Model to Estimate the Vaccination Rate of Measles

Creator:: Folino, Molly
Advisor:: Arnold, Andrea N.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2023-05-05
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Minimization Tools in MATLAB

Creator:: Robinson, Lynnette R.
Advisor:: Tilley, Burt S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-05-18
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Predictive Inference for Nonprobability Samples

Keyword:: Superpopulation, Bayesian inference, and Spatial correlation
Creator:: Cao, Hanqi
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Data Mining for Car Insurance Claims Prediction

Keyword:: data mining; statistical methods; prediction; gini
Creator:: Huangfu, Dan
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Construction Using Principle Component Analysis

Keyword:: Principle Component Analysis
Creator:: Chen, Huanting
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-08-06
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Dense Matrices for Biofluids Applications

Keyword:: biofluids; dense matrix;
Creator:: Chen, Liwei
Advisor:: Olson, Sarah D
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-04-30
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Pricing Options with Monte Carlo and Binomial Tree Methods

Keyword:: The Monte Carlo Methods
Creator:: Sun, Xihao
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-05-03
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Option Pricing Using Monte Carlo Methods

Keyword:: GBM.Monte Carlo
Creator:: Wang, Junxiong
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-26
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Data Analysis For The Sovenian Plebiscite

Keyword:: Bayesian Data Analysis
Creator:: Padhy, Budhinath
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Computational Methods for Option Pricing

Keyword:: Monte Carlo GBM
Creator:: Fei, Bingxin
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Modeling Blood Cell Concentration in a Dialysis Cartridge

Keyword:: dialysis
Creator:: Haas, Kathleen
Advisor:: Tilley, Burt S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: fintech, data analytics, data science, big data, Algorithm, Vestigo Ventures, Cogo Labs, and financial math
Creator:: Shoop, Alexander
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-01-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Vestigo Ventures, big data, data science, fintech, Vestigo, Cogo Labs, financial math, data analytics, Cogo, and Algorithm
Creator:: Dymov, Khasan
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-01-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Quantitative Risk Assessment for Residential Mortgages

Keyword:: home energy efficiency, regression, mortgage default risk, peer-to-peer, and loan lenders
Creator:: Ren, Qingyun
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Hodgkin-Huxley Type Modeling

Keyword:: A. punctulata, Chemotaxis, Sperm, ODE, and Hodgkin-Huxley
Creator:: O'Connell, Dylan J
Advisor:: Olson, Sarah D
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Hedge Funds' Performance Fees and Investments

Keyword:: Moral Hazard, High-water Mark, and Hedge Fund
Creator:: Gong, Yuhui
Advisor:: Wang, Gu
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

A Forex Trading System Using Evolutionary Reinforcement Learning

Keyword:: Algorithmic Trading, Machine Learning, Genetic Algorithms, Reinforcement Learning, and Foreign Exchange
Creator:: Song, Yupu
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Faraday Instabilities

Keyword:: Elastic surface and Faraday wave
Creator:: Yu, Rui
Advisor:: Olson, Sarah D
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-26
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Popping Bubbles: Cryptanalysis of Homomorphic Encryption

Keyword:: homomorphic encryption and cryptanalysis
Creator:: Steele, Corre
Advisor:: Martin, William J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-04-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Predicting Patient Satisfaction With Ensemble Methods

Keyword:: bagging, random forests, decision trees, patient satisfaction, and ensemble methods
Creator:: Rosales, Elisa Renee
Advisor:: Paffenroth, Randy Clinton
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-30
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

GPU computing of Heat Equations

Keyword:: linear systems., Heat equation, CPU, and GPU
Creator:: Zhang, Junchi
Advisor:: Olson, Sarah D
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-29
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: covariance matrix estimation, shrink-, and Ledoit's model
Creator:: McArthur, Gregory D
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-09
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Option Pricing Using MATLAB

Keyword:: control variates, GBM, binomial model, and Monte Carlo simulation
Creator:: Gu, Chenchen
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Statistical Consulting at Draper Laboratory

Keyword:: regression, Statistics, capability, data analysis, control chart, and Gage R & R
Creator:: Richard, Noelle M.
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-08-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: covariance matrix estimation, CALM, shrinkage parameter, Ledoit's model, and forward looking signal
Creator:: Zhang, Yafei
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-08
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study

Keyword:: asymptotic expansion and stochastic volatility option pricing
Creator:: Chen, Lichen
Advisor:: Sayit, Hasanjan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-01-13
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Barrier Option Pricing under SABR Model Using Monte Carlo Methods

Keyword:: SABR, Black-Scholes, Monte Carlo, and Barrier Option
Creator:: Hu, Junling
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

3-Dimensional Model and Simulations of Sperm Movement

Keyword:: Chemotaxis, sperm movement, Simulation, and off-lattice
Creator:: Zhang, Yunyun
Advisor:: Olson, Sarah D
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Whole Genome Sequencing, Longitudinal Traits, and Multi-level Model
Creator:: Chen, Taoye
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: genotype, GOFT, and SKAT
Creator:: Yang, Li
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: lubrication analysis, laminar fluid flow, and linear stability
Creator:: Fisher, Charles Edward
Advisor:: Tilley, Burt S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

The EM Algorithm in Multivariate Gaussian Mixture Models using Anderson Acceleration

Keyword:: EM algorithm and Anderson acceleration
Creator:: Plasse, Joshua H
Advisor:: Walker, Homer F.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

A Modified Clenshaw-Curtis Quadrature Algorithm

Keyword:: Quadrature, Clenshaw-Curtis, and Chebyshev Polynomials
Creator:: Barden, Jeffrey M.
Advisor:: Humi, Mayer
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Learning Curves in Emergency Ultrasonography

Keyword:: general linear models, generalized estimating equations, inverse interval estimation, and Logistic regression
Creator:: Brady, Kaitlyn
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-12-29
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Course Summary of Computational Methods of Financial Mathematics

Keyword:: financial mathematics, finite difference methods, Computational Methods, and Monte Carlo
Creator:: Copp, Jessica L.
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-05-05
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Market and Credit Risk Models and Management Report

Keyword:: Value at Risk, Portfolio Optimization, ARMA-GARCH Model, Expected Shortfall, and Risk Reduction
Creator:: Qu, Jing
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Risk Management Project

Keyword:: BIC, Expected Shortfall, AIC, Portfolio Optimization, Chi-square test, ARMA-GARCH, Value-at-risk, and Risk Management
Creator:: Yan, Lu
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Risk Management Project

Keyword:: Value-at-risk, BIC, ARMA-GARCH, Portfolio Optimization, Chi-square test, AIC, Risk Management, and Expected Shortfall
Creator:: Shen, Chen
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Expected Shortfall, Loss Distribution, and Value at Risk
Creator:: Shah, Azuri
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Value at Risk, Expected Shortfall, and Loss Distribution
Creator:: Infantino, Shanna
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

The Portfolio Optimization Project

Keyword:: Factor Model, CAPM, and optimal portfolio
Creator:: Zhuang, Ziyi
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

The Portfolio Optimization Project

Keyword:: CAPM and optimal portfolio
Creator:: Gao, Panwen
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Optimization, CAPM & Factor Modeling Project Report

Keyword:: Modern Portfolio Theory, Factor Model, French and Fama Model, and CAPM
Creator:: Xu, Chenghao
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-23
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Financial Mathematics Project

Keyword:: Modern Portfolio Theory, Fama French Model, and CAPM
Creator:: Dang, Zhe
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Financial Mathematics Project

Keyword:: Capital Asset Pricing Model, Modern Portfolio Theory, and multi-factor models
Creator:: Li, Jiang
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Optimization, CAPM & Factor Modeling Project

Keyword:: Portfolio Optimization and Factor Model
Creator:: Zhao, Zhen
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Optimization, CAPM & Factor Modeling Project

Keyword:: Portfolio Optimization and CAPM & Factor Modeling
Creator:: Zhou, Jie
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-25
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Optimization, CAPM & Factor Modeling Project Report

Keyword:: French and Fama Model, Factor Model, CAPM, and Modern Portfolio Theory
Creator:: Dong, Yijun
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-23
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Survival Probability and Intensity Derived from Credit Default Swaps

Keyword:: Credit Default Swaps and survival probability
Creator:: Lan, Yi
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-01-13
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Regression Analysis of University Giving Data

Keyword:: least squares regression, Data Mining, Logistic regression, and Prediction
Creator:: Jin, Yi
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-01-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Option Pricing Using Monte Carlo Methods

Keyword:: Monte Carlo, American put, and American call
Creator:: Lu, Mengliu
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Risk Measures Extracted from Option Market Data Using Massively Parallel Computing

Keyword:: Financial risk management, Massively parallel GPU comtuing, Stochastic volatility model, and Black-Scholes Formula
Creator:: Zhao, Min
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Organization & Analysis of Stock Option Market Data

Keyword:: Implied volatility and volatility smile
Creator:: Zhang, Jun
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-01-08
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Molecular Graph Theory

Keyword:: Zeolites and Fullerenes
Creator:: Johnson, Chase R
Advisor:: Servatius, Brigitte
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-29
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

A Primal-Dual Approximation Algorithm for the Concurrent Flow Problem

Keyword:: network flow and approximation algorithm
Creator:: Nahabedian, Aaron Joseph
Advisor:: Martin, William J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-29
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Restructuring Option Chain Data Sets Using Matlab

Keyword:: option chain, financial engineering, and MATLAB
Creator:: Baker, Alison M
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-29
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Exploring the optimal Transformation for Volatility

Keyword:: Empirical Bayes, Box-Cox transformation, Bayes, Stochastic volatility, and Metropolis-Hastings algorithm
Creator:: Volfson, Alexander
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 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

Keyword:: sample size and Zero-Inflated Poisson
Creator:: Pedersen, Kristen E
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-04-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

A Review of Linear Regression and some Basic Proofs for Lasso

Keyword:: LASSO and Linear regression
Creator:: He, Shiquan
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-01-14
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Interdependence of US Industry Sectors Using Vector Autoregression

Keyword:: VaR and Interdependence
Creator:: Dutta Bordoloi, Suwodi
Advisor:: Vermes, Domokos and Zhao, Wanli
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-10-28
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Liquidity Modeling Using Order Book Data

Keyword:: Mathematical Finance, Limit Order Book, and Liquidity
Creator:: Li, Yi
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-08-31
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Computational Methods in Financial Mathematics Course Project

Keyword:: monte carlo method and finite difference method
Creator:: lin, zhipeng
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-05-05
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

An Adaptive Mixed Finite Element Method using the Lagrange Multiplier Technique

Keyword:: a posteriori error estimate, adaptive, lagrange multiplier, Finite Element Method, and mesh refinement
Creator:: Gagnon, Michael Anthony
Advisor:: Sarkis-Martins, Marcus
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-05-04
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Minimizing the Probability of Ruin in Exchange Rate Markets

Keyword:: optimal investment, stochastic calculus, and Stochastic Optimal Control
Creator:: Chase, Tyler A.
Advisor:: Sayit, Hasanjan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-30
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Graph Decompositions and Monadic Second Order Logic

Keyword:: clique width, Graph Theory, logic, and tree decompositions
Creator:: Adler, Jonathan D
Advisor:: Dougherty, Daniel J. and Martin, William J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Study of Structural Equation Models and their Application to Fitchburg Middle School Data

Keyword:: path diagrams, Factor Analysis, and structural equation models
Creator:: Legare, Jonathan Charles
Advisor:: Kim, Ryung S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-01-15
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Predicting Hearing Loss Using Auditory Steady-State Responses

Keyword:: Mixed Model, Repeated Measures Model, ASSR, PTA, EM algorithm, and Mixture Model
Creator:: li, yiwen
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-01-14
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

A Review of Causal Inference

Keyword:: Noncounterfactual and Counterfactual
Creator:: LIU, DAYANG
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-01-09
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Pricing of Multi-Name Credit Derivatives Using Copulas

Keyword:: first-to-default baskets, multi-name credit derivatives, and copula functions
Creator:: Liu, Xinjia
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-01-08
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Sample comparisons using microarrays: - Application of False Discovery Rate and quadratic logistic regression

Keyword:: FDR, Logistic regression, and Microarry
Creator:: Guo, Ruijuan
Advisor:: Kim, Ryung S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-01-08
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

A Parallel Implementation of an Agent-Based Brain Tumor Model

Keyword:: High-performance computing, Scientific computation, Computational biology, Visualization, and Numerical analysis
Creator:: Skjerven, Brian M.
Advisor:: Walker, Homer F.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-06-05
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Development of a Statistical Model for NPN Bipolar Transistor Mismatch

Keyword:: statistical model, bipolar transistor, and mismatch
Creator:: Lamontagne, Maurice
Advisor:: Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-30
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Pricing Security Derivatives under the Forward Measure

Keyword:: Security, forward, derivatives, binomial tree, and measure
Creator:: Twarog, Marek B
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-30
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Predictor Selection in Linear Regression: L1 regularization of a subset of parameters and Comparison of L1 regularization and stepwise selection

Keyword:: Feature Selection, Covariate selection, LASSO, and L1 regularization
Creator:: Hu, Qing
Advisor:: Kim, Ryung S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-11
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Efficient Pricing of an Asian Put Option Using Stiff ODE Methods

Keyword:: option, differential equation, stiff, and financial mathematics
Creator:: LeRay, David
Advisor:: Walker, Homer F.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-09
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

Prices of Credit Default Swaps and the Term Structure of Credit Risk

Keyword:: Credit Default Swaps and Credit Risk
Creator:: Desrosiers, Mary Elizabeth
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

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