Index Catalog // Digital WPI

Predictive Power and Efficient Sample Size in Linear Regression Models

Creator:: Ma, Yifan
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2023-04-27
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

The Calkin-Wilf Tree: Theme and Variations

Keyword:: continued fractions, Euclidean algorithm, and Calkin-Wilf
Creator:: Gobler, Benjamin
Advisor:: Servatius, Herman and Servatius, Brigitte
Publisher:: Worcester Polytechnic Institute
Date Created:: 2023-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

On the Decay Rate of Singular Values of Integral Operators

Creator:: Levine, Matthew
Advisor:: Volkov, Darko
Publisher:: Worcester Polytechnic Institute
Date Created:: 2023-05-03
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

On 3-cube-free constructions in the integers modulo 2^n

Keyword:: combinatorics, additive combinatorics, set theory, optimization, and extremal combinatorics
Creator:: Washock, Ethan
Advisor:: Wagner, Adam
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-12-08
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Weighing Matrices and Huang’s graph theoretic proof of the Sensitivity Conjecture

Creator:: Kalampalikis, Nikolaos
Advisor:: Keane, Patrick Gerard
Publisher:: Worcester Polytechnic Institute
Date Created:: 2022-03-14
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A New Class of Elliptically Contoured Random Fields and Its Stochastic Orderings

Creator:: Chen, Boming
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-12-18
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Transfer Theory and Homology

Creator:: Cheng, Yu
Advisor:: Keane, Patrick Gerard
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

BAYESIAN PREDICTIVE INFERENCE WITH SURVEY WEIGHTS

Keyword:: Non-probability samples, Survey weights, Bayesian statistics, Normalized likelihood, and Selection bias
Creator:: Yang, Lingli
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Application of Meta Analysis on ROC Curve

Creator:: Yang, Shuang
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Comparing ROC Curves on Multiclass Classification for Predicting Quality of Wine

Creator:: Zhang, Mengze
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2021-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Convergence of a Numerical Method for Reconstructing Faults from Boundary Measurements

Keyword:: reconstruction method
Creator:: Jiang, Yulong
Advisor:: Volkov, Darko
Publisher:: Worcester Polytechnic Institute
Date Created:: 2020-05-17
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

2-D Epithelial Tissues, Cell Mechanics, and Voronoi Tessellation

Keyword:: 2-D Epithelial Tissues, Voronoi Tessellation, and Cell Mechanics
Creator:: Olaranont, Nonthakorn
Advisor:: Wu, Min
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-25
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Computational Characterization of Thermal Processes in an AlN:Mo Susceptor in a Millimeter Wave Heat Exchanger

Keyword:: electromagnetic heating
Creator:: Martin, Stephanie
Advisor:: Yakovlev, Vadim V.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-04-25
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Modeling and Numerical Simulations of Active and Passive Forces Using Immersed Boundary Method

Creator:: Lai, Xin
Advisor:: Lui, Roger Y
Publisher:: Worcester Polytechnic Institute
Date Created:: 2019-12-11
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Modeling Volatility Derivatives

Keyword:: Modeling Volatility Derivatives
Creator:: Carr, Justin P
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-12-16
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Using Applied Statistics to Study a Pharmaceutical Manufacturing Process

Keyword:: Statistics
Creator:: Tiani, John P
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Bayesian Analysis of BMI Data of Children from Small Domains: Adjustment for Nonresponse

Keyword:: BMI; Bayesian; nonignorable nonresponse; small dom
Creator:: Zhao, Hong
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-12-21
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Homogenization of Acoustic Wave Propagation in a Magnetorheological Fluid

Keyword:: Magnetorheological Homogenization wave acoustic
Creator:: Reese, Owein
Advisor:: Vernescu, Bogdan M.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Nonlinear Solvers For Plasticity Problems

Keyword:: elastoviscoplasticity
Creator:: Kohengadol, Roni A
Advisor:: Sarkis-Martins, Marcus
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-08
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.

Keyword:: Mortgage-Backed securities
Creator:: Acheampong, Osman K
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Monte Carlo mthoed, mortgage backed securities, and BDT model
Creator:: Tang, Yuxiao
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bahadur Efficiencies for Statistics of Truncated P-value Combination Methods

Keyword:: TFisher, Bahadur efficiency, $p$-value combination methods, and signal detection
Creator:: Chen, Xiaohui
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Calculating One-sided P-value for TFisher Under Correlated Data

Keyword:: correlated data analysis, p-value combination test, TFisher, and one-sided p-value
Creator:: Fang, Jiadong
Advisor:: Wu, Zheyang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-29
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Three Filters and Their Applications: A Comparison Case Study

Keyword:: filters and Kalman filters
Creator:: Zhao, Yan
Advisor:: Zhang, Zhongqiang
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Analysis of Crime Survey Data with Nonresponse

Keyword:: MCMC, Small Area Estimation, Bayesian Hierarchical Models, and Nonresponse
Creator:: Liu, Shiao
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Classification of Bone Cements Using Multinomial Logistic Regression Method

Keyword:: Multinomial logistic regression, bone cement, and Classification
Creator:: Wei, Jinglun
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-29
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Predicting Average Annual Value of Free Agent Contracts in Major League Baseball

Keyword:: sabermetrics, sports, diagnostics, regression, Statistics, moneyball, and linear regression
Creator:: Libsch, Anton I
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Likelihood Inference for Order Restricted Models

Keyword:: Reversal, Cone order, Projection, Simple Order, Likelihood Methodology, Preservation, Cone Order Monotonicity, Tree Order, Stochastic Order., and Convex cones
Creator:: Almazmomi, Afnan
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Numerical Methods for European Option Pricing with BSDEs

Keyword:: FT scheme, XVA, Linear Regression Monte Carlo method, and BSDE
Creator:: Min, Ming
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Fast Matrix Multiplication by Group Algebras

Keyword:: Frobenius group, special linear group, fast matrix multiplication, group-theoretic method, cyclic group, dihedral group, and representation theory
Creator:: Li, Zimu
Advisor:: Cathain, Padraig O
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-01-23
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Analysis of Binary Sales Data for Several Industries

Keyword:: MCMC, beta-binomial, Empirical logistic transform, inna, time-series, and big data
Creator:: Chen, Zhilin
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Markov Chain Monte Carlo, Multivariate Normal distribution, Empirical logistic transform, Parallel computing, and Metropolis Hastings sampler
Creator:: Fu, Shuting
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-04-28
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: funding spread, XVA, American option, counterpart credit risk, and no-arbitrage
Creator:: Zhou, Tingwen
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Confidence interval., Likelihood ratio test, Chi-bar-square distribution, and Least favorable distribution
Creator:: Tao, Jinxin
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-27
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Inference in Constrained Linear Regression

Keyword:: Restricted prediction interval, Least favorable distribution, Likelihood ratio test, and Chi-bar- square distribution
Creator:: Chen, Xinyu
Advisor:: Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-04-27
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Closed Form Solutions, Convex Optimization, Graphical Models, and Information Matrix
Creator:: Li, Nan
Advisor:: Paffenroth, Randy Clinton
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-01-22
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Inference of a Finite Population under Selection Bias

Keyword:: Bayesian, Gibbs Sampler, size-biased sampling, and generalized gamma distribution
Creator:: Xu, Zhiqing
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Likelihood ratio test and Bayes factor
Creator:: Yu, Yuan
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: high-frequency financial data, ARVM, and DCC
Creator:: Jiang, Dongchen
Advisor:: Zou, Jian
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: VIX, VIX futures, and Implied volatility
Creator:: Santawisook, Patchara
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Generalized least square, Linear-circular regression, Covariance matrix, Time series, and Meta-analysis
Creator:: Wang, Shuo
Advisor:: Kim, Sungsu and Peiris, Buddika
Publisher:: Worcester Polytechnic Institute
Date Created:: 2015-04-27
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Numerical Scheme for the Solution to Laplace's Equation using Local Conformal Mapping Techniques

Keyword:: Numerical Methods, conformal map, and Laplace's equation
Creator:: Sabonis, Cynthia Anne
Advisor:: Tilley, Burt S.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-07
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Incorporating survey weights into logistic regression models

Keyword:: Quasi-likelihood, Sampling weights, Multinomial logistic regression, Adjusted weights, and Binary logistic regression
Creator:: Wang, Jie
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Bayesian Analysis of a Multiple Choice Test

Keyword:: Dirichlet Process Mixture, Item Response, and Markov Chain Monte Carlo
Creator:: Luo, Zhisui
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A discrete model for the default risk of inter-banking networks

Keyword:: contagion, Networks, default, and banking system
Creator:: Andrei, Mihnea Stefan
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

An Integral Equation Method for Solving Second-Order Viscoelastic Cell Motility Models

Keyword:: fixed-point method, constitutive equation, Burger model, integral equation, adhesion coefficient, viscoelastic, and cell motility
Creator:: Dunn, Kyle George
Advisor:: Lui, Roger Y
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Risk Analysis for Corporate Bond Portfolios

Keyword:: Fama-French multi-factor model, Value at Risk, Credit Risk, liquidity risk, and market risk
Creator:: Zhao, Yunfeng
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-05-02
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Risk Analysis for Corporate Bond Portfolios

Keyword:: Credit Risk, Fama-French multi-factor model, Value at Risk, liquidity risk, and market risk
Creator:: Jiang, Qizhong
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-05-02
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading

Keyword:: Markowitz, volatility, tracking error, trading, leveraged ETF, Optimization, and momentum trading
Creator:: DeWeese, Jackson Paul
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-04-25
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Computational Approach to Determining the Intrinsic Impedance of Perforated Metal Sheets

Keyword:: perforation, Impedance, and FDTD
Creator:: Kiley, Erin M
Advisor:: Yakovlev, Vadim V.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-05-04
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

On Quasi-Volume-Filling Surfaces

Keyword:: Quasi-filling surface, Fractal, and filling surface
Creator:: Liu, Pan
Advisor:: Mosco, Umberto
Publisher:: Worcester Polytechnic Institute
Date Created:: 2012-04-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: categorical variables, Bayesian test, small area, and independence
Creator:: zhou, jingran
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-12-19
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

The stochastic discount factor and the generalized method of moments

Keyword:: SDF, GMM, and CAPM
Creator:: Koci, Eni
Advisor:: Roman, Luis J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-31
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Classification via distance profile nearest neighbors

Keyword:: Classification and distance profile nearest neighbor
Creator:: Moraski, Ashley M.
Advisor:: Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-04
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: Bootstrap, 2X2 categorical tables, EM algorithm, Multinomial model, Bivariate binomial distribution, and Missing not at random
Creator:: Zong, Yujie
Advisor:: Bhadra, Dhiman and Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-15
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model

Keyword:: Leveraged Exchange Traded Funds, American Options, and Binomial Pricing Model
Creator:: Wolf, Diana Holmes
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-05-04
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Model-based calibration of a non-invasive blood glucose monitor

Keyword:: robust regression, glucose, local regression, partial least squares regression, Diabetes, non-invasive, weighted least squares regression, ridge regression, and ordinary least squared regression
Creator:: Shulga, Yelena A
Advisor:: Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-11
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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

Keyword:: scale based decomposition, surface roughness, and band-pass filter
Creator:: Agunwamba, Chukwunomso
Advisor:: Walker, Homer F. and Brown, Christopher A.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2010-01-14
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Explorations of Trading Strategies for Leveraged Exchange-Traded Funds

Keyword:: ETF, FAS, Bootstrap, leverage, FAZ, and exchange-traded fund
Creator:: Posterro, Barry John
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-11-16
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Finite Energy Functional Spaces on Unbounded Domains with a Cut

Keyword:: finite energy functional spaces and unbounded domains with a cut
Creator:: Owens, Will
Advisor:: Volkov, Darko
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-05-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

On the Constructions of Certain Fractal Mixtures

Keyword:: self-similar, Sierpinski Gasket, energy forms, and fractal mixture
Creator:: Liang, Haodong
Advisor:: Mosco, Umberto
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-27
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models

Keyword:: Option Pricing, Stochastic volatility, and CIR Model
Creator:: shen, karl
Advisor:: Sayit, Hasanjan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2009-04-29
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Pseudo-Triangulations On Closed Surfaces

Keyword:: Embeddings, Pseudo-Triangulations, and Graph Theory
Creator:: Potter, John R
Advisor:: Servatius, Brigitte
Publisher:: Worcester Polytechnic Institute
Date Created:: 2008-02-14
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Logistic Regression with Spatial Correlation: An Application to Tennessee River Pollution

Keyword:: MCMC, Logistic regression, Bayesian statistics, and spatial statistics
Creator:: Marjerison, William M
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-12-15
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.

Keyword:: Pricing, Finite, C++, and Finite Difference
Creator:: Ampadu, Ebenezer
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-18
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Optimization Based on Robust Estimation Procedures

Keyword:: Portfolio Optimization and robust estimation
Creator:: Gao, Weiguo
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Numerical Approach to Calculating Population Spreading Speed

Keyword:: density-independet, spreading speed, density-dependent, and order-preserving
Creator:: Leo, Angela A
Advisor:: Lui, Roger Y
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-04-02
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Modeling-Based Minimization of Time-to-Uniformity in Microwave Heating Systems

Keyword:: uniformity of heating, optimal process, coupled problem, microwave heating, Optimization, microwave pulsing, Modeling, and FDTD method
Creator:: Cordes, Brian G.
Advisor:: Yakovlev, Vadim V.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2007-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Forecasting of Stock Prices Via the Ohlson Model

Keyword:: Gibbs Sampler, The Ohlson Model, Bayesian Statistical Analysis, and GIC
Creator:: Lu, Qunfang Flora
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Bayesian Approach to Detect the Onset of Activity Limitation Among Adults in NHIS

Keyword:: Gibbs Sampler, Hierarchical Bayesian model, Change point, and Reversible jump
Creator:: Bai, Yan
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-06
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Simulation of Industry and Occupation Codes in 1970 and 1980 U.S Census

Keyword:: Census classification, Bayesian, and industry and occupation codes
Creator:: Avcioglu-Ayturk, Mubeccel Didem
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-06-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Nonlinear Optimization of a Stochastic Function in a Cell Migration Model

Keyword:: derivatives, minimization, correlation, and cell migration
Creator:: Branco, Dorothy M
Advisor:: Lui, Roger Y
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-05
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Expected Maximum Drawdowns Under Constant and Stochastic Volatility

Keyword:: maximum drawdowns and drawdowns
Creator:: Nouri, Suhila Lynn
Advisor:: Roman, Luis J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-04
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Reflection and Transmission of a Plane Electromagnetic Wave on a Moving Boundary Between Two Dielectrics

Keyword:: Dynamic Materials and electromagnetic waves
Creator:: Teixeira, Elizabeth
Advisor:: Lurie, Konstantin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-03
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

NITSOL: A Newton Iterative Solver for Nonlinear Systems A FORTRAN-to-MATLAB Implementation

Keyword:: Newton's Method, bicgstab, NITSOL, gmres, cgs, and nonlinear systems
Creator:: Padhy, Bijaya L.
Advisor:: Walker, Homer F.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-04-28
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Escher's Problem and Numerical Sequences

Keyword:: Collatz, integer, Catalan, Escher, and sequences
Creator:: Palmacci, Matthew Stephen
Advisor:: Servatius, Brigitte
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-04-27
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

The Grid Bracing Problem and a Generalization

Keyword:: Rigidity Matrix, Unit Grid bracing, Bracing a Unit Grid, Rigidity Theory, Bracing a Unit Grid with a Window, and Infinitesimal motion
Creator:: Laine, Scott T
Advisor:: Servatius, Brigitte
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-05-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Predictive Inference Under Informative Sampling and Transformation

Keyword:: Gibber Sampler, Selection Bias, Transformation, Inclusion Probabilities, Bayesian Inference, Poisson Sampling, PPS Sampling, Nonignorable Model, and Ignorable Model
Creator:: Shen, Gang
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-29
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Time Frame and its Impact on Commodity Trading Advisor Performance

Keyword:: time frame, alternative investment, and commodity trading advisor
Creator:: Thomas, Nordia D
Advisor:: Doytchinov, Bogdan D. and Wilkens, Kathryn A.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-05-03
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Simultaneous Intervals for Small Areas: An Application to Mapping Mortality Rates in U.S. Health Service Areas

Keyword:: Small Area Estimation, Bayesian, Poisson-Gamma Regression, MCMC, Statistics, and Simultaneous Inference
Creator:: Erhardt, Erik Barry
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-01-05
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

The Valuation of Credit Default Swaps

Keyword:: Credit Risk, Credit Default Swap, Merton model, and Hazard rate approach
Creator:: Diallo, Nafi C
Advisor:: Roman, Luis J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-11
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Modeling Patterns of Small Scale Spatial Variation in Soil

Keyword:: multiple imputation, semivariogram models, nested random effects models, spatial variations, multiple logistic regression models, missing, and kriging methods
Creator:: Huang, Fang
Advisor:: Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2006-01-11
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Fixed Income Database Design & Architecture

Keyword:: database design, architecture, and fixed-income
Creator:: Zeng, Hong
Advisor:: Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-31
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Robust Cusum Test for SETAR-Type Nonlinearity in Time Series

Keyword:: cusum test, setar, robust, and nonlinearity
Creator:: Ursan, Alina Maria
Advisor:: Petruccelli, Joseph D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-31
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Paired Comparison Models for Ranking National Soccer Teams

Keyword:: bradley - terry, paired comparison, and Bayesian statistics
Creator:: Hallinan, Shawn E.
Advisor:: Swift, Andrew W.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-05
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Improved paired comparison models for NFL point spreads by data transformation

Keyword:: Bayesian, Bradley-Terry, and NFL
Creator:: Matthews, Gregory J
Advisor:: Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-05
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Study of the Delta-Normal Method of Measuring VaR

Keyword:: Delta-Normal Method and VaR
Creator:: Kondapaneni, Rajesh
Advisor:: Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-09
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Factor Analysis for Stock Performance

Keyword:: Principal Factor, Factor Analysis, Maximum-likelihood, and Stock Performance
Creator:: Cheng, Wei
Advisor:: Tang, Dalin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-05-04
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

An Empirical Analysis of Resampled Efficiency

Keyword:: Resampling and Michaud
Creator:: Kohli, Jasraj
Advisor:: Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Portfolio Construction using Clustering Methods

Keyword:: Clustering, Covariance matrix, Risk, and expected return
Creator:: Ren, Zhiwei
Advisor:: Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2005-04-26
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Radial-Basis-Function Neural Network Optimization of Microwave Systems

Keyword:: QuickWave 3D, optimization technique, Neural Networks, and Microwave systems
Creator:: Murphy, Ethan Kane
Advisor:: Yakovlev, Vadim V.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-01-13
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

An In-Depth Look at the Information Ratio

Keyword:: Information ratio and Excess returns
Creator:: Blatt, Sharon L
Advisor:: Heinricher, Arthur C.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-08-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Simulation Study of Warehouse Storage Assignment

Keyword:: Simulation, storage assignment, and simplex method
Creator:: Eddy, Victoria M
Advisor:: Morales, Carlos J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Novel Bayesian Methods for Disease Mapping: An Application to Chronic Obstructive Pulmonary Disease

Keyword:: disease mapping, Latent class model, Metropolis-Hastings sampler, order restriction, and poisson regression model
Creator:: Liu, Jie
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2002-05-01
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Dual-Eulerian Graphs with Applications to VLSI Design

Keyword:: VLSI and Dual Eulerian Graphs
Creator:: Freeman, Andre
Advisor:: Servatius, Brigitte
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Bayesian Nonresponse Models for the Analysis of Data from Small Areas: An Application to BMD and Age in NHANES III

Keyword:: Nonresponse, Bayesian, and Missing Data
Creator:: Liu, Ning
Advisor:: Nandram, Balgobin
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-04-28
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Performance Measurement in the eCommerce Industry.

Keyword:: Latent class model, stochastic ordering, Balanced Scorecard, and Gibbs Sampler
Creator:: Donkor, Simon
Advisor:: Nandram, Balgobin and Mistry, Jamshed J.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-04-29
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

Value at Risk Models for a Nonlinear Hedged Portfolio

Keyword:: Risk Management, Risk Measure, Value at Risk, and Hedging
Creator:: Liu, Guochun
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

A Study of Several Statistical Methods for Classification with Application to Microbial Source Tracking

Keyword:: linear discriminant analysis (LDA), Classification, quadratic discriminant analysis (QDA), Neural Networks, microbial source tracking (MST), Support Vector Machines, Logistic regression, and k-nearest-neighbor (k-n-n)
Creator:: Zhong, Xiao
Advisor:: Wilbur, Jayson D.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK

Keyword:: Monte Carlo Simulations, Value-at-risk, and Portfolio Risk
Creator:: Malfas, Gregory P.
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

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