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Mathematical Sciences
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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
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
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
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
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
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
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
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