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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
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
Preferred Frequencies for Coupling of Seismic Waves and Vibrating Tall Buildings
Keyword:
Helmholtz Equation
,
City-effect
, and
Periodic Green's function
Creator:
Zheltukhin, Sergey
Advisor:
Volkov, Darko
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-08-27
Resource Type:
Dissertation
Degree:
PhD
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
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
Fractal Interfaces and Heat Transmission Problems
Keyword:
Homogenization
,
Finite Element
, and
Fractal
Creator:
Liang, Haodong
Advisor:
Mosco, Umberto
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-18
Resource Type:
Dissertation
Degree:
PhD
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
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
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
Random Homogenization for the Stokes Flow through a Leaky Membrane
Keyword:
Mosco convergence
,
Homogenization
,
Membranes
, and
Stokes flow
Creator:
Maris, Razvan Florian
Advisor:
Vernescu, Bogdan M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-04-26
Resource Type:
Dissertation
Degree:
PhD
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
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
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
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
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
Extension Operators and Finite Elements for Fractal Boundary Value Problems
Keyword:
Fractal
,
Sierpinski Gasket
,
Extension Operators
,
Finite Elements
, and
Koch Curve
Creator:
Evans, Emily Jennings
Advisor:
Mosco, Umberto
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-20
Resource Type:
Dissertation
Degree:
PhD
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
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
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
Bayesian Predictive Inference and Multivariate Benchmarking for Small Area Means
Keyword:
bayesian predictive inference
,
benchmarking
,
Small Area Estimation
, and
multivariate
Creator:
Toto, Ma. Criselda Santos
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
2010-04-20
Resource Type:
Dissertation
Degree:
PhD
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
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
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
Anderson Acceleration of Fixed-point Iteration with Applications to Electronic Structure Computations
Keyword:
acceleration
and
fixed-point
Creator:
Ni, Peng
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-11-24
Resource Type:
Dissertation
Degree:
PhD
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
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
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
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
In Vivo MRI-Based Three-Dimensional Fluid-Structure Interaction Models and Mechanical Image Analysis for Human Carotid Atherosclerotic Plaques
Keyword:
rupture
,
plaque vulnerability assessment
,
atherosclerotic plaque
,
fluid-structure Interaction models
, and
MRI-based
Creator:
Huang, Xueying
Advisor:
Tang, Dalin
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-04
Resource Type:
Dissertation
Degree:
PhD
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
Segmentation of Patient-Specific 3D Cardiac Magnetic Resonance Images of Human Right Ventricle
Keyword:
ventricle function analysis
,
CMRI
,
digital contour
,
Right Ventricle
, and
Segmentation
Creator:
Huang, Xueying
Advisor:
Tang, Dalin
Publisher:
Worcester Polytechnic Institute
Date Created:
2008-03-04
Resource Type:
Phd Report
Degree:
PhD
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
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
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
Numerical Solution of a Transmission Problem with Prefractal Interface
Keyword:
Finite Element
,
singularities
,
transmission
,
Fractal
, and
prefractal
Creator:
Wasyk, Rebecca Dawn
Advisor:
Mosco, Umberto
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-12-04
Resource Type:
Dissertation
Degree:
PhD
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
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
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
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
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
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
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
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
New results in the multiscale analysis on perforated domains and applications
Keyword:
G-convergence
,
Multiscale
, and
perforated domains
Creator:
Onofrei, Daniel T.
Advisor:
Vernescu, Bogdan M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-04-23
Resource Type:
Dissertation
Degree:
PhD
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
Inexact Newton Methods Applied to Under-Determined Systems
Keyword:
Inexact Newton Methods
,
Trust Region Methods
,
Nonlinear Eigenvalue
,
Under-Determined Systems
,
Periodic Solutions
,
Newton's Method
, and
Continuation
Creator:
Simonis, Joseph P
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-05-04
Resource Type:
Dissertation
Degree:
PhD
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
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