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Mathematical Sciences
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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
Newton-Picard Gauss-Seidel
Keyword:
dynamical systems
,
Picard
,
Periodic Solutions
, and
Newton
Creator:
Simonis, Joseph P.
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2005-05-13
Resource Type:
Dissertation
Degree:
PhD
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
Analysis of Mesh Strategies for Rapid Source Location in Chemical/Biological Attacks
Keyword:
O3D
,
source inversion
,
PDE-constrained optimization
, and
Sundance
Creator:
Howard, Patricia Ann
Advisor:
Weekes, Suzanne L.
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Transaction costs and resampling in mean-variance portfolio optimization
Keyword:
Portfolio Optimization
,
Transaction Costs
,
Resampling
, and
Mean-Variance Optimization
Creator:
Asumeng-Denteh, Emmanuel
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Evaluating of path-dependent securities with low discrepancy methods
Keyword:
path-dependent securities
,
Quasi- Monte Carlo
,
low-discrepancy methods
, and
variance-reduction techniques
Creator:
Krykova, Inna
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-01-13
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Enhanced Singular Function Mortar Finite Element Methods
Keyword:
Mortar Finite Element
and
Singular Function
Creator:
Tu, Xuemin
Advisor:
Sarkis-Martins, Marcus
Publisher:
Worcester Polytechnic Institute
Date Created:
2002-08-21
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Resident Student Perceptions of On-Campus Living and Study Environments at the University of Namibia and their Relation to Academic Performance
Keyword:
Fisher's Exact Test
,
CMH Test
,
Cross Taulations
, and
Regression model
Creator:
Neema, Isak
Advisor:
Petruccelli, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Construction and Risk Management: Practical Issues and Examples
Keyword:
Finance
,
Portfolio Theory
, and
Risk Management
Creator:
Gao, Pan
Advisor:
Heinricher, Arthur C.
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
A Numerical Study of Globalizations of Newton-GMRES Methods
Keyword:
Globalized
,
Inexact Newton
, and
Newton
Creator:
Simonis, Joseph P
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Homogenization of an elastic-plastic problem.
Keyword:
calculus of variations
and
Homogenization
Creator:
Onofrei, Daniel T
Advisor:
Vernescu, Bogdan M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Instability in a Cold Atom Interferometer
Keyword:
Bose-Einstein Condensation
and
Interferometry
Creator:
Pulido, Daniel
Advisor:
Humi, Mayer
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
Keyword:
Mortgage-Backed securities
,
portfolio risk decomposition
,
principal components regression
, and
principal components analysis
Creator:
Motyka, Matt
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Modeling of Oxygen Consumption in the Heart Based on PET Measurements
Keyword:
blood flow
,
PET
, and
oxygen consumption
Creator:
Yan, Fu
Advisor:
Tang, Dalin
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
A Nonlinear Viscoelastic Mooney-Rivlin Thin Wall Model for Unsteady Flow in Stenosis Arteries
Keyword:
unsteady flow
,
stenotic arteries
, and
Nonlinear viscoelastic wall
Creator:
Chen, Xuewen
Advisor:
Tang, Dalin
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-20
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Polyhedral Models
Keyword:
animation
,
Polyhedron
, and
rigid motion
Creator:
Eshaq, Hassan
Advisor:
Servatius, Brigitte
Publisher:
Worcester Polytechnic Institute
Date Created:
2002-05-01
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Optimal Design of Gradient Fields with Applications to Electrostatics
Keyword:
gradient fields
,
optimal design
,
laminates
, and
functionally graded materials
Creator:
Velo, Ani P.
Advisor:
Lipton, Robert P.
Publisher:
Worcester Polytechnic Institute
Date Created:
2000-06-16
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Bayesian Analysis of Cancer Mortality Rates from Different Types and their Relative Occurrences
Keyword:
mapping
and
Bayesian method
Creator:
Delcroix, Sophie M.
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
1999-12-14
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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