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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
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
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
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
High-order numerical methods for integral fractional Laplacian: algorithm and analysis
Keyword:
stability
,
regularity
,
convergence
,
fractional laplacian
,
spectral method
, and
finite difference method
Creator:
Hao, Zhaopeng
Advisor:
Zhang, Zhongqiang
Publisher:
Worcester Polytechnic Institute
Date Created:
2020-04-30
Resource Type:
Dissertation
Degree:
PhD
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
Constraint Bayesian Inference for Count Data from Small Areas
Keyword:
Small Area Estimation
,
Unimodal Order Restrictions
,
Bayesian Statistics
,
Constraint Inference
, and
Multinomial Data
Creator:
Chen, Xinyu
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
2021-12-04
Resource Type:
Dissertation
Degree:
PhD
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
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
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
Some Problems in the Mathematics of Fracture: Paths From Front Kinetics and a Level Set Method
Keyword:
variational fracture crack fronts level set
Creator:
Richardson, Casey Lyndale
Advisor:
Larsen, Christopher J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2008-04-25
Resource Type:
Dissertation
Degree:
PhD
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
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
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
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
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
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
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
Mathematical Principles for Deconstructing Deep Learning: Theory and Application to Electromagnetic Signals
Keyword:
Signal Processing
,
Activation Function
,
Electromagnetics
,
Neural Networks
,
Deep Learning
, and
Polynomial Activation
Creator:
Witz, Evan
Advisor:
Paffenroth, Randy Clinton
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-08-05
Resource Type:
Dissertation
Degree:
PhD
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
Optimal Ensembles for Deep Learning: Theory and Practice
Keyword:
Deep Learning
,
Theory
,
Diversity
,
Application
,
Ensemble Learning
, and
Training Algorithm
Creator:
Li, Wenjing
Advisor:
Paffenroth, Randy Clinton
Publisher:
Worcester Polytechnic Institute
Date Created:
2021-05-05
Resource Type:
Dissertation
Degree:
PhD
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
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
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
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
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
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
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
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
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
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
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
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
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
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
The SCF-Anderson method for a Non-linear Eigenvalue Problem in Electronic Structure Computations
Keyword:
eigenvalue
Creator:
Ni, Peng
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-09-09
Resource Type:
Phd Report
Degree:
PhD
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
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
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
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
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
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
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
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
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
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
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
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
3D Multi-Physics MRI-Based Human Right Ventricle Models for Patients with repaired Tetralogy of Fallot: Cardiac Mechanical Analysis and Surgical Outcome Prediction
Keyword:
heart model
,
Tetralogy of Fallot
,
pulmonary valve replacement
,
Right Ventricle
, and
congenital heart disease
Creator:
Zuo, Heng
Advisor:
Tang, Dalin
Publisher:
Worcester Polytechnic Institute
Date Created:
2017-04-22
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Robust Deep Learning Algorithms for System Identification
Keyword:
Ordinary Differential Equations
,
Deep Learning
,
Neural Network
,
Generalization Gap
,
System Identification
, and
Neural Network Regularization
Creator:
Negrini, Elisa
Advisor:
Capogna, Luca
and
Citti, Giovanna
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-04-23
Resource Type:
Dissertation
Degree:
PhD
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 multifrequency method for the solution of the acoustic inverse scattering problem
Keyword:
Inverse problems
and
Numerical Methods
Creator:
Borges, Carlos
Advisor:
Sarkis-Martins, Marcus
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-01-08
Resource Type:
Dissertation
Degree:
PhD
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
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
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
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
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
Global Approximations of Agent-Based Model State Changes
Keyword:
Numerical Partial Differential Equations
,
Partial Differential Equations
,
Agent-Based Models
,
Upscaling
,
Mathematical Modeling
, and
Absorption Modeling
Creator:
Yereniuk, Michael A.
Advisor:
Olson, Sarah D
Publisher:
Worcester Polytechnic Institute
Date Created:
2020-04-21
Resource Type:
Dissertation
Degree:
PhD
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
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
Right Ventricle Curvature Maybe a Predictor for Pulmonary Valve Replacement Surgery Outcome: A Multi-Patient Study
Keyword:
PVR
,
ToF
,
RVEF
, and
Shape Analysis
Creator:
Zuo, Heng
Advisor:
Tang, Dalin
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-08-27
Resource Type:
Phd Report
Degree:
PhD
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
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
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 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
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
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
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
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
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
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
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
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
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
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
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
Multiscale analysis of emulsions and suspensions with surface effects
Keyword:
suspensions
,
Γ-convergence
,
Mosco convergence
,
Magnetorheological fluids
,
Homogenization
, and
emulsions
Creator:
Nika, Grigor
Advisor:
Vernescu, Bogdan M.
Publisher:
Worcester Polytechnic Institute
Date Created:
2016-04-22
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Kirchhoff Graphs
Keyword:
Kirchhoff graphs
,
matrices
,
vector graphs
, and
matroids
Creator:
Reese, Tyler Michael
Advisor:
Servatius, Brigitte
,
Paffenroth, Randy Clinton
, and
Fehribach, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2018-03-22
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
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