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Filtering by: Contributor Blais, Marcel Y. Unit (Department) Mathematical Sciences Collections Masters Reports Resource type Report

1. 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

2. Pricing Options with Monte Carlo and Binomial Tree Methods

Keyword:: The Monte Carlo Methods
Creator:: Sun, Xihao
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-05-03
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

3. 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

4. Computational Methods for Option Pricing

Keyword:: Monte Carlo GBM
Creator:: Fei, Bingxin
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2011-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

5. Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools

Keyword:: fintech, data analytics, data science, big data, Algorithm, Vestigo Ventures, Cogo Labs, and financial math
Creator:: Shoop, Alexander
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-01-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

6. Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools

Keyword:: Vestigo Ventures, big data, data science, fintech, Vestigo, Cogo Labs, financial math, data analytics, Cogo, and Algorithm
Creator:: Dymov, Khasan
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-01-24
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

7. Quantitative Risk Assessment for Residential Mortgages

Keyword:: home energy efficiency, regression, mortgage default risk, peer-to-peer, and loan lenders
Creator:: Ren, Qingyun
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

8. A Forex Trading System Using Evolutionary Reinforcement Learning

Keyword:: Algorithmic Trading, Machine Learning, Genetic Algorithms, Reinforcement Learning, and Foreign Exchange
Creator:: Song, Yupu
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-05-01
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

9. Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Model (CALM) Within the Markowitz Framework

Keyword:: covariance matrix estimation, shrink-, and Ledoit's model
Creator:: McArthur, Gregory D
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2014-05-09
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences

10. 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