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1.
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
2.
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
3.
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
4.
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
5.
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
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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
13.
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
14.
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
15.
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
16.
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
17.
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
18.
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
19.
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
20.
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
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Creator
Adler, Jonathan D
1
Aixinjueluo, Qihuan
1
Baker, Alison M
1
Bao, Fangtai
1
Barden, Jeffrey M.
1
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Agheli Hajiabadi, Mohammad Mahdi
1
Agloro, Alexandrina R.
1
Arnold, Andrea N.
2
Blais, Marcel Y.
31
Chernova, Sonia
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Agheli Hajiabadi, Mohammad Mahdi
1
Agloro, Alexandrina
1
Arnold, Andrea N.
2
Blais, Marcel Y.
31
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Biomedical Engineering
1
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1
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2
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1
Interactive Media & Game Development
11
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Publisher
Worcester Polytechnic Institute
102
Resource type
Report
102
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https://creativecommons.org/licenses/by/4.0/
4
https://creativecommons.org/licenses/by-nc/4.0/
1