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Advisor
Blais, Marcel Y.
Eliminar la restricciónAdvisor: Blais, Marcel Y.
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Resultados de la búsqueda
A Forex Trading System Using Evolutionary Reinforcement Learning
Palabra clave:
Algorithmic Trading
,
Machine Learning
,
Genetic Algorithms
,
Reinforcement Learning
, and
Foreign Exchange
Creador:
Song, Yupu
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2017-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Model (CALM) Within the Markowitz Framework
Palabra clave:
covariance matrix estimation
,
shrink-
, and
Ledoit's model
Creador:
McArthur, Gregory D
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2014-05-09
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using MATLAB
Palabra clave:
control variates
,
GBM
,
binomial model
, and
Monte Carlo simulation
Creador:
Gu, Chenchen
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Management (CALM) Model Within the Markowitz Framework
Palabra clave:
covariance matrix estimation
,
CALM
,
shrinkage parameter
,
Ledoit's model
, and
forward looking signal
Creador:
Zhang, Yafei
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2014-05-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Analysis for Corporate Bond Portfolios
Palabra clave:
Fama-French multi-factor model
,
Value at Risk
,
Credit Risk
,
liquidity risk
, and
market risk
Creador:
Zhao, Yunfeng
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Analysis for Corporate Bond Portfolios
Palabra clave:
Credit Risk
,
Fama-French multi-factor model
,
Value at Risk
,
liquidity risk
, and
market risk
Creador:
Jiang, Qizhong
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2013-05-02
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
Palabra clave:
Markowitz
,
volatility
,
tracking error
,
trading
,
leveraged ETF
,
Optimization
, and
momentum trading
Creador:
DeWeese, Jackson Paul
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2013-04-25
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Course Summary of Computational Methods of Financial Mathematics
Palabra clave:
financial mathematics
,
finite difference methods
,
Computational Methods
, and
Monte Carlo
Creador:
Copp, Jessica L.
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Market and Credit Risk Models and Management Report
Palabra clave:
Value at Risk
,
Portfolio Optimization
,
ARMA-GARCH Model
,
Expected Shortfall
, and
Risk Reduction
Creador:
Qu, Jing
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Management Project
Palabra clave:
BIC
,
Expected Shortfall
,
AIC
,
Portfolio Optimization
,
Chi-square test
,
ARMA-GARCH
,
Value-at-risk
, and
Risk Management
Creador:
Yan, Lu
Advisor:
Blais, Marcel Y.
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Collections
Masters Reports
31
Major Qualifying Projects
22
Masters Theses
6
Year
Year range begin
–
Year range end
Current results range from
2007
to
2024
View distribution
Creador
Amicarella, Dante
1
Antul, Laura Elizabeth
1
Baker, Alison M
1
Barry, Mohamed
1
Bazakas-Chamberlain, William
1
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Advisor
Blais, Marcel Y.
[remove]
59
Ciaraldi, Michael J.
1
Cuneo, Joshua M.
1
Danke, Manasi
3
Elmes, Michael B.
1
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Advisors
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Contributor
Blais, Marcel Y.
37
Parkhomenko, Anastasiia
1
Project Center
Switzerland Project Center - MQP
4
Major
Actuarial Mathematics
1
Business
4
Computer Science
14
Data Science
5
Industrial Engineering
1
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»
Unit (Department)
Mathematical Sciences
37
Editor
Worcester Polytechnic Institute
59
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Community
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13
Energy
1
Food
1
Industry
12
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UN SDG
7 - Affordable and Clean Energy
1
9 - Industry, Innovation and Infrastructure
1
Not Specified
11
Tipo de recurso
Report
31
Major Qualifying Project
22
Thesis
6
Award
Provost's MQP Award
1