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Song, Qingshuo
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Convergence analysis in stochastic nonlinear systems: Asymptotic behaviors in extended time scales and large populations
Keyword:
N-player games
,
Turnpike property
,
Mean field games
,
Stochastic nonlinear systems
, and
Asymptotic behaviors
Creator:
Jian, Jiamin
Advisor:
Song, Qingshuo
Publisher:
Worcester Polytechnic Institute
Date Created:
2024-04-11
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Stochastic Analysis of Mean-Field Games, Portfolio Optimization and Low-Rank Matrix Approximation
Keyword:
Low-Rank Matrix Approximation
,
Portfolio Optimization
,
Mean-Field Games
, and
Stochastic Analysis
Creator:
Lai, Peiyao
Advisor:
Mangoubi, Oren Rami
Publisher:
Worcester Polytechnic Institute
Date Created:
2024-04-23
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Novel Statistical Methods for Aggregating Correlated and Missing Data with Applications to Chronic Disease Research
Keyword:
correlation-robustness
,
missing data
,
Fisher's method
,
global hypothesis test
, and
p-value combination
Creator:
Chen, Xiaohui
Advisor:
Wu, Zheyang
Publisher:
Worcester Polytechnic Institute
Date Created:
2023-08-10
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books
Keyword:
S&P500
,
VIX
,
ETFs
,
Price impact
,
ETNs
, and
VIX futures
Creator:
Santawisook, Patchara
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-12-07
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
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Creator
Chen, Xiaohui
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Jian, Jiamin
1
Lai, Peiyao
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Santawisook, Patchara
1
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Mangoubi, Oren Rami
1
Song, Qingshuo
1
Sturm, Stephan
1
Wu, Zheyang
1
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Blais, Marcel Y.
1
Blais, Marcel, Professor
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Mangoubi, Oren
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Mangoubi, Oren Rami
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Osterrieder, Jörg
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Unit (Department)
Mathematical Sciences
4
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Worcester Polytechnic Institute
4
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1
Resource type
Dissertation
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