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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
Palabra clave:
N-player games
,
Turnpike property
,
Mean field games
,
Stochastic nonlinear systems
, and
Asymptotic behaviors
Creador:
Jian, Jiamin
Advisor:
Song, Qingshuo
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
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
Palabra clave:
Low-Rank Matrix Approximation
,
Portfolio Optimization
,
Mean-Field Games
, and
Stochastic Analysis
Creador:
Lai, Peiyao
Advisor:
Mangoubi, Oren Rami
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
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
Palabra clave:
correlation-robustness
,
missing data
,
Fisher's method
,
global hypothesis test
, and
p-value combination
Creador:
Chen, Xiaohui
Advisor:
Wu, Zheyang
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
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
Palabra clave:
S&P500
,
VIX
,
ETFs
,
Price impact
,
ETNs
, and
VIX futures
Creador:
Santawisook, Patchara
Advisor:
Sturm, Stephan
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2022-12-07
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
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PhD Dissertations
4
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Current results range from
2022
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2024
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Creador
Chen, Xiaohui
1
Jian, Jiamin
1
Lai, Peiyao
1
Santawisook, Patchara
1
Advisor
Mangoubi, Oren Rami
1
Song, Qingshuo
1
Sturm, Stephan
1
Wu, Zheyang
1
Contributor
Blais, Marcel Y.
1
Blais, Marcel, Professor
1
Mangoubi, Oren
1
Mangoubi, Oren Rami
1
Osterrieder, Jörg
1
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Contributors
»
Unit (Department)
Mathematical Sciences
4
Editor
Worcester Polytechnic Institute
4
UN SDG
Not Specified
1
Tipo de recurso
Dissertation
4