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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
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Keyword:
Value at Risk
,
Expected Shortfall
, and
Loss Distribution
Creator:
Infantino, Shanna
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
Option Pricing Using Monte Carlo Methods
Keyword:
Monte Carlo
,
American put
, and
American call
Creator:
Lu, Mengliu
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Market and Credit Risk Models and Management Report
Keyword:
Value at Risk
,
Portfolio Optimization
,
ARMA-GARCH Model
,
Expected Shortfall
, and
Risk Reduction
Creator:
Qu, Jing
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2012-05-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
A Primal-Dual Approximation Algorithm for the Concurrent Flow Problem
Keyword:
network flow
and
approximation algorithm
Creator:
Nahabedian, Aaron Joseph
Advisor:
Martin, William J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Course Summary of Computational Methods of Financial Mathematics
Keyword:
financial mathematics
,
finite difference methods
,
Computational Methods
, and
Monte Carlo
Creator:
Copp, Jessica L.
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
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
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
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
Statistical Consulting at Draper Laboratory
Keyword:
regression
,
Statistics
,
capability
,
data analysis
,
control chart
, and
Gage R & R
Creator:
Richard, Noelle M.
Advisor:
Petruccelli, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2014-08-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
Regression Analysis of University Giving Data
Keyword:
least squares regression
,
Data Mining
,
Logistic regression
, and
Prediction
Creator:
Jin, Yi
Advisor:
Petruccelli, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-01-02
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Predicting Patient Satisfaction With Ensemble Methods
Keyword:
bagging
,
random forests
,
decision trees
,
patient satisfaction
, and
ensemble methods
Creator:
Rosales, Elisa Renee
Advisor:
Paffenroth, Randy Clinton
Publisher:
Worcester Polytechnic Institute
Date Created:
2015-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
A Visit to the Priory: An Interactive Audio Tour
Keyword:
audio tour
,
smartphone app
,
interactive media
,
medieval history
,
Worcester Art Museum
, and
museum education
Creator:
Malone, Caitlin A
Advisor:
Moriarty, Brian J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2016-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Interactive Media and Game Development
The Heights: An Educational Social Work Virtual Community
Creator:
Randive, Gaurav Nitin
Advisor:
deWinter, Jennifer
Publisher:
Worcester Polytechnic Institute
Date Created:
2022-11-03
Resource Type:
Report
Degree:
MS
Unit (Department):
Interactive Media & Game Development
Ballistocardiography-based Authentication using Convolutional Neural Networks
Keyword:
Neural Networks
,
Security
,
biometrics
,
wearable technology
, and
ballistocardiography
Creator:
Hebert, Joshua A.
Advisor:
Venkatasubramanian, Krishna Kumar
Publisher:
Worcester Polytechnic Institute
Date Created:
2018-04-25
Resource Type:
Report
Degree:
MS
Unit (Department):
Computer Science
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