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Filtering by: Resource type Report

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:: 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:: 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:: Mathematical Sciences

4. 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:: Mathematical Sciences

5. 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:: Mathematical Sciences

6. 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:: Mathematical Sciences

7. 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:: Mathematical Sciences

8. 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:: Mathematical Sciences

9. 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:: Mathematical Sciences

10. 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:: Mathematical Sciences

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