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Prices of Credit Default Swaps and the Term Structure of Credit Risk
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Efficient Pricing of an Asian Put Option Using Stiff ODE Methods
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Predictor Selection in Linear Regression: L1 regularization of a subset of parameters and Comparison of L1 regularization and stepwise selection
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Development of a Statistical Model for NPN Bipolar Transistor Mismatch
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A Parallel Implementation of an Agent-Based Brain Tumor Model
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Sample comparisons using microarrays: - Application of False Discovery Rate and quadratic logistic regression
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Pricing of Multi-Name Credit Derivatives Using Copulas
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A Review of Causal Inference
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Predicting Hearing Loss Using Auditory Steady-State Responses
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Study of Structural Equation Models and their Application to Fitchburg Middle School Data
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Minimizing the Probability of Ruin in Exchange Rate Markets
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Interdependence of US Industry Sectors Using Vector Autoregression
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A Review of Linear Regression and some Basic Proofs for Lasso
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Sample Size Determination in Auditing Accounts Receivable Using a Zero-Inflated Poisson Model
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Exploring the optimal Transformation for Volatility
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A Primal-Dual Approximation Algorithm for the Concurrent Flow Problem
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Molecular Graph Theory
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Organization & Analysis of Stock Option Market Data
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Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
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Regression Analysis of University Giving Data
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