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Author:

You, Cheng

Title:

Machine Learning Methods in Portfolio Replication

Graduate Program:

Statistics

Keywords:

machine learning
portfolio replication
LASSO
LARS
trading strategies
hidden Markov model
hierarchical modelling

File:

Download ChengYou-MasterThesis-Final.pdf

Committee Members:

Jason Ryder Morton, Thesis Advisor/Co-Advisor

Author:

Liu, Bingyuan

Title:

Topics on Nonconvex Learning

Graduate Program:

Statistics

Keywords:

Nonconvex optimization
machine learning
statistical learning
deep learning

File:

Download Thesis_BingyuanLiu.pdf

Committee Members:

Lingzhou Xue, Dissertation Advisor/Co-Advisor
Runze Li, Committee Member
Bing Li, Committee Member
Yanyuan Ma, Committee Member
Zihan Zhou, Outside Member
Ephraim Mont Hanks, Program Head/Chair
Lingzhou Xue, Committee Chair/Co-Chair