1. BAYESIAN MIXTURE MODELS FOR DENSITY ESTIMATION Open Access Author: Teng, Huei-Wen Title: BAYESIAN MIXTURE MODELS FOR DENSITY ESTIMATION Graduate Program: Statistics Keywords: density estimationBayesian anlaysismixture modelsDirichlet process File: Download Wen-Dissertation.pdf Committee Members: John C Liechty, Thesis Advisor/Co-AdvisorJohn C Liechty, Thesis Advisor/Co-Advisor
2. REGIME SWITCHING STOCHASTIC VOLATILITY AND ITS EMPIRICAL ANALYSIS Open Access Author: Zhang, Lu Title: REGIME SWITCHING STOCHASTIC VOLATILITY AND ITS EMPIRICAL ANALYSIS Graduate Program: Statistics Keywords: Stochastic VolatilityRegime SwitchingMCMC File: Download LuZhang-MasterThesis.pdf Committee Members: John C Liechty, Thesis Advisor/Co-AdvisorJohn C Liechty, Thesis Advisor/Co-Advisor
3. Parallel Multivariate Slice Sampling Open Access Author: Tibbits, Matthew McLean Title: Parallel Multivariate Slice Sampling Graduate Program: Statistics Keywords: Bayesian inference; Markov chain Monte Carlo; Para File: Download mtibbits-dissertation.pdf Committee Members: Murali Haran, Thesis Advisor/Co-AdvisorJohn C Liechty, Thesis Advisor/Co-Advisor
4. Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach Open Access Author: Wright, Isaac Title: Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach Graduate Program: Statistics Keywords: Machine LearningFinancial MarketsEfficient Market HypothesisRandom ForestBoostingGLMstocks File: Download IsaacWright_Thesis.pdf Committee Members: Matthew Logan Reimherr, Thesis Advisor/Co-AdvisorJia Li, Committee MemberJohn C Liechty, Committee MemberEphraim Mont Hanks, Program Head/Chair
