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Author:

Teng, Huei-Wen

Title:

BAYESIAN MIXTURE MODELS FOR DENSITY ESTIMATION

Graduate Program:

Statistics

Keywords:

density estimation
Bayesian anlaysis
mixture models
Dirichlet process

File:

Download Wen-Dissertation.pdf

Committee Members:

John C Liechty, Thesis Advisor/Co-Advisor
John C Liechty, Thesis Advisor/Co-Advisor

Author:

Zhang, Lu

Title:

REGIME SWITCHING STOCHASTIC VOLATILITY AND ITS EMPIRICAL ANALYSIS

Graduate Program:

Statistics

Keywords:

Stochastic Volatility
Regime Switching
MCMC

File:

Download LuZhang-MasterThesis.pdf

Committee Members:

John C Liechty, Thesis Advisor/Co-Advisor
John C Liechty, Thesis Advisor/Co-Advisor

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-Advisor
John C Liechty, Thesis Advisor/Co-Advisor

Author:

ZHU, XIAOTIAN

Title:

Non-Parametric Finite Multivariate Mixture Models with Applications

Graduate Program:

Statistics

Keywords:

mixture model
conditional independence
nonparametric estimation
penalized smoothed likelihood
independent component analysis

File:

Download XTZ_Dissertation.pdf

Committee Members:

David Russell Hunter, Dissertation Advisor/Co-Advisor
David Russell Hunter, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Le Bao, Committee Member
John C Liechty, Committee Member
Stephanie Trea Lanza, Committee Member
Runze Li, Committee Member

Author:

Taoufik, Bahaeddine

Title:

FUNCTIONAL DATA BASED INFERENCE FOR HIGH FREQUENCY FINANCIAL DATA

Graduate Program:

Statistics

Keywords:

Functional Data
Nonlinear Functional Regression
Cross-section of returns
Cumulative intraday returns
Reproducing kernel Hilbert spaces

File:

Download Dissertation_B_Taoufik.pdf

Committee Members:

Matthew Logan Reimherr, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Chair/Co-Chair
Runze Li, Committee Member
Zhibiao Zhao, Committee Member
John C Liechty, Outside Member

Author:

Constantinou, Panayiotis

Title:

TESTING SEPARABILITY OF FUNCTIONAL DATA

Graduate Program:

Statistics

Keywords:

Separability
Functional data
Space-time processes
Functional panels

File:

Download Panayiotis_Constantinou-thesis.pdf

Committee Members:

Matthew Logan Reimherr, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Chair/Co-Chair
Michael G Akritas, Committee Member
Bing Li, Committee Member
John C Liechty, Outside Member

Author:

Wright, Isaac

Title:

Empirical Evaluation of the Efficient Market Hypothesis: A Machine Learning Approach

Graduate Program:

Statistics

Keywords:

Machine Learning
Financial Markets
Efficient Market Hypothesis
Random Forest
Boosting
GLM
stocks

File:

Download IsaacWright_Thesis.pdf

Committee Members:

Matthew Logan Reimherr, Thesis Advisor/Co-Advisor
Jia Li, Committee Member
John C Liechty, Committee Member
Ephraim Mont Hanks, Program Head/Chair