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Author:

Goldie, Bradley Allen

Title:

Essays on Hedge Fund Investment

Graduate Program:

Business Administration

Keywords:

Mergers and Acquisitions
Hedge Funds

File:

Download Goldie-Dissertation-Final.pdf

Committee Members:

Quanwei Cao, Dissertation Advisor/Co-Advisor
Timothy T Simin, Committee Member
Joel Matthew Vanden, Committee Member
John C Liechty, Committee Member

Author:

Liang, Chao

Title:

Approximate solution to second order parabolic equations, with application to financial modeling

Graduate Program:

Mathematics

Keywords:

Partial Differential Equations
Financial Modeling
Option Pricing
Approximate Solutions
Symbolic Computation

File:

Download ChaoLiang-Dissertation.pdf

Committee Members:

Victor Nistor, Dissertation Advisor/Co-Advisor
Xiantao Li, Dissertation Advisor/Co-Advisor
Anna L Mazzucato, Committee Member
John C Liechty, Committee Member
Qiang Du, Committee Member
Yuxi Zheng, Special Member

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:

Jiang, Yilun

Title:

Debt Management Problems and Topics in Stackelberg Equilibrium

Graduate Program:

Mathematics

Keywords:

optimal control
debt management
bankruptcy risk
non-cooperative game
Stackelberg equilibrium
generic property

File:

Download Yilun_Jiang-Dissertation.pdf

Committee Members:

Alberto Bressan, Dissertation Advisor/Co-Advisor
Alberto Bressan, Committee Chair/Co-Chair
Alexei Novikov, Committee Member
Iouri M Soukhov, 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