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Author:

Ni, Jun

Title:

THREE ESSAYS ON QUANTITATIVE FINANCE

Graduate Program:

Mathematics

Keywords:

VIX modeling
Bond premia prediction
Asset allocation

File:

Download Thesis.pdf

Committee Members:

Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Anna L Mazzucato, Committee Member
Xiantao Li, Committee Member
Runze Li, Outside Member

Author:

Wang, Chuan-Sheng

Title:

SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL

Graduate Program:

Statistics

Keywords:

Bootstrap
Conditional expected shortfall
Conditional Value-at-Risk
Nonlinear time series
Quantile regression
Semiparametric methods

File:

Download Chuan-Sheng_s_Dissertation_-_Final.pdf

Committee Members:

Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Zhibiao Zhao, Committee Chair/Co-Chair
Runze Li, Committee Member
Lingzhou Xue, Committee Member
Fuqing Zhang, Outside Member

Author:

Li, Zheng

Title:

Joint Modeling Recurrent Events and a Terminal Event with Frailty-copula Models

Graduate Program:

Biostatistics

Keywords:

Joint Frailty-copula Models
Bayesian Augmentation
Recurrent Events
Joint Frailty Model

File:

Download zheng_li.pdf

Committee Members:

Vernon Michael Chinchilli, Dissertation Advisor/Co-Advisor
Ming Wang, Committee Chair/Co-Chair
Runze Li, Committee Member
Nasrollah Ghahramani, Committee Member
Feng Yue, Outside Member

Author:

Yang, Songshan

Title:

NEW STATISTICAL ANALYTIC TOOLS FOR HIGH DIMENSIONAL DATA

Graduate Program:

Statistics

Keywords:

High Dimensional Data
Feature Screening
Statistical Inference

File:

Download YourName-Dissertation.pdf

Committee Members:

Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Bing Li, Committee Member
Matthew Logan Reimherr, Committee Member
Jingzhi Huang, Outside Member

Author:

Petrovich, Justin Peter

Title:

Functional Principal Component Analysis and Sparse Functional Regression

Graduate Program:

Statistics

Keywords:

functional data analysis
sparse functional data
FPCA
scalar-on-function regression

File:

Download JustinPetrovich-Dissertation.pdf

Committee Members:

Matthew Logan Reimherr, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Chair/Co-Chair
Runze Li, Committee Member
Ephraim Mont Hanks, Committee Member
Stephanie Trea Lanza, Outside Member
Carrie Daymont, Special Member

Author:

Kang, Hyun Bin

Title:

Functional Manifold Data Analysis

Graduate Program:

Statistics

Keywords:

Functional Data Analysis
Shape Analysis
Object Oriented Data Analysis
Manifold Learning
Reproducing Kernel Hilbert Space

File:

Download HyunBinKang_dissertation.pdf

Committee Members:

Matthew Logan Reimherr, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Chair/Co-Chair
Runze Li, Committee Member
Bing Li, Committee Member
Mark Shriver, Outside Member

Author:

Xie, Yue

Title:

On addressing nonconvexity, stochasticity and complementarity in mathematical optimization

Graduate Program:

Industrial Engineering

Keywords:

nonconvex optimization
stochastic optimization
statistical learning
algorithm
variational inequality
robust optimization

File:

Download Yue_Xie-Disseration_finalsubmitted_.pdf

Committee Members:

Uday V Shanbhag, Dissertation Advisor/Co-Advisor
Uday V Shanbhag, Committee Chair/Co-Chair
Necdet S Aybat, Committee Member
Tao Yao, Committee Member
Runze Li, Outside Member
Ethan Fang, Committee Member