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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:

Mirshani, Ardalan

Title:

Regularization Methods In Functional Data Analysis

Graduate Program:

Statistics

Keywords:

Functional Data
Differential Privacy
Hilbert Space
Variable Selection
Reproducing Kernel Hilbert Space
Oracle Property
Elastic Net
Smooth Estimate
Density Estimation

File:

Download PhD_Thesis__Ardalan_Mirshani_.pdf

Committee Members:

Matthew Logan Reimherr, Dissertation Advisor/Co-Advisor
Matthew Logan Reimherr, Committee Chair/Co-Chair
Runze Li, Committee Member
Francesca Chiaromonte, Committee Member
Kateryna Dmytrivna Makova, Outside Member
Ephraim Mont Hanks, Program Head/Chair