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Skip to Search Results 7Frei, Christoph (Mathematical and Statistical Sciences)
 7Kong, Linglong (Mathematical and Statistical Sciences)
 7Lewis, Mark (Mathematical and Statistical Sciences)
 6Han, Bin (Mathematical and Statistical Sciences)
 6Hillen, Thomas (Mathematical and Statistical Sciences)
 6Mizera, Ivan (Mathematical and Statistical Sciences)

Fall 2019
In the first part of this dissertation, we prove a generalization of a theorem of Drinfeld’s which allows one to rebuild the Yangian of an arbitrary simple Lie algebra starting from any of its finitedimensional modules satisfying a nontriviality condition. This is achieved using the socalled...

Fall 2013
This thesis focuses on characterizing an optimal trading strategy for a large trader, who has to buy (or sell) a fixed large volume over a given time period. We propose a model in discrete time, based on VWAP (Volume Weighted Average Price). The objective is to minimize expected deviations...

Fall 2010
In this thesis, we discuss two separate topics from the theory of harmonic analysis on locally compact groups. The first topic revolves around the topological centers of module actions induced by unitary representations while the second one deals with the set of topologically invariant means...

A simulationbased approach to assess the goodness of fit of Exponential Random Graph Models
DownloadFall 2010
Exponential Random Graph Models (ERGMs) have been developed for fitting social network data on both static and dynamic levels. However, the lack of large sample asymptotic properties makes it inadequate in assessing the goodnessoffit of these ERGMs. Simulationbased goodnessoffit plots were...

Spring 2019
This thesis investigates the hedging of equitylinked life insurance contracts with default time. In such a case the market is no longer complete and as such we consider imperfect hedging technique called Quantile Hedging. This hedging technique maximizes the probability of a successful hedge...

Fall 2013
A Gelfand theory for an arbitrary Banach algebra A is a pair (G;A), such that: A is a Calgebra and G : A ! A is an algebra homomorphism; G induces a bijection between the set of maximal modular left ideals of A and the set of maximal modular left ideals of A; and for every maximal modular left...

Spring 2010
The purpose of this thesis is to give a classification of anisotropic algebraic groups over number fields of higher real rank. This will complete the classification of algebraic groups over number fields of higher real rank, which was begun by V. Chernousov, L. Lifschitz and D.W. Morris in their...

Fall 2013
The Earth’s forests are of great economic, ecological, and social importance, and sustaining them is paramount for mitigating climate change. To successfully sus tain forests we must understand their internal demographic dynamics and their relationship to climate. In this thesis, I developed...