Search

2006

Xu, Xiaojian

2006

Adewale, Adeniyi Johnson

Fall 2021

Hongxi, Wan

Imposing a constraint on the initial wealth may cause the perfect hedging impossible. In this case, the goal of an investor is to find a strategy that minimize the shortfall under a certain measure, which leads to the concept of partial hedging. In this thesis, the shortfall risk is measured by...

2007

Nault, Joshua T

2001

Huang, Rong

2008

Eftimie, Raluca A

In this thesis, we investigate the formation and movement of self-organizing collectives of animals in homogeneous environments. For this, we propose a general modeling framework that incorporates how individuals perceive information from neighbors, and the amount of information perceived. In...

2005

Ha, Seung Ji

Spring 2021

Wei Tu

Envelopes, introduced by Cook et al. (2007), encompass a class of methods for increasing efficiency in multivariate analyses without altering traditional objectives. Envelopes have been successfully incorporated to a variety of regression models from generalized linear models to quantile...

2005

Carrero, Gustavo

Fall 2021

Wang, Yibo

A great deal of statistical research has been done in high- and ultrahigh-dimensional settings in recent years. Regularized approaches have been extensively used in dealing with high-dimensional datasets. It is widely acknowledged that robust procedures are important to deal with the influence of...