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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)
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Spring 2023
Generative Adversarial Networks (GAN) are a field of popular generating models, and there are many variants these years. Lim and Ye 2017 proposed the Geometric GAN to connect the network with the geometric interpretation. They update the discriminator based on the algorithm of Support Vector...
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Fall 2017
It has been shown by Matthew Daws that the group algebra of a discrete group is never ultra-amenable. We explore the weak analogue to this statement and demonstrate that if any commutative group algebra is ultra-weakly amenable, then the underlying group must necessarily be discrete. By showing...
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Fall 2017
This thesis studies operator splitting for flow equation coupled to a transport equation arising from two-phase (water-oil) model in reservoir simulation. We apply two different types of operator splittings and compare their accuracies. Summarized scheme and alternating triangle method (ATM) in...
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Fall 2019
The problem of benchmarking in financial markets is an important one. It could be a mutual fund looking to meet its cash inflows and outflows or a brokerage that has been contracted a benchmark price. There is also often incentive to manipulate benchmark. We introduce a discrete-time market model...
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Fall 2015
We formulate a continuous-time principal-agent model in which the agent performs two tasks: accident prevention and effort exertion. The principal can design a contract for the agent consisting of three components: a lump-sum payment, penalties when accidents occur, and continuous payments...
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Fall 2017
This thesis investigates the optimal control of two nonholonomic mechanical systems, Suslov's problem and the rolling ball. Suslov's problem is a nonholonomic variation of the classical rotating free rigid body problem, in which the body angular velocity must always be orthogonal to a prescribed,...
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Fall 2017
This thesis specializes in statistical issues involving crossover designs, a very popular design in clinical trials for comparing non-curative treatments for their efficacy. The popularity stems from the fact that each experimental subject receives a sequence of trial treatments rather than one...
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Fall 2016
In this thesis, we introduce and study a model for a broker who executes a client order and takes over its execution risk at some transition time. Such agreements between clients and brokers are often called backstopped trades. To minimize risk, it may be beneficial for the broker to trade on...
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Fall 2023
As one type of principal-agent problem, the insurance contract models are closely related to the extent of information disclosure. We construct two new insurance contract models with full information and adverse selection respectively. The full information model is a continuous-time model in...