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First Semester in Numerical Analysis with Julia
Emergence of Collective Phenomena in Systems with Random Interactions
Adaptive Spectral Element Methods to Price American Options
On the Multidimensional Default Threshold Model for Credit Risk
Modeling Order Book Dynamics Using Queues and Point Processes
Sparse Factor Auto-Regression for Forecasting Macroeconomic Time Series with Very Many Predictors
Time Parallelization Methods for the Solution of Initial Value Problems
From Songs to Synapses, Ion Channels and Mathematical Modeling
Theories on Group Variable Selection in Multivariate Regression Models
Non-Intrusive Methods for Probablistic Uncertainty Quantification and Global Sensitivity Analysis in Nonlinea Stochastic Phenomena
Jump Dependence and Multidimensional Default Risk
Optimization Algorithms on Riemannian Manifolds with Applications
Pricing and Hedging Derivatives with Sharp Profiles Using Tuned High Resolution Finite Difference Schemes
Frequentist Performance of Some Bayesian Confidence Intervals for the Survival Function
Mathematical Models of Dengue Fever and Measures to Control It
Spectral Element Method to Price Single and Multi-Asset European Options
Quasi-Monte Carlo and Genetic Algorithms with Applications to Endogenous Mortgage Rate          Computation
Ensemble Methods for Capturing Dynamics of Limit Order Books
Riemannian Approach for Computing Geodesics in Elastic Shape Space and Its Applications
Riemannian Optimization Methods for Averaging Symmetric Positive Definite Matrices
Multiple Imputation Methods for Large Multi-Scale Data Sets with Missing or Suppressed Values
Evolutionary Dynamics of Bacterial Persistence under Nutrient/Antibiotic Actions
Non-Parametric and Semi-Parametric Estimation and Inference with Applications to Finance and Bioinformatics
Metric Learning for Shape Classification
Optimal Portfolio Execution under Time-Varying Liquidity Constraints
High-Order, Efficient, Numerical Algorithms for Integration in Manifolds Implicitly Defined by Level Sets
Quasi-Monte Carlo and Markov Chain Quasi-Monte Carlo Methods in Estimation and Prediction of Time Series Models
Value-at-Risk and Expected Shortfall Estimation via Randomized Quasi-Monte Carlo Methods and Comparative Analysis
Development, Validation, and Use of an Assessment of Learning Outcomes in Introductory Linear Algebra Classes
Belief Function Theory
Random Walks over Point Processes and Their Application in Finance
Univariate and Multivariate Volatility Models for Portfolio Value at Risk
Analytic Approach to Estimating the Required Surplus, Benchmark Profit, and Optimal Reinsurance Retention for an Insurance Enterprise
Parameter Estimation for a Stochastic Volatility Model with Coupled Additive and Multiplicative Noise
Monte Carlo and Quasi-Monte Carlo Methods in Financial Derivative Pricing
Probabilistic Methods in Estimation and Prediction of Financial Models
Radically Elementary Stochastic Summation with Applications to Finance
Probabilistic Uncertainty Analysis and Its Applications in Option Models
Calibration of Local Volatility Models and Proper Orthogonal Decomposition Reduced Order Modeling for Stochastic Volatility Models
Asset Pricing Equilibria for Heterogeneous, Limited-Information Agents
Game-Theoretic Analysis of Competition over Indivisible Resources
Studies of Joint Structure Sparsity Pursuit in the Applications of Hierarchical Variable Selection and Fused Lasso
Stochastic Modeling of Financial Derivatives
Estimating Sensitivities of Exotic Options Using Monte Carlo Methods
Rank-Constrained Optimization
Variance Reduction Techniques in Pricing Financial Derivatives
Numerical Optimization Methods on Riemannian Manifolds
Exponential Convergence Fourier Method and Its Application to Option Pricing with Lévy Processes
Modeling Credit Risk in the Default Threshold Framework
GPU Computing in Financial Engineering

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