Results for “Academic Department: Statistics and Applied Probability / Genre: Dissertations, Academic / Date: 2014”

Systemic Risk Illustrated

1 of 7

Middle censoring in the presence of covariates

2 of 7

Stochastic Filtering Problem with Financial Application to High Frequency Trading

3 of 7

Investigating optimal investment problems for portfolios of cointegrated assets, with transaction costs

4 of 7

Topics on functional Ito calculus and multiscale stochastic volatility modeling

5 of 7

Sequential Monte Carlo methods : applications to disease surveillance and fMRI data

6 of 7

Contributions to Bayesian statistics : vector autoregressive time series, instrumental variables, recommendation systems

7 of 7

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