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You searched for +publisher:"University of Florida" +contributor:("Uryasev, Stanislav"). Showing records 1 – 30 of 31 total matches.

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University of Florida

1. Su, Suiyi. Sample Path Based Optimal Position Liquidation with CVaR Risk.

Degree: MS, Industrial and Systems Engineering, 2012, University of Florida

 The purpose of this research is to investigate devising theoptimal position liquidation strategies in financial markets. During the transaction of large block orders, investors need… (more)

Subjects/Keywords: Anticipation; Assets; Datasets; Market prices; Mathematical monotonicity; Mathematics; Matrices; Objective functions; Prices; Real prices; convex  – execution  – guard  – nonanticipativity  – optimal  – portfolio  – programming  – safe  – stochastic  – trading

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APA (6th Edition):

Su, S. (2012). Sample Path Based Optimal Position Liquidation with CVaR Risk. (Masters Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0044708

Chicago Manual of Style (16th Edition):

Su, Suiyi. “Sample Path Based Optimal Position Liquidation with CVaR Risk.” 2012. Masters Thesis, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0044708.

MLA Handbook (7th Edition):

Su, Suiyi. “Sample Path Based Optimal Position Liquidation with CVaR Risk.” 2012. Web. 22 Oct 2019.

Vancouver:

Su S. Sample Path Based Optimal Position Liquidation with CVaR Risk. [Internet] [Masters thesis]. University of Florida; 2012. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0044708.

Council of Science Editors:

Su S. Sample Path Based Optimal Position Liquidation with CVaR Risk. [Masters Thesis]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0044708


University of Florida

2. Kaki, Ajaydas. Auto-Regressive Analysis of Stock Price Variables and Their Application in Modeling Artificial Stock Market.

Degree: MS, Industrial and Systems Engineering, 2012, University of Florida

 Autoregressive (AR) methods have been widely used to model the expected value of stock price returns and variance of the stock price returns. In this… (more)

Subjects/Keywords: Correlations; Dow Jones Industrial Average; Market prices; Modeling; Simulations; Statistical discrepancies; Statistics; Stock market indices; Stock markets; Stock prices; artificial  – auto-regression  – garch  – market  – simulation  – stock

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APA (6th Edition):

Kaki, A. (2012). Auto-Regressive Analysis of Stock Price Variables and Their Application in Modeling Artificial Stock Market. (Masters Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0044299

Chicago Manual of Style (16th Edition):

Kaki, Ajaydas. “Auto-Regressive Analysis of Stock Price Variables and Their Application in Modeling Artificial Stock Market.” 2012. Masters Thesis, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0044299.

MLA Handbook (7th Edition):

Kaki, Ajaydas. “Auto-Regressive Analysis of Stock Price Variables and Their Application in Modeling Artificial Stock Market.” 2012. Web. 22 Oct 2019.

Vancouver:

Kaki A. Auto-Regressive Analysis of Stock Price Variables and Their Application in Modeling Artificial Stock Market. [Internet] [Masters thesis]. University of Florida; 2012. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0044299.

Council of Science Editors:

Kaki A. Auto-Regressive Analysis of Stock Price Variables and Their Application in Modeling Artificial Stock Market. [Masters Thesis]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0044299


University of Florida

3. Berros, Jeremy. American Option Pricing in a Jump-Diffusion Model.

Degree: MS, Industrial and Systems Engineering, 2009, University of Florida

 Many alternative models have been developed lately to generalize the Black-Scholes option pricing model in order to incorporate more empirical features. Brownian motion and normal… (more)

Subjects/Keywords: American option; Assets; Brownian motion; Modeling; Prices; Pricing; Random variables; Smiles; Stochastic models; Stochastic processes; american, diffusion, engineering, european, finance, jump, model, option, pricing, stochastic

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APA (6th Edition):

Berros, J. (2009). American Option Pricing in a Jump-Diffusion Model. (Masters Thesis). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0025116

Chicago Manual of Style (16th Edition):

Berros, Jeremy. “American Option Pricing in a Jump-Diffusion Model.” 2009. Masters Thesis, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0025116.

MLA Handbook (7th Edition):

Berros, Jeremy. “American Option Pricing in a Jump-Diffusion Model.” 2009. Web. 22 Oct 2019.

Vancouver:

Berros J. American Option Pricing in a Jump-Diffusion Model. [Internet] [Masters thesis]. University of Florida; 2009. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0025116.

Council of Science Editors:

Berros J. American Option Pricing in a Jump-Diffusion Model. [Masters Thesis]. University of Florida; 2009. Available from: http://ufdc.ufl.edu/UFE0025116


University of Florida

4. Yoon, Joon. Information Asymmetry in Direction and Volatility Price Process and Transaction Level Analysis.

Degree: PhD, Industrial and Systems Engineering, 2009, University of Florida

 This dissertation develops a structural methodology for equity pricing in a semi-strong efficient market and performs an empirical study supporting the need for such a… (more)

Subjects/Keywords: Adverse selection; Bid prices; Efficient markets; Fundamental value; Liquidity; Market prices; Prices; Pricing strategies; Regression analysis; Standard deviation; econometrics, market, markov, stochastic

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APA (6th Edition):

Yoon, J. (2009). Information Asymmetry in Direction and Volatility Price Process and Transaction Level Analysis. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0024812

Chicago Manual of Style (16th Edition):

Yoon, Joon. “Information Asymmetry in Direction and Volatility Price Process and Transaction Level Analysis.” 2009. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0024812.

MLA Handbook (7th Edition):

Yoon, Joon. “Information Asymmetry in Direction and Volatility Price Process and Transaction Level Analysis.” 2009. Web. 22 Oct 2019.

Vancouver:

Yoon J. Information Asymmetry in Direction and Volatility Price Process and Transaction Level Analysis. [Internet] [Doctoral dissertation]. University of Florida; 2009. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0024812.

Council of Science Editors:

Yoon J. Information Asymmetry in Direction and Volatility Price Process and Transaction Level Analysis. [Doctoral Dissertation]. University of Florida; 2009. Available from: http://ufdc.ufl.edu/UFE0024812


University of Florida

5. Mafusalov, Aleksandr. Risk Management Approaches in Distribution Approximation, Regression, and Classification.

Degree: PhD, Industrial and Systems Engineering, 2017, University of Florida

 One chapter of this study targets regression as a potential application. The concept of Conditional Value-at-Risk (CVaR) is used in various applications in uncertain environment.… (more)

Subjects/Keywords: buffered-probability-of-exceedance  – conditional-value-at-risk  – cvar-norm  – density-estimation  – regression  – risk-quadrangle  – superquantile

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APA (6th Edition):

Mafusalov, A. (2017). Risk Management Approaches in Distribution Approximation, Regression, and Classification. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0050903

Chicago Manual of Style (16th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0050903.

MLA Handbook (7th Edition):

Mafusalov, Aleksandr. “Risk Management Approaches in Distribution Approximation, Regression, and Classification.” 2017. Web. 22 Oct 2019.

Vancouver:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Internet] [Doctoral dissertation]. University of Florida; 2017. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0050903.

Council of Science Editors:

Mafusalov A. Risk Management Approaches in Distribution Approximation, Regression, and Classification. [Doctoral Dissertation]. University of Florida; 2017. Available from: http://ufdc.ufl.edu/UFE0050903


University of Florida

6. Villanueva, Diane C. Reliability Based Design Including Future Tests and Multi-Agent Approaches.

Degree: PhD, Aerospace Engineering - Mechanical and Aerospace Engineering, 2013, University of Florida

 The initial stages of reliability-based design optimization involve the formulation of objective functions and constraints, and building a model to estimate the reliability of the… (more)

Subjects/Keywords: Design engineering; Design optimization; Error rates; Mathematical optima; Modeling; Objective functions; Random variables; Safety factors; Temperature distribution; Thermal protection; agents  – optimization  – reliability  – surrogates  – uncertainty

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APA (6th Edition):

Villanueva, D. C. (2013). Reliability Based Design Including Future Tests and Multi-Agent Approaches. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0045819

Chicago Manual of Style (16th Edition):

Villanueva, Diane C. “Reliability Based Design Including Future Tests and Multi-Agent Approaches.” 2013. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0045819.

MLA Handbook (7th Edition):

Villanueva, Diane C. “Reliability Based Design Including Future Tests and Multi-Agent Approaches.” 2013. Web. 22 Oct 2019.

Vancouver:

Villanueva DC. Reliability Based Design Including Future Tests and Multi-Agent Approaches. [Internet] [Doctoral dissertation]. University of Florida; 2013. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0045819.

Council of Science Editors:

Villanueva DC. Reliability Based Design Including Future Tests and Multi-Agent Approaches. [Doctoral Dissertation]. University of Florida; 2013. Available from: http://ufdc.ufl.edu/UFE0045819


University of Florida

7. Chung, Jae Ho. Optimizing Financial Structure of Transportation Public-Private Partnership Infrastructure Projects Based on Traffic Revenue Risks Case Study of US DBFOM Project.

Degree: PhD, Civil Engineering - Civil and Coastal Engineering, 2015, University of Florida

 Infrastructure developments via public-private partnership has been used to remedy the lack of available government infrastructure funding by increasing the efficiency of project delivery. Private… (more)

Subjects/Keywords: Capital structure; Cash flow; Debt; Equity; Internal rate of return; Investment risks; Purchasing power parity; Time series forecasting; Tolls; Traffic forecasting; dbfom  – infrastructure  – ppp  – risk  – transportation

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APA (6th Edition):

Chung, J. H. (2015). Optimizing Financial Structure of Transportation Public-Private Partnership Infrastructure Projects Based on Traffic Revenue Risks Case Study of US DBFOM Project. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0047716

Chicago Manual of Style (16th Edition):

Chung, Jae Ho. “Optimizing Financial Structure of Transportation Public-Private Partnership Infrastructure Projects Based on Traffic Revenue Risks Case Study of US DBFOM Project.” 2015. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0047716.

MLA Handbook (7th Edition):

Chung, Jae Ho. “Optimizing Financial Structure of Transportation Public-Private Partnership Infrastructure Projects Based on Traffic Revenue Risks Case Study of US DBFOM Project.” 2015. Web. 22 Oct 2019.

Vancouver:

Chung JH. Optimizing Financial Structure of Transportation Public-Private Partnership Infrastructure Projects Based on Traffic Revenue Risks Case Study of US DBFOM Project. [Internet] [Doctoral dissertation]. University of Florida; 2015. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0047716.

Council of Science Editors:

Chung JH. Optimizing Financial Structure of Transportation Public-Private Partnership Infrastructure Projects Based on Traffic Revenue Risks Case Study of US DBFOM Project. [Doctoral Dissertation]. University of Florida; 2015. Available from: http://ufdc.ufl.edu/UFE0047716


University of Florida

8. An, Dawn. Practical Prognostics Methods for Uncertainty Management Noisy, Insufficient and Indirect Degradation Data.

Degree: PhD, Mechanical Engineering - Mechanical and Aerospace Engineering, 2015, University of Florida

 Prognostics predicts the future behavior of degradation/damage and the remaining useful life of in-service systems based on degradation data, which facilitates condition-based maintenance. Prognostics methods… (more)

Subjects/Keywords: Correlations; Entropy; Information retrieval noise; Modeling; Neural networks; Parametric models; Physics; Signals; Test data; Vibration; accelerated-test-data  – bayesian  – bearing  – crack  – data-driven  – entropy  – neural-network  – parameters-identification  – particle-filter  – physics-based  – prognostics

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APA (6th Edition):

An, D. (2015). Practical Prognostics Methods for Uncertainty Management Noisy, Insufficient and Indirect Degradation Data. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0047397

Chicago Manual of Style (16th Edition):

An, Dawn. “Practical Prognostics Methods for Uncertainty Management Noisy, Insufficient and Indirect Degradation Data.” 2015. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0047397.

MLA Handbook (7th Edition):

An, Dawn. “Practical Prognostics Methods for Uncertainty Management Noisy, Insufficient and Indirect Degradation Data.” 2015. Web. 22 Oct 2019.

Vancouver:

An D. Practical Prognostics Methods for Uncertainty Management Noisy, Insufficient and Indirect Degradation Data. [Internet] [Doctoral dissertation]. University of Florida; 2015. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0047397.

Council of Science Editors:

An D. Practical Prognostics Methods for Uncertainty Management Noisy, Insufficient and Indirect Degradation Data. [Doctoral Dissertation]. University of Florida; 2015. Available from: http://ufdc.ufl.edu/UFE0047397


University of Florida

9. Pastukhov, Grigory. Low Diameter Attack-Tolerant Clusters in Complex Networks.

Degree: PhD, Industrial and Systems Engineering, 2014, University of Florida

Our work aims to study several models which describe clusters in complex networks. We investigate theoretical properties of such models as well as develop computational Advisors/Committee Members: BOGINSKIY,VLADIMIR L (committee chair), URYASEV,STANISLAV (committee member), HAGER,WILLIAM WARD (committee member).

Subjects/Keywords: Algorithms; Connectivity; Construction costs; Diameters; Heuristics; Integers; Mathematical robustness; Optimal solutions; Pruning; Vertices; attack  – clique  – combinatorial  – design  – heuristic  – network  – optimization  – relaxations  – robustness  – tollerance

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APA (6th Edition):

Pastukhov, G. (2014). Low Diameter Attack-Tolerant Clusters in Complex Networks. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0046976

Chicago Manual of Style (16th Edition):

Pastukhov, Grigory. “Low Diameter Attack-Tolerant Clusters in Complex Networks.” 2014. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0046976.

MLA Handbook (7th Edition):

Pastukhov, Grigory. “Low Diameter Attack-Tolerant Clusters in Complex Networks.” 2014. Web. 22 Oct 2019.

Vancouver:

Pastukhov G. Low Diameter Attack-Tolerant Clusters in Complex Networks. [Internet] [Doctoral dissertation]. University of Florida; 2014. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0046976.

Council of Science Editors:

Pastukhov G. Low Diameter Attack-Tolerant Clusters in Complex Networks. [Doctoral Dissertation]. University of Florida; 2014. Available from: http://ufdc.ufl.edu/UFE0046976


University of Florida

10. Tsyurmasto, Petr. Risk Management Approaches in Data Mining.

Degree: PhD, Industrial and Systems Engineering, 2014, University of Florida

 This dissertation is dedicated to the development of risk management approach to Support Vector Machine (SVM) for classification. The approach is based on the representation… (more)

Subjects/Keywords: Datasets; Experimental results; Financial risk; Hyperplanes; Machine learning; Mathematical vectors; Optimal solutions; Outliers; Random variables; Risk management; svm

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APA (6th Edition):

Tsyurmasto, P. (2014). Risk Management Approaches in Data Mining. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0046215

Chicago Manual of Style (16th Edition):

Tsyurmasto, Petr. “Risk Management Approaches in Data Mining.” 2014. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0046215.

MLA Handbook (7th Edition):

Tsyurmasto, Petr. “Risk Management Approaches in Data Mining.” 2014. Web. 22 Oct 2019.

Vancouver:

Tsyurmasto P. Risk Management Approaches in Data Mining. [Internet] [Doctoral dissertation]. University of Florida; 2014. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0046215.

Council of Science Editors:

Tsyurmasto P. Risk Management Approaches in Data Mining. [Doctoral Dissertation]. University of Florida; 2014. Available from: http://ufdc.ufl.edu/UFE0046215


University of Florida

11. Fan,Neng. Combinatorial and Nonlinear Optimization Methods with Applications in Data Clustering, Biclustering and Power Systems.

Degree: PhD, Industrial and Systems Engineering, 2011, University of Florida

 With the increasing number of databases appearing in computational biology, biomedical engineering, consumers' behavior survey, social networks, power systems, and many other areas, finding the… (more)

Subjects/Keywords: Algorithms; Bioinformatics; Cardinality; Integers; Linear programming; Matrices; Objective functions; Power grids; Spectral methods; Vertices; biclustering  – clustering  – combinatorial  – graph  – integer  – islanding  – nonlinear

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APA (6th Edition):

Fan,Neng. (2011). Combinatorial and Nonlinear Optimization Methods with Applications in Data Clustering, Biclustering and Power Systems. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0043200

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Fan,Neng. “Combinatorial and Nonlinear Optimization Methods with Applications in Data Clustering, Biclustering and Power Systems.” 2011. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0043200.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Fan,Neng. “Combinatorial and Nonlinear Optimization Methods with Applications in Data Clustering, Biclustering and Power Systems.” 2011. Web. 22 Oct 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Fan,Neng. Combinatorial and Nonlinear Optimization Methods with Applications in Data Clustering, Biclustering and Power Systems. [Internet] [Doctoral dissertation]. University of Florida; 2011. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0043200.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Fan,Neng. Combinatorial and Nonlinear Optimization Methods with Applications in Data Clustering, Biclustering and Power Systems. [Doctoral Dissertation]. University of Florida; 2011. Available from: http://ufdc.ufl.edu/UFE0043200

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


University of Florida

12. Kalinchenko, Konstantin P. Optimization with Generalized Deviation Measures in Risk Management.

Degree: PhD, Industrial and Systems Engineering, 2012, University of Florida

Our work provides an overview of the so-called generalized deviation measures and generalized risk measures, and develops stochastic optimization approaches Advisors/Committee Members: Uryasev, Stanislav (committee chair), Pardalos, Panagote M (committee member), Boginski, Vladimir L. (committee member), Yan, Liqing (committee member).

Subjects/Keywords: Connectivity; Financial portfolios; Investment risks; Investors; Linear regression; Market prices; Risk preferences; Scheduling; Sensors; Standard deviation; capm  – cvar  – deviation  – risk

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APA (6th Edition):

Kalinchenko, K. P. (2012). Optimization with Generalized Deviation Measures in Risk Management. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0044163

Chicago Manual of Style (16th Edition):

Kalinchenko, Konstantin P. “Optimization with Generalized Deviation Measures in Risk Management.” 2012. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0044163.

MLA Handbook (7th Edition):

Kalinchenko, Konstantin P. “Optimization with Generalized Deviation Measures in Risk Management.” 2012. Web. 22 Oct 2019.

Vancouver:

Kalinchenko KP. Optimization with Generalized Deviation Measures in Risk Management. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0044163.

Council of Science Editors:

Kalinchenko KP. Optimization with Generalized Deviation Measures in Risk Management. [Doctoral Dissertation]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0044163


University of Florida

13. Boyko, Mykyta. New Approaches to Robust Optimization with Applications.

Degree: PhD, Industrial and Systems Engineering, 2010, University of Florida

 The dissertation focuses on a popular percentile-based risk measure known as Conditional Value at Risk (CVaR). CVaR has emerged from financial applications and allows obtaining… (more)

Subjects/Keywords: Algorithms; Cardinality; Jamming; Linear programming; Mathematical programming; Modeling; Optimal solutions; Robust optimization; Scheduling; Sensors

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APA (6th Edition):

Boyko, M. (2010). New Approaches to Robust Optimization with Applications. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0041990

Chicago Manual of Style (16th Edition):

Boyko, Mykyta. “New Approaches to Robust Optimization with Applications.” 2010. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0041990.

MLA Handbook (7th Edition):

Boyko, Mykyta. “New Approaches to Robust Optimization with Applications.” 2010. Web. 22 Oct 2019.

Vancouver:

Boyko M. New Approaches to Robust Optimization with Applications. [Internet] [Doctoral dissertation]. University of Florida; 2010. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0041990.

Council of Science Editors:

Boyko M. New Approaches to Robust Optimization with Applications. [Doctoral Dissertation]. University of Florida; 2010. Available from: http://ufdc.ufl.edu/UFE0041990


University of Florida

14. Shylo, Oleg. New Tools For Large-Scale Combinatorial Optimization Problems.

Degree: PhD, Industrial and Systems Engineering, 2009, University of Florida

 Many traditional algorithmic techniques used in combinatorial optimization have reached the computational limits of their scope. A relatively low cost and availability of parallel multi-core… (more)

Subjects/Keywords: Algorithms; Combinatorial optimization; Computer programming; Heuristics; Job shops; Mathematical vectors; Matrices; Operations research; Scheduling; Taboos; optimization, parallel, portfolio, quadratic, restart, scheduling

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APA (6th Edition):

Shylo, O. (2009). New Tools For Large-Scale Combinatorial Optimization Problems. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0024719

Chicago Manual of Style (16th Edition):

Shylo, Oleg. “New Tools For Large-Scale Combinatorial Optimization Problems.” 2009. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0024719.

MLA Handbook (7th Edition):

Shylo, Oleg. “New Tools For Large-Scale Combinatorial Optimization Problems.” 2009. Web. 22 Oct 2019.

Vancouver:

Shylo O. New Tools For Large-Scale Combinatorial Optimization Problems. [Internet] [Doctoral dissertation]. University of Florida; 2009. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0024719.

Council of Science Editors:

Shylo O. New Tools For Large-Scale Combinatorial Optimization Problems. [Doctoral Dissertation]. University of Florida; 2009. Available from: http://ufdc.ufl.edu/UFE0024719


University of Florida

15. Sun, Pengyi. Liquidity Risk Measurement and Management.

Degree: PhD, Mathematics, 2012, University of Florida

 In this paper, we introduced the liquidity risk measures. The coherent risk measure introduced by Artzner[1] does not include the liquidity effects. That is the… (more)

Subjects/Keywords: Assets; Credit risk; Diversification; Finance; Financial risk; Investment risks; Liquidity; Liquidity risks; Optimal solutions; Prices; allocation  – liquidity  – measure  – optimization  – risk  – strategy  – trading

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APA (6th Edition):

Sun, P. (2012). Liquidity Risk Measurement and Management. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0044137

Chicago Manual of Style (16th Edition):

Sun, Pengyi. “Liquidity Risk Measurement and Management.” 2012. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0044137.

MLA Handbook (7th Edition):

Sun, Pengyi. “Liquidity Risk Measurement and Management.” 2012. Web. 22 Oct 2019.

Vancouver:

Sun P. Liquidity Risk Measurement and Management. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0044137.

Council of Science Editors:

Sun P. Liquidity Risk Measurement and Management. [Doctoral Dissertation]. University of Florida; 2012. Available from: http://ufdc.ufl.edu/UFE0044137


University of Florida

16. Smarslok, Benjamin. Measuring, Using, and Reducing Experimental and Computational Uncertainty in Reliability Analysis of Composite Laminates.

Degree: PhD, Mechanical Engineering - Mechanical and Aerospace Engineering, 2009, University of Florida

 The failure of the composite hydrogen tanks on the X-33 Reusable Launch Vehicle (RLV) from combined thermal and mechanical failure modes created a situation where… (more)

Subjects/Keywords: Composite materials; Estimate reliability; Estimation methods; Fiber volume fraction; Laminates; Material properties; Random variables; Simulations; Standard deviation; Statistical discrepancies; carlo, composites, correlation, error, failure, material, measurement, monte, probabilistic, probability, properties, reliability, sampling, separable, uncertainty, variability, variance

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APA (6th Edition):

Smarslok, B. (2009). Measuring, Using, and Reducing Experimental and Computational Uncertainty in Reliability Analysis of Composite Laminates. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0024834

Chicago Manual of Style (16th Edition):

Smarslok, Benjamin. “Measuring, Using, and Reducing Experimental and Computational Uncertainty in Reliability Analysis of Composite Laminates.” 2009. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0024834.

MLA Handbook (7th Edition):

Smarslok, Benjamin. “Measuring, Using, and Reducing Experimental and Computational Uncertainty in Reliability Analysis of Composite Laminates.” 2009. Web. 22 Oct 2019.

Vancouver:

Smarslok B. Measuring, Using, and Reducing Experimental and Computational Uncertainty in Reliability Analysis of Composite Laminates. [Internet] [Doctoral dissertation]. University of Florida; 2009. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0024834.

Council of Science Editors:

Smarslok B. Measuring, Using, and Reducing Experimental and Computational Uncertainty in Reliability Analysis of Composite Laminates. [Doctoral Dissertation]. University of Florida; 2009. Available from: http://ufdc.ufl.edu/UFE0024834


University of Florida

17. Men, Chunhua. Optimization Models for Radiation Therapy Treatment Planning and Patient Scheduling.

Degree: PhD, Industrial and Systems Engineering, 2009, University of Florida

 My research addressed optimization models for radiation therapy treatment planning and patient scheduling. In intensity modulated radiation therapy (IMRT) treatment planning problems, I use direct… (more)

Subjects/Keywords: Anesthesia; Collimators; Dosage; Gantry cranes; Medical physics; Objective functions; Radiotherapy; Scheduling; Stochastic models; Time windows; dao, fmo, imrt, optimization, patient, radiation, stochastic

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APA (6th Edition):

Men, C. (2009). Optimization Models for Radiation Therapy Treatment Planning and Patient Scheduling. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0025021

Chicago Manual of Style (16th Edition):

Men, Chunhua. “Optimization Models for Radiation Therapy Treatment Planning and Patient Scheduling.” 2009. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0025021.

MLA Handbook (7th Edition):

Men, Chunhua. “Optimization Models for Radiation Therapy Treatment Planning and Patient Scheduling.” 2009. Web. 22 Oct 2019.

Vancouver:

Men C. Optimization Models for Radiation Therapy Treatment Planning and Patient Scheduling. [Internet] [Doctoral dissertation]. University of Florida; 2009. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0025021.

Council of Science Editors:

Men C. Optimization Models for Radiation Therapy Treatment Planning and Patient Scheduling. [Doctoral Dissertation]. University of Florida; 2009. Available from: http://ufdc.ufl.edu/UFE0025021

18. Price, Nathaniel B. Optimizing the Safety Margins Governing a Deterministic Design Process while Considering the Effects of a Future Test and Redesign on Epistemic Model Uncertainty.

Degree: PhD, Mechanical Engineering - Mechanical and Aerospace Engineering, 2016, University of Florida

 At the initial design stage, engineers often rely on low-fidelity models that have high uncertainty. Model uncertainty is reducible and is classified as epistemic uncertainty;… (more)

Subjects/Keywords: Aleatory contracts; Design engineering; Design evaluation; Design optimization; Engines; Kriging; Modeling; Random variables; Safety factors; Uncertainty; optimization  – redesign  – reliability  – safety-margins  – uncertainty

…132 10 Abstract of Dissertation Presented to the Graduate School of the University of… …Florida in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy… 

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APA (6th Edition):

Price, N. B. (2016). Optimizing the Safety Margins Governing a Deterministic Design Process while Considering the Effects of a Future Test and Redesign on Epistemic Model Uncertainty. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0050354

Chicago Manual of Style (16th Edition):

Price, Nathaniel B. “Optimizing the Safety Margins Governing a Deterministic Design Process while Considering the Effects of a Future Test and Redesign on Epistemic Model Uncertainty.” 2016. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0050354.

MLA Handbook (7th Edition):

Price, Nathaniel B. “Optimizing the Safety Margins Governing a Deterministic Design Process while Considering the Effects of a Future Test and Redesign on Epistemic Model Uncertainty.” 2016. Web. 22 Oct 2019.

Vancouver:

Price NB. Optimizing the Safety Margins Governing a Deterministic Design Process while Considering the Effects of a Future Test and Redesign on Epistemic Model Uncertainty. [Internet] [Doctoral dissertation]. University of Florida; 2016. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0050354.

Council of Science Editors:

Price NB. Optimizing the Safety Margins Governing a Deterministic Design Process while Considering the Effects of a Future Test and Redesign on Epistemic Model Uncertainty. [Doctoral Dissertation]. University of Florida; 2016. Available from: http://ufdc.ufl.edu/UFE0050354

19. Bhachu, Kanwardeep S. Effects of Measured Data Uncertainty on Damage Tolerant Design of Aircraft Structures.

Degree: PhD, Mechanical Engineering - Mechanical and Aerospace Engineering, 2015, University of Florida

 The use of measured data for modeling random variables in a probabilistic analysis brings about two situations. First, when sufficient amount of measured data is… (more)

Subjects/Keywords: Aircraft wings; Aleatory contracts; Alloys; Coupons; Damage tolerant engineering; Fasteners; Fatigue; Percentiles; Tolerance for uncertainty; Uncertainty; package2

…157 13 Abstract of Dissertation Presented to the Graduate School of the University of… …Florida in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy… 

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APA (6th Edition):

Bhachu, K. S. (2015). Effects of Measured Data Uncertainty on Damage Tolerant Design of Aircraft Structures. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0047614

Chicago Manual of Style (16th Edition):

Bhachu, Kanwardeep S. “Effects of Measured Data Uncertainty on Damage Tolerant Design of Aircraft Structures.” 2015. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0047614.

MLA Handbook (7th Edition):

Bhachu, Kanwardeep S. “Effects of Measured Data Uncertainty on Damage Tolerant Design of Aircraft Structures.” 2015. Web. 22 Oct 2019.

Vancouver:

Bhachu KS. Effects of Measured Data Uncertainty on Damage Tolerant Design of Aircraft Structures. [Internet] [Doctoral dissertation]. University of Florida; 2015. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0047614.

Council of Science Editors:

Bhachu KS. Effects of Measured Data Uncertainty on Damage Tolerant Design of Aircraft Structures. [Doctoral Dissertation]. University of Florida; 2015. Available from: http://ufdc.ufl.edu/UFE0047614


University of Florida

20. Goswami, Manisha. American Option Pricing under Stochastic Volatility Empirical Evaluations.

Degree: PhD, Industrial and Systems Engineering, 2008, University of Florida

 Over the past few years, model complexity in quantitative finance has increased substantially in response to earlier models that did not capture critical events for… (more)

Subjects/Keywords: American option; Approximation; Assets; Hedging; Market prices; Modeling; Parametric models; Prices; Pricing; Stochastic models; american, lsm, stochastic, volatility

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APA (6th Edition):

Goswami, M. (2008). American Option Pricing under Stochastic Volatility Empirical Evaluations. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022624

Chicago Manual of Style (16th Edition):

Goswami, Manisha. “American Option Pricing under Stochastic Volatility Empirical Evaluations.” 2008. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0022624.

MLA Handbook (7th Edition):

Goswami, Manisha. “American Option Pricing under Stochastic Volatility Empirical Evaluations.” 2008. Web. 22 Oct 2019.

Vancouver:

Goswami M. American Option Pricing under Stochastic Volatility Empirical Evaluations. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0022624.

Council of Science Editors:

Goswami M. American Option Pricing under Stochastic Volatility Empirical Evaluations. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022624


University of Florida

21. VEREMYEV,ALEXANDER F. Modeling and Optimization Approaches for Ensuring Robustness in Networked and Financial Systems.

Degree: PhD, Industrial and Systems Engineering, 2011, University of Florida

Our work develops theoretical principles and optimization Advisors/Committee Members: Uryasev, Stanislav (committee chair), Pardalos, Panagote M (committee member), Yan, Liqing (committee member).

Subjects/Keywords: Connectivity; Credit ratings; Data smoothing; Diameters; Entropy; Linear programming; Mathematical robustness; Natural logarithms; Optimal solutions; Payments; ATTACK  – CDO  – CLIQUE  – CLUSTER  – DESIGN  – ENTROPY  – GRAPH  – NETWORK  – OPTIMIZATION  – RANDOM  – ROBUST

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APA (6th Edition):

F, V. (2011). Modeling and Optimization Approaches for Ensuring Robustness in Networked and Financial Systems. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0042699

Chicago Manual of Style (16th Edition):

F, VEREMYEV,ALEXANDER. “Modeling and Optimization Approaches for Ensuring Robustness in Networked and Financial Systems.” 2011. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0042699.

MLA Handbook (7th Edition):

F, VEREMYEV,ALEXANDER. “Modeling and Optimization Approaches for Ensuring Robustness in Networked and Financial Systems.” 2011. Web. 22 Oct 2019.

Vancouver:

F V. Modeling and Optimization Approaches for Ensuring Robustness in Networked and Financial Systems. [Internet] [Doctoral dissertation]. University of Florida; 2011. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0042699.

Council of Science Editors:

F V. Modeling and Optimization Approaches for Ensuring Robustness in Networked and Financial Systems. [Doctoral Dissertation]. University of Florida; 2011. Available from: http://ufdc.ufl.edu/UFE0042699


University of Florida

22. Pavlikov, Konstantin IVanovich. Optimization Topics in Risk Management.

Degree: PhD, Industrial and Systems Engineering, 2014, University of Florida

This study is located at the intersection of risk management, optimization, statistical Advisors/Committee Members: URYASEV,STANISLAV (committee chair), BOGINSKIY,VLADIMIR L (committee member), HAGER,WILLIAM WARD (committee member).

Subjects/Keywords: Gaussian distributions; Interdependent networks; Maximum likelihood estimations; Method of moments; Natural logarithms; Operational risks; Random variables; Statistics; T score; Truncation; likelihood  – risk  – uncertainty

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APA (6th Edition):

Pavlikov, K. I. (2014). Optimization Topics in Risk Management. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0046911

Chicago Manual of Style (16th Edition):

Pavlikov, Konstantin IVanovich. “Optimization Topics in Risk Management.” 2014. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0046911.

MLA Handbook (7th Edition):

Pavlikov, Konstantin IVanovich. “Optimization Topics in Risk Management.” 2014. Web. 22 Oct 2019.

Vancouver:

Pavlikov KI. Optimization Topics in Risk Management. [Internet] [Doctoral dissertation]. University of Florida; 2014. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0046911.

Council of Science Editors:

Pavlikov KI. Optimization Topics in Risk Management. [Doctoral Dissertation]. University of Florida; 2014. Available from: http://ufdc.ufl.edu/UFE0046911


University of Florida

23. Stozhkov, Vladimir Dmitrievich. Combinatorial Optimization Problems in Network Robustness.

Degree: PhD, Industrial and Systems Engineering, 2015, University of Florida

Subjects/Keywords: bilevel-programming; clique-relaxation; interdiction; maximum-clique; motzkin-straus-formulation; power-law-graphs; robust-networks; s-defective-clique; s-plex

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APA (6th Edition):

Stozhkov, V. D. (2015). Combinatorial Optimization Problems in Network Robustness. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0049146

Chicago Manual of Style (16th Edition):

Stozhkov, Vladimir Dmitrievich. “Combinatorial Optimization Problems in Network Robustness.” 2015. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0049146.

MLA Handbook (7th Edition):

Stozhkov, Vladimir Dmitrievich. “Combinatorial Optimization Problems in Network Robustness.” 2015. Web. 22 Oct 2019.

Vancouver:

Stozhkov VD. Combinatorial Optimization Problems in Network Robustness. [Internet] [Doctoral dissertation]. University of Florida; 2015. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0049146.

Council of Science Editors:

Stozhkov VD. Combinatorial Optimization Problems in Network Robustness. [Doctoral Dissertation]. University of Florida; 2015. Available from: http://ufdc.ufl.edu/UFE0049146


University of Florida

24. Guha, Suchandan. American Option Pricing under Stochastic Volatility Efficient Numerical Approaches.

Degree: PhD, Industrial and Systems Engineering, 2008, University of Florida

 We developed two new numerical techniques to price American options when the underlying follows a bivariate process. The first technique exploits the semi-martingale representation of… (more)

Subjects/Keywords: American option; Approximation; Call options; Finance; Mathematical constants; Prices; Pricing; Put options; Stochastic models; Stock prices; american, engineering, financial, lsm, option, pricing, stochastic, volatility

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APA (6th Edition):

Guha, S. (2008). American Option Pricing under Stochastic Volatility Efficient Numerical Approaches. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022641

Chicago Manual of Style (16th Edition):

Guha, Suchandan. “American Option Pricing under Stochastic Volatility Efficient Numerical Approaches.” 2008. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0022641.

MLA Handbook (7th Edition):

Guha, Suchandan. “American Option Pricing under Stochastic Volatility Efficient Numerical Approaches.” 2008. Web. 22 Oct 2019.

Vancouver:

Guha S. American Option Pricing under Stochastic Volatility Efficient Numerical Approaches. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0022641.

Council of Science Editors:

Guha S. American Option Pricing under Stochastic Volatility Efficient Numerical Approaches. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022641


University of Florida

25. SANKARPERSAD,RYAN GOVINDRA. Optimal Investment and Consumption Portfolio Choice Problem for Assets Modeled by Levy Processes.

Degree: PhD, Mathematics, 2011, University of Florida

We consider an extension of Merton's optimal portfolio choice and consumption Advisors/Committee Members: Yan, Liqing (committee chair), Jury, Michael (committee member), Glover, Joseph (committee member), Rao, Murali (committee member), Uryasev, Stanislav (committee member).

Subjects/Keywords: Assets; Brownian motion; Cost functions; Differential equations; Financial portfolios; Investors; Optimal control; Random variables; Stochastic processes; Wealth

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APA (6th Edition):

GOVINDRA, S. (2011). Optimal Investment and Consumption Portfolio Choice Problem for Assets Modeled by Levy Processes. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0042720

Chicago Manual of Style (16th Edition):

GOVINDRA, SANKARPERSAD,RYAN. “Optimal Investment and Consumption Portfolio Choice Problem for Assets Modeled by Levy Processes.” 2011. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0042720.

MLA Handbook (7th Edition):

GOVINDRA, SANKARPERSAD,RYAN. “Optimal Investment and Consumption Portfolio Choice Problem for Assets Modeled by Levy Processes.” 2011. Web. 22 Oct 2019.

Vancouver:

GOVINDRA S. Optimal Investment and Consumption Portfolio Choice Problem for Assets Modeled by Levy Processes. [Internet] [Doctoral dissertation]. University of Florida; 2011. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0042720.

Council of Science Editors:

GOVINDRA S. Optimal Investment and Consumption Portfolio Choice Problem for Assets Modeled by Levy Processes. [Doctoral Dissertation]. University of Florida; 2011. Available from: http://ufdc.ufl.edu/UFE0042720


University of Florida

26. Ryabchenko, Valeriy. Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options.

Degree: PhD, Industrial and Systems Engineering, 2008, University of Florida

 Our first study researched a problem of scheduling operational flexibility of electricity generating facilities. Recently, a number of new approaches based on stochastic dynamic programming… (more)

Subjects/Keywords: Algorithms; Call options; Electric power plants; Financial portfolios; Hedging; Heuristics; Mathematical monotonicity; Prices; Pricing; Stock prices; agreement, boundary, contracts, derivatives, efficient, energy, exercise, exotic, hedging, linear, optimal, optimization, options, pricing, programming, quadratic, spark, spread, strategy, tolling

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APA (6th Edition):

Ryabchenko, V. (2008). Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0022492

Chicago Manual of Style (16th Edition):

Ryabchenko, Valeriy. “Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options.” 2008. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0022492.

MLA Handbook (7th Edition):

Ryabchenko, Valeriy. “Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options.” 2008. Web. 22 Oct 2019.

Vancouver:

Ryabchenko V. Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0022492.

Council of Science Editors:

Ryabchenko V. Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options. [Doctoral Dissertation]. University of Florida; 2008. Available from: http://ufdc.ufl.edu/UFE0022492


University of Florida

27. Sarykalin, Sergey Vlad. Optimization Methods in Financial Engineering.

Degree: PhD, Industrial and Systems Engineering, 2007, University of Florida

 Our study developed novel approaches to solving and analyzing challenging problems of financial engineering including options pricing, market forecasting, and portfolio optimization. We also make… (more)

Subjects/Keywords: Assets; Call options; Capital asset pricing models; Financial portfolios; Hedging; Market prices; Prices; Pricing; Put options; Stock prices; capm, deviation, omega, option, trading, vwap

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APA (6th Edition):

Sarykalin, S. V. (2007). Optimization Methods in Financial Engineering. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0021770

Chicago Manual of Style (16th Edition):

Sarykalin, Sergey Vlad. “Optimization Methods in Financial Engineering.” 2007. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0021770.

MLA Handbook (7th Edition):

Sarykalin, Sergey Vlad. “Optimization Methods in Financial Engineering.” 2007. Web. 22 Oct 2019.

Vancouver:

Sarykalin SV. Optimization Methods in Financial Engineering. [Internet] [Doctoral dissertation]. University of Florida; 2007. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0021770.

Council of Science Editors:

Sarykalin SV. Optimization Methods in Financial Engineering. [Doctoral Dissertation]. University of Florida; 2007. Available from: http://ufdc.ufl.edu/UFE0021770


University of Florida

28. Ramu, Palaniappan. Multiple Tail Models Including Inverse Measures for Structural Design under Uncertainties.

Degree: PhD, Aerospace Engineering - Mechanical and Aerospace Engineering, 2007, University of Florida

 Sampling-based reliability estimation with expensive computer models may be computationally prohibitive due to a large number of required simulations. One way to alleviate the computational… (more)

Subjects/Keywords: Cumulative distribution functions; Design analysis; Design optimization; Error rates; Estimate reliability; Estimation methods; Failure modes; Quantiles; Random variables; Safety factors; inverse, optimization, reliability, tail

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APA (6th Edition):

Ramu, P. (2007). Multiple Tail Models Including Inverse Measures for Structural Design under Uncertainties. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0021707

Chicago Manual of Style (16th Edition):

Ramu, Palaniappan. “Multiple Tail Models Including Inverse Measures for Structural Design under Uncertainties.” 2007. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0021707.

MLA Handbook (7th Edition):

Ramu, Palaniappan. “Multiple Tail Models Including Inverse Measures for Structural Design under Uncertainties.” 2007. Web. 22 Oct 2019.

Vancouver:

Ramu P. Multiple Tail Models Including Inverse Measures for Structural Design under Uncertainties. [Internet] [Doctoral dissertation]. University of Florida; 2007. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0021707.

Council of Science Editors:

Ramu P. Multiple Tail Models Including Inverse Measures for Structural Design under Uncertainties. [Doctoral Dissertation]. University of Florida; 2007. Available from: http://ufdc.ufl.edu/UFE0021707


University of Florida

29. Wang, Chung-Jui. Optimization Approaches in Risk Management Applications in Finance and Agriculture.

Degree: PhD, Industrial and Systems Engineering, 2007, University of Florida

 Along with the fast development of the financial industry in recent decades, novel financial products, such as swaps, derivatives, and structure financial instruments, have been… (more)

Subjects/Keywords: Crops; Fees; Financial risk; Futures contracts; Hedging; Insurance risks; Mortgage loans; Pipelines; Planting; Prices

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APA (6th Edition):

Wang, C. (2007). Optimization Approaches in Risk Management Applications in Finance and Agriculture. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0021683

Chicago Manual of Style (16th Edition):

Wang, Chung-Jui. “Optimization Approaches in Risk Management Applications in Finance and Agriculture.” 2007. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0021683.

MLA Handbook (7th Edition):

Wang, Chung-Jui. “Optimization Approaches in Risk Management Applications in Finance and Agriculture.” 2007. Web. 22 Oct 2019.

Vancouver:

Wang C. Optimization Approaches in Risk Management Applications in Finance and Agriculture. [Internet] [Doctoral dissertation]. University of Florida; 2007. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0021683.

Council of Science Editors:

Wang C. Optimization Approaches in Risk Management Applications in Finance and Agriculture. [Doctoral Dissertation]. University of Florida; 2007. Available from: http://ufdc.ufl.edu/UFE0021683


University of Florida

30. Busygin, Stanislav. Combinatorial Optimization Techniques in Data Mining.

Degree: PhD, Industrial and Systems Engineering, 2007, University of Florida

 My research analyzes the role of combinatorial optimization in data mining research and proposes a collection of new practically efficient data mining techniques based on… (more)

Subjects/Keywords: Algorithms; Carts; Data analysis; Datasets; Heuristics; Information classification; Linear programming; Matrices; Mining; Vertices; algorithm, analysis, biclustering, classification, clique, clustering, data, graph, optimization

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APA (6th Edition):

Busygin, S. (2007). Combinatorial Optimization Techniques in Data Mining. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0021157

Chicago Manual of Style (16th Edition):

Busygin, Stanislav. “Combinatorial Optimization Techniques in Data Mining.” 2007. Doctoral Dissertation, University of Florida. Accessed October 22, 2019. http://ufdc.ufl.edu/UFE0021157.

MLA Handbook (7th Edition):

Busygin, Stanislav. “Combinatorial Optimization Techniques in Data Mining.” 2007. Web. 22 Oct 2019.

Vancouver:

Busygin S. Combinatorial Optimization Techniques in Data Mining. [Internet] [Doctoral dissertation]. University of Florida; 2007. [cited 2019 Oct 22]. Available from: http://ufdc.ufl.edu/UFE0021157.

Council of Science Editors:

Busygin S. Combinatorial Optimization Techniques in Data Mining. [Doctoral Dissertation]. University of Florida; 2007. Available from: http://ufdc.ufl.edu/UFE0021157

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