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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

URL: http://ufdc.ufl.edu/UFE0044708

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0044299

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0025116

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0024812

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0050903

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0045819

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0047716

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0047397

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0046976

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

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0046215

► 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

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0043200

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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.

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

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

URL: http://ufdc.ufl.edu/UFE0044163

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0041990

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0024719

► 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

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0044137

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0024834

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0025021

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0050354

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0047614

► 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…

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0022624

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0042699

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0046911

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0049146

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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0022641

► 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

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0042720

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0022492

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0021770

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0021707

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0021683

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UFE0021157

► 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 · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} 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 (16^{th} 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 (7^{th} 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