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University of Southern California

1. Liu, Wei. Statistical inference for stochastic hyperbolic equations.

Degree: PhD, Mathematics, 2010, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043

► A parameter estimation problem is considered for a stochastic wave equation and a linear stochastic hyperbolic driven by additive space-time Gaussian white noise. The damping/amplification…
(more)

Subjects/Keywords: maximum likelihood estimators; ordinary differential equation; partial differential equation; diffusion process

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

APA (6^{th} Edition):

Liu, W. (2010). Statistical inference for stochastic hyperbolic equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043

Chicago Manual of Style (16^{th} Edition):

Liu, Wei. “Statistical inference for stochastic hyperbolic equations.” 2010. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043.

MLA Handbook (7^{th} Edition):

Liu, Wei. “Statistical inference for stochastic hyperbolic equations.” 2010. Web. 21 Feb 2019.

Vancouver:

Liu W. Statistical inference for stochastic hyperbolic equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043.

Council of Science Editors:

Liu W. Statistical inference for stochastic hyperbolic equations. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/408442/rec/6043

University of Southern California

2. Lin, Ning. Parameter estimation in second-order stochastic differential equations.

Degree: PhD, Applied Mathematics, 2012, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911

► While consistency of the maximum likelihood estimator of the unknown parameters in the second-order linear stochastic differential equation driven by Gaussian white noise holds under…
(more)

Subjects/Keywords: statistical inference; Gaussian process; maximum likelihood estimation; consistency

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APA (6^{th} Edition):

Lin, N. (2012). Parameter estimation in second-order stochastic differential equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911

Chicago Manual of Style (16^{th} Edition):

Lin, Ning. “Parameter estimation in second-order stochastic differential equations.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911.

MLA Handbook (7^{th} Edition):

Lin, Ning. “Parameter estimation in second-order stochastic differential equations.” 2012. Web. 21 Feb 2019.

Vancouver:

Lin N. Parameter estimation in second-order stochastic differential equations. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911.

Council of Science Editors:

Lin N. Parameter estimation in second-order stochastic differential equations. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/86412/rec/4911

University of Southern California

3. Nibert, Joel H. Stability of a stochastic predator prey model.

Degree: PhD, Mathematics, 2012, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020

► We consider a stochastic analog of the Lotka-Volterra model for the population dynamics of two interacting species, predator and prey. We investigate the long time…
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Subjects/Keywords: predator-prey; stochastic differential equation; Lyapunov function; Lyapunov exponent; asymptotic stability; invariant measure

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APA (6^{th} Edition):

Nibert, J. H. (2012). Stability of a stochastic predator prey model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020

Chicago Manual of Style (16^{th} Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020.

MLA Handbook (7^{th} Edition):

Nibert, Joel H. “Stability of a stochastic predator prey model.” 2012. Web. 21 Feb 2019.

Vancouver:

Nibert JH. Stability of a stochastic predator prey model. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020.

Council of Science Editors:

Nibert JH. Stability of a stochastic predator prey model. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/89098/rec/6020

University of Southern California

4. Zhang, Hao. Improvement of binomial trees model and Black-Scholes model in option pricing.

Degree: MS, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402

► Black‐Scholes formula is a common tool for people to price a European option, and it can be derived from binomial trees model by using infinite…
(more)

Subjects/Keywords: option pricing; binomial trees model; Black-Scholes model

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APA (6^{th} Edition):

Zhang, H. (2014). Improvement of binomial trees model and Black-Scholes model in option pricing. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402

Chicago Manual of Style (16^{th} Edition):

Zhang, Hao. “Improvement of binomial trees model and Black-Scholes model in option pricing.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402.

MLA Handbook (7^{th} Edition):

Zhang, Hao. “Improvement of binomial trees model and Black-Scholes model in option pricing.” 2014. Web. 21 Feb 2019.

Vancouver:

Zhang H. Improvement of binomial trees model and Black-Scholes model in option pricing. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402.

Council of Science Editors:

Zhang H. Improvement of binomial trees model and Black-Scholes model in option pricing. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/449063/rec/3402

University of Southern California

5. Wang, Lang. On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs.

Degree: MS, Applied Mathematics, 2015, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543

► This is a comprehensive study of the simple and jump-adapted weak Euler schemes applying to the approximation for solutions to possibly completely degenerate SDEs driven…
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Subjects/Keywords: simple Euler scheme; jump-adapted Euler scheme; stable-Lévy processes

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APA (6^{th} Edition):

Wang, L. (2015). On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543

Chicago Manual of Style (16^{th} Edition):

Wang, Lang. “On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs.” 2015. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543.

MLA Handbook (7^{th} Edition):

Wang, Lang. “On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs.” 2015. Web. 21 Feb 2019.

Vancouver:

Wang L. On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs. [Internet] [Masters thesis]. University of Southern California; 2015. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543.

Council of Science Editors:

Wang L. On the simple and jump-adapted weak Euler schemes for Lévy driven SDEs. [Masters Thesis]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/557224/rec/4543

University of Southern California

6. Xu, Li. Linear filtering and estimation in conditionally Gaussian multi-channel models.

Degree: PhD, Applied Mathematics, 2013, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828

► The aim of this thesis is to estimate the random coefficient parameter of first and second order conditionally Gaussian multi-channel models and to study asymptotic…
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Subjects/Keywords: conditionally Gaussian; multi-channel; generalized Kalman-Bucy filter

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

APA (6^{th} Edition):

Xu, L. (2013). Linear filtering and estimation in conditionally Gaussian multi-channel models. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828

Chicago Manual of Style (16^{th} Edition):

Xu, Li. “Linear filtering and estimation in conditionally Gaussian multi-channel models.” 2013. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828.

MLA Handbook (7^{th} Edition):

Xu, Li. “Linear filtering and estimation in conditionally Gaussian multi-channel models.” 2013. Web. 21 Feb 2019.

Vancouver:

Xu L. Linear filtering and estimation in conditionally Gaussian multi-channel models. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828.

Council of Science Editors:

Xu L. Linear filtering and estimation in conditionally Gaussian multi-channel models. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/311972/rec/3828

University of Southern California

7. Zhu, Xun. Identifying important microRNAs in progression of breast cancer.

Degree: MS, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328

► Stefan Wuchty et. al. from PLOS summarized a workflow to identify important miRs of pathways for a type of tumor, which uses GSEA to measure…
(more)

Subjects/Keywords: microRNA; GSEA; random‐forest; p‐value

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APA (6^{th} Edition):

Zhu, X. (2014). Identifying important microRNAs in progression of breast cancer. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328

Chicago Manual of Style (16^{th} Edition):

Zhu, Xun. “Identifying important microRNAs in progression of breast cancer.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328.

MLA Handbook (7^{th} Edition):

Zhu, Xun. “Identifying important microRNAs in progression of breast cancer.” 2014. Web. 21 Feb 2019.

Vancouver:

Zhu X. Identifying important microRNAs in progression of breast cancer. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328.

Council of Science Editors:

Zhu X. Identifying important microRNAs in progression of breast cancer. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/435497/rec/3328

University of Southern California

8. Xu, Min. Automatic tracking of protein vesicles.

Degree: MA, Applied Mathematics, 2009, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002

► With the advance of fluorescence imaging technologies, recently cell biologists are able to record the movement of protein vesicles within a living cell. Automatic tracking…
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Subjects/Keywords: cell biology; protein transportation; automatic tracking; Kalman filters; dynamical programming

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APA (6^{th} Edition):

Xu, M. (2009). Automatic tracking of protein vesicles. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002

Chicago Manual of Style (16^{th} Edition):

Xu, Min. “Automatic tracking of protein vesicles.” 2009. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002.

MLA Handbook (7^{th} Edition):

Xu, Min. “Automatic tracking of protein vesicles.” 2009. Web. 21 Feb 2019.

Vancouver:

Xu M. Automatic tracking of protein vesicles. [Internet] [Masters thesis]. University of Southern California; 2009. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002.

Council of Science Editors:

Xu M. Automatic tracking of protein vesicles. [Masters Thesis]. University of Southern California; 2009. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/221645/rec/1002

University of Southern California

9. Dai, Zheng. A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software.

Degree: MS, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279

► In Rosen's earlier work [1] [4], blood (BAC) or breath (BrAC) alcohol concentration was estimated from biosensor measurements of transdermal alcohol concentration (TAC) by forward…
(more)

Subjects/Keywords: nonlinear pharmacokinetic model; transdermal alcohol transport

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

APA (6^{th} Edition):

Dai, Z. (2014). A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279

Chicago Manual of Style (16^{th} Edition):

Dai, Zheng. “A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279.

MLA Handbook (7^{th} Edition):

Dai, Zheng. “A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software.” 2014. Web. 21 Feb 2019.

Vancouver:

Dai Z. A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279.

Council of Science Editors:

Dai Z. A nonlinear pharmacokinetic model used in calibrating a transdermal alcohol transport concentration biosensor data analysis software. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/453438/rec/279

University of Southern California

10. Ao, Xi. Empirical approach for estimating the ExB velocity from VTEC map.

Degree: MS, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316

► For the development of wireless communication, the Earth's ionosphere is very critical. A Matlab program is designed to improve the techniques for monitoring and forecasting…
(more)

Subjects/Keywords: ExB velocity

Record Details Similar Records

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APA (6^{th} Edition):

Ao, X. (2014). Empirical approach for estimating the ExB velocity from VTEC map. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316

Chicago Manual of Style (16^{th} Edition):

Ao, Xi. “Empirical approach for estimating the ExB velocity from VTEC map.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316.

MLA Handbook (7^{th} Edition):

Ao, Xi. “Empirical approach for estimating the ExB velocity from VTEC map.” 2014. Web. 21 Feb 2019.

Vancouver:

Ao X. Empirical approach for estimating the ExB velocity from VTEC map. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316.

Council of Science Editors:

Ao X. Empirical approach for estimating the ExB velocity from VTEC map. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448978/rec/2316

University of Southern California

11. Liu, Cheng. Finding technical trading rules in high-frequency data by using genetic programming.

Degree: MS, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816

► I use genetic programming to find technical trading rules of S&P 500 index, using one‐minute high frequency intraday data during about one and half years.…
(more)

Subjects/Keywords: genetic programming; tree; high frequency; technical trading rules; excess return; S&; P 500 index

Record Details Similar Records

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

APA (6^{th} Edition):

Liu, C. (2014). Finding technical trading rules in high-frequency data by using genetic programming. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816

Chicago Manual of Style (16^{th} Edition):

Liu, Cheng. “Finding technical trading rules in high-frequency data by using genetic programming.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816.

MLA Handbook (7^{th} Edition):

Liu, Cheng. “Finding technical trading rules in high-frequency data by using genetic programming.” 2014. Web. 21 Feb 2019.

Vancouver:

Liu C. Finding technical trading rules in high-frequency data by using genetic programming. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816.

Council of Science Editors:

Liu C. Finding technical trading rules in high-frequency data by using genetic programming. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/448943/rec/2816

University of Southern California

12. Daley, Timothy Patrick. Non-parametric models for large capture-recapture experiments with applications to DNA sequencing.

Degree: PhD, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434

► Consider an experiment where observations are sampled or arrive from an unknown population made up of a finite but unknown number of classes. The class…
(more)

Subjects/Keywords: non-parametric; empirical Bayes; DNA sequencing; capture-recapture

Record Details Similar Records

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APA (6^{th} Edition):

Daley, T. P. (2014). Non-parametric models for large capture-recapture experiments with applications to DNA sequencing. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434

Chicago Manual of Style (16^{th} Edition):

Daley, Timothy Patrick. “Non-parametric models for large capture-recapture experiments with applications to DNA sequencing.” 2014. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434.

MLA Handbook (7^{th} Edition):

Daley, Timothy Patrick. “Non-parametric models for large capture-recapture experiments with applications to DNA sequencing.” 2014. Web. 21 Feb 2019.

Vancouver:

Daley TP. Non-parametric models for large capture-recapture experiments with applications to DNA sequencing. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434.

Council of Science Editors:

Daley TP. Non-parametric models for large capture-recapture experiments with applications to DNA sequencing. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/509434/rec/4434

University of Southern California

13. Xu, Conghuan. Asset price dynamics simulation and trading strategy.

Degree: MS, Applied Mathematics, 2015, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958

► In this paper, we simulate an artificial stock market and develop some trading strategies. The objective is to use our simulated market to make some…
(more)

Subjects/Keywords: finance; markets; trading of stock; price dynamics; machine learning; neural network

Record Details Similar Records

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APA (6^{th} Edition):

Xu, C. (2015). Asset price dynamics simulation and trading strategy. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958

Chicago Manual of Style (16^{th} Edition):

Xu, Conghuan. “Asset price dynamics simulation and trading strategy.” 2015. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958.

MLA Handbook (7^{th} Edition):

Xu, Conghuan. “Asset price dynamics simulation and trading strategy.” 2015. Web. 21 Feb 2019.

Vancouver:

Xu C. Asset price dynamics simulation and trading strategy. [Internet] [Masters thesis]. University of Southern California; 2015. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958.

Council of Science Editors:

Xu C. Asset price dynamics simulation and trading strategy. [Masters Thesis]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/556444/rec/958

University of Southern California

14. Song, Qian. Optimal and exact control of evolution equations.

Degree: PhD, Applied Mathematics, 2010, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591

► The objective of optimal control is to optimize (minimize or maximize) a certain performance index. The objective of exact control is to ensure that the…
(more)

Subjects/Keywords: optimal control; exact control

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APA (6^{th} Edition):

Song, Q. (2010). Optimal and exact control of evolution equations. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591

Chicago Manual of Style (16^{th} Edition):

Song, Qian. “Optimal and exact control of evolution equations.” 2010. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591.

MLA Handbook (7^{th} Edition):

Song, Qian. “Optimal and exact control of evolution equations.” 2010. Web. 21 Feb 2019.

Vancouver:

Song Q. Optimal and exact control of evolution equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591.

Council of Science Editors:

Song Q. Optimal and exact control of evolution equations. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/90974/rec/4591

University of Southern California

15. Bessam, Diogo. Large deviations rates in a Gaussian setting and related topics.

Degree: PhD, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734

► We study large deviations (LD) rates in a Gaussian setting and their representation in terms of more fundamental objects: the covariance operator, the Cameron‐Martin space,…
(more)

Subjects/Keywords: Gaussian; large deviations; Cameron-Martin space; Wentzell‐Freidlin estimates

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APA (6^{th} Edition):

Bessam, D. (2014). Large deviations rates in a Gaussian setting and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734

Chicago Manual of Style (16^{th} Edition):

Bessam, Diogo. “Large deviations rates in a Gaussian setting and related topics.” 2014. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734.

MLA Handbook (7^{th} Edition):

Bessam, Diogo. “Large deviations rates in a Gaussian setting and related topics.” 2014. Web. 21 Feb 2019.

Vancouver:

Bessam D. Large deviations rates in a Gaussian setting and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734.

Council of Science Editors:

Bessam D. Large deviations rates in a Gaussian setting and related topics. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/447401/rec/3734

University of Southern California

16. Stram, Alexander H. Theoretical foundations of approximate Bayesian computation.

Degree: MA, Mathematics, 2015, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417

► We introduce Monte Carlo estimates with discussion of numerical integration and the curse of dimensionality, using a toy example of estimating π using a d−dimensional…
(more)

Subjects/Keywords: approximate Bayesian computation; Monte Carlo; sequential Monte Carlo; Bayesian statistics; importance sampling; sequential importance sampling

Record Details Similar Records

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

APA (6^{th} Edition):

Stram, A. H. (2015). Theoretical foundations of approximate Bayesian computation. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417

Chicago Manual of Style (16^{th} Edition):

Stram, Alexander H. “Theoretical foundations of approximate Bayesian computation.” 2015. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417.

MLA Handbook (7^{th} Edition):

Stram, Alexander H. “Theoretical foundations of approximate Bayesian computation.” 2015. Web. 21 Feb 2019.

Vancouver:

Stram AH. Theoretical foundations of approximate Bayesian computation. [Internet] [Masters thesis]. University of Southern California; 2015. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417.

Council of Science Editors:

Stram AH. Theoretical foundations of approximate Bayesian computation. [Masters Thesis]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/558978/rec/7417

University of Southern California

17. Dungca, Jason Tomas. Return time distributions of n-cylinders and infinitely long strings.

Degree: MA, Applied Mathematics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573

► Consider an invariant probability measure and a shift space made of symbolic strings (sequences of symbols, which are considered to be probabilitistic events). Within this…
(more)

Subjects/Keywords: ergodic theory; n-cylinder; shift space; stochastic process; Markov measure

Record Details Similar Records

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

APA (6^{th} Edition):

Dungca, J. T. (2014). Return time distributions of n-cylinders and infinitely long strings. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573

Chicago Manual of Style (16^{th} Edition):

Dungca, Jason Tomas. “Return time distributions of n-cylinders and infinitely long strings.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573.

MLA Handbook (7^{th} Edition):

Dungca, Jason Tomas. “Return time distributions of n-cylinders and infinitely long strings.” 2014. Web. 21 Feb 2019.

Vancouver:

Dungca JT. Return time distributions of n-cylinders and infinitely long strings. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573.

Council of Science Editors:

Dungca JT. Return time distributions of n-cylinders and infinitely long strings. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/422266/rec/5573

University of Southern California

18. Zhong, Jie. Second order in time stochastic evolution equations and Wiener chaos approach.

Degree: PhD, Applied Mathematics, 2013, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731

► This thesis aims to study the well-posedness of second order in time stochastic evolution equations. ❧ Motivated by the well known stochastic parabolicity condition, a…
(more)

Subjects/Keywords: second order in time; stochastic evolution equations; Wiener chaos

Record Details Similar Records

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

APA (6^{th} Edition):

Zhong, J. (2013). Second order in time stochastic evolution equations and Wiener chaos approach. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731

Chicago Manual of Style (16^{th} Edition):

Zhong, Jie. “Second order in time stochastic evolution equations and Wiener chaos approach.” 2013. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731.

MLA Handbook (7^{th} Edition):

Zhong, Jie. “Second order in time stochastic evolution equations and Wiener chaos approach.” 2013. Web. 21 Feb 2019.

Vancouver:

Zhong J. Second order in time stochastic evolution equations and Wiener chaos approach. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731.

Council of Science Editors:

Zhong J. Second order in time stochastic evolution equations and Wiener chaos approach. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/243955/rec/5731

University of Southern California

19. Song, Mingpu. Generalized Taylor effect for main financial markets.

Degree: MS, Statistics, 2014, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979

► It has been tested that for financial time series, the autocorrelation does not exists for the returns themselves, while exist for the power transformation of…
(more)

Subjects/Keywords: financial time series; autocorrelation; GARCH model; Taylor effect

Record Details Similar Records

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

APA (6^{th} Edition):

Song, M. (2014). Generalized Taylor effect for main financial markets. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979

Chicago Manual of Style (16^{th} Edition):

Song, Mingpu. “Generalized Taylor effect for main financial markets.” 2014. Masters Thesis, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979.

MLA Handbook (7^{th} Edition):

Song, Mingpu. “Generalized Taylor effect for main financial markets.” 2014. Web. 21 Feb 2019.

Vancouver:

Song M. Generalized Taylor effect for main financial markets. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979.

Council of Science Editors:

Song M. Generalized Taylor effect for main financial markets. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/419973/rec/2979

University of Southern California

20. Kaligotla, Sivaditya. Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach.

Degree: PhD, Applied Mathematics, 2012, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977

► It has been known for a while that certain non-linear as well as bilinear stochastic partial differential equations driven by a singular noise must be…
(more)

Subjects/Keywords: stochastic; pde; spde; wiener chaos; wce; burgers equation; wick; kondratiev; generalized random elements

Record Details Similar Records

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

APA (6^{th} Edition):

Kaligotla, S. (2012). Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977

Chicago Manual of Style (16^{th} Edition):

Kaligotla, Sivaditya. “Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977.

MLA Handbook (7^{th} Edition):

Kaligotla, Sivaditya. “Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach.” 2012. Web. 21 Feb 2019.

Vancouver:

Kaligotla S. Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977.

Council of Science Editors:

Kaligotla S. Asymptotic problems in stochastic partial differential equations: a Wiener chaos approach. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/28303/rec/977

University of Southern California

21. Moers, Michael. Statistical inference of stochastic differential equations driven by Gaussian noise.

Degree: PhD, Applied Mathematics, 2012, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044

► The objective of this thesis is to study statistical inference of first and second order ordinary differential equations driven by continuous Gaussian noise under continous…
(more)

Subjects/Keywords: statistical inference; Volterra processes; maximum-likelihood estimation; fractional Brownian motion

Record Details Similar Records

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

APA (6^{th} Edition):

Moers, M. (2012). Statistical inference of stochastic differential equations driven by Gaussian noise. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044

Chicago Manual of Style (16^{th} Edition):

Moers, Michael. “Statistical inference of stochastic differential equations driven by Gaussian noise.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044.

MLA Handbook (7^{th} Edition):

Moers, Michael. “Statistical inference of stochastic differential equations driven by Gaussian noise.” 2012. Web. 21 Feb 2019.

Vancouver:

Moers M. Statistical inference of stochastic differential equations driven by Gaussian noise. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044.

Council of Science Editors:

Moers M. Statistical inference of stochastic differential equations driven by Gaussian noise. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/63399/rec/6044

University of Southern California

22. Xu, Shanshan. Non-parametric multivariate regression hypothesis testing.

Degree: PhD, Mathematics, 2012, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435

► We introduce three nonparametric multivariate methods for testing the elements of the regression matrix. We investigate the nite-sample performance, robustness and heteroscedasticity of these methods.…
(more)

Subjects/Keywords: non-parametric; multivariate; hypothesis testing

Record Details Similar Records

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

APA (6^{th} Edition):

Xu, S. (2012). Non-parametric multivariate regression hypothesis testing. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435

Chicago Manual of Style (16^{th} Edition):

Xu, Shanshan. “Non-parametric multivariate regression hypothesis testing.” 2012. Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435.

MLA Handbook (7^{th} Edition):

Xu, Shanshan. “Non-parametric multivariate regression hypothesis testing.” 2012. Web. 21 Feb 2019.

Vancouver:

Xu S. Non-parametric multivariate regression hypothesis testing. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435.

Council of Science Editors:

Xu S. Non-parametric multivariate regression hypothesis testing. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/118232/rec/4435

University of Southern California

23. Cialenco, Igor. Regularity of solutions and parameter estimation for SPDE's with space-time white noise.

Degree: PhD, Applied Mathematics, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482

► In this work we discuss two problems related to stochastic partial differential equations (SPDEs): analytical properties of solutions and parameter estimation for SPDE's.; We address…
(more)

Subjects/Keywords: stocahstic PDE; statistical inference for SPDE; model of forward rates; regularity of solutions; Holder continuity of solutions of SPDE; MLE of the drift term

Record Details Similar Records

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

APA (6^{th} Edition):

Cialenco, I. (n.d.). Regularity of solutions and parameter estimation for SPDE's with space-time white noise. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482

Note: this citation may be lacking information needed for this citation format:

No year of publication.

Chicago Manual of Style (16^{th} Edition):

Cialenco, Igor. “Regularity of solutions and parameter estimation for SPDE's with space-time white noise.” Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482.

Note: this citation may be lacking information needed for this citation format:

No year of publication.

MLA Handbook (7^{th} Edition):

Cialenco, Igor. “Regularity of solutions and parameter estimation for SPDE's with space-time white noise.” Web. 21 Feb 2019.

Note: this citation may be lacking information needed for this citation format:

No year of publication.

Vancouver:

Cialenco I. Regularity of solutions and parameter estimation for SPDE's with space-time white noise. [Internet] [Doctoral dissertation]. University of Southern California; [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482.

No year of publication.

Council of Science Editors:

Cialenco I. Regularity of solutions and parameter estimation for SPDE's with space-time white noise. [Doctoral Dissertation]. University of Southern California; Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/319649/rec/5482

No year of publication.

University of Southern California

24. Li, Xiufang. New results on pricing Asian options.

Degree: PhD, Applied Mathematics, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403

► An Asian option is a path-dependent option whose payoff depends on the average price of the underlying asset during the life of the option. Asian…
(more)

Subjects/Keywords: Asian Options; binomial tree method; combinatorial method

Record Details Similar Records

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

APA (6^{th} Edition):

Li, X. (n.d.). New results on pricing Asian options. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403

No year of publication.

Chicago Manual of Style (16^{th} Edition):

Li, Xiufang. “New results on pricing Asian options.” Doctoral Dissertation, University of Southern California. Accessed February 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403.

No year of publication.

MLA Handbook (7^{th} Edition):

Li, Xiufang. “New results on pricing Asian options.” Web. 21 Feb 2019.

No year of publication.

Vancouver:

Li X. New results on pricing Asian options. [Internet] [Doctoral dissertation]. University of Southern California; [cited 2019 Feb 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403.

No year of publication.

Council of Science Editors:

Li X. New results on pricing Asian options. [Doctoral Dissertation]. University of Southern California; Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/309399/rec/4403

No year of publication.