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University of Southern California

1. Zhuo, Jia. Probabilistic numerical methods for fully nonlinear PDEs and related topics.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237

► In this dissertation we will discuss three topics, starting with a monotone scheme for high dimensional fully nonlinear PDEs, which include the quasi‐linear PDE that…
(more)

Subjects/Keywords: probability; numerical methods; PDE; path‐dependent; BSDE

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APA (6^{th} Edition):

Zhuo, J. (2014). Probabilistic numerical methods for fully nonlinear PDEs and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237

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

Zhuo, Jia. “Probabilistic numerical methods for fully nonlinear PDEs and related topics.” 2014. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237.

MLA Handbook (7^{th} Edition):

Zhuo, Jia. “Probabilistic numerical methods for fully nonlinear PDEs and related topics.” 2014. Web. 21 Apr 2019.

Vancouver:

Zhuo J. Probabilistic numerical methods for fully nonlinear PDEs and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237.

Council of Science Editors:

Zhuo J. Probabilistic numerical methods for fully nonlinear PDEs and related topics. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/452880/rec/5237

University of Southern California

2. Wang, Xinyang. Dynamic equilibrium model for limit order book and optimal execution problem.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120

► In this dissertation we study the optimal execution problem on an order driven market under our equilibrium model for the limit order book (LOB). In…
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Subjects/Keywords: limit order book; liquidity risk; optimal execution

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APA (6^{th} Edition):

Wang, X. (2011). Dynamic equilibrium model for limit order book and optimal execution problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120

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

Wang, Xinyang. “Dynamic equilibrium model for limit order book and optimal execution problem.” 2011. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120.

MLA Handbook (7^{th} Edition):

Wang, Xinyang. “Dynamic equilibrium model for limit order book and optimal execution problem.” 2011. Web. 21 Apr 2019.

Vancouver:

Wang X. Dynamic equilibrium model for limit order book and optimal execution problem. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120.

Council of Science Editors:

Wang X. Dynamic equilibrium model for limit order book and optimal execution problem. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/624666/rec/2120

University of Southern California

3. Li, Jing. The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences.

Degree: MS, Statistics, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368

► Phylogenetic tree reconstruction is important for the understanding of the evolutionary history of sequences. Traditionally, it requires construction of a multiple sequence alignment (MSA) from…
(more)

Subjects/Keywords: alignment-free; k-tuple; phylogenetic tree

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APA (6^{th} Edition):

Li, J. (2011). The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368

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

Li, Jing. “The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences.” 2011. Masters Thesis, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368.

MLA Handbook (7^{th} Edition):

Li, Jing. “The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences.” 2011. Web. 21 Apr 2019.

Vancouver:

Li J. The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences. [Internet] [Masters thesis]. University of Southern California; 2011. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368.

Council of Science Editors:

Li J. The use of alignment-free statistics for the evolutionary study of study of 5' cis-regulatory sequences. [Masters Thesis]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/660674/rec/7368

University of Southern California

4. Xia, Li Charlie. Efficient statistical significance approximation for local association analysis of high-throughput time series data.

Degree: MS, Statistics, 2012, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249

► Local association analysis, such as local similarity analysis and local shape analysis, of biological time series data helps elucidate the varying dynamics of biological systems.…
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Subjects/Keywords: high-throughput data; local association; local shape analysis; local similarity analysis; microbial community; time-series data

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APA (6^{th} Edition):

Xia, L. C. (2012). Efficient statistical significance approximation for local association analysis of high-throughput time series data. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249

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

Xia, Li Charlie. “Efficient statistical significance approximation for local association analysis of high-throughput time series data.” 2012. Masters Thesis, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249.

MLA Handbook (7^{th} Edition):

Xia, Li Charlie. “Efficient statistical significance approximation for local association analysis of high-throughput time series data.” 2012. Web. 21 Apr 2019.

Vancouver:

Xia LC. Efficient statistical significance approximation for local association analysis of high-throughput time series data. [Internet] [Masters thesis]. University of Southern California; 2012. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249.

Council of Science Editors:

Xia LC. Efficient statistical significance approximation for local association analysis of high-throughput time series data. [Masters Thesis]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/87579/rec/2249

University of Southern California

5. Wang, Qixin. Genetic analysis of differentiation of T-helper lymphocytes.

Degree: MS, Statistics, 2013, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989

► In the human immune system, T-helper cells are able to differentiate into two lymphocyte subsets: Th1 and Th2. The intracellular signaling pathways of differentiation form…
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Subjects/Keywords: genetic analysis; system dynamics model; Th1-Th2; equilibrium point

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APA (6^{th} Edition):

Wang, Q. (2013). Genetic analysis of differentiation of T-helper lymphocytes. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989

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

Wang, Qixin. “Genetic analysis of differentiation of T-helper lymphocytes.” 2013. Masters Thesis, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989.

MLA Handbook (7^{th} Edition):

Wang, Qixin. “Genetic analysis of differentiation of T-helper lymphocytes.” 2013. Web. 21 Apr 2019.

Vancouver:

Wang Q. Genetic analysis of differentiation of T-helper lymphocytes. [Internet] [Masters thesis]. University of Southern California; 2013. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989.

Council of Science Editors:

Wang Q. Genetic analysis of differentiation of T-helper lymphocytes. [Masters Thesis]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/240805/rec/2989

University of Southern California

6. Ekren, Ibrahim. Path dependent partial differential equations and related topics.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948

► The aim of this thesis is to extend the viscosity solutions theory of partial differential equations to the space of continuous paths. It is well‐known…
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Subjects/Keywords: backward SDE; nonlinear expectation; viscosity solutions

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APA (6^{th} Edition):

Ekren, I. (2014). Path dependent partial differential equations and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948

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

Ekren, Ibrahim. “Path dependent partial differential equations and related topics.” 2014. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948.

MLA Handbook (7^{th} Edition):

Ekren, Ibrahim. “Path dependent partial differential equations and related topics.” 2014. Web. 21 Apr 2019.

Vancouver:

Ekren I. Path dependent partial differential equations and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948.

Council of Science Editors:

Ekren I. Path dependent partial differential equations and related topics. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/431239/rec/4948

University of Southern California

7. Wang, Huanhuan. Defaultable asset management with incomplete information.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807

► We consider a market where asset prices could be affected by multiple defaults along with possible factors including frailty. The aim of an investor is…
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Subjects/Keywords: BSDE; density; filtering; intensity; utility maximization; Zakai equation

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APA (6^{th} Edition):

Wang, H. (2013). Defaultable asset management with incomplete information. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807

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

Wang, Huanhuan. “Defaultable asset management with incomplete information.” 2013. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807.

MLA Handbook (7^{th} Edition):

Wang, Huanhuan. “Defaultable asset management with incomplete information.” 2013. Web. 21 Apr 2019.

Vancouver:

Wang H. Defaultable asset management with incomplete information. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807.

Council of Science Editors:

Wang H. Defaultable asset management with incomplete information. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/131096/rec/1807

University of Southern California

8. Wang, Li. Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing.

Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115

► Nanomanufacturing is currently a major bottleneck that hinders the transformation of nanotechnology from laboratory to industrial applications. Due to both limited process understanding and control,…
(more)

Subjects/Keywords: statistical modeling; nano; Bayesian hierarchical model

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APA (6^{th} Edition):

Wang, L. (2013). Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115

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

Wang, Li. “Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing.” 2013. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115.

MLA Handbook (7^{th} Edition):

Wang, Li. “Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing.” 2013. Web. 21 Apr 2019.

Vancouver:

Wang L. Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115.

Council of Science Editors:

Wang L. Modeling and analysis of nanostructure growth process kinetics and variations for scalable nanomanufacturing. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/347602/rec/4115

University of Southern California

9. 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…
(more)

Subjects/Keywords: simple Euler scheme; jump-adapted Euler scheme; stable-Lévy processes

Record Details Similar Records

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

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 April 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 Apr 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 Apr 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

10. 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…
(more)

Subjects/Keywords: conditionally Gaussian; multi-channel; generalized Kalman-Bucy filter

Record Details Similar Records

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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 April 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 Apr 2019.

Vancouver:

Xu L. Linear filtering and estimation in conditionally Gaussian multi-channel models. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Apr 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

11. Aydilek, Harun. Optimal decisions under recursive utility.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593

► Recursive utility functions control the investors relative risk aversion (RRA) and elasticity of intertemporal substitution (EIS) by different parameters. They are generalization of expected utility…
(more)

Subjects/Keywords: recursive utility; welfare loss

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

APA (6^{th} Edition):

Aydilek, H. (2010). Optimal decisions under recursive utility. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593

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

Aydilek, Harun. “Optimal decisions under recursive utility.” 2010. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593.

MLA Handbook (7^{th} Edition):

Aydilek, Harun. “Optimal decisions under recursive utility.” 2010. Web. 21 Apr 2019.

Vancouver:

Aydilek H. Optimal decisions under recursive utility. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593.

Council of Science Editors:

Aydilek H. Optimal decisions under recursive utility. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/80420/rec/4593

University of Southern California

12. Wu, Hao. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171

► In modern financial world, it is one of the most challenging problems to valuate American-style options. Finite difference methods could be used only if the…
(more)

Subjects/Keywords: least‐squares Monte Carlo (LSM); basis functions; American options; European options

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

APA (6^{th} Edition):

Wu, H. (2014). Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171

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

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Masters Thesis, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171.

MLA Handbook (7^{th} Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Web. 21 Apr 2019.

Vancouver:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171.

Council of Science Editors:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2171

University of Southern California

13. Yun, Youngyun. Modeling default dependency and its application to finance and actuarial science.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125

► This thesis studies the modeling of default dependency in the reduced-form model and its application to both finance and actuarial science. Default dependency concerns about…
(more)

Subjects/Keywords: correlated defaults; reduced-form model; change of measure; martingale; dependent mortality; indifference pricing

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APA (6^{th} Edition):

Yun, Y. (2011). Modeling default dependency and its application to finance and actuarial science. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125

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

Yun, Youngyun. “Modeling default dependency and its application to finance and actuarial science.” 2011. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125.

MLA Handbook (7^{th} Edition):

Yun, Youngyun. “Modeling default dependency and its application to finance and actuarial science.” 2011. Web. 21 Apr 2019.

Vancouver:

Yun Y. Modeling default dependency and its application to finance and actuarial science. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125.

Council of Science Editors:

Yun Y. Modeling default dependency and its application to finance and actuarial science. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/621437/rec/4125

University of Southern California

14. Shi, Yemin. Penalized portfolio optimization.

Degree: MS, Mathematics, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962

► Penalization or regularization is an important integration to the traditional regression method to improve prediction accuracy, speed and adaptability for various problems. Lasso type L1-regularization…
(more)

Subjects/Keywords: coordinate descent; penalized optimization; L1-penalty; LASSO; regularized regression; portfolio optimization; asset management; feature selection; LARS

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

APA (6^{th} Edition):

Shi, Y. (2011). Penalized portfolio optimization. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962

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

Shi, Yemin. “Penalized portfolio optimization.” 2011. Masters Thesis, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962.

MLA Handbook (7^{th} Edition):

Shi, Yemin. “Penalized portfolio optimization.” 2011. Web. 21 Apr 2019.

Vancouver:

Shi Y. Penalized portfolio optimization. [Internet] [Masters thesis]. University of Southern California; 2011. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962.

Council of Science Editors:

Shi Y. Penalized portfolio optimization. [Masters Thesis]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/456828/rec/4962

University of Southern California

15. Zheng, Zemin. Feature selection in high-dimensional modeling with thresholded regression.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785

► This dissertation addresses two challenging problems with respect to feature selection in the high-dimensional setting, where the number of covariates can be larger than the…
(more)

Subjects/Keywords: prediction and variable selection; high dimensionality; hard-thresholding; global optimality; thresholded regression; shrinkage effect; latent confounding factors; principal components; model selection

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APA (6^{th} Edition):

Zheng, Z. (2015). Feature selection in high-dimensional modeling with thresholded regression. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785

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

Zheng, Zemin. “Feature selection in high-dimensional modeling with thresholded regression.” 2015. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785.

MLA Handbook (7^{th} Edition):

Zheng, Zemin. “Feature selection in high-dimensional modeling with thresholded regression.” 2015. Web. 21 Apr 2019.

Vancouver:

Zheng Z. Feature selection in high-dimensional modeling with thresholded regression. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785.

Council of Science Editors:

Zheng Z. Feature selection in high-dimensional modeling with thresholded regression. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/544029/rec/2785

University of Southern California

16. Goncalves-Pinto, Luis. Essays on delegated asset management in illiquid markets.

Degree: PhD, Business Administration, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448

► This dissertation consists of three chapters of interrelated work in which I investigate the implications of money management incentives to delegated asset allocation and to…
(more)

Subjects/Keywords: portfolio delegation

Record Details Similar Records

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APA (6^{th} Edition):

Goncalves-Pinto, L. (2011). Essays on delegated asset management in illiquid markets. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448

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

Goncalves-Pinto, Luis. “Essays on delegated asset management in illiquid markets.” 2011. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448.

MLA Handbook (7^{th} Edition):

Goncalves-Pinto, Luis. “Essays on delegated asset management in illiquid markets.” 2011. Web. 21 Apr 2019.

Vancouver:

Goncalves-Pinto L. Essays on delegated asset management in illiquid markets. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448.

Council of Science Editors:

Goncalves-Pinto L. Essays on delegated asset management in illiquid markets. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/445249/rec/2448

University of Southern California

17. Keller, Christian. Pathwise stochastic analysis and related topics.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954

► In this dissertation, problems from stochastic analysis on path space are investigated. The dissertation consists of three major parts. The first two parts deal with…
(more)

Subjects/Keywords: path-dependent PDEs; path-dependent integro-differential equations; backward SDEs; backward SDEs with jumps; functional Ito formula; viscosity solutions; comparison principle; Skorohod topologies; martingale problems; rough paths; functional Ito calculus; path derivatives; Ito-Ventzell formula; rough differential equations; rough PDEs; stochastic PDEs; characteristics

Record Details Similar Records

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

APA (6^{th} Edition):

Keller, C. (2015). Pathwise stochastic analysis and related topics. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954

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

Keller, Christian. “Pathwise stochastic analysis and related topics.” 2015. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954.

MLA Handbook (7^{th} Edition):

Keller, Christian. “Pathwise stochastic analysis and related topics.” 2015. Web. 21 Apr 2019.

Vancouver:

Keller C. Pathwise stochastic analysis and related topics. [Internet] [Doctoral dissertation]. University of Southern California; 2015. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954.

Council of Science Editors:

Keller C. Pathwise stochastic analysis and related topics. [Doctoral Dissertation]. University of Southern California; 2015. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/591043/rec/4954

University of Southern California

18. Du, Jie. On non-zero-sum stochastic game problems with stopping times.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520

► This dissertation consists of three parts. We first study the continuous time non-zero-sum Dynkin game which is a multi-player non-cooperative game on stopping times. We…
(more)

Subjects/Keywords: Dynkin game; non-zero-sum game; principal-agent problem; stopping time; time inconsistency

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

APA (6^{th} Edition):

Du, J. (2012). On non-zero-sum stochastic game problems with stopping times. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520

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

Du, Jie. “On non-zero-sum stochastic game problems with stopping times.” 2012. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520.

MLA Handbook (7^{th} Edition):

Du, Jie. “On non-zero-sum stochastic game problems with stopping times.” 2012. Web. 21 Apr 2019.

Vancouver:

Du J. On non-zero-sum stochastic game problems with stopping times. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520.

Council of Science Editors:

Du J. On non-zero-sum stochastic game problems with stopping times. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/55813/rec/4520

University of Southern California

19. Chen, Jianfu. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

► In this dissertation, we propose a regime switch term structure model built as forward-backward stochastic differential equations. We first generalize the model and study the…
(more)

Subjects/Keywords: discontinuous coefficient; regime switching; stochastic differential equations

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

APA (6^{th} Edition):

Chen, J. (2011). Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

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

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

MLA Handbook (7^{th} Edition):

Chen, Jianfu. “Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model.” 2011. Web. 21 Apr 2019.

Vancouver:

Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876.

Council of Science Editors:

Chen J. Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/444005/rec/2876

University of Southern California

20. Wang, Xin. Nonlinear expectations for continuous time model with jumps and applications.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443

► In this thesis, we study a special type of nonlinear expectation, the so-called G-expectation. We develop a representation theorem for the G-expectation defined on the…
(more)

Subjects/Keywords: nonlinear expectation; G-expectation; model uncertainty; ruin problem

Record Details Similar Records

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

APA (6^{th} Edition):

Wang, X. (2013). Nonlinear expectations for continuous time model with jumps and applications. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443

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

Wang, Xin. “Nonlinear expectations for continuous time model with jumps and applications.” 2013. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443.

MLA Handbook (7^{th} Edition):

Wang, Xin. “Nonlinear expectations for continuous time model with jumps and applications.” 2013. Web. 21 Apr 2019.

Vancouver:

Wang X. Nonlinear expectations for continuous time model with jumps and applications. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443.

Council of Science Editors:

Wang X. Nonlinear expectations for continuous time model with jumps and applications. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/249570/rec/4443

University of Southern California

21. 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 April 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 Apr 2019.

Vancouver:

Song Q. Optimal and exact control of evolution equations. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Apr 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

22. Wu, Teng. A stochastic employment problem.

Degree: PhD, Industrial and Systems Engineering, 2013, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

► This dissertation studied a Stochastic Assignment Problem, called “A Stochastic Employment Problem(SEP)”. There are n boxes having quota S =(S₁...Sn), that is box i needs…
(more)

Subjects/Keywords: stochastic; assignment problem; sequential decision process; dynamic programming; simulation; optimization; applied probability modeling; stochastic dominance

Record Details Similar Records

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

APA (6^{th} Edition):

Wu, T. (2013). A stochastic employment problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

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

Wu, Teng. “A stochastic employment problem.” 2013. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.

MLA Handbook (7^{th} Edition):

Wu, Teng. “A stochastic employment problem.” 2013. Web. 21 Apr 2019.

Vancouver:

Wu T. A stochastic employment problem. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370.

Council of Science Editors:

Wu T. A stochastic employment problem. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/245624/rec/370

University of Southern California

23. Pham, Triet M. Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985

► In this dissertation, we study three topics under a common theme: nonlinear expectation related to zero-sum stochastic differential games. To develop this nonlinear expectation, we…
(more)

Subjects/Keywords: nonlinear expectations; G expectation; zero-sum games; stochastic differential games; path dependent partial differential equations; Bellman-Isaacs equations

Record Details Similar Records

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

APA (6^{th} Edition):

Pham, T. M. (2013). Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985

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

Pham, Triet M. “Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales.” 2013. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985.

MLA Handbook (7^{th} Edition):

Pham, Triet M. “Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales.” 2013. Web. 21 Apr 2019.

Vancouver:

Pham TM. Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales. [Internet] [Doctoral dissertation]. University of Southern California; 2013. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985.

Council of Science Editors:

Pham TM. Zero-sum stochastic differential games in weak formulation and related norms for semi-martingales. [Doctoral Dissertation]. University of Southern California; 2013. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/230895/rec/7985

University of Southern California

24. Ding, Letian. Entanglement in quantum critical and topological phases.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386

► In this dissertation, we studied quantum entanglement in the context of many-body physics. Based on quasi-free bipartite fermionic models, we were able to study the…
(more)

Subjects/Keywords: entanglement entropy; entanglement spectrum; quantum criticality; quantum entanglement; topological phases

Record Details Similar Records

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APA (6^{th} Edition):

Ding, L. (2010). Entanglement in quantum critical and topological phases. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386

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

Ding, Letian. “Entanglement in quantum critical and topological phases.” 2010. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386.

MLA Handbook (7^{th} Edition):

Ding, Letian. “Entanglement in quantum critical and topological phases.” 2010. Web. 21 Apr 2019.

Vancouver:

Ding L. Entanglement in quantum critical and topological phases. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386.

Council of Science Editors:

Ding L. Entanglement in quantum critical and topological phases. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/348937/rec/2386

University of Southern California

25. 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 (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 April 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 Apr 2019.

Vancouver:

Song M. Generalized Taylor effect for main financial markets. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2019 Apr 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

26. Zhang, Changyong. Numerical weak approximation of stochastic differential equations driven by Levy processes.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484

► Levy processes are the simplest generic class of processes having a.s. continuous paths interspersed with jumps of arbitrary sizes occurring at random times, which makes…
(more)

Subjects/Keywords: weak Euler approximation; rate of convergence; stochastic differential equations; Levy processes; Nondegenerate; Holder continuity

Record Details Similar Records

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

APA (6^{th} Edition):

Zhang, C. (2010). Numerical weak approximation of stochastic differential equations driven by Levy processes. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484

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

Zhang, Changyong. “Numerical weak approximation of stochastic differential equations driven by Levy processes.” 2010. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484.

MLA Handbook (7^{th} Edition):

Zhang, Changyong. “Numerical weak approximation of stochastic differential equations driven by Levy processes.” 2010. Web. 21 Apr 2019.

Vancouver:

Zhang C. Numerical weak approximation of stochastic differential equations driven by Levy processes. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484.

Council of Science Editors:

Zhang C. Numerical weak approximation of stochastic differential equations driven by Levy processes. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/412382/rec/4484

University of Southern California

27. Zhang, Liye. A compact numerical approximate solution for Friedel-Anderson and Kondo problem.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107

► A Friedel Artificially Inserted Resonance (FAIR) state is introduced to approximate the ground state of the Friedel-Anderson and Kondo problem. The ground state of the…
(more)

Subjects/Keywords: Friedel-Anderson; Kondo problem; multi-channel Kondo impurity; Kondo energy; FAIR method; Friedel artificially inserted resonance method; mean field method; magnetic state; singlet state; triplet state; magnetic anisotropy

Record Details Similar Records

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

APA (6^{th} Edition):

Zhang, L. (2010). A compact numerical approximate solution for Friedel-Anderson and Kondo problem. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107

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

Zhang, Liye. “A compact numerical approximate solution for Friedel-Anderson and Kondo problem.” 2010. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107.

MLA Handbook (7^{th} Edition):

Zhang, Liye. “A compact numerical approximate solution for Friedel-Anderson and Kondo problem.” 2010. Web. 21 Apr 2019.

Vancouver:

Zhang L. A compact numerical approximate solution for Friedel-Anderson and Kondo problem. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107.

Council of Science Editors:

Zhang L. A compact numerical approximate solution for Friedel-Anderson and Kondo problem. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/350062/rec/107

University of Southern California

28. Zhang, Wen. Properties of magnetic nanostructures.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281

► The study of magnetic nanoparticles has been evolving into a rich and rapidly growing research area during the last two decades, featuring many novel phenomena…
(more)

Subjects/Keywords: anisotropy; fast multipole method; hysteresis; magnetization reversal; nanomagnet; phase diagram; switching

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APA (6^{th} Edition):

Zhang, W. (2010). Properties of magnetic nanostructures. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281

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

Zhang, Wen. “Properties of magnetic nanostructures.” 2010. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281.

MLA Handbook (7^{th} Edition):

Zhang, Wen. “Properties of magnetic nanostructures.” 2010. Web. 21 Apr 2019.

Vancouver:

Zhang W. Properties of magnetic nanostructures. [Internet] [Doctoral dissertation]. University of Southern California; 2010. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281.

Council of Science Editors:

Zhang W. Properties of magnetic nanostructures. [Doctoral Dissertation]. University of Southern California; 2010. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/351604/rec/5281

University of Southern California

29. Tao, Yaqi. Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method.

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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820

► A compact solution consisting of 4-8 Slater states (FAIR solution) is introduced to treat the Friedel Anderson and Kondo impurity problem. The ground state energy…
(more)

Subjects/Keywords: Friedel oscillations; Friedel-Anderson impurity; FAIR; finite size; Kondo; Kondo cloud

Record Details Similar Records

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

APA (6^{th} Edition):

Tao, Y. (2012). Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820

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

Tao, Yaqi. “Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method.” 2012. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820.

MLA Handbook (7^{th} Edition):

Tao, Yaqi. “Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method.” 2012. Web. 21 Apr 2019.

Vancouver:

Tao Y. Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method. [Internet] [Doctoral dissertation]. University of Southern California; 2012. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820.

Council of Science Editors:

Tao Y. Finite size effect and Friedel oscillations for a Friedel-Anderson impurity by FAIR method. [Doctoral Dissertation]. University of Southern California; 2012. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/112869/rec/2820

University of Southern California

30. Zhou, Yuegang. Credit risk of a leveraged firm in a controlled optimal stopping framework.

Degree: PhD, Applied Mathematics, 2008, University of Southern California

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697

► This is an investigation of how a firm allocates capital into multiple investment opportunities. This framework analyzes the firm-owners' behavior as one of the factors…
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Subjects/Keywords: credit risk; optimal strategy; optimal stopping time; endogenous bankruptcy

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

APA (6^{th} Edition):

Zhou, Y. (2008). Credit risk of a leveraged firm in a controlled optimal stopping framework. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697

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

Zhou, Yuegang. “Credit risk of a leveraged firm in a controlled optimal stopping framework.” 2008. Doctoral Dissertation, University of Southern California. Accessed April 21, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697.

MLA Handbook (7^{th} Edition):

Zhou, Yuegang. “Credit risk of a leveraged firm in a controlled optimal stopping framework.” 2008. Web. 21 Apr 2019.

Vancouver:

Zhou Y. Credit risk of a leveraged firm in a controlled optimal stopping framework. [Internet] [Doctoral dissertation]. University of Southern California; 2008. [cited 2019 Apr 21]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697.

Council of Science Editors:

Zhou Y. Credit risk of a leveraged firm in a controlled optimal stopping framework. [Doctoral Dissertation]. University of Southern California; 2008. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/69390/rec/1697