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You searched for +publisher:"University of Tennessee – Knoxville" +contributor:("Vasileios Maroulas"). Showing records 1 – 3 of 3 total matches.

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University of Tennessee – Knoxville

1. Collins, John Parnell. Comparison of Methods for Estimating Stochastic Volatility.

Degree: MS, Mathematics, 2013, University of Tennessee – Knoxville

Understanding the ever changing stock market has long been of interest to both academic and financial institutions. The early attempts to model the dynamics treated the volatility or sensitivity of the price change to random effects as constant. However, in matching the model to real data it was realized that the volatility was actually a random variable, and thus began efforts to determine methods for estimating the stochastic volatility from experimental data. In this thesis, we develop and compare three different computational statistical filtering methods for estimating the volatility: The Kalman Filter, the Gibbs Sampler, and the Particle Filter. These methods are applied to a discrete time version of the log-volatility dynamic model and the results are compared based on their performance on synthetic data sets, where dynamics are nonlinear. All the methods struggled to provide accurate estimates, but in comparison, the Gibbs Sampler provided the most accurate estimates, with Particle Filtering providing the least accurate results. Therefore, further investigation on the topic should take place. Advisors/Committee Members: Vasileios Maroulas, Jan Rosinski, Fernando Schwartz.

Subjects/Keywords: Particle Filter; Gibbs Sampling; Kalman Filter; Other Applied Mathematics

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

APA (6th Edition):

Collins, J. P. (2013). Comparison of Methods for Estimating Stochastic Volatility. (Thesis). University of Tennessee – Knoxville. Retrieved from https://trace.tennessee.edu/utk_gradthes/2403

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Collins, John Parnell. “Comparison of Methods for Estimating Stochastic Volatility.” 2013. Thesis, University of Tennessee – Knoxville. Accessed March 25, 2019. https://trace.tennessee.edu/utk_gradthes/2403.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Collins, John Parnell. “Comparison of Methods for Estimating Stochastic Volatility.” 2013. Web. 25 Mar 2019.

Vancouver:

Collins JP. Comparison of Methods for Estimating Stochastic Volatility. [Internet] [Thesis]. University of Tennessee – Knoxville; 2013. [cited 2019 Mar 25]. Available from: https://trace.tennessee.edu/utk_gradthes/2403.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Collins JP. Comparison of Methods for Estimating Stochastic Volatility. [Thesis]. University of Tennessee – Knoxville; 2013. Available from: https://trace.tennessee.edu/utk_gradthes/2403

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Tennessee – Knoxville

2. Shen, Yang. On Decision Making: Bayesian And Stochastic Optimization Approaches.

Degree: MS, Mathematics, 2012, University of Tennessee – Knoxville

Decision analysis provides a framework for searching an optimal solution under uncertainties and potential risks. This thesis focuses on two problems arising in transportation engineering and computer sciences, respectively. First, it is considered a centralized controller which imposes actions on a number of interacting subsystems. Employing an appropriate Markov Decision Process framework, we establish that the Pareto optimal solution of each subsystem will be optimal for the entire system. Synthetic data have been taken into account for verifying this claim. Next, we focus on a supercomputing problem utilizing a hierarchical Bayesian model. We estimate an optimal solution in order to minimize the queuing time. The estimates are propagated via a Gibbs sampling and a Metropolis-type algorithm. Advisors/Committee Members: Vasileios Maroulas, Andreas Malikopoulos, Mary Sue Younger.

Subjects/Keywords: Stochastic Optimization; Markov Decision Process; Pareto Optimal; Bayesian Hierarchical Approach; Simulation; Other Mathematics

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

APA (6th Edition):

Shen, Y. (2012). On Decision Making: Bayesian And Stochastic Optimization Approaches. (Thesis). University of Tennessee – Knoxville. Retrieved from https://trace.tennessee.edu/utk_gradthes/1405

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shen, Yang. “On Decision Making: Bayesian And Stochastic Optimization Approaches.” 2012. Thesis, University of Tennessee – Knoxville. Accessed March 25, 2019. https://trace.tennessee.edu/utk_gradthes/1405.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shen, Yang. “On Decision Making: Bayesian And Stochastic Optimization Approaches.” 2012. Web. 25 Mar 2019.

Vancouver:

Shen Y. On Decision Making: Bayesian And Stochastic Optimization Approaches. [Internet] [Thesis]. University of Tennessee – Knoxville; 2012. [cited 2019 Mar 25]. Available from: https://trace.tennessee.edu/utk_gradthes/1405.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shen Y. On Decision Making: Bayesian And Stochastic Optimization Approaches. [Thesis]. University of Tennessee – Knoxville; 2012. Available from: https://trace.tennessee.edu/utk_gradthes/1405

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Tennessee – Knoxville

3. Diambra, Nathan Joel. Using Topological Clustering to Identify Emerging Positions and Strategies in NCAA Men’s Basketball.

Degree: MS, Recreation and Sport Management, 2018, University of Tennessee – Knoxville

College basketball represents a rich context in which human resources are critical. Team success depends upon numerous factors, including talent acquisition and development. In the NCAA, teams are restricted on the number of players allowed on a roster. Consequently, coaches must make difficult decisions about which players to recruit, often attempting to match specific players with strategic styles of play.There are five traditional positions in basketball—point guard, shooting guard, small forward, power forward, and center. These positions are often defined by a player’s physical qualities (i.e., height and weight). As the game of basketball has evolved, however, new positions (e.g., point-forward or stretch 4) have emerged. Consequently, coaches have begun to adopt new strategies. This study examines how coaches must utilize resources more effectively by embracing emerging positionality to maximize strategic advantage. This research asks the question “What positions are NCAA Division I men’s basketball teams using in the 2016-2017 season based on performance metrics?”Performance metrics were used to identify positions to avoid any preconceived notions of what positions a player might be. The basic box score statistics Field Goal Percentage, Three Point Field Goal Percentage, Free Throw Percentage, Points per Minute, Total Rebounds per Minute, Assists per Minute, Turnovers per Minute, Steals per Minute, and Blocks per Minute were used in this research. Topological mapping was used to identify clusters in this data. Topological mapping was effective for two reasons. First, topological mapping clustered data points based on data similarities, allowing the researcher to identify statistical averages for each cluster. Second, topological mapping simplified data points that were affected by many different variables.Eight positions were identified in this research from the NCAA Division I men’s basketball 2016-2017 season. The Bench Warmer, Role Player, Rebounding Shot Blocker, Ball Handling Defender, Three Point Scoring Ball Handler, Three Point Scoring Rebounder, Close Range Dominator, and Point Producer each showed performance metrics that separated themselves from the other positions. This research can be used to assist coaches in better understanding the styles of play and positions being used in college basketball today. Advisors/Committee Members: Jeffrey A. Graham, Adam Love, Sylvia A. Trendafilova, Vasileios Maroulas.

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

APA (6th Edition):

Diambra, N. J. (2018). Using Topological Clustering to Identify Emerging Positions and Strategies in NCAA Men’s Basketball. (Thesis). University of Tennessee – Knoxville. Retrieved from https://trace.tennessee.edu/utk_gradthes/5084

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Diambra, Nathan Joel. “Using Topological Clustering to Identify Emerging Positions and Strategies in NCAA Men’s Basketball.” 2018. Thesis, University of Tennessee – Knoxville. Accessed March 25, 2019. https://trace.tennessee.edu/utk_gradthes/5084.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Diambra, Nathan Joel. “Using Topological Clustering to Identify Emerging Positions and Strategies in NCAA Men’s Basketball.” 2018. Web. 25 Mar 2019.

Vancouver:

Diambra NJ. Using Topological Clustering to Identify Emerging Positions and Strategies in NCAA Men’s Basketball. [Internet] [Thesis]. University of Tennessee – Knoxville; 2018. [cited 2019 Mar 25]. Available from: https://trace.tennessee.edu/utk_gradthes/5084.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Diambra NJ. Using Topological Clustering to Identify Emerging Positions and Strategies in NCAA Men’s Basketball. [Thesis]. University of Tennessee – Knoxville; 2018. Available from: https://trace.tennessee.edu/utk_gradthes/5084

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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