Degree Level: Doctoral / Academic Unit: Industrial Engineering and Operations Research / Subject: Operations research and Finance | Search Results | Academic Commons

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1. Innovative derivative pricing and time series simulation techniques via machine and deep learning

: Fu, Weilong
: 2022
: Theses
: Operations researchMathematicsFinanceDerivative securities--Prices--Mathematical modelsDeep learning (Machine learning)Neural networks (Computer science)--Industrial applications

2. Variable Clustering Methods and Applications in Portfolio Selection

: Xu, Xiao
: 2021
: Theses
: Operations researchFinancePortfolio managementStocks--Rate of returnStandard and Poor's Corporation

3. Continuous-Time and Distributionally Robust Mean-Variance Models

: Chen, Lin
: 2020
: Theses
: Operations researchIndustrial engineeringFinance

4. Essays in information relaxations and scenario analysis for partially observable settings

: Ruiz Lacedelli, Octavio
: 2019
: Theses
: Operations researchFinanceMarkov processes

5. Price Dynamics & Trading Strategies in the Commodities Market

: Guo, Kevin
: 2018
: Theses
: Operations researchFinanceCommodity exchangesPricesExchange traded funds

6. Clearinghouse Default Resources: Theory and Empirical Analysis

: Cheng, Wan-Schwin Allen
: 2017
: Theses
: FinanceClearinghouses (Banking)Statistical decisionOperations research

7. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading

: Ward, Brian Michael
: 2017
: Theses
: Operations researchMathematicsFinanceFinancial engineering

8. Optimal Stopping and Switching Problems with Financial Applications

: Wang, Zheng
: 2016
: Theses
: Assets (Accounting)Mathematical optimizationOrnstein-Uhlenbeck processBrownian motion processesFinance--Mathematical modelsOperations researchFinance

9. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options

: Santoli, Marco
: 2015
: Theses
: FinanceOperations research

10. Optimal Multiple Stopping Approach to Mean Reversion Trading

: Li, Xin
: 2015
: Theses
: Operations researchFinance