Global ETD Search

41	Modeling and simulating interest rates via time-dependent mean reversion Unknown Date (has links) The purpose of this thesis is to compare the effectiveness of several interest rate models in fitting the true value of interest rates. Up until 1990, the universally accepted models were the equilibrium models, namely the Rendleman-Bartter model, the Vasicek model, and the Cox-Ingersoll-Ross (CIR) model. While these models were probably considered relatively accurate around the time of their discovery, they do not provide a good fit to the initial term structure of interest rates, making them substandard for use by traders in pricing interest rate options. The fourth model we consider is the Hull-White one-factor model, which does provide this fit. After calibrating, simulating, and comparing these four models, we find that the Hull-White model gives the best fit to our data sets. / Includes bibliography. / Thesis (M.S.)--Florida Atlantic University, 2014. / FAU Electronic Theses and Dissertations Collection Game theory Investment analysis Options (Finance) Recursive functions Stochastic differential equations
42	A nonparametric multiclass partitioning method for classification Gelfand, Saul B. (Saul Brian) January 1982 (has links) Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1982. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING / Includes bibliographical references. / by Saul Brian Gelfand. / M.S. Algorithms Bayesian statistical decision theory Recursive functions Mathematical analysis
43	Long term prediction of high altitude orbits Collins, Sean Kevin January 1981 (has links) Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Aeronautics and Astronautics, 1981. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND AERONAUTICS. / Includes bibliographical references. / by Sean Kevin Collins. / Ph.D. Aeronautics and Astronautics. Artificial satellites Orbits Recursive functions Perturbation (Astronomy) Three-body problem
44	Event compression using recursive least squares signal processing January 1980 (has links) Webster Pope Dove. / Originally published as thesis (Dept. of Electrical Engineering and Computer Science, M.S., 1980). / Bibliography: leaf 150. / National Science Foundation Grant ENG76-24117 National Science Foundation Grant ECS79-15226 TK7855.M41 R43 no.492 Signal processing Data compression (Telecommunication) Least squares Recursive functions
45	Multivariable predictive control development and application in food extrusion processes / Hong, Feng, January 1999 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 154-159). Also available on the Internet.
46	Multivariable predictive control development and application in food extrusion processes Hong, Feng, January 1999 (has links) Thesis (Ph. D.)--University of Missouri-Columbia, 1999. / Typescript. Vita. Includes bibliographical references (leaves 154-159). Also available on the Internet.
47	New recursive algorithms for training feedforward multilayer perceptrons Octavian, Stan 08 1900 (has links) No description available. Operations research Algorithms Recursive functions Perceptrons Error-correcting codes Neural networks (Computer science)
48	Recursive residuals and estimation for mixed models / Bani-Mustafa, Ahmed. January 2004 (has links) Thesis (Ph.D.) -- University of Western Sydney, 2004. / "A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy" Bibliography : leaves 171-186.
49	From mathematical constructivity to computer science Alan Turing, John von Neumann, and the origins of computer science in mathematical logic / Aspray, William F., January 1900 (has links) Thesis (Ph. D.)--University of Wisconsin--Madison, 1980. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 409-443).
50	The RMT (Recursive multi-threaded) tool: A computer aided software engineeering tool for monitoring and predicting software development progress Lin, Chungping 01 January 1998 (has links) No description available. Software engineering Recursive programming Computer programming Recursive functions -- Data processing Data Storage Systems

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