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Modeling and simulating interest rates via time-dependent mean reversionUnknown 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
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A nonparametric multiclass partitioning method for classificationGelfand, 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.
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Long term prediction of high altitude orbitsCollins, 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.
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Event compression using recursive least squares signal processingJanuary 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
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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.
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Multivariable predictive control development and application in food extrusion processesHong, 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.
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New recursive algorithms for training feedforward multilayer perceptronsOctavian, Stan 08 1900 (has links)
No description available.
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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.
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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).
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The RMT (Recursive multi-threaded) tool: A computer aided software engineeering tool for monitoring and predicting software development progressLin, Chungping 01 January 1998 (has links)
No description available.
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