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Makariou, Despoina (2022) Development and application of statistical learning methods in insurance and finance. PhD thesis, London School of Economics and Political Science.

Vamvourellis, Konstantinos (2021) Bayesian inference methods for latent variable modelling. PhD thesis, London School of Economics and Political Science.

Fellmann, Reinhard (2021) Essays in tail risk and asset pricing in credit markets. PhD thesis, London School of Economics and Political Science.

Blaser, Rico (2021) Random rotations in machine learning. PhD thesis, London School of Economics and Political Science.

Chen, Cheng (2021) Autocovariance-based statistical inference for high-dimensional function/scalar time series. PhD thesis, London School of Economics and Political Science.

Pignatelli di Cerchiara, Alice (2021) Pricing financial and insurance products in the multivariate setting. PhD thesis, London School of Economics and Political Science.

Dang, Viet (2021) Infinite horizon stochastic differential utility of Epstein-Zin type. PhD thesis, London School of Economics and Political Science.

Pedraza Ramírez, José Manuel (2021) Optimal prediction problems and the last zero of spectrally negative Lévy processes. PhD thesis, London School of Economics and Political Science.

Zhang, Junyi (2021) Parisian times, Bessel processes and Poisson-Dirichlet random variables. PhD thesis, London School of Economics and Political Science.

Yuen, Lok Ting (2021) High-dimensional variable selection and time series classification and forecasting with potential change-points. PhD thesis, London School of Economics and Political Science.

Tsimbalyuk, Alexandra (2020) Efficient estimation of present-value distributions for long-dated contracts and functionals in the multivariate case. PhD thesis, London School of Economics and Political Science.

Zhu, Xiaolin (2020) Excursion theory and local times for Bessel and Brownian diffusions: with applications to credit risk. PhD thesis, London School of Economics and Political Science.

Maeng, Hyeyoung (2019) Adaptive multiscale approaches to regression and trend segmentation. PhD thesis, London School of Economics and Political Science.

Qu, Yan (2019) Simulations on Lévy subordinators and Lévy driven contagion models. PhD thesis, London School of Economics and Political Science.

Vichos, Georgios (2019) Essays on mathematical finance. PhD thesis, London School of Economics and Political Science.

Li, Luting (2019) First passage times of diffusion processes and their applications to finance. PhD thesis, London School of Economics and Political Science.

Zabaljauregui, Diego (2019) Optimal market making under partial information and numerical methods for impulse control games with applications. PhD thesis, London School of Economics and Political Science.

Qian, Cheng (2018) Spatial modelling and volatility matrix estimation in high dimension statistics with financial applications. PhD thesis, London School of Economics and Political Science.

Feng, Huang (2018) Eigenvalue-regularized covariance matrix estimators for high-dimensional data. PhD thesis, London School of Economics and Political Science.

Jamil, Haziq Md. (2018) Regression modelling using priors depending on Fisher information covariance kernels (I-priors). PhD thesis, London School of Economics and Political Science.

Zhu, Yajing (2018) Multilevel structural equation models for the interrelationships between multiple dimensions of childhood socioeconomic circumstances, partnership stability and midlife health. PhD thesis, London School of Economics and Political Science.

Ho, Tak Yui (2018) On the running maximum of brownian motion and associated lookback options. PhD thesis, London School of Economics and Political Science.

Sienkiewicz, Ewelina (2017) Predictability and the decay of information in mathematical and physical systems. PhD thesis, London School of Economics and Political Science.

Liu, Shiju (2017) Excursions of risk processes with inverse gaussian processes and their applications in insurance. PhD thesis, London School of Economics and Political Science.

Terzi, Tayfun (2017) Detecting semi-plausible response patterns. PhD thesis, London School of Economics and Political Science.

Cheng, Wenqian (2017) Statistical data mining for Sina Weibo, a Chinese micro-blog: sentiment modelling and randomness reduction for topic modelling. PhD thesis, London School of Economics and Political Science.

Baranowski, Rafal (2016) On variable selection in high dimensions, segmentation and multiscale time series. PhD thesis, London School of Economics and Political Science.

Hu, Qilin (2016) Autocorrelation-based factor analysis and nonlinear shrinkage estimation of large integrated covariance matrix. PhD thesis, London School of Economics and Political Science.

Li, Cheng (2016) Three aspects of mathematical models for asymmetric information in financial market. PhD thesis, London School of Economics and Political Science.

Maynard, Trevor (2016) Extreme insurance and the dynamics of risk. PhD thesis, London School of Economics and Political Science.

Huang, Na (2016) Estimation of covariance, correlation and precision matrices for high-dimensional data. PhD thesis, London School of Economics and Political Science.

Schröder, Anna Louise (2016) Methods for change-point detection with additional interpretability. PhD thesis, London School of Economics and Political Science.

Habibnia, Ali (2016) Essays in high-dimensional nonlinear time series analysis. PhD thesis, London School of Economics and Political Science.

Wheatcroft, Edward (2015) Improving predictability of the future by grasping probability less tightly. PhD thesis, London School of Economics and Political Science.

Hafez, Mai (2015) Analysis of multivariate longitudinal categorical data subject to nonrandom missingness: a latent variable approach. PhD thesis, London School of Economics and Political Science.

Higgins, Sarah (2015) Limitations to seasonal weather prediction and crop forecasting due to nonlinearity and model inadequacy. PhD thesis, London School of Economics and Political Science.

Dou, Baojun (2015) Three essays on time series: spatio-temporal modelling, dimension reduction and change-point detection. PhD thesis, London School of Economics and Political Science.

Marchese, Malvina (2015) Whittle estimation of multivariate exponential volatility models. PhD thesis, London School of Economics and Political Science.

Zhang, You You (2014) Brownian excursions in mathematical finance. PhD thesis, London School of Economics and Political Science.

Yan, Yang (2014) Essays in modelling and estimatingvValue-at-risk. PhD thesis, London School of Economics and Political Science.

Korkas, Karolos (2014) Randomised and L1-penalty approaches to segmentation in time series and regression models. PhD thesis, London School of Economics and Political Science.

Jarman, Alexander S. (2014) On the provision, reliability, and use of hurricane forecasts on various timescales. PhD thesis, London School of Economics and Political Science.

Riccardi, Filippo (2014) Stochastic models for the Limit Order Book. MPhil thesis, London School of Economics and Political Science.

Dayan, Yehuda (2014) A structured approach to web panel surveys: the use of a sequential framework for non-random survey sampling inference. PhD thesis, London School of Economics and Political Science.

Dureau, Joseph (2013) Bayesian inference for indirectly observed stochastic processes, applications to epidemic modelling. PhD thesis, London School of Economics and Political Science.

Wu, Billy (2013) Estimating parameters in the presence of many nuisance parameters. MPhil thesis, London School of Economics and Political Science.

Binter, Roman (2012) Applied probabilistic forecasting. PhD thesis, London School of Economics and Political Science.

Zhao, Hongbiao (2012) A dynamic contagion process for modelling contagion risk in finance and insurance. PhD thesis, London School of Economics and Political Science.

Sheynzon, Ilya (2012) Quantitative modelling of market booms and crashes. PhD thesis, London School of Economics and Political Science.

Rosemarin, Roy (2012) Dimensionality reduction in nonparametric conditional density estimation with applications to nonlinear time series. PhD thesis, London School of Economics and Political Science.

Ren, Yu (2011) The methodology of flowgraph models. PhD thesis, London School of Economics and Political Science.

Chen, Dan (2011) Three essays on pricing and hedging in incomplete markets. PhD thesis, London School of Economics and Political Science.

Park, Sujin (2011) Consistent estimator of ex-post covariation of discretely observed diffusion processes and its application to high frequency financial time series. PhD thesis, London School of Economics and Political Science.

Giammarino, Flavia (2011) Indifference pricing with uncertainty averse preferences. PhD thesis, London School of Economics and Political Science.

Che, Xiaonan (2011) Markov type models for large-valued interbank payment systems. PhD thesis, London School of Economics and Political Science.

Bruynooghe, Daniel (2011) Differential cumulants, hierarchical models and monomial ideals. PhD thesis, London School of Economics and Political Science.

Tobelem-Foldvari, Sandrine (2010) Robust asset allocation under model ambiguity. PhD thesis, London School of Economics and Political Science.

Cho, Haeran (2010) Sparse modelling and estimation for nonstationary time series and high-dimensional data. PhD thesis, London School of Economics and Political Science.

Yamada, Takeshi (2010) Essays on mathematical finance: Applications of moment expansions and filtering theory. PhD thesis, London School of Economics and Political Science.

Haider, Sadia (2010) The dynamics of child poverty in Britain: Trends, transition and trajectories. An analysis of the BHPS (1991-2002). PhD thesis, London School of Economics and Political Science.

Abdey, James Spencer (2009) To p, or not to p?: quantifying inferential decision errors to assess whether significance truly is significant. PhD thesis, London School of Economics and Political Science.

Jiménez-Huerta, Diego (2009) Stochastic models and methods for the assessment of earthquake risk in insurance. PhD thesis, London School of Economics and Political Science.

Du, Hailiang (2009) Combining statistical methods with dynamical insight to improve nonlinear estimation. PhD thesis, London School of Economics and Political Science.

Bathia, Neil (2009) Factor modeling for high dimensional time series. PhD thesis, London School of Economics and Political Science.

Tredger, Edward (2009) On the evaluation of uncertainties in climate models. PhD thesis, London School of Economics and Political Science.

Andrianova, Anna (2009) Simulation of temperature time-series on long time scales with application to pricing weather derivatives. PhD thesis, London School of Economics and Political Science.

Gfeller, Adrian Urs (2008) Dynamic sensitivity analysis in Levy process driven option models. PhD thesis, London School of Economics and Political Science.

Wu, Shanle (2008) Excursions of Levy processes and applications in mathematical finance and insurance. PhD thesis, London School of Economics and Political Science.

Strom, Christopher Solon (2008) Pricing and hedging in an incomplete interest rate market: Applications of the Laplace transform. PhD thesis, London School of Economics and Political Science.

Mavrakakis, Miltiadis C (2008) State space models: Univariate representation of a multivariate model, partial interpolation and periodic convergence. PhD thesis, London School of Economics and Political Science.

Tripodis, Georgios (2007) Heterogeneity and aggregation in seasonal time series. PhD thesis, London School of Economics and Political Science.

Cuellar Sanchez, Milena Clarissa (2007) Perspectives and advances in parameter estimation of nonlinear models. PhD thesis, London School of Economics and Political Science.

Costanzo, Simona (2004) Robust estimation of multivariate location and scatter with application to financial portfolio selection. PhD thesis, London School of Economics and Political Science.

Teresa Catarino Leitao, Maria (2004) Simulation-based methods for time series diagnostics. PhD thesis, London School of Economics and Political Science.

Nagaradjasarma, Jayalaxshmi (2003) Path-dependent functionals of constant elasticity of variance and related processes distributional results and applications in finance. PhD thesis, London School of Economics and Political Science.

Estibals, Agnes (2001) Statistical analysis of television audience measurement systems and their implications. PhD thesis, London School of Economics and Political Science.

Campanelli, Pamela Comber (1999) The impact of the interviewer: Nonresponse and response variance in social surveys. PhD thesis, London School of Economics and Political Science.

Islam, H.M. Wasiul (1998) Estimating the undercount in the U.K. 1991 population census. MPhil thesis, London School of Economics and Political Science.

Moustaki, Irini (1996) Latent variable models for mixed manifest variables. PhD thesis, London School of Economics and Political Science.

Carlos Monteiro Ponce de Leon, Antonio (1993) Optimum experimental design for model discrimination and generalized linear models. PhD thesis, London School of Economics and Political Science.

Koopman, Siem Jan (1992) Diagnostic checking and intra-daily effects in time series models. PhD thesis, London School of Economics and Political Science.

Rivera, Pablo Marshall (1990) Analysis of a cross-section of time series using structural time series models. PhD thesis, London School of Economics and Political Science.

Shephard, Neil (1989) Exact distribution theory for the maximum likelihood estimators of local trend models. PhD thesis, London School of Economics and Political Science.

Fendrich, Samuel (1987) From axiomatization to generalizatrion of set theory. PhD thesis, London School of Economics and Political Science.

This list was generated on Sat Jun 25 17:17:06 2022 BST.