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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
In the first part of this thesis, we study the asymptotic behaviors of implied volatility of an affine jump-diffusion (AJD) model. Let log stock price under risk-neutral measure follow an AJD model, we show that an explicit form of...
One of the goals of biology is to be able to understand the structure and interaction of macromolecules, to be able to better understand life at a macromolecular level. One of the most important inventions that revolutionized the study...
This dissertation details the use of 93Nb (γ = 10.405 MHz/T, I = 9/2) and 77Se (γ = 8.13 MHz/T, I = 1/2) nuclear magnetic resonance (NMR) to investigate the phase transitions of the layered transition metal dichalcogenide (TMD) niobium...
Vast information on existing crystal structures, which is available through the large open-access and commercialized repositories of crystallographic data, provides an excellent starting point for the implementation of deep learning...
Statistical data models based on the deep learning paradigm have shown remarkable performance in many domains, surpassing human performance in a set of tasks under restricted settings. However, the fundamental reasons enabling these...
In two previous studies, Folstein et al. (2017) and Folstein and Monfared (2019), we trained participants to categorize a set of novel cartoon alien animals based on their visual features. After training periods of different length, they...
Recently in the United States, there has been an increasing pace of roundabouts installation. Following that, several studies are being conducted to ensure safe and efficient roundabout operation. To study roundabout’s operational...
The legacy storage data path is largely structured in black-box layers and has four major limitations: (1) functional redundancies across layers, (2) poor cross-layer coordination and data tracking, (3) presupposition of high-latency...
Multivariate models with dependent variables are popular in financial industry, with applications to option pricing, portfolio optimization, risk management, and modeling credit portfolios. Other applications include geostatistic, ...
As the push for autonomous systems gains momentum, there has been a shift from automated to semi-autonomous systems, and current and future applications of artificial intelligence will revolve around the development of autonomous systems...
Building more intelligent and more resourceful dialogue systems has been a long sought-after goal in Artificial Intelligence and Natural Language Processing. In this dissertation, we investigate two topics in deep learning based dialogue...
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