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Advances in Data-Driven Financial Econometrics and Item Response Theory: Theory and Applications- [electronic resource]
Advances in Data-Driven Financial Econometrics and Item Response Theory: Theory and Applications- [electronic resource]
상세정보
- 자료유형
- 학위논문
- Control Number
- 0016934432
- International Standard Book Number
- 9798380321341
- Dewey Decimal Classification Number
- 551.63
- Main Entry-Personal Name
- Liu, Chenru.
- Publication, Distribution, etc. (Imprint
- [S.l.] : Stanford University., 2021
- Publication, Distribution, etc. (Imprint
- Ann Arbor : ProQuest Dissertations & Theses, 2021
- Physical Description
- 1 online resource(75 p.)
- General Note
- Source: Dissertations Abstracts International, Volume: 85-03, Section: A.
- General Note
- Advisor: Lai, Tse;Mancilla, Jose H. Blanchet;Lu, Ying.
- Dissertation Note
- Thesis (Ph.D.)--Stanford University, 2021.
- Restrictions on Access Note
- This item must not be sold to any third party vendors.
- Summary, Etc.
- 요약This thesis consists of results and methods in four research projects, in chronological order, leading to advances in financial econometrics and item response theory. The first two projects were started when I was a master's student at Peking University's HSBC Business School. They were developed much further at Stanford after I took machine learning and approximate dynamic programming courses, leading to Chapter 2 and 3. The next two projects began when I worked on the analysis of ant foraging data with Professor Gordon and Lai, branched out into educational testing and mental health analytics when I worked with Professor Lai and Lu on these applications of item response theory, and culminated in Chapter 4.Each of the subsequent chapters is self-contained, with its own introduction, background and literature review, together with discussion and concluding remarks, thus obviating the need for a Conclusion chapter.
- Subject Added Entry-Topical Term
- Skewness.
- Subject Added Entry-Topical Term
- Kurtosis.
- Subject Added Entry-Topical Term
- Humidity.
- Subject Added Entry-Topical Term
- Normal distribution.
- Subject Added Entry-Topical Term
- Brownian movements.
- Subject Added Entry-Topical Term
- Item response theory.
- Subject Added Entry-Topical Term
- Probability.
- Subject Added Entry-Topical Term
- Stochastic models.
- Subject Added Entry-Topical Term
- Geometry.
- Subject Added Entry-Topical Term
- Atmospheric sciences.
- Subject Added Entry-Topical Term
- Finance.
- Subject Added Entry-Topical Term
- Statistics.
- Added Entry-Corporate Name
- Stanford University.
- Host Item Entry
- Dissertations Abstracts International. 85-03A.
- Host Item Entry
- Dissertation Abstract International
- Electronic Location and Access
- 로그인을 한후 보실 수 있는 자료입니다.
- Control Number
- joongbu:643315
MARC
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■040 ▼aMiAaPQ▼cMiAaPQ
■0820 ▼a551.63
■1001 ▼aLiu, Chenru.
■24510▼aAdvances in Data-Driven Financial Econometrics and Item Response Theory: Theory and Applications▼h[electronic resource]
■260 ▼a[S.l.]▼bStanford University. ▼c2021
■260 1▼aAnn Arbor▼bProQuest Dissertations & Theses▼c2021
■300 ▼a1 online resource(75 p.)
■500 ▼aSource: Dissertations Abstracts International, Volume: 85-03, Section: A.
■500 ▼aAdvisor: Lai, Tse;Mancilla, Jose H. Blanchet;Lu, Ying.
■5021 ▼aThesis (Ph.D.)--Stanford University, 2021.
■506 ▼aThis item must not be sold to any third party vendors.
■520 ▼aThis thesis consists of results and methods in four research projects, in chronological order, leading to advances in financial econometrics and item response theory. The first two projects were started when I was a master's student at Peking University's HSBC Business School. They were developed much further at Stanford after I took machine learning and approximate dynamic programming courses, leading to Chapter 2 and 3. The next two projects began when I worked on the analysis of ant foraging data with Professor Gordon and Lai, branched out into educational testing and mental health analytics when I worked with Professor Lai and Lu on these applications of item response theory, and culminated in Chapter 4.Each of the subsequent chapters is self-contained, with its own introduction, background and literature review, together with discussion and concluding remarks, thus obviating the need for a Conclusion chapter.
■590 ▼aSchool code: 0212.
■650 4▼aSkewness.
■650 4▼aKurtosis.
■650 4▼aHumidity.
■650 4▼aNormal distribution.
■650 4▼aBrownian movements.
■650 4▼aItem response theory.
■650 4▼aProbability.
■650 4▼aStochastic models.
■650 4▼aGeometry.
■650 4▼aAtmospheric sciences.
■650 4▼aFinance.
■650 4▼aStatistics.
■690 ▼a0725
■690 ▼a0508
■690 ▼a0463
■71020▼aStanford University.
■7730 ▼tDissertations Abstracts International▼g85-03A.
■773 ▼tDissertation Abstract International
■790 ▼a0212
■791 ▼aPh.D.
■792 ▼a2021
■793 ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T16934432▼nKERIS▼z이 자료의 원문은 한국교육학술정보원에서 제공합니다.
■980 ▼a202402▼f2024
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