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.

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Normal distribution.

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Brownian movements.

Subject Added Entry-Topical Term  

Item response theory.

Subject Added Entry-Topical Term  

Probability.

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Stochastic models.

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Geometry.

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Atmospheric sciences.

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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  

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Control Number  

joongbu:643315