Kenneth R. Jackson
Theses and Papers of Students Supervised
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A Modified Simplex Method for Solving Ax = b, x ≥ 0, for Very Large
Matrices A Arising from a Calibration Problem,
Zoe MacDonald, MSc Research Paper, 2020
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Detecting Early Stage Lung Cancer using a Neural Network
Trained with Patches from Synthetically Generated X-Rays ,
Abhishek Moturu and Alex Chang, Project Report, 2019
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Mixing Monte Carlo and Partial Differential Equation Methods for
Multi-Dimensional Optimal Stopping Problems Under Stochastic
Volatility,
David Farahany, PhD Thesis, 2018
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Creation of Synthetic X-Rays to Train a Neural Network to
Detect Lung Cancer,
Abhishek Moturu and Alex Chang, Project Report, 2018
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Computation of Loss Distribution Based on the Structural Model for
Credit Portfolios,
Meng Han, PhD Thesis, 2018
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An Importance Sampling Scheme For Multi-Credit-State Portfolios,
Adam Sturge, MSc Research Paper, 2018
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A Neural Network Approach to Efficient Valuation of
Large VA Portfolios,
Seyed Amir Hejazi, PhD Thesis, 2016
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Computational Modeling and Analysis of Complex Muscle Architecture,
Dongwoon Lee, PhD Thesis, 2015
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Limiting Deviation Method for Coupling Codes with Adaptive Window-Size
Control using Digital Filters,
Rohan Palaniappan, MSc Research Paper, 2015
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New Approaches to Importance Sampling for Portfolio Credit Risk
Valuation,
Zhe (Robert) Wang, MSc Research Paper, 2015
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A Survey of Numerical Methods for Lévy Markets,
Michael Chiu, M. Eng. Project Report, 2014
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Iterative Reconstruction Algorithms for Polyenergetic
X-Ray Computerized Tomography,
Nargol Rezvani, PhD Thesis, 2012
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Modeling Multi-Factor Financial Derivatives by a
Partial Differential Equation Approach with
Efficient Implementation on Graphics Processing Units,
Duy Minh Dang, PhD Thesis, 2011
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Calibration Of Multi-Period Single-Factor Gaussian Copula
Models For CDO Pricing,
Max S. Kaznady, MSc Thesis, 2011
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On Computational Methods for the Valuation of Credit Derivatives,
Wanhe Zhang, Ph.D. Thesis, 2010.
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Option Pricing Using Fourier Space Time-Stepping Framework,
Vladimir Surkov, Ph.D. Thesis, 2009.
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Numerical Methods for the Valuation of Synthetic Collateralized Debt
Obligations, Xiaofang Ma, Ph.D. Thesis, 2007.
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On Convergence of Numerical Methods for Pricing Convertible Bonds,
Dongyi (Elena) Li, M.Sc. Thesis, 2007.
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The Parallel Solution of ABD Systems Arising in Numerical Methods for
BVPs for ODEs,
Richard N. Pancer, Ph.D. Thesis, 2006.
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Pricing Convertible Bonds with Dividend Protection
subject to Credit Risk Using a Numerical PDE Approach,
Qingkai Mo, M.Sc. Thesis, 2006.
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Pricing Convertible Bonds using Partial Differential Equations,
Lucy Xingwen Li, M.Sc. Thesis, 2005.
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Neumaier's Method for the Solution of Initial Value Problems for
Stiff Ordinary Differential Equations,
Annie Hsiao Chen Yuk, M.Sc. Thesis, 2005.
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An Agent-Based Simulation of Double-Auction Markets,
Ted Xiao Guo, M.Sc. Thesis, 2005.
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Validated Numerical Bounds on the Global Error for
Initial Value Problems for Stiff Ordinary Differential Equations,
Chao Yu, M.Sc. Thesis, 2004.
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Computation of Value-at-Risk:
the Fast Convolution Method,
Dimension Reduction and Perturbation Theory,
Petter Wiberg, Ph.D. Thesis, 2002.
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Computation of the Probability Density Function and the Cumulative
Distribution Function of the Generalized Gamma Variance Model,
Xiaofang Ma, M.Sc. Thesis, 2002.
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High-Order Spatial Discretization Methods for the Shallow Water
Equations, Anita W. Tam, Ph.D.Thesis, 2001.
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Rigorous Shadowing of Numerical Solutions of Ordinary Differential
Equations by Containment,
Wayne B. Hayes, Ph.D. Thesis, 2001.
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Computing Rigorous Bounds on the Solution of an Initial Value
Problem for an Ordinary Differential Equation,
Nedialko (Ned) S. Nedialkov, Ph.D. Thesis, 1999.
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Numerical Solution of the Shallow-Water Equations on Distributed
Memory Systems,
Xiaoliang (Lloyd) Ding, M.Sc. Thesis, 1998.
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A Numerical Study of One-factor Interest Rate Models,
Zhong Ge, M.Sc. Thesis, 1998.
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DIMSEMs -- Diagonally Implicit Single-Eigenvalue Methods
for the Numerical Solution of Stiff ODEs on Parallel Computers,
Robert F. Enenkel, Ph.D. Thesis, 1996.
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Numerical Pricing of Path-Dependent Options,
Yidong Liu, M.Sc. Thesis, 1996.
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Improving the Efficiency of Runge-Kutta Methods for the Solution
of BVPs for Higher-Order ODEs,
Khalid Zuberi, M.Sc. Thesis, 1996.
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Efficient Shadowing of High Dimensional Chaotic Systems
with the Large Astrophysical N-body Problem as an Example,
Wayne B. Hayes, M.Sc. Thesis, 1995.
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Precision Control and Exception Handling in Scientific Computing,
Nedialko (Ned) S. Nedialkov, M.Sc. Thesis, 1994.
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