Graduate Students


MA List

StudentFieldDetails
Yang, ZijiangTechnical Report:Introduction of adaptive control to queueing systems
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 17, 1991
 Comment:University of Beijing (no degree)
Guo, JinxinTechnical Report:Adaptive Control of Markov Chains
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 9, 1991
 Comment:B.S., Jiao Tang University, 1986
Atteberry, TracyTechnical Report:Computational Aspects of Stochastic Theory
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 14, 1993
Zachariou, YiannisTechnical Report:Optimal Policy Advertising
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 7, 1994
Murakami, JunkoTechnical Report:Parameter Identification for Stochastic Systems
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 31, 1995
Yuen, Yeang Yeow AustinTechnical Report:Some Option Pricing Models
 Advisor:Bozenna Pasik-Duncan
 Exam Date:February 25, 1997
Haas, ShaneTechnical Report:Ocular Artifact Removal through ARMAX Model System Identification using Extend Least Squares
 Advisor:Bozenna Pasik-Duncan
 Exam Date:June 10, 1999
Berke, LisaTechnical Report:Distribution of Aggregate Claims
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 2, 2000
Brown, RobertTechnical Report:Estimation of Parameters of Branching Processes with Immigration by Adaptive Control
 Advisor:Bozenna Pasik-Duncan
 Exam Date:July 31, 2000
Wojnowski, MirkoTechnical Report:Current Efforts in Computerized Epilepsy Prediction
 Advisor:Bozenna Pasik-Duncan
 Exam Date:August 24, 2001
Brannen, DeborahThesis:Is the Stock Market Efficient?
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 16, 2002
Pierson, BelindaTechnical Report:Pricing Stock Options
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 11, 2003
Davies, AnnaTechnical Report:The Stochastic Effects on a Mathematical Model for Cardiac Arrhythmia
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 28, 2003
Mazzapica, JeffTechnical Report:Bonus-Malus Systems in Insurance
 Advisor:Bozenna Pasik-Duncan
 Exam Date:November 24, 2003
O’Byrne, MeganTechnical Report:Biostatistics in Genetics
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 19, 2004
Hughes, KristenTechnical Report:Heavy Tailed Distributions with Financial Applications
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 23, 2004
Funderburk, AshleyThesis:Markov Decision Processes and Early Retirement
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 18, 2004
Khadavi, NaomiThesis:A Transformation-Retransformation Estimator of the Conditional Spatial Median
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 26, 2005
Nemon, OlagaTechnical Report:Modeling and Prediction with Generalized Linear Mixed Models
 Advisor:Bozenna Pasik-Duncan
 Exam Date:September 20, 2005
Kensler, JenniferTechnical Report:Generalized Linear Mixed Models and the Exponential Model in Credit Risk
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 24, 2006
Huey, MaryannThesis:A New Scheme for Traffic Estimation and Resource Allocation for Bandwidth Brokers
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 28, 2006
Tao, GuanqunTechnical Report:Valuation Models for Mortgage-Backed Securities
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 18, 2007
Wang, TingtingTechnical Report:Forecasting Mortality Using Lee-Carter Method and Application in Annuities
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 3, 2007
Pera, BenjaminTechnical Report:The Modeling of Risk Reserves with Skew Distributions and Control
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 5, 2007
LeGresley, SarahTechnical Report:Determining the Transition Probabilities of a Markov Chain for Optimizing the Mixing Rate
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 24, 2008 (Honors)
Yao, Ranting (Renee)Technical Report:An Optional Trading Strategy of a Financial Portfolio
 Advisor:Bozenna Pasik-Duncan
 Exam Date:July 3, 2008
Yang, XiaorongThesis:Forecasting Volatility in Financial Market 
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 16, 2008
Zhao, LinaTechnical Report:Optimization of Reactive Distillation by Stochastic Simulated Annealing Algorithm
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 20, 2009
Jia, MeinaTechnical Report:The Construction of the Multi-State Mortality Model in Life Insurance
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 3, 2009
White, CarolineTechnical Report:Using the Bet on the Best (BOB) Principle to Achieve Cost-Biased Optimality in an Adaptive Control Process
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 22, 2010
Kalyankar, VinayTechnical Report:Statistical Evidence of Higher Degree of Abelianness in P-Groups
 Advisor:Bozenna Pasik-Duncan
 Exam Date:August 30, 2010
Shea, Jason   Technical Report:Computational Methods for Stochastic Differential Equations and Stochastic Differential Equations
 Advisor:Bozenna Pasik-Duncan
 Exam Date:November 30, 2010
Achoki, GeorgeTechnical Report:Pricing and Hedging Spread Options
 Advisor:Bozenna Pasik-Duncan
 Exam Date:December 2, 2010
Zima, RobertTechnical Report:Economic Time Series Models
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 11, 2012
Clifton, CodyThesis:Numerical Methods for Parameter Estimation in Stochastic Systems
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 16, 2013
Welch, NathanThesis:The Rebate Value Process and Some Applications
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 13, 2013
Lindsey, TheodoreThesis:On Kalman Filter and Its Variations
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 18, 2014
Alanazi, KhalafTechnical Report:Identifications of ARMAX Models
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 21, 2014
Harris, BryanTechnical Report:A Comparison Between Four Different Models for Financial Return Data
 Advisor:Bozenna Pasik-Duncan
 Exam Date:May 15, 2015
Eifler, DougThesis:Evolutionary Dynamics of Protean Evasion
 Advisor:Bozenna Pasik-Duncan
 Exam Date:February 2, 2016
Wang, PeixinThesis:Application of Stochastic Differential Equations to Option Pricing
 Advisor:Bozenna Pasik-Duncan
 Exam Date:February 2, 2016
Cui, HuizhongThesis:System Identification of Nanoparticles Uptake in Breast Cancer
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 26, 2016
Al Ghafli, FatimahTechnical Report:A New Development in Merton’s Portfolio and Consumption Model
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 26, 2017

Phd List

StudentFieldDetails
Zane, OmarDissertation:Stochastic Adaptive Control and its Applications to the Theory of Finance
 Advisor:Bozenna Pasik-Duncan
 Final Exam Date:April 10, 1995
Chen, ZhishengDissertation:Some Applications of Adaptive Control: Diffusion Approximation and Heirarchial Approximation
 Advisor:Bozenna Pasik-Duncan
 Final Exam Date:December 4, 1995
Gao, Ai-JunDissertation:New Approaches in Continuous-Time Stochastic Adaptive Control
 Advisor:Bozenna Pasik-Duncan
 Final Exam Date:    October 9, 1996
Matache, DoraDissertation:From Reality to Abstract in Stochastic Processes Applied to Telecommunications
 Advisor:Bozenna Pasik-Duncan
 Final Exam Date:   April 20, 2000
Zachariou, YiannisDissertation:Identification and Adaptive Control Methods for Some Stochastic Systems
 Advisor:Bozenna Pasik-Duncan
 Final Exam Date:  February 1, 2011
Clifton, CodyDissertation:A Stochastic System Model for PageRank: Parameter Estimation and Adaptive Control
 Advisor:Bozenna Pasik-Duncan
 Exam Date:April 20, 2014