MA List |
| Yang, Zijiang |
Technical Report: |
Introduction of adaptive control to queueing systems |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 17, 1991 |
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Comment: |
University of Beijing (no degree) |
| Guo, Jinxin |
Technical Report: |
Adaptive Control of Markov Chains |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 9, 1991 |
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Comment: |
B.S., Jiao Tang University, 1986 |
| Atteberry, Tracy |
Technical Report: |
Computational Aspects of Stochastic Theory |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 14, 1993 |
| Zachariou, Yiannis |
Technical Report: |
Optimal Policy Advertising |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 7, 1994 |
| Murakami, Junko |
Technical Report: |
Parameter Identification for Stochastic Systems |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 31, 1995 |
| Yuen, Yeang Yeow Austin |
Technical Report: |
Some Option Pricing Models |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
February 25, 1997 |
| Haas, Shane |
Technical Report: |
Ocular Artifact Removal through ARMAX Model System Identification using Extend Least Squares |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
June 10, 1999 |
| Berke, Lisa |
Technical Report: |
Distribution of Aggregate Claims |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 2, 2000 |
| Brown, Robert |
Technical Report: |
Estimation of Parameters of Branching Processes with Immigration by Adaptive Control |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
July 31, 2000 |
| Wojnowski, Mirko |
Technical Report: |
Current Efforts in Computerized Epilepsy Prediction |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
August 24, 2001 |
| Brannen, Deborah |
Thesis: |
Is the Stock Market Efficient? |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 16, 2002 |
| Pierson, Belinda |
Technical Report: |
Pricing Stock Options |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 11, 2003 |
| Davies, Anna |
Technical Report: |
The Stochastic Effects on a Mathematical Model for Cardiac Arrhythmia |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 28, 2003 |
| Mazzapica, Jeff |
Technical Report: |
Bonus-Malus Systems in Insurance |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
November 24, 2003 |
| O’Byrne, Megan |
Technical Report: |
Biostatistics in Genetics |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 19, 2004 |
| Hughes, Kristen |
Technical Report: |
Heavy Tailed Distributions with Financial Applications |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 23, 2004 |
| Funderburk, Ashley |
Thesis: |
Markov Decision Processes and Early Retirement |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 18, 2004 |
| Khadavi, Naomi |
Thesis: |
A Transformation-Retransformation Estimator of the Conditional Spatial Median |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 26, 2005 |
| Nemon, Olaga |
Technical Report: |
Modeling and Prediction with Generalized Linear Mixed Models |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
September 20, 2005 |
| Kensler, Jennifer |
Technical Report: |
Generalized Linear Mixed Models and the Exponential Model in Credit Risk |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 24, 2006 |
| Huey, Maryann |
Thesis: |
A New Scheme for Traffic Estimation and Resource Allocation for Bandwidth Brokers |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 28, 2006 |
| Tao, Guanqun |
Technical Report: |
Valuation Models for Mortgage-Backed Securities |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 18, 2007 |
| Wang, Tingting |
Technical Report: |
Forecasting Mortality Using Lee-Carter Method and Application in Annuities |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 3, 2007 |
| Pera, Benjamin |
Technical Report: |
The Modeling of Risk Reserves with Skew Distributions and Control |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 5, 2007 |
| LeGresley, Sarah |
Technical Report: |
Determining the Transition Probabilities of a Markov Chain for Optimizing the Mixing Rate |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 24, 2008 (Honors) |
| Yao, Ranting (Renee) |
Technical Report: |
An Optional Trading Strategy of a Financial Portfolio |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
July 3, 2008 |
| Yang, Xiaorong |
Thesis: |
Forecasting Volatility in Financial Market |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 16, 2008 |
| Zhao, Lina |
Technical Report: |
Optimization of Reactive Distillation by Stochastic Simulated Annealing Algorithm |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 20, 2009 |
| Jia, Meina |
Technical Report: |
The Construction of the Multi-State Mortality Model in Life Insurance |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 3, 2009 |
| White, Caroline |
Technical Report: |
Using the Bet on the Best (BOB) Principle to Achieve Cost-Biased Optimality in an Adaptive Control Process |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 22, 2010 |
| Kalyankar, Vinay |
Technical Report: |
Statistical Evidence of Higher Degree of Abelianness in P-Groups |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
August 30, 2010 |
| Shea, Jason |
Technical Report: |
Computational Methods for Stochastic Differential Equations and Stochastic Differential Equations |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
November 30, 2010 |
| Achoki, George |
Technical Report: |
Pricing and Hedging Spread Options |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
December 2, 2010 |
Zima, Robert |
Technical Report: |
Economic Time Series Models |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 11, 2012 |
Clifton, Cody |
Thesis: |
Numerical Methods for Parameter Estimation in Stochastic Systems |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 16, 2013 |
| Welch, Nathan |
Thesis: |
The Rebate Value Process and Some Applications |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 13, 2013 |
| Lindsey, Theodore |
Thesis: |
On Kalman Filter and Its Variations |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 18, 2014 |
| Alanazi, Khalaf |
Technical Report: |
Identifications of ARMAX Models |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 21, 2014 |
| Harris, Bryan |
Technical Report: |
A Comparison Between Four Different Models for Financial Return Data |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
May 15, 2015 |
| Eifler, Doug |
Thesis: |
Evolutionary Dynamics of Protean Evasion |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
February 2, 2016 |
| Wang, Peixin |
Thesis: |
Application of Stochastic Differential Equations to Option Pricing |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
February 2, 2016 |
| Cui, Huizhong |
Thesis: |
System Identification of Nanoparticles Uptake in Breast Cancer |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 26, 2016 |
| Al Ghafli, Fatimah |
Technical Report: |
A New Development in Merton’s Portfolio and Consumption Model |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 26, 2017 |
PhD List |
| Zane, Omar |
Dissertation: |
Stochastic Adaptive Control and its Applications to the Theory of Finance |
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Advisor: |
Bozenna Pasik-Duncan |
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Final Exam Date: |
April 10, 1995 |
| Chen, Zhisheng |
Dissertation: |
Some Applications of Adaptive Control: Diffusion Approximation and Heirarchial Approximation |
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Advisor: |
Bozenna Pasik-Duncan |
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Final Exam Date: |
December 4, 1995 |
| Gao, Ai-Jun |
Dissertation: |
New Approaches in Continuous-Time Stochastic Adaptive Control |
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Advisor: |
Bozenna Pasik-Duncan |
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Final Exam Date: |
October 9, 1996 |
| Matache, Dora |
Dissertation: |
From Reality to Abstract in Stochastic Processes Applied to Telecommunications |
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Advisor: |
Bozenna Pasik-Duncan |
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Final Exam Date: |
April 20, 2000 |
| Zachariou, Yiannis |
Dissertation: |
Identification and Adaptive Control Methods for Some Stochastic Systems |
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Advisor: |
Bozenna Pasik-Duncan |
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Final Exam Date: |
February 1, 2011 |
Clifton, Cody |
Dissertation: |
A Stochastic System Model for PageRank: Parameter Estimation and Adaptive Control |
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Advisor: |
Bozenna Pasik-Duncan |
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Exam Date: |
April 20, 2014 |
|
Bozenna Pasik-Duncan
Professor, Department of Mathematics
503 Snow Hall, University of Kansas
Lawrence, Kansas 66045
Telephone: (785) 864-5162
Email: bozenna@ku.edu
|
