Browsing Department of Mathematics (MU) by Thesis Semester "2007 Summer"
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A class of Gorenstein Artin algebras of embedding dimension four
(University of MissouriColumbia, 2007)Let R be a polynomial ring in n variables and I be a homogeneous ideal in R. Such an ideal I is called Gorenstein if the quotient R/I has a free resolution over R which is both self dual. In 2005 Iarrobino and Srinivasan ... 
Volatility estimation and price prediction using a hidden Markov model with empirical study
(University of MissouriColumbia, 2007)This work provides a solid development of a hidden Markov model (HMM) from the economic insight to the mathematic formulation. In this model, we assume both drift and volatility of the security return process are driven ...