• Trace formulae in finite von Neumann algebras 

    Skripka, Anna, 1979- (University of Missouri--Columbia, 2007)
    The dissertation is devoted to some aspects of spectral perturbation theory in the context of finite Von Neumann algebras. The central results are analogs of the Birman-Schwinger principle and the Birman-Krein formula for ...
  • Volatility estimation and price prediction using a hidden Markov model with empirical study 

    Yin, Pei, 1978- (University of Missouri--Columbia, 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 ...