Browsing 2007 Freely available dissertations (MU) by Thesis Department "Mathematics"
Now showing items 12 of 2

Trace formulae in finite von Neumann algebras
(University of MissouriColumbia, 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 BirmanSchwinger principle and the BirmanKrein formula for ... 
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 ...