Graduate Research

Click here for a list of PhD dissertation titles from all students in the Statistics doctoral program

You can find the full abstracts and dissertations for all UCSB PhDs on file at the UCSB Library

2014/2015 PhD graduates and Dissertation Titles

Name

Degree Quarter

Optional Emphasis

Dissertation Title

Advisor

FAHHAMSAPORITO,YURI

2014 Summer

Financial Mathematics and Statistics

Topics on Functional Ito Calculus and Multiscale Stochastic Volatility Modeling

 

HANCOCK,MATTHEW,DAVID

2014 Summer

Financial Mathematics and Statistics

Investigating Optimal Investment Problems for Portfolios of Cointegrated Assets, with Transaction Costs

 

SHEINSON,DANIEL,MICHAEL

2014 Summer

Quantitative Methods in the Social Sciences

Sequential Monte Carlo methods: applications to disease surveillance and fMRI data

 

SWENSON,JULIANNE,SHAN

2014 Summer

 

Contributions to Bayesian Statistics Vector Autoregressive Time Series, Instrumental Variables, Recommendation Systems

 

LU,CHUNHSIUNG

2014 Fall

Financial Mathematics and Statistics

Stochastic Filtering Problem with Financial Application to High Frequency Trading

 

CHIU,CHIYANG

2015 Winter

 

Nonparametric Mixed-Effects Density Regression

 

LIN,JUNJING

2015 Spring

 

Some Contributions to Nonparametric Bayesian Methods