Browsing Theses by Supervisor "Chen, Tao"
Now showing items 1-4 of 4
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Essays on Portfolio Selection, Continuous-time Analysis, and Market Incompleteness
(University of Waterloo, 2023-04-05)This thesis consists of three self-contained essays evaluating topics in portfolio selection, continuous-time analysis, and market incompleteness. The two opposing investment strategies, diversification and concentration, ... -
Laboratory Evaluation of Low to Medium Cost Particle Sensors
(University of Waterloo, 2017-12-21)Low cost instruments for particulate matter monitoring directly benefits researchers, governments, and public with the overall goal of reducing the adverse effects of air pollution. As a result, companies have been rushing ... -
Nonparametric Methods for Road Safety Analysis
(University of Waterloo, 2016-08-16)Crash models for predicting long-term crash risk at some specific components of a road network are fundamental to road safety analyses such as network screening and countermeasure studies. These models are often calibrated ... -
On Functional Data Analysis: Methodologies and Applications
(University of Waterloo, 2020-05-04)In economic analyses, the variables of interest are often functions defined on continua such as time or space, though we may only have access to discrete observations -- such type of variables are said to be ``functional'' ...