UWSpace will be migrating to a new version of its software from July 29th to August 1st. UWSpace will be offline for all UW community members during this time.
Statistics and Actuarial Science
This is the collection for the University of Waterloo's Department of Statistics and Actuarial Science .
Research outputs are organized by type (eg. Master Thesis, Article, Conference Paper).
Waterloo faculty, students, and staff can contact us or visit the UWSpace guide to learn more about depositing their research.
Recent deposits
-
Optimization, model uncertainty, and testing in risk and insurance
(University of Waterloo, 2024-07-11)This thesis focuses on three important topics in quantitative risk management and actuarial science: risk optimization, risk sharing, and statistical hypothesis testing in risk. For the risk optimization, we concentrate ... -
Design with Sampling Distribution Segments
(University of Waterloo, 2024-07-09)In most settings where data-driven decisions are made, these decisions are informed by two-group comparisons. Characteristics – such as median survival times for two cancer treatments, defect rates for two assembly lines, ... -
Measures for risk, dependence and diversification
(University of Waterloo, 2024-06-20)Two primary tasks in quantitative risk management are measuring risk and managing risk. Risk measures and dependence modeling are important tools for assessing portfolio risk, which have gained much interest in the literature ... -
A Differentiable Particle Filter for Jump-Diffusion Stochastic Volatility Models
(University of Waterloo, 2024-05-28)Stochastic volatility with jumps has emerged as a crucial tool for understanding and modelling the stochastic and intermittently discontinuous nature of many processes in finance. Due to the highly nonlinear structure of ... -
Optimization of Policy Evaluation and Policy Improvement Methods in Portfolio Optimization using Quasi-Monte Carlo Methods
(University of Waterloo, 2024-05-24)Machine learning involves many challenging integrals that can be estimated using numerical methods. One application of these methods which has been explored in recent work is the estimation of policy gradients for ... -
Edge Estimation and Community Detection in Time-varying Networks
(University of Waterloo, 2024-04-30)In modern statistics and data science, there is a growing focus on network data that indicate interactions among a group of items in a complex system. Scientists are interested in these data as they can reveal important ... -
Sequential Monte Carlo for Applications in Structural Biology, Financial Time Series and Epidemiology
(University of Waterloo, 2024-04-25)Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Moreover, they have also been adopted to other computational methods for inference such as the particle Markov ... -
Design and Analysis of Experiments on Networks
(University of Waterloo, 2024-04-17)In the design and analysis of experiments, it is often assumed that experimental units are independent, in the sense that the treatment assigned to one unit will not affect the potential outcome of another unit. However, ... -
Measurement System Assessment Studies for Multivariate and Functional Data
(University of Waterloo, 2024-04-15)A measurement system analysis involves understanding and quantifying the variability in measurement data attributed to the measurement system. A primary goal of such analyses is to assess the measurement system's impact ... -
Explorations in Pairwise Measures of Dependence and Pooled Significance
(University of Waterloo, 2024-01-22)In the exploration of data sets with many variables, the search for interesting pairs is often the first step of analysis. This search builds a road map of the entirety of data before looking at its details, and can provide ... -
Joint modeling, variable selection and multiply robust estimation in mediation analysis with multiple mediators
(University of Waterloo, 2024-01-10)This thesis explores topics in causal mediation analysis with multiple possibly related mediators. The goal of this thesis is to propose innovative methodologies for joint modeling of multiple uncausally related mediators, ... -
Statistical Methods in the Search for a Dominant Cause of Variation
(University of Waterloo, 2023-12-15)Excessive variation in critical-to-quality characteristics, referred to as process outputs in this thesis, is a common issue in manufacturing industries. Most variation reduction frameworks initially investigate the process ... -
Dynamic Treatment Regimes and Interference in Dyadic Networks: A Joint Optimization Approach
(University of Waterloo, 2023-09-18)Identifying interventions that are optimally tailored to each individual is of significant interest in various fields, in particular precision medicine. Dynamic treatment regimes (DTRs) employ sequences of decision rules ... -
Risk Measures of Stop-loss and Limited Loss Random Variables under Model Uncertainty with Applications in Insurance
(University of Waterloo, 2023-09-07)In this thesis, our focus is on the optimization of reinsurance design, accounting for the influence of model uncertainty. The following chapters outline our approach: In Chapter 2, we identify the worst-case distributions ... -
Methods in Functional Data Analysis: Forecast Evaluation, Robust Serial Dependence Measures, and a Spatial Factor Copula Model
(University of Waterloo, 2023-09-05)With advancements in technology, new types of data have become available, including functional data, which observations in the form of functions or curves rather than scalar or vector-valued quantities. This emerging area ... -
Functional Finite Mixture Modelling and Estimation
(University of Waterloo, 2023-09-01)Functional data analysis is a branch of statistics that studies models for information represented by functions. Meanwhile, finite mixture models serve as a conerstone in the field of cluster analysis, offering a flexible ... -
Several Mathematical Problems in Investment Management
(University of Waterloo, 2023-08-21)This thesis studies four mathematical problems in investment management. All four problems arise from practical challenges and are data-driven. Chapter 2 investigates the Kelly portfolio strategy. The full Kelly strategy's ... -
Structured Mixture Models
(University of Waterloo, 2023-08-11)Finite mixture models are a staple of model-based clustering approaches for distinguishing subgroups. A common mixture model is the finite Gaussian mixture model, whose degrees of freedom scales quadratically with increasing ... -
Characterizing, optimizing and backtesting metrics of risk
(University of Waterloo, 2023-07-12)Measures of risk and riskmetrics were proposed to quantify the risks people are faced with in financial, statistical, and economic practice. They are widely discussed and studied by literature in the context of financial ... -
Large Data-to-Text Generation
(University of Waterloo, 2023-05-16)This thesis presents a domain-driven approach to sports game summarization, a specific instance of large data-to-text generation (DTG). We first address the data fidelity issue in the Rotowire dataset by supplementing ...