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Browsing by Academic Advisor Carmona, Rene

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Class YearAuthor(s)TitleAdvisor
2002Chaudhary, Imran M.Modeling Extreme Rainfall in Lahore, Pakistan, Using Extreme Value Theory and CopulasCarmona, Rene
2018Venkataraman, ArjunModeling Opinion Dynamics as a Segmented Mean Field GameCarmona, Rene
2011O'Donovan, Kyle RobertThe New Asian Option: Using Temperature and Rainfall to Predict and Hedge the Uncertainty in Chinese Tea HarvestsCarmona, Rene
-Graves, Christy VaughnNon-Atomic Games and an Application to Jet LagCarmona, Rene
-Luo, HaifengOptimal Execution in a Limit Order Book: A Stochastic Control ApproachCarmona, Rene
2011Weinberg, Michael J.Optimal Investment Under Asymmetric Compensation Contracts in a Discrete-Time FrameworkCarmona, Rene
2014Liu, DianaOptimal Yield Commodity Indices in Context of the Open Interest Term StructureCarmona, Rene
2023Chaffee, AaronOptimization of Solar Energy and Battery Storage Integration: Economic Benefits, Government Policies, and Emissions Reductions in New JerseyCarmona, Rene
2023Middleton, GeorgeOptimizing Emergency Medical Services Systems: Integrating Hospital Congestion to Minimize Time to TreatmentCarmona, Rene
2005Barbosa, Alejandra MariePlaying Games with the Environment: A Quantitative Analysis of CO2 Abatement StrategiesCarmona, Rene
2011Capece, Michele LeePopping Bubbles: An Analysis of Bubble Phenomenon Using Models of the Housing Markets in Beijing and JapanCarmona, Rene
2012Xu, Chenyu SherryPredatory Trading on Russel Index Rebalance Dates: Flow Abnormalities and a Case for Front-RunningCarmona, Rene
2022Huynh, BrandonPredicting Short-Term Price Changes in Cryptocurrencies Using Limit Order Book Data, Support Vector Machines, and Temporal Convolutional NetworksCarmona, Rene
2008Beyers, AshleyProject-Based Transactions in the Cap and Trade Market for Carbon EmissionsCarmona, Rene
2008Hedlund, Charles C.The Race to Reduce Carbon Dioxide Emissions: An Analysis of the European Emission Trading SchemeCarmona, Rene
2011Ohlendorf, Patrick ChadReconsidering Public University Debt Management in Light of the 2008 Financial Crisis: A Stochastic Optimization ApproachCarmona, Rene
2009Breiterman-Loader, Mikhael Edmund SimonReduced Form Pricing Model for Certified Emission Reduction CreditsCarmona, Rene
2019Wang, CatherineSchool Zone Scramble: How Beijing's Changing Education Policy Impacts Housing PricesCarmona, Rene
2009Brennan, Elizabeth WalshSmart Electricity Meters: Smart Enough to Reduce CO2 Emissions? A Study on Advanced Metering and other Emission Abatement Strategies in the U.S.Carmona, Rene
-Lacker, DanielStochastic Differential Mean Field Game TheoryCarmona, Rene