{"430261":{"#nid":"430261","#data":{"type":"event","title":"PhD Defense by Josh McDonald","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003EStudent: Josh McDonald\u003C\/strong\u003E\u003Cbr \/\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ETitle:\u0026nbsp;\u0026nbsp;Topics in the Statistical Aspects of Simulation\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAdvisor:\u0026nbsp;\u0026nbsp;\u003C\/strong\u003EDr. David Goldsman\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ECommittee Members\u003C\/strong\u003E:\u0026nbsp;Dr. Christos Alexopolous, Laurie Garrow (School of Civil and Environmental Engineering, Georgia Tech), Dr. Paul Griffin, and Dr. Brani Vidakovic\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EDate and time:\u003C\/strong\u003E\u0026nbsp;\u0026nbsp;Tuesday, August 11, 2015, 9:00 AM\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ELocation:\u0026nbsp;\u0026nbsp;Groseclose 402\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EAbstract:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EIn the first part of the thesis, we apply various variance reduction techniques to the estimation of Asian averages and options and propose an easy-to-use quasi-Monte Carlo method that can provide significant variance reductions with minimal increases in computational time. We have also extended these techniques to estimate higher moments of the Asians averages.\u003C\/p\u003E\u003Cp\u003EIn the second part, we then use these estimated moments to efficiently implement Gram-Charlier based estimators for probability distribution functions of Asian averages and options.\u003C\/p\u003E\u003Cp\u003EFinally, in the third part, we investigate a ranking and selection application that uses post hoc analysis to determine how the circumstances of procedure termination affect the probability of correct selection.\u003C\/p\u003E\u003Cp\u003E \u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Topics in the Statistical Aspects of Simulation"}],"uid":"27707","created_gmt":"2015-08-03 08:52:45","changed_gmt":"2016-10-08 02:12:41","author":"Tatianna Richardson","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2015-08-11T10:00:00-04:00","event_time_end":"2015-08-11T12:00:00-04:00","event_time_end_last":"2015-08-11T12:00:00-04:00","gmt_time_start":"2015-08-11 14:00:00","gmt_time_end":"2015-08-11 16:00:00","gmt_time_end_last":"2015-08-11 16:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"221981","name":"Graduate Studies"}],"categories":[],"keywords":[{"id":"100811","name":"Phd Defense"}],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1788","name":"Other\/Miscellaneous"}],"invited_audience":[{"id":"78771","name":"Public"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}