Theses

Dissertations completed by doctoral students affiliated with the FDNSS and its predecessor, FDPSS.

  • Daniel Fischer. On statistical methods in prostate cancer genomics. University of Tampere, Jan 2017.
  • Maiju Pesonen. Analysis of high-dimensional and left-censored data with applications in lipidomics and genomics, Nov 2016.
  • Zhe Chen. On pathwise stochastic integration of processes with unbounded power variation. Aalto University, Mar 2016.
  • Min Wang. Economic capital allocation. Åbo Akademi University, Mar 2016.
  • Jaakko Lehtomaa. On heavy-tailed risks with applications to insurance and finance. University of Helsinki, Feb 2016.
  • Liisa Ilvonen. Bayesian models for the reconstruction of the paleoclimate. University of Oulu, Jan 2016.
  • Terhi Kaarakka. Fractional Ornstein-Uhlenbeck processes. Tampere University of Technology, Nov 2015.
  • Adil Yazigi. Representations and regularity of Gaussian processesUniversity of Vaasa, Aug 2015.
  • Jie Xiong. Predictive Classification and Bayesian Inference. University of Helsinki, June 2015.
  • Juha Ylinen. Decoupling on the Wiener space and variational estimates for BSDEsUniversity of Jyväskylä, May 2015.
  • Henrik Nyman. Context-specific independence in graphical models. Åbo Akademi University, Nov 2014.
  • Brita Jung. Exit times for some processes with normally distributed noise. Åbo Akademi University, Oct 2014.
  • Bao Quoc Ta. Excessive functions, Appell polynomials and optimal stopping. Åbo Akademi University, May 2014.
  • Lauri Viitasaari. Integration in a normal world: Fractional Brownian motion and beyond. Aalto University, Feb 2014.
  • Helena Aro. Mathematical models for longevity risk management. Aalto University, 2013.
  • Marjo Pyy-Martikainen. Statistical analysis of survey-based event history data. Åbo Akademi University, 2013.
  • Paul Blomstedt. On Bayesian predictive modeling. With applications on the analysis of chromatography data in forensic investigations. Åbo Akademi University, 2013.
  • Pekka Matomäki. On two sided controls of a linear diffusion. University of Turku, 2013.
  • Ari-Pekka Perkkiö. Duality in stochastic and dynamic optimization. Aalto University, 2013.
  • Riku Hakulinen. Probabilistic contact preferences in protein-ligand and protein-protein complexes. Åbo Akademi University, 2013.
  • Paul Catani. Misspecification and bootstrap tests in multivariate time series models with conditional heteroskedasticity. Hanken School of Economics, 2013.
  • Eija Laukkarinen. On Malliavin calculus and approximation of stochastic integrals  for Lévy processes. University of Jyväskylä, 2012.
  • Peter Lindberg. The knapsack problem approach in solving partial hedging problems of options. Åbo Akademi University, 2012.
  • Leena Pasanen. Studies in Bayesian Scale Space Analysis of Image Differences, Change Detection and Feature Extraction. University of Oulu, 2012.
  • Vesa Ronkainen. Stochastic modeling of financing longevity risk in pension insurance. University of Eastern Finland, 2012.
  • Heikki Tikanmäki. Fractional processes, pathwise stochastic analysis and finance. Aalto University, 2012.
  • Pauliina Ilmonen. Invariant Coordinate Selection and New Approaches for Independent Component Analysis. University of Tampere, 2011.
  • Terhi Luoma. Nonparametric event study tests for testing cumulative abnormal returns. University of Vaasa, 2011.
  • Rossana Moroni. Application of Bayesian inference in forencic statistics. Åbo Akademi University, 2011.
  • Heikki Seppälä. Interpolation spaces with parameter functions and L2-approximations of stochastic integrals. University of Jyväskylä, 2011.
  • Ehsan Azmoodeh (2010): Riemann-Stieltjes Integrals with Respect to Fractional Brownian Motion and Applications, Aalto University.
  • Mikko Pakkanen (2010): Mathematical Aspects of Financial Markets with Frictions, University of Helsinki.
  • Matti Vihola (2010): On the convergence of unconstrained adaptive Markov chain Monte Carlo algorithms, University of Jyväskylä.
  • Rainer Avikainen (2009): On Generalized Bounded Variation and Approximation of SDEs, University of Jyväskylä.
  • Mari Myllymäki (2009): Statistical Models and Inference for Spatial Point Patterns with Intensity-Dependent Marks, University of Jyväskylä.
  • Teppo Rakkolainen (2009): Essays on Optimal Control of Spectrally Negative Levy Diffusions in Financial Applications, Turku School of Economics.
  • Anni Toivola (2009): On Fractional Smoothness and Approximations of Stochastic Integrals, University of Jyväskylä.
  • Céline Jost (2007): Integral Transformations of Volterra Gaussian Processes, University of Helsinki.
  • Jukka Lempa (2007): Essays on Optimal Stopping and Control of Markov Processes, Turku School of Economics.
  • Jaakko Nevalainen (2007): Nonparametric Methods for Multivariate Location Problems with Independent and Cluster Correlated Observations, University of Tampere.
  • Bernd Pape (2007): Asset Allocation, Multivariate Position Based Trading, and the Stylized Facts, University of Vaasa.
  • Seija Sirkiä (2007): Spatial Sign and Rank Based Scatter Matrices with Applications, University of Jyväskylä.
  • Marina Sirviö (2007): Aspects of Stationary Processes: Occupation Times and Queueing Applications, Åbo Akademi University.
  • Asko Tolvanen (2007): Latent Growth Mixture Modeling: A Simulation Study, University of Jyväskylä.
  • Panu Erästö (2006): Studies in Trend Detection of Scatter Plots with Visualization, University of Helsinki.
  • Marie-Claire Koissi-Kouassi (2006): Modeling Mortality Rates: Improvements, Uncertainties and Effects on Life Annuities, Åbo Akademi University.
  • Niclas Carlsson (2005): Markov Chains on Metric Spaces. Invariant Measures and Asymptotic Behaviour, Åbo Akademi University.
  • Mika Hujo (2005): On the Approximation of Stochastic Integrals, University of Jyväskylä.
  • Lasse Leskelä (2005): Comparison and Scaling Methods for Performance Analysis of Stochastic Networks, Helsinki University of Technology.
  • Fabian Hoti (2004): Studies in Computational Statistical Methods with Applications to Pattern Recognition and Data Analysis, University of Helsinki.
  • Mikko Kuusela (2004): Large Deviations of Zeroes and Fixed Points of Random Maps with Applications to Equilibrium Economics, University of Helsinki.
  • Tatiana Mylläri (2004): Studies in the Theory of Random Forests, Åbo Akademi University.
  • Chijien Lin (2003): Generating Forest Stands with Spatio-temporal Dependencies, University of Joensuu.
  • Tommi Sottinen (2003): Fractional Brownian Motion in Finance and Queuing, University of Helsinki.