Graduate Students

MA List

Yang, Zijiang Technical Report: Introduction of adaptive control to queueing systems
  Advisor: Bozenna Pasik-Duncan
  Exam Date: April 17, 1991
  Comment:       University of Beijing (no degree)
Guo, Jinxin Technical Report: Adaptive Control of Markov Chains
  Advisor: Bozenna Pasik-Duncan
  Exam Date: May 9, 1991
  Comment:       B.S., Jiao Tang University, 1986
Atteberry, Tracy Technical Report: Computational Aspects of Stochastic Theory
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      May 14, 1993
Zachariou, Yiannis Technical Report: Optimal Policy Advertising
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 7, 1994
Murakami, Junko Technical Report: Parameter Identification for Stochastic Systems
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      May 31, 1995
Yuen, Yeang Yeow Austin Technical Report: Some Option Pricing Models
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      February 25, 1997
Haas, Shane Technical Report: Ocular Artifact Removal through ARMAX Model System Identification using Extend Least Squares
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      June 10, 1999
Berke, Lisa Technical Report: Distribution of Aggregate Claims
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      May 2, 2000
Brown, Robert Technical Report: Estimation of Parameters of Branching Processes with Immigration by Adaptive Control
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      July 31, 2000
Wojnowski, Mirko Technical Report: Current Efforts in Computerized Epilepsy Prediction
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      August 24, 2001
Brannen, Deborah Thesis: Is the Stock Market Efficient?
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 16, 2002
Pierson, Belinda Technical Report: Pricing Stock Options
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 11, 2003
Davies, Anna Technical Report: The Stochastic Effects on a Mathematical Model for Cardiac Arrhythmia
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 28, 2003
Mazzapica, Jeff Technical Report: Bonus-Malus Systems in Insurance
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      November 24, 2003
O’Byrne, Megan Technical Report: Biostatistics in Genetics
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 19, 2004
Hughes, Kristen Technical Report: Heavy Tailed Distributions with Financial Applications
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 23, 2004
Funderburk, Ashley Thesis: Markov Decision Processes and Early Retirement
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      May 18, 2004
Khadavi, Naomi Thesis: A Transformation-Retransformation Estimator of the Conditional Spatial Median
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 26, 2005
Nemon, Olaga Technical Report: Modeling and Prediction with Generalized Linear Mixed Models
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      September 20, 2005
Kensler, Jennifer Technical Report: Generalized Linear Mixed Models and the Exponential Model in Credit Risk
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 24, 2006
Huey, Maryann Thesis: A New Scheme for Traffic Estimation and Resource Allocation for Bandwidth Brokers
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 28, 2006
Tao, Guanqun Technical Report: Valuation Models for Mortgage-Backed Securities
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 18, 2007
Wang, Tingting Technical Report: Forecasting Mortality Using Lee-Carter Method and Application in Annuities
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 3, 2007
Pera, Benjamin Technical Report: The Modeling of Risk Reserves with Skew Distributions and Control
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 5, 2007
LeGresley, Sarah Technical Report: Determining the Transition Probabilities of a Markov Chain for Optimizing the Mixing Rate
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 24, 2008 (Honors)
Yao, Ranting (Renee) Technical Report: An Optional Trading Strategy of a Financial Portfolio
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      July 3, 2008
Yang, Xiaorong Thesis: Forecasting Volatility in Financial Market 
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 16, 2008
Zhao, Lina Technical Report: Optimization of Reactive Distillation by Stochastic Simulated Annealing Algorithm
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 20, 2009
Jia, Meina Technical Report: The Construction of the Multi-State Mortality Model in Life Insurance
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 3, 2009
White, Caroline Technical Report: Using the Bet on the Best (BOB) Principle to Achieve Cost-Biased Optimality in an Adaptive Control Process
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 22, 2010
Kalyankar, Vinay Technical Report: Statistical Evidence of Higher Degree of Abelianness in P-Groups
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      August 30, 2010
Shea, Jason    Technical Report: Computational Methods for Stochastic Differential Equations and Stochastic Differential Equations
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      November 30, 2010
Achoki, George Technical Report: Pricing and Hedging Spread Options
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      December 2, 2010
Zima, Robert Technical Report: Economic Time Series Models
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 11, 2012
Clifton, Cody Thesis: Numerical Methods for Parameter Estimation in Stochastic Systems
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 16, 2013
Welch, Nathan Thesis: The Rebate Value Process and Some Applications
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      May 13, 2013
Lindsey, Theodore Thesis: On Kalman Filter and Its Variations
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 18, 2014
Alanazi, Khalaf Technical Report: Identifications of ARMAX Models
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 21, 2014
Harris, Bryan Technical Report: A Comparison Between Four Different Models for Financial Return Data
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      May 15, 2015
Eifler, Doug Thesis: Evolutionary Dynamics of Protean Evasion
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      February 2, 2016
Wang, Peixin Thesis: Application of Stochastic Differential Equations to Option Pricing
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      February 2, 2016
Cui, Huizhong Thesis: System Identification of Nanoparticles Uptake in Breast Cancer
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 26, 2016
Al Ghafli, Fatimah Technical Report: A New Development in Merton’s Portfolio and Consumption Model
  Advisor: Bozenna Pasik-Duncan
  Exam Date: April 26, 2017


PhD List

Zane, Omar Dissertation: Stochastic Adaptive Control and its Applications to the Theory of Finance
  Advisor: Bozenna Pasik-Duncan
  Final Exam Date: April 10, 1995
Chen, Zhisheng Dissertation: Some Applications of Adaptive Control: Diffusion Approximation and Heirarchial Approximation
  Advisor: Bozenna Pasik-Duncan
  Final Exam Date: December 4, 1995
Gao, Ai-Jun Dissertation: New Approaches in Continuous-Time Stochastic Adaptive Control
  Advisor: Bozenna Pasik-Duncan
  Final Exam Date:     October 9, 1996
Matache, Dora Dissertation: From Reality to Abstract in Stochastic Processes Applied to Telecommunications
  Advisor: Bozenna Pasik-Duncan
  Final Exam Date:    April 20, 2000
Zachariou, Yiannis Dissertation: Identification and Adaptive Control Methods for Some Stochastic Systems
  Advisor: Bozenna Pasik-Duncan
  Final Exam Date:   February 1, 2011
Clifton, Cody Dissertation: A Stochastic System Model for PageRank: Parameter Estimation and Adaptive Control
  Advisor: Bozenna Pasik-Duncan
  Exam Date:      April 20, 2014

 

Bozenna Pasik-Duncan

Bozenna Pasik-Duncan

Professor, Department of Mathematics
503 Snow Hall, University of Kansas
Lawrence, Kansas 66045
Telephone: (785) 864-5162
Email: bozenna@ku.edu

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