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- <p>Congruence lattices<br />Congruence modular varieties<br />Finite fields (Algebra)<br />Lattice theory</p> (1)
- <p>Electricity -- Prices -- Econometric models<br />GARCH model<br />Time-series analysis</p> (1)
- Differentiable dynamical systems<br />Free probability theory (1)
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Minimal And Near Minimal Congruence Lattice Representations Of Finite Lattices By Finite Algebras On Sets Of Integers, Roger Lee Bunn
Minimal And Near Minimal Congruence Lattice Representations Of Finite Lattices By Finite Algebras On Sets Of Integers, Roger Lee Bunn
Doctoral Dissertations
"We give finite congruence lattice representations of some finite distributive, modular and nonmodular lattices by means of finite algebras on sets of integers. These representations are minimal or near minimal as determined by ρ, a mapping from the class R of finitely representable lattices into the natural numbers N"--Abstract, page iii.
Modeling Hourly Electricity Prices: A Structural Time Series Approach Incorporating Modified Garch Innovations, Edirisinghe Mudiyanselage Asitha Edirisinghe
Modeling Hourly Electricity Prices: A Structural Time Series Approach Incorporating Modified Garch Innovations, Edirisinghe Mudiyanselage Asitha Edirisinghe
Doctoral Dissertations
"The main objective of this research is to develop time series based procedures for modeling day-ahead and real-time hourly electricity prices. Such empirical processes exhibit features that make the direct application of standard time series models infeasible. Four years of hourly day-ahead and real-time electricity price data from the region supplied by the American Electric Power (AEP) company through the PJM Regional Transmission Organization (RTO) and one half years of real-time electricity prices from the MISO RTO are utilized as an empirical basis for developing such procedures. The price data show several features, such as irregular seasonal behavior, weekly and …
Probability Theory On Time Scales And Applications To Finance And Inequalities, Thomas Matthews
Probability Theory On Time Scales And Applications To Finance And Inequalities, Thomas Matthews
Doctoral Dissertations
"In this dissertation, the recently discovered concept of time scales is applied to probability theory, thus unifying discrete, continuous and many other cases. A short introduction to the theory of time scales is provided. Following this preliminary overview, the moment generating function is derived using a Laplace transformation on time scales. Various unifications of statements and new theorems in statistics are shown. Next, distributions on time scales are defined and their properties are studied. Most of the derived formulas and statements correspond exactly to those from discrete and continuous calculus and extend the applicability to many other cases. Some theorems …