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A Price-Volume Model For A Single-Period Stock Market, Yun Chen-Shue
A Price-Volume Model For A Single-Period Stock Market, Yun Chen-Shue
HIM 1990-2015
The intention of this thesis is to provide a primitive mathematical model for a financial market in which tradings affect the asset prices. Currently, the idea of a price-volume relationship is typically used in the form of empirical models for specific cases. Among the theoretical models that have been used in stock markets, few included the volume parameter. The thesis provides a general theoretical model with the volume parameter for the intention of a broader use. The core of the model is the correlation between trading volume and stock price, indicating that volume should be a function of the stock …
Gpu Accelerated Approach To Numerical Linear Algebra And Matrix Analysis With Cfd Applications, Adam Phillips
Gpu Accelerated Approach To Numerical Linear Algebra And Matrix Analysis With Cfd Applications, Adam Phillips
HIM 1990-2015
A GPU accelerated approach to numerical linear algebra and matrix analysis with CFD applications is presented. The works objectives are to (1) develop stable and efficient algorithms utilizing multiple NVIDIA GPUs with CUDA to accelerate common matrix computations, (2) optimize these algorithms through CPU/GPU memory allocation, GPU kernel development, CPU/GPU communication, data transfer and bandwidth control to (3) develop parallel CFD applications for Navier Stokes and Lattice Boltzmann analysis methods. Special consideration will be given to performing the linear algebra algorithms under certain matrix types (banded, dense, diagonal, sparse, symmetric and triangular). Benchmarks are performed for all analyses with baseline …
On Well-Quasi-Orderings, Forrest Thurman
On Well-Quasi-Orderings, Forrest Thurman
HIM 1990-2015
A quasi-order is a relation on a set which is both reflexive and transitive, while a well-quasi-order has the additional property that there exist no infinite strictly descending chains nor infinite antichains. Well-quasi-orderings have many interesting applications to a variety of areas which includes the strength of certain logical systems, the termination of algorithms, and the classification of sets of graphs in terms of excluded minors. My thesis explores how well-quasi-orderings are related to these topics through examples of four known well-quasi-orderings which are given by Dickson's Lemma, Higmans's Lemma, Kruskal's Tree Theorem, and the Robertson-Seymour Theorem. The well-quasi-ordering conjecture …
Approximation By Bernstein Polynomials At The Point Of Discontinuity, Jie Ling Liang
Approximation By Bernstein Polynomials At The Point Of Discontinuity, Jie Ling Liang
HIM 1990-2015
Chlodovsky showed that if x0 is a point of discontinuity of the first kind of the function f, then the Bernstein polynomials Bn(f, x0) converge to the average of the one-sided limits on the right and on the left of the function f at the point x0. In 2009, Telyakovskii in (5) extended the asymptotic formulas for the deviations of the Bernstein polynomials from the differentiable functions at the first-kind discontinuity points of the highest derivatives of even order and demonstrated the same result fails for the odd order case. Then in 2010, Tonkov in (6) found the right formulation …
Estimation And The Stress-Strength Model, Naomi Brownstein
Estimation And The Stress-Strength Model, Naomi Brownstein
HIM 1990-2015
The paper considers statistical inference for R = P(X < Y) in the case when both X and Y have generalized gamma distributions. The maximum likelihood estimators for R are developed in the case when either all three parameters of the generalized gamma distributions are unknown or when the shape parameters are known. In addition, objective Bayes estimators based on non informative priors are constructed when the shape parameters are known. Finally, the uniform minimum variance unbiased estimators (UMVUE) are derived in the case when only the scale parameters are unknown.