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Full-Text Articles in Physical Sciences and Mathematics

Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu Apr 2022

Early-Warning Alert Systems For Financial-Instability Detection: An Hmm-Driven Approach, Xing Gu

Electronic Thesis and Dissertation Repository

Regulators’ early intervention is crucial when the financial system is experiencing difficulties. Financial stability must be preserved to avert banks’ bailouts, which hugely drain government's financial resources. Detecting in advance periods of financial crisis entails the development and customisation of accurate and robust quantitative techniques. The goal of this thesis is to construct automated systems via the interplay of various mathematical and statistical methodologies to signal financial instability episodes in the near-term horizon. These signal alerts could provide regulatory bodies with the capacity to initiate appropriate response that will thwart or at least minimise the occurrence of a financial crisis. …


Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano Apr 2022

Intra-Hour Solar Forecasting Using Cloud Dynamics Features Extracted From Ground-Based Infrared Sky Images, Guillermo Terrén-Serrano

Electrical and Computer Engineering ETDs

Due to the increasing use of photovoltaic systems, power grids are vulnerable to the projection of shadows from moving clouds. An intra-hour solar forecast provides power grids with the capability of automatically controlling the dispatch of energy, reducing the additional cost for a guaranteed, reliable supply of energy (i.e., energy storage). This dissertation introduces a novel sky imager consisting of a long-wave radiometric infrared camera and a visible light camera with a fisheye lens. The imager is mounted on a solar tracker to maintain the Sun in the center of the images throughout the day, reducing the scattering effect produced …


Analyzing The Fractal Dimension Of Various Musical Pieces, Nathan Clark Aug 2020

Analyzing The Fractal Dimension Of Various Musical Pieces, Nathan Clark

Industrial Engineering Undergraduate Honors Theses

One of the most common tools for evaluating data is regression. This technique, widely used by industrial engineers, explores linear relationships between predictors and the response. Each observation of the response is a fixed linear combination of the predictors with an added error element. The method is built on the assumption that this error is normally distributed across all observations and has a mean of zero. In some cases, it has been found that the inherent variation is not the result of a random variable, but is instead the result of self-symmetric properties of the observations. For data with these …


Data-Driven Investment Decisions In P2p Lending: Strategies Of Integrating Credit Scoring And Profit Scoring, Yan Wang Apr 2020

Data-Driven Investment Decisions In P2p Lending: Strategies Of Integrating Credit Scoring And Profit Scoring, Yan Wang

Doctor of Data Science and Analytics Dissertations

In this dissertation, we develop and discuss several loan evaluation methods to guide the investment decisions for peer-to-peer (P2P) lending. In evaluating loans, credit scoring and profit scoring are the two widely utilized approaches. Credit scoring aims at minimizing the risk while profit scoring aims at maximizing the profit. This dissertation addresses the strengths and weaknesses of each scoring method by integrating them in various ways in order to provide the optimal investment suggestions for different investors. Before developing the methods for loan evaluation at the individual level, we applied the state-of-the-art method called the Long Short Term Memory (LSTM) …


Field Drilling Data Cleaning And Preparation For Data Analytics Applications, Daniel Cardoso Braga Jun 2019

Field Drilling Data Cleaning And Preparation For Data Analytics Applications, Daniel Cardoso Braga

LSU Master's Theses

Throughout the history of oil well drilling, service providers have been continuously striving to improve performance and reduce total drilling costs to operating companies. Despite constant improvement in tools, products, and processes, data science has not played a large part in oil well drilling. With the implementation of data science in the energy sector, companies have come to see significant value in efficiently processing the massive amounts of data produced by the multitude of internet of thing (IOT) sensors at the rig. The scope of this project is to combine academia and industry experience to analyze data from 13 different …


Longitudinal Tracking Of Physiological State With Electromyographic Signals., Robert Warren Stallard May 2018

Longitudinal Tracking Of Physiological State With Electromyographic Signals., Robert Warren Stallard

Electronic Theses and Dissertations

Electrophysiological measurements have been used in recent history to classify instantaneous physiological configurations, e.g., hand gestures. This work investigates the feasibility of working with changes in physiological configurations over time (i.e., longitudinally) using a variety of algorithms from the machine learning domain. We demonstrate a high degree of classification accuracy for a binary classification problem derived from electromyography measurements before and after a 35-day bedrest. The problem difficulty is increased with a more dynamic experiment testing for changes in astronaut sensorimotor performance by taking electromyography and force plate measurements before, during, and after a jump from a small platform. A …