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Full-Text Articles in Physical Sciences and Mathematics
Integer Solutions To Optimization Problems And Modular Sequences Of Nexus Numbers, Jeremy T. Davis
Integer Solutions To Optimization Problems And Modular Sequences Of Nexus Numbers, Jeremy T. Davis
Electronic Theses and Dissertations
In this thesis, we examine the use of integers through two ideas. As mathematics teachers, we prefer students not use calculators on assessments. In order to require this, students compute the problems by hand. We take a look at the classic Calculus I optimization box problem while restricting values to integers. In addition, sticking with the integer theme, we take a new look at the nexus numbers. Nexus numbers are extensions of the hex and rhombic dodecahedral numbers. We put these numbers into a sequence, and through a few computations of modular arithmetic, we analyze the sequences and their patterns …
Integer Compositions, Gray Code, And The Fibonacci Sequence, Linus Lindroos
Integer Compositions, Gray Code, And The Fibonacci Sequence, Linus Lindroos
Electronic Theses and Dissertations
In this thesis I show the relation of binary and Gray Code to integer compositions and the Fibonacci sequence through the use of analytic combinatorics, Zeckendorf's Theorem, and generating functions.
Compositions, Bijections, And Enumerations, Charles R. Dedrickson Iii
Compositions, Bijections, And Enumerations, Charles R. Dedrickson Iii
Electronic Theses and Dissertations
In this thesis we give an introduction to colored-compositions of an integer. This is a generalization of traditional integer compositions, and we show a few results for n-color compositions which are analogous to regular compositions with both combinatorial and analytic proofs. We also show several bijections between various types of compositions to certain types of numeric strings, and provide a generalization of a classic bijection between compositions and binary strings.
A Non-Parametric Approach To Change-Point Detection In Cross-Asset Correlations, L. Kaili Diamond
A Non-Parametric Approach To Change-Point Detection In Cross-Asset Correlations, L. Kaili Diamond
Electronic Theses and Dissertations
In this thesis we explore the problem of detecting change-points in cross-asset correlations using a non-parametric approach. We began by comparing and contrasting several common methods for change-point detection as well as methods for measuring correlation. We finally settle on a statistic introduced in early 2012 by Herold Dehling et.al. and test this statistic against real world financial data. We provide the estimated change-point for this data as well as the asymptotic p-value associated with this statistic. Once this process was complete we went on to use simulated data to measure the accuracy, power, and type 1 error associated with …
Homogeneous Symplectic Manifolds Of The Galilei Group, Michael S. Davis
Homogeneous Symplectic Manifolds Of The Galilei Group, Michael S. Davis
Electronic Theses and Dissertations
In this thesis we classify all symplectic manifolds admitting a transitive, 2-form preserving action of the Galilei group G. Using the moment map and a theorem of Kirillov-Kostant-Souriau, we reduce the problem to that of classifying the coadjoint orbits of a central extension of G discovered by Bargmann. We then develop a systematic inductive technique to construct a cross section of the coadjoint action. The resulting symplectic orbits are interpreted as the manifolds of classical motions of elementary particles with or without spin, mass, and color.
Properties Of Weighted Generalized Beta Distribution Of The Second Kind, Yuan Ye
Properties Of Weighted Generalized Beta Distribution Of The Second Kind, Yuan Ye
Electronic Theses and Dissertations
Author's abstract: In this thesis, a new class of weighted generalized beta distribution of the second kind (WGB2) is presented. The construction makes use of the conservability approach' which includes the size or length-biased distribution as a special case. The class of WGB2 is used as descriptive models for the distribution of income. The results that are presented generalize the generalized beta distribution of second kind (GB2). The properties of these distributions including behavior of pdf, cdf, hazard functions, moments, mean, variance, coefficient of variation (CV), coefficient of skewness (CS), coefficient of kurtosis (CK) are obtained. The moments of other …
Infeasible Full-Newton-Step Interior-Point Method For The Linear Complementarity Problems, Antré Marquel Drummer
Infeasible Full-Newton-Step Interior-Point Method For The Linear Complementarity Problems, Antré Marquel Drummer
Electronic Theses and Dissertations
In this tesis, we present a new Infeasible Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the neighborhood of the central path, hence, still guaranteeing the global convergence of the method under strict feasibility assumption. The number of iterations necessary to find -approximate solution of the problem matches the best known iteration bounds for these types of methods. The preliminary implementation of the method …
The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey
The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey
Electronic Theses and Dissertations
Author's abstract: There have been many attempts to find a model that can accurately price options. These models are built on many assumptions, including which probability distribution stock returns follow. In this paper, we test several distributions to see which best fit the log returns of 20 different companies over a period between November 1, 2006 to October 31, 2011. If a "best" distribution is found, a modified Black-Scholes model will be defined by modifying the Weiner process. We use Monte Carlo simulations to generate estimated prices under specified parameters, and compare these prices to those simulated by the model …