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Full-Text Articles in Physical Sciences and Mathematics
High Frequency Data: Modeling Durations Via The Acd And Log Acd Models, Lilian Cheung
High Frequency Data: Modeling Durations Via The Acd And Log Acd Models, Lilian Cheung
Honors Scholar Theses
This thesis proposes a method of finding initial parameter estimates in the Log ACD1 model for use in recursive estimation. The recursive estimating equations method is applied to the Log ACD1 model to find recursive estimates for the unknown parameters in the model. A literature review is provided on the ACD and Log ACD models, and on the theory of estimating equations. Monte Carlo simulations indicate that the proposed method of finding initial parameter estimates is viable. The parameter estimation process is demonstrated by fitting an ACD model and a Log ACD model to a set of IBM …
Polynomial Factoring Algorithms And Their Computational Complexity, Nicholas Cavanna
Polynomial Factoring Algorithms And Their Computational Complexity, Nicholas Cavanna
Honors Scholar Theses
Finite fields, and the polynomial rings over them, have many neat algebraic properties and identities that are very convenient to work with. In this paper we will start by exploring said properties with the goal in mind of being able to use said properties to efficiently irreducibly factorize polynomials over these fields, an important action in the fields of discrete mathematics and computer science. Necessarily, we must also introduce the concept of an algorithm’s speed as well as particularly speeds of basic modular and integral arithmetic opera- tions. Outlining these concepts will have laid the groundwork for us to introduce …