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Full-Text Articles in Physical Sciences and Mathematics

Spatial And Temporal Variation Of Offshore Wind Power And Its Values Along The Central California Coast, Yi-Hui Wang, Ryan K. Walter, Crow White, Matthew D. Kehrli, Stephen F. Hamilton, Patrick H. Soper, Benjamin I. Ruttenberg Oct 2019

Spatial And Temporal Variation Of Offshore Wind Power And Its Values Along The Central California Coast, Yi-Hui Wang, Ryan K. Walter, Crow White, Matthew D. Kehrli, Stephen F. Hamilton, Patrick H. Soper, Benjamin I. Ruttenberg

Physics

The analysis of the spatiotemporal variability of wind power remains limited during the planning stage of an offshore wind farm. This study provides a framework to investigate how offshore wind power varies along the Central California Coast over diurnal and seasonal time scales, which is critical for reliability and functionality of the grid system. We find that offshore wind power in this region peaks during evening hours across all seasons and maximizes in spring and summer. The timing of peak offshore wind power production better aligns with that of peak demand across California than solar and land-based wind power production, …


The Martingale Approach To Financial Mathematics, Jordan M. Rowley Jun 2019

The Martingale Approach To Financial Mathematics, Jordan M. Rowley

Master's Theses

In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In …


Dish: Democracy In State Houses, Nicholas A. Russo Feb 2019

Dish: Democracy In State Houses, Nicholas A. Russo

Master's Theses

In our current political climate, state level legislators have become increasingly impor- tant. Due to cuts in funding and growing focus at the national level, public oversight for these legislators has drastically decreased. This makes it difficult for citizens and activists to understand the relationships and commonalities between legislators. This thesis provides three contributions to address this issue. First, we created a data set containing over 1200 features focused on a legislator’s activity on bills. Second, we created embeddings that represented a legislator’s level of activity and engagement for a given bill using a custom model called Democracy2Vec. Third, we …