Physical Sciences and Mathematics Commons^™

Active Vs Passive Investing, Garret Buchheit

Honors Theses

With the increased popularity of passive investing, the long-term investment success of active management is being questioned more frequently. For this reason, this research seeks to find whether actively managed funds produce sufficient returns that cover the fees and management costs associated with them. A comparative analysis was made with 5401 actively managed U.S. mutual funds and several common market indices over three, five, and ten-year time spans ranging from 2012 to 2021. Additionally, an analysis was made comparing active and passive management in the recessionary period of 2007 to 2009. Finally, analysis was conducted on annual holdings turnover rates …

Bootstrapped Fractional Designs Applied To Models With Both Mixture And Process Variables, Laura Vinton

Honors Theses

Mixture variables are unique as the components must sum to 1, causing problems when there is interaction between mixture and process variables. The best model is the fully linearized model, but this can get large quickly. We began by comparing models on multiple data sets. These models include linear and nonlinear models. After seeing that nonlinear models appear to be the best alternatives, we used the systematically selected fractions of each data set in order to obtain an in and out of sample RMSE. This allows us to see if there is evidence of overfitting, how well the model predicts …

Increasing Perceived Realism Of Objects In A Mixed Reality Environment Using 'Diminished Virtual Reality', Logan Scott Parker

Honors Theses

With the recent explosion of popularity of virtual and mixed reality, an important question has arisen: “Is there a way to create a better blend of real and virtual worlds in a mixed reality experience?” This research attempts to determine whether a visual filter can be created and applied to virtual objects to better convince the brain into interpreting a composite of virtual and real views as one seamless view. The method devised in this thesis is being called 'Diminished Virtual Reality'. The results found in this study show that when presented with a scene composed of a combination of …

The Efficacy Of The Covid-19 Vaccine In Mississippi, Ilyse Miriam Levy

Honors Theses

The Efficacy of The COVID-19 Vaccine in Mississippi

(Under the direction of Dr. Xin Dang)

By tracking and analyzing fifty-three weeks of COVID-19 data, this thesis analyzes the efficacy of the COVID-19 vaccine within the State of Mississippi. Over the course of these fifty-three weeks, I have also been able to calculate the confidence intervals for vaccination efficacy and the risk reduction due to vaccination by using data regarding the correlations between deaths and vaccination status, provided to me by the Mississippi Office of Epidemiology. My analysis demonstrates that the COVID-19 vaccine is effective not only in Mississippi but also …

Split Classification Model For Complex Clustered Data, Katherine Gerot

Honors Theses

Classification in high-dimensional data has generated tremendous interest in a multitude of fields. Data in higher dimensions often tend to reside in non-Euclidean metric space. This prevents Euclidean-based classification methodologies, such as regression, from reliably modeling the data. Many proposed models rely on computationally-complex embedding to convert the data to a more usable format. Others, namely the Support Vector Machine, rely on kernel manipulation to implicitly describe the "feature space" to arrive at a non-linear decision boundary. The proposed methodology in this paper seeks to classify complex data in a relatively computationally-simple and explainable manner.

Hitting It Out Of The Park: How Major League Baseball Changed The Game By Not Changing Anything At All, Kyle Sorgi

Honors Theses

In this paper, I will examine the integration of baseball into American culture and statistics’ involvement in that process. This paper will paint a clear picture of the emergence and acceptance of analytics in baseball through a gradual transformation of the style of play spanning the past few decades in the form of increased strikeouts, homeruns, and extra-base hits. Furthermore, this paper will explore the polarizing implications of analytical baseball on and off the field. One of the main questions that this paper will explore is whether or not MLB can go too far with its statistic-minded initiative (if it …