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Physical Sciences and Mathematics Commons

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Statistics and Probability

STAR Program Research Presentations

2012

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

The Implementation Of The Shear Correlation Function And The Matter Power Spectrum In R, Allison A. Scheppelmann, Deborah J. Bard Aug 2012

The Implementation Of The Shear Correlation Function And The Matter Power Spectrum In R, Allison A. Scheppelmann, Deborah J. Bard

STAR Program Research Presentations

Weak gravitational lensing is an important tool in understanding the large-scale structure of the universe. One component in understanding the effect of weak gravitational lensing is the shear correlation function and matter power spectrum. The calculation of these values is often complicated and time consuming. In order to decrease the cost of these calculations they were implemented in R using parallelization. This resulted in the calculations completing faster and the process to be easily changed in order to fit the need of each researcher using the algorithms created in R.


Using Etf Data To Monitor Systemic Risk, Melissa A. Siemer, Brett Amidan Jan 2012

Using Etf Data To Monitor Systemic Risk, Melissa A. Siemer, Brett Amidan

STAR Program Research Presentations

In 2010, President Obama signed The Dodd-Frank Wall Street Reform and Consumer Protection Act, which requires financially based government agencies and 35 major US banks to monitor systemic risk. This was in response to the recent near financial collapse due to major mistakes made by organizations generally considered "too big to fail". Systemic risk is the risk of the collapse of an entire financial system or market. It refers to the risks imposed by interdependencies in a system or market, where the failure of a single entity or cluster of entities can cause a cascading failure. In April 2011, the …