Physical Sciences and Mathematics Commons^™

Hjb Equation And Statistical Arbitrage Applied To High Frequency Trading, Yonggi Park

Electronic Theses and Dissertations

In this thesis we investigate some properties of market making and statistical arbitrage applied to High Frequency Trading (HFT). Using the Hamilton-Jacobi-Bellman(HJB) model developed by Guilbaud, Fabien and Pham, Huyen in 2012, we studied how market making works to obtain optimal strategy during limit order and market order. Also we develop the best investment strategy through Moving Average, Exponential Moving Average, Relative Strength Index, Sharpe Ratio.

Accelerated Life Model With Various Types Of Censored Data, Kathryn Pridemore

Electronic Theses and Dissertations

The Accelerated Life Model is one of the most commonly used tools in the analysis of survival data which are frequently encountered in medical research and reliability studies. In these types of studies we often deal with complicated data sets for which we cannot observe the complete data set in practical situations due to censoring. Such difficulties are particularly apparent by the fact that there is little work in statistical literature on the Accelerated Life Model for complicated types of censored data sets, such as doubly censored data, interval censored data, and partly interval censored data. In this work, we …

Sagebrush Ecosystem Characterization, Monitoring, And Forecasting With Remote Sensing: Quantifying Future Climate And Wildlife Habitat Change, Collin G. Homer

Electronic Theses and Dissertations

Sagebrush (Artemisia spp.) ecosystems constitute the largest single North American shrub ecosystem and provide vital ecological, hydrological, biological, agricultural, and recreational ecosystem services. Disturbances continue to alter this ecosystem, with climate change possibly representing the greatest future disturbance risk. Improved ways to characterize and monitor gradual change in this ecosystem are vital to its future management. A new remote sensing sagebrush characterization approach was developed in Wyoming which integrates three scales of remote sensing to derive four primary continuous field components (bare ground, herbaceousness, litter, and shrub), and four secondary components (sagebrush, big sagebrush, Wyoming sagebrush, and shrub …

On Binary And Regular Matroids Without Small Minors, Kayla Davis Harville

Electronic Theses and Dissertations

The results of this dissertation consist of excluded-minor results for Binary Matroids and excluded-minor results for Regular Matroids. Structural theorems on the relationship between minors and k-sums of matroids are developed here in order to provide some of these characterizations. Chapter 2 of the dissertation contains excluded-minor results for Binary Matroids. The first main result of this dissertation is a characterization of the internally 4-connected binary matroids with no minor that is isomorphic to the cycle matroid of the prism+e graph. This characterization generalizes results of Mayhew and Royle [18] for binary matroids and results of Dirac [8] and Lovász …

Large Eddy Simulation Of Surface Pressure Fluctuations Generated By Elevated Gusts, Jericho Erin Cain

Electronic Theses and Dissertations

Wind gusts cause substantial damage to wind turbines. If these damaging winds could be detected prior to their interaction with the turbine, the turbine rotor can be decoupled from the generator and gearing system to prevent damage during the gust event. This would significantly reduce wind turbine repair costs. Wind gusts can also create unsafe conditions for aircraft landing. A ground based detection system that monitored elevated wind gusts can provide new information for pilots to use when determining whether or not it is safe to land. In addition, the ability to monitor elevated gust events would provide a new …

Partial Replica Location And Selection For Spatial Datasets, Yun Tian

Electronic Theses and Dissertations

As the size of scientific datasets continues to grow, we will not be able to store enormous datasets on a single grid node, but must distribute them across many grid nodes. The implementation of partial or incomplete replicas, which represent only a subset of a larger dataset, has been an active topic of research. Partial Spatial Replicas extend this functionality to spatial data, allowing us to distribute a spatial dataset in pieces over several locations. We investigate solutions to the partial spatial replica selection problems. First, we describe and develop two designs for an Spatial Replica Location Service (SRLS), which …

Interaction Of The Cyclonic Winds With The Infrasonic Signal Generated By A Large Maritime Storm, Philip Stephen Blom

Electronic Theses and Dissertations

The collision of counter propagating ocean surface waves of like periods is known to produce an infrasonic signal termed a microbarom. It has been suggested that microbaroms associated with large maritime storms are generated far from the storm center at a location in which the storm swell and background swell have equal period and are counter-propagating. It is shown in this work that the interaction of the atmospheric microbarom signal generated by a large maritime storm with the cyclonic winds of the storm results in a characteristic acoustic signal far from the storm which could potentially be used to estimate …

Income Inequality Measures And Statistical Properties Of Weighted Burr-Type And Related Distributions, Meznah R. Al Buqami

Electronic Theses and Dissertations

In this thesis, tail conditional expectation (TCE) in risk analysis, an important measure for right-tail risk, is presented. This value is generally based on the quantile of the loss distribution. Explicit formulas of several tail conditional expectations and inequality measures for Dagum-type models are derived. In addition, a new class of weighted Burr-III (WBIII) distribution is presented. The statistical properties of this distribution including hazard and reverse hazard functions, moments, coefficient of variation, skewness, and kurtosis, inequality measures, entropy are derived. Also, Fisher information and maximum likelihood estimates of the model parameters are obtained.

Cusum Generalized Variance Charts, Yuxiang Li

Electronic Theses and Dissertations

The commonly recommended charts for monitoring the mean vector are affected by a shit in the covariance matrix. As in the univariate case, a chart for monitoring for a change in the covariance matrix should be examined first before examining the chart used to monitor for a change in the mean vector.

Accelerated Data Delivery Architecture, Michael L. Grecol

Electronic Theses and Dissertations

This paper introduces the Accelerated Data Delivery Architecture (ADDA). ADDA establishes a framework to distribute transactional data and control consistency to achieve fast access to data, distributed scalability and non-blocking concurrency control by using a clean declarative interface. It is designed to be used with web-based business applications. This framework uses a combination of traditional Relational Database Management System (RDBMS) combined with a distributed Not Only SQL (NoSQL) database and a browser-based database. It uses a single physical and conceptual database schema designed for a standard RDBMS driven application. The design allows the architect to assign consistency levels to entities …

Computational Fluid Dynamics (Cfd) Modeling Of A Laboratory Scale Coal Gasifier, Kiel S. Schultheiss

Electronic Theses and Dissertations

Furthering gasification technology is an essential part of advancing clean coal technologies. In order to seek insight into the appropriate operations for the formation of synthetic gas (syngas) a numerical simulation was performed to predict the phenomena of coal gasification in a laboratory scale entrained-flow coal gasifier. The mesh for the model was developed with ICEM CFD software and the chemical and physical phenomena were modeled using the fluid flow solver ANSYS FLUENT. Mesh independence was verified. The model was validated with experimental data from several studies performed on a laboratory scale gasifier.

Systematic examination of the model was performed …

Pressure Poisson Method For The Incompressible Navier-Stokes Equations Using Galerkin Finite Elements, John Cornthwaite

Electronic Theses and Dissertations

In this thesis we examine the Navier-Stokes equations (NSE) with the continuity equation replaced by a pressure Poisson equation (PPE). Appropriate boundary conditions are developed for the PPE, which allow for a fully decoupled numerical scheme to recover the pressure. The variational form of the NSE with PPE is derived and used in the Galerkin Finite Element discretization. The Galerkin finite element method is then used to solve the NSE with PPE. Moderate accuracy is shown.

Revising Common Core Georgia Performance Standards Statistics Lesson Plans To Better Align With Statistical Practice, Rachel Bonilla

Electronic Theses and Dissertations

In this thesis, lesson plans provided by the Georgia Department of Education are revised to give students better exposure and practice working with real-life data. Three learning tasks and a performance task are presented covering a unit lesson on statistical regression. The development of Georgia statistics curriculum standards are reviewed and presented.

Numerical Solutions To The Gross-Pitaevskii Equation For Bose-Einstein Condensates, Luigi Galati

Electronic Theses and Dissertations

In this thesis we compare various potential operators for the two-dimensional (2D) Gross-Pitaevskii equation (GPE) for Bose-Einstein condensates. Both the 2D and the 1D models are scaled to get a three parameter model. Smoothness of initial conditions is considered and choice of method (Split-Step Fourier method with Strang Splitting) is justied. Numerical simulations provide graphical evidence of properties of both focusing and nonfocusing cases.

Movements, Survival, And Sightability Of White-Tailed Deer In Southeastern South Dakota, Trenton J. Haffley

Electronic Theses and Dissertations

To effectively manage white-tailed deer (Odocoileus virginianus) populations, managers need to identify population parameters including but not limited to movements, survival and cause-specific mortality. It also is helpful to examine population size and density. The primary objectives of my study were to document seasonal migration, estimate survival rates for female adult white-tailed deer, and generate a sightability model for deer in southeastern South Dakota. Secondary objectives were to calculate seasonal home ranges and document cause-specific mortality. Forty four adult female white-tailed deer were monitored from February 2009 to January 2011 in Bon Homme and Yankton counties. I documented 38 seasonal …

Two Methodologies: How Well Can Universities Predict Retention, Tiffany Lynette Gregory

Electronic Theses and Dissertations

Student retention has been a long standing focus in higher education research with one of the earliest work dating back to 1937. Many researchers have proposed factors that affect a student's decision to depart from the university without successfully completing a degree. It is important to not only research different attributes and characteristics that affect student departure but it is also important to study different statistical methodologies. With the advancement in technology, new methodologies such as the Classification and Regression Tree (CART) have proven to yield significant results in a variety of research fields. As these new statistical methodologies emerge, …

Numerical Modeling Of Lightning Initiation And Stepped Leader Propagation, Sumedhe Karunarathne

Electronic Theses and Dissertations

Initial breakdown pulses (IBPs) observed at the beginning of cloud-to-ground (CG) lightning flashes and stepped leaders that folloIBPs were modeled using multi-sensor electric field change (E-change) measurements. This study uses data collected with a network of ten E-change sensors located at Kennedy Space Center. Locations (x,y,z,t) of IBPs were found using a time-of-arrival technique called PBFA. Location errors were determined from Monte Carlo simulations and were usually less than 100 m for horizontal coordinates and several hundreds of meters for altitude. Comparison of PBFA source locations to locations from a VHF lightning mapping system shows that PBFA locates most of …

Measurement Of Angular Coefficients Of Drell-Yan E(+) E(-) Pairs In Ppbar Collisions At Square Root Of Center Of Mass Energy Of 1.96 Tev., Sudeep Singh Bhatia

Electronic Theses and Dissertations

In this paper we present the status of the measurement of angular distributions of final state electrons in ppbar → γ*/Z → e+ e− + X events produced in the Z boson mass region at square root of center of mass energy of 1.96 TeV at the Tevatron. For this analysis, we have used the Run IIb2 dataset collected with the DΦ detector. The angular distributions as a function of the transverse momentum of the electron-positron pair are studied, and the Lam-Tung relation, valid only for a spin-1 description of the gluon is investigated. The final result will also describe …

Early Transition Metal Ccc-Nhc Pincer Complexes: Synthesis, Characterization, And Catalysis, Theodore Rudy Helgert

Electronic Theses and Dissertations

The previously reported amine elimination methodology for the metalation of CCC-NHC pincer ligand precursors has been extended to other early-transition metals and ligands. Specifically, synthetic results for the preparation of imidazole based CCC-NHC pincer Ti (IV), CCC-NHC pincer Ta (V) will be discussed. In addition, the synthesis of a new triazole based CCC-NHC pincer ligand precursor and its metalation with Ta (V) will be presented. Coordination sphere manipulation of the new pincer complexes using TMSCl for the Ti complex and lithium t-butylamide for the Ta complexes is also discussed. The reaction of the initial Ta CCC-NHC complex with lithium t-butylamide …

Full Newton Step Interior Point Method For Linear Complementarity Problem Over Symmetric Cones, Andrii Berdnikov

Electronic Theses and Dissertations

In this thesis, we present a new Feasible Interior-Point Method (IPM) for Linear Complementarity Problem (LPC) over Symmetric Cones. The advantage of this method lies in that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. By suitable choice of parameters we prove the global convergence of iterates which always stay in the the central path neighborhood. A global convergence of the method is proved and an upper bound for the number of iterations necessary to find ε-approximate solution of the problem is presented.