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Full-Text Articles in Other Applied Mathematics
Spatio-Temporal Modeling Of Crime In Chicago, Illinois, Shelby Scott
Spatio-Temporal Modeling Of Crime In Chicago, Illinois, Shelby Scott
Doctoral Dissertations
Gun crime is a major public health concern in the United States. In Chicago, Illinois, gun crime incurs a significant cost of life along with monetary costs and community unrest. Due to past legislation, there is limited research applying quantitative methods to gun crime in Chicago. The overall purpose of this work is to create a cellular automata model to observe and project the epidemic spread of gun crime in Chicago. To create that model, t-test analyses of temporal patterns, a Bayesian point process model, a negative binomial Bayesian subset selection, and a k-selection algorithm are used. The cellular automata …
The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, Zhenxian Gong
The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, Zhenxian Gong
Electronic Thesis and Dissertation Repository
Financial markets and instruments are continuously evolving, displaying new and more refined stylized facts. This requires regular reviews and empirical evaluations of advanced models. There is evidence in literature that supports stochastic volatility models over constant volatility models in capturing stylized facts such as "smile" and "skew" presented in implied volatility surfaces. In this thesis, we target commodity and volatility index markets, and develop a novel stochastic volatility model that incorporates mean-reverting property and 4/2 stochastic volatility process. Commodities and volatility indexes have been proved to be mean-reverting, which means their prices tend to revert to their long term mean …
Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman
Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman
Pitzer Senior Theses
This thesis investigates the unique interactions between pregnancy, substance involvement, and race as they relate to the War on Drugs and the hyper-incarceration of women. Using ordinary least square regression analyses and data from the Bureau of Justice Statistics’ 2016 Survey of Prison Inmates, I examine if (and how) pregnancy status, drug use, race, and their interactions influence two length of incarceration outcomes: sentence length and amount of time spent in jail between arrest and imprisonment. The results collectively indicate that pregnancy decreases length of incarceration outcomes for those offenders who are not substance-involved but not evenhandedly -- benefitting white …