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Full-Text Articles in Other Applied Mathematics

Machine Learning With Topological Data Analysis, Ephraim Robert Love May 2021

Machine Learning With Topological Data Analysis, Ephraim Robert Love

Doctoral Dissertations

Topological Data Analysis (TDA) is a relatively new focus in the fields of statistics and machine learning. Methods of exploiting the geometry of data, such as clustering, have proven theoretically and empirically invaluable. TDA provides a general framework within which to study topological invariants (shapes) of data, which are more robust to noise and can recover information on higher dimensional features than immediately apparent in the data. A common tool for conducting TDA is persistence homology, which measures the significance of these invariants. Persistence homology has prominent realizations in methods of data visualization, statistics and machine learning. Extending ML with …


A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz Dec 2016

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …