Other Applied Mathematics Commons^™

Machine Learning In Finances, Elma Kastrat, Akinyemi Apampa, Satyanand Singh

Publications and Research

In our study we work on an optimization of an appropriate stock portfolio base on available information. Our work takes into consideration the average return and any associated risk. We produce an investment strategy that predictively allows a portfolio to grow with high yields.

An Analysis Of Comparison-Based Sorting Algorithms, Jacob M. Gomez, Edgar Aponte, Brad Isaacson

Publications and Research

Our names are Edgar Aponte and Jacob Gomez and we are Applied Mathematics students at City Tech. Our mentor is Prof. Isaacson and we conducted an analysis of comparison-based sorting algorithms, meaning that they can sort items of any type for which a “less-than” relation is defined. We implemented 24 comparison-based sorting algorithms and elaborated on 6 for our poster. We analyzed the running times of these sorting algorithms with various sets of unsorted data and found that introspective sort and timsort were the fastest and most efficient, with introspective sort being the very fastest.

The “Knapsack Problem” Workbook: An Exploration Of Topics In Computer Science, Steven Cosares

Open Educational Resources

This workbook provides discussions, programming assignments, projects, and class exercises revolving around the “Knapsack Problem” (KP), which is widely a recognized model that is taught within a typical Computer Science curriculum. Throughout these discussions, we use KP to introduce or review topics found in courses covering topics in Discrete Mathematics, Mathematical Programming, Data Structures, Algorithms, Computational Complexity, etc. Because of the broad range of subjects discussed, this workbook and the accompanying spreadsheet files might be used as part of some CS capstone experience. Otherwise, we recommend that individual sections be used, as needed, for exercises relevant to a course in …

Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh

Publications and Research

Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.

Discovering Kepler’S Third Law From Planetary Data, Boyan Kostadinov, Satyanand Singh

Publications and Research

In this data-inspired project, we illustrate how Kepler’s Third Law of Planetary Motion can be discovered from fitting a power model to real planetary data obtained from NASA, using regression modeling. The power model can be linearized, thus we can use linear regression to fit the model parameters to the data, but we also show how a non-linear regression can be implemented, using the R programming language. Our work also illustrates how the linear least squares used for fitting the power model can be implemented in Desmos, which could serve as the computational foundation for this project at a lower …

Parametric Art, Shaun Pollard, Daanial Ahmad, Satyanand Singh

Publications and Research

Lissajous curves, named after Jules Antoine Lissajous (1822-1880) are generated by the parametric equations ��=��������(����) and ��=��������(����) in its simplistic form. Others have studied these curves and their applications like Nathaniel Bowditch in 1815, and they are often referred to as Bowditch curves as well. Lissajous curves are found in engineering, mathematics, graphic design, physics, and many other backgrounds. In this project entitled “Parametric Art” this project will focus on analyzing these types of equations and manipulating them to create art. We will be investigating these curves by answering a series of questions that elucidate their purpose. Using Maple, which …

Planck's And Callendar's Blackbody Radiation Formulas And Their Fitness To Experimental Data, Max Tran

Publications and Research

In this paper, we compare the blackbody radiation density formula obtained with classical physics by Hugh L Callendar and the formula obtained by Max Planck using quantization of energy. We use R and Maxima to analyze their fitness on coordinating experimental data and indicate some limitations with experiments in this area.

Predicting The Next Us President By Simulating The Electoral College, Boyan Kostadinov

Publications and Research

We develop a simulation model for predicting the outcome of the US Presidential election based on simulating the distribution of the Electoral College. The simulation model has two parts: (a) estimating the probabilities for a given candidate to win each state and DC, based on state polls, and (b) estimating the probability that a given candidate will win at least 270 electoral votes, and thus win the White House. All simulations are coded using the high-level, open-source programming language R. One of the goals of this paper is to promote computational thinking in any STEM field by illustrating how probabilistic …

Limiting Forms Of Iterated Circular Convolutions Of Planar Polygons, Boyan Kostadinov

Publications and Research

We consider a complex representation of an arbitrary planar polygon P centered at the origin. Let P(1) be the normalized polygon obtained from P by connecting the midpoints of its sides and normalizing the complex vector of vertex coordinates. We say that P(1) is a normalized average of P. We identify this averaging process with a special case of a circular convolution. We show that if the convolution is repeated many times, then for a large class of polygons the vertices of the limiting polygon lie either on an ellipse or on a star-shaped polygon. We derive a complete and …

Creating Art Patterns With Math And Code, Boyan Kostadinov

Publications and Research

The goal of this talk is to showcase some visualization projects that we developed for a 3-day Code in R summer program, designed to inspire the creative side of our STEM students by engaging them with computational projects that we developed with the purpose of mixing calculus level math and code to create complex geometric patterns. One of the goals of this program was to attract more minority and female students into applied math and computer science majors.

The projects are designed to be implemented using the high-level, open-source and free computational environment R, a popular software in industry for …

Cayley Graphs Of Semigroups And Applications To Hashing, Bianca Sosnovski

Dissertations, Theses, and Capstone Projects

In 1994, Tillich and Zemor proposed a scheme for a family of hash functions that uses products of matrices in groups of the form $SL_2(F_{2^n})$. In 2009, Grassl et al. developed an attack to obtain collisions for palindromic bit strings by exploring a connection between the Tillich-Zemor functions and maximal length chains in the Euclidean algorithm for polynomials over $F_2$.

In this work, we present a new proposal for hash functions based on Cayley graphs of semigroups. In our proposed hash function, the noncommutative semigroup of linear functions under composition is considered as platform for the scheme. We will also …

How Much Should You Pay For A Financial Derivative?, Boyan Kostadinov

Publications and Research

We explain some key mathematical ideas behind the no-arbitrage pricing of financial derivatives by replication, starting from a simple coin toss model and ending with the continuous-time limit of a multi-step coin-toss model using a geometric random walk model. In the limit, we obtain the classical Black-Scholes-Merton formula for pricing European call and put options.

Multiple Problem-Solving Strategies Provide Insight Into Students’ Understanding Of Open-Ended Linear Programming Problems, Marla A. Sole

Publications and Research

Open-ended questions that can be solved using different strategies help students learn and integrate content, and provide teachers with greater insights into students’ unique capabilities and levels of understanding. This article provides a problem that was modified to allow for multiple approaches. Students tended to employ high-powered, complex, familiar solution strategies rather than simpler, more intuitive strategies, which suggests that students might need more experience working with informal solution methods. During the semester, by incorporating open-ended questions, I gained valuable feedback, was able to better model real-world problems, challenge students with different abilities, and strengthen students’ problem solving skills.

Simulating And Animating The Spatial Dynamics Of Interacting Species Living On A Torus, Boyan Kostadinov

Publications and Research

The goal of this talk is to present a student research project in computational population biology, which aims at creating a computer simulation and animation of the spatial dynamics of interactions between two kinds of species living on a torus-shaped universe. The habitat for spatial interactions is modeled by a 2D lattice with periodic boundary conditions, which wrap the rectangular grid into a torus. The spatial interactions between the species have two components: 1. Population dynamics modeled by the classical Nicholson-Bailey two-parameter family of models for coupled interactions between species, extended to incorporate space and 2. Two-parameter migration dynamics, modeled …

Stochastic Dea With A Perfect Object And Its Application To Analysis Of Environmental Efficiency, Alexander Vaninsky

Publications and Research

The paper introduces stochastic DEA with a Perfect Object (SDEA PO). The Perfect Object (PO) is a virtual Decision Making Unit (DMU) that has the smallest inputs and greatest outputs. Including the PO in a collection of actual objects yields an explicit formula of the efficiency index. Given the distributions of DEA inputs and outputs, this formula allows us to derive the probability distribution of the efficiency score, to find its mathematical expectation, and to deliver common (group–related) and partial (object-related) efficiency components. We apply this approach to a prospective analysis of environmental efficiency of the major national and regional …

Computational Insight With Monte Carlo Simulations, Boyan Kostadinov

Publications and Research

We introduce Monte Carlo simulations for estimating areas by playing a game of "darts". We also introduce simulations of random walks. We use compact, vectorized programming, based on the R language, for all computer simulations and visualizations, aimed at high school students. This presentation is based on the Invited, prime time lecture given at the summer camp for gifted high school students at City College of New York, July 13, 2011.