Mathematics Commons^™

The Mathematics Of Financial Portfolio Optimization Incorporating Environmental, Social, And Governance Score Information, Ian Driskill

Master's Theses

We numerically investigate the effects that Environmental, Social, and Governance (ESG) scores have on portfolio optimization with Modern Portfolio Theory assumptions and how ESG scores correlate with the market returns of a rated company's stock. Additionally, we review and analyze a research paper published in the Journal of Financial Economics regarding ESG investing titled “Responsible investing: The ESG-efficient frontier” by Pedersen, Fitzgibbons, and Lukasz. Our overall goal is provide insight for socially responsible inclined investors, to help them understand what ESG scores tell us and how those scores may effect their overall investment returns."

Positive Solutions To Semilinear Elliptic Equations With Logistic-Type Nonlinearities And Harvesting In Exterior Domains, Eric Jameson

UNLV Theses, Dissertations, Professional Papers, and Capstones

Existing results provide the existence of positive solutions to a class of semilinear elliptic PDEs with logistic-type nonlinearities and harvesting terms both in RN and in bounded domains U ⊂ RN with N ≥ 3, when the carrying capacity of the environment is not constant. We consider these same equations in the exterior domain Ω, defined as the complement of the closed unit ball in RN , N ≥ 3, now with a Dirichlet boundary condition. We first show that the existing techniques forsolving these equations in the whole space RN can be applied to the exterior domain with some …

Stroke Clustering And Fitting In Vector Art, Khandokar Shakib

Senior Independent Study Theses

Vectorization of art involves turning free-hand drawings into vector graphics that can be further scaled and manipulated. In this paper, we explore the concept of vectorization of line drawings and study multiple approaches that attempt to achieve this in the most accurate way possible. We utilize a software called StrokeStrip to discuss the different mathematics behind the parameterization and fitting involved in the drawings.

Cross-Model Parameter Estimation In Epidemiology, Julia R. Fitzgibbons

Honors Theses and Capstones

No abstract provided.

Sum Of Cubes Of The First N Integers, Obiamaka L. Agu

Electronic Theses, Projects, and Dissertations

In Calculus we learned that 􏰅Sum^{n}_{k=1} k = [n(n+1)]/2 , that Sum^{􏰅n}_{k=1} k^2 = [n(n+1)(2n+1)]/6 , and that Sum^{n}_{k=1} k^{3} = (n(n+1)/2)^{2}. These formulas are useful when solving for the area below quadratic or cubic function over an interval [a, b]. This tedious process, solving for areas under a quadratic or a cubic, served as motivation for the introduction of Riemman integrals. For the overzealous math student, these steps were replaced by a simpler method of evaluating antiderivatives at the endpoints a and b. From my recollection, a former instructor informed us to do the value of memorizing these formulas. …

The Pope's Rhinoceros And Quantum Mechanics, Michael Gulas

Honors Projects

In this project, I unravel various mathematical milestones and relate them to the human experience. I show and explain the solution to the Tautochrone, a popular variation on the Brachistochrone, which details a major battle between Leibniz and Newton for the title of inventor of Calculus. One way to solve the Tautochrone is using Laplace Transforms; in this project I expound on common functions that get transformed and how those can be used to solve the Tautochrone. I then connect the solution of the Tautochrone to clock making. From this understanding of clocks, I examine mankind’s understanding of time and …

A Mathematical Analysis Of The Game Of Chess, John C. White

Selected Honors Theses

This paper analyzes chess through the lens of mathematics. Chess is a complex yet easy to understand game. Can mathematics be used to perfect a player’s skills? The work of Ernst Zermelo shows that one player should be able to force a win or force a draw. The work of Shannon and Hardy demonstrates the complexities of the game. Combinatorics, probability, and some chess puzzles are used to better understand the game. A computer program is used to test a hypothesis regarding chess strategy. Through the use of this program, we see that it is detrimental to be the first …

Sports Analytics With Computer Vision, Colby T. Jeffries

Senior Independent Study Theses

Computer vision in sports analytics is a relatively new development. With multi-million dollar systems like STATS’s SportVu, professional basketball teams are able to collect extremely fine-detailed data better than ever before. This concept can be scaled down to provide similar statistics collection to college and high school basketball teams. Here we investigate the creation of such a system using open-source technologies and less expensive hardware. In addition, using a similar technology, we examine basketball free throws to see whether a shooter’s form has a specific relationship to a shot’s outcome. A system that learns this relationship could be used to …

Subgroups Of Finite Wreath Product Groups For P=3, Jessica L. Gonda

Williams Honors College, Honors Research Projects

Let M be the additive abelian group of 3-by-3 matrices whose entries are from the ring of integers modulo 9. The problem of determining all the normal subgroups of the regular wreath product group P=Z₉≀(Z₃ × Z₃) that are contained in its base subgroup is equivalent to the problem of determining the subgroups of M that are invariant under two particular endomorphisms of M. In this thesis we give a partial solution to the latter problem by implementing a systematic approach using concepts from group theory and linear algebra.

Mathematical Modeling And Optimal Control Of Alternative Pest Management For Alfalfa Agroecosystems, Cara Sulyok

Mathematics Honors Papers

This project develops mathematical models and computer simulations for cost-effective and environmentally-safe strategies to minimize plant damage from pests with optimal biodiversity levels. The desired goals are to identify tradeoffs between costs, impacts, and outcomes using the enemies hypothesis and polyculture in farming. A mathematical model including twelve size- and time-dependent parameters was created using a system of non-linear differential equations. It was shown to accurately fit results from open-field experiments and thus predict outcomes for scenarios not covered by these experiments.

The focus is on the application to alfalfa agroecosystems where field experiments and data were conducted and provided …

On Closed Subsets Of Non-Commutative Association Schemes Of Rank 6, Jose Vera

Theses and Dissertations - UTB/UTPA

The notion of an association scheme is a generalization of the concept of a group. In fact, the so-called thin association schemes correspond in a well-understood way to groups. In this thesis, we look at the structure of non-commutative association schemes of rank 6. We will show that a non-normal closed subset of a noncommutative association scheme of rank 6, must have rank 2. The so-called Coxeter schemes of rank 6 which we present in Section 4 provide examples of association schemes of rank 6 with non-normal closed subsets of rank 2. It is shown that normal closed subsets of …

An Examination Of The Yang-Baxter Equation, Alexandru Cibotarica

Master's Theses

The Yang-Baxter equation has been extensively studied due to its application in numerous fields of mathematics and physics. This thesis sets out to analyze the equation from the viewpoint of the algebraic product of matrices, i.e., the composition of linear maps, with the intent of characterizing the solutions of the Yang-Baxter equation.

We begin by examining the simple case of 22 matrices where it is possible to fully characterize the solutions. We connect the Yang-Baxter equation to the Cecioni-Frobenius Theorem and focus on obtaining solutions to the Yang-Baxter equation for special matrices where solutions are more easily found. Finally, …

Pattern Recognition For Electric Power System Protection, Yong Sheng

Doctoral Dissertations

The objective of this research is to demonstrate pattern recognition tools such as decision trees (DTs) and neural networks that will improve and automate the design of relay protection functions in electric power systems. Protection functions that will benefit from the research include relay algorithms for high voltage transformer protection (TP) and for high impedance fault (HIF) detection. A methodology, which uses DTs and wavelet analysis to distinguish transformer internal faults from other conditions that are easily mistaken for internal faults, has been developed. Also, a DT based solution is proposed to discriminate HIFs from normal operations that may confuse …

A New Test For Normality, Richard Leroy Roller

All Master's Theses

This paper presents a new test for normality which is based on a complete characterization of the normal distribution. Motivation for the test is given in terms of a proof of this characterization. The test is derived and evaluated by computer-simulated sampling from alternative distributions. The empirical powers of the test generated from such samplings are tabled and compared to nine commonly used tests. Evaluation of the proposed test is discussed and further avenues of investigation are suggested.

Orthogonality In Normed Spaces, Martin R. Mccarthy

All Master's Theses

This paper presents three definitions of orthogonality in normed spaces. Each definition is shown equivalent to the inner product being zero when restricted to an inner product space. The definitions arise from such properties in two space as the diagonals of a rectangle being equal and the Pythagorean Theorem. The third definition shows that the idea of an inner product can be generalized under certain conditions.

The Spieker Circle And Certain Related Configurations, Berthola E. Lumzy

Electronic Thesis and Dissertation

No abstract provided.

History Of Applied Geometry, Evelyn Jackson

Electronic Thesis and Dissertation

No abstract provided.