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Articles 1 - 8 of 8
Full-Text Articles in Mathematics
Beginner's Analysis Of Financial Stochastic Process Models, David Garcia
Beginner's Analysis Of Financial Stochastic Process Models, David Garcia
HMC Senior Theses
This thesis explores the use of geometric Brownian motion (GBM) as a financial model for predicting stock prices. The model is first introduced and its assumptions and limitations are discussed. Then, it is shown how to simulate GBM in order to predict stock price values. The performance of the GBM model is then evaluated in two different periods of time to determine whether it's accuracy has changed before and after March 23, 2020.
Graph Learning On Multi-Modality Medical Data To Generate Clinical Predictions, Justin Jiang
Graph Learning On Multi-Modality Medical Data To Generate Clinical Predictions, Justin Jiang
HMC Senior Theses
There exist petabytes of data pertaining to medical visits – everything from blood pressure recordings, X-rays, and doctor’s notes. Electronic health records (EHRs) organize this data into databases, providing an exciting opportunity for machine learning researchers to dive deeper into analyzing human health. There already exist machine learning models that aim to expedite the process of hospital visits; for example, summary models can digest a patient’s medical history and highlight certain parts of their past that merit attention. The current frontier of medical machine learning is combining the various formats of data to generate a clinical prediction – much like …
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 …
The Document Similarity Network: A Novel Technique For Visualizing Relationships In Text Corpora, Dylan Baker
The Document Similarity Network: A Novel Technique For Visualizing Relationships In Text Corpora, Dylan Baker
HMC Senior Theses
With the abundance of written information available online, it is useful to be able to automatically synthesize and extract meaningful information from text corpora. We present a unique method for visualizing relationships between documents in a text corpus. By using Latent Dirichlet Allocation to extract topics from the corpus, we create a graph whose nodes represent individual documents and whose edge weights indicate the distance between topic distributions in documents. These edge lengths are then scaled using multidimensional scaling techniques, such that more similar documents are clustered together. Applying this method to several datasets, we demonstrate that these graphs are …
Monte Carlo Approx. Methods For Stochastic Optimization, John Fowler
Monte Carlo Approx. Methods For Stochastic Optimization, John Fowler
Pomona Senior Theses
This thesis provides an overview of stochastic optimization (SP) problems and looks at how the Sample Average Approximation (SAA) method is used to solve them. We review several applications of this problem-solving technique that have been published in papers over the last few years. The number and variety of the examples should give an indication of the usefulness of this technique. The examples also provide opportunities to discuss important aspects of SPs and the SAA method including model assumptions, optimality gaps, the use of deterministic methods for finite sample sizes, and the accelerated Benders decomposition algorithm. We also give a …
Cycle Lengths Of Θ-Biased Random Permutations, Tongjia Shi
Cycle Lengths Of Θ-Biased Random Permutations, Tongjia Shi
HMC Senior Theses
Consider a probability distribution on the permutations of n elements. If the probability of each permutation is proportional to θK, where K is the number of cycles in the permutation, then we say that the distribution generates a θ-biased random permutation. A random permutation is a special θ-biased random permutation with θ = 1. The mth moment of the rth longest cycle of a random permutation is Θ(nm), regardless of r and θ. The joint moments are derived, and it is shown that the longest cycles of a permutation can either be positively or …
The Quantum Dialectic, Logan Kelley
The Quantum Dialectic, Logan Kelley
Pitzer Senior Theses
A philosophic account of quantum physics. The thesis is divided into two parts. Part I is dedicated to laying the groundwork of quantum physics, and explaining some of the primary difficulties. Subjects of interest will include the principle of locality, the quantum uncertainty principle, and Einstein's criterion for reality. Quantum dilemmas discussed include the double-slit experiment, observations of spin and polarization, EPR, and Bell's theorem. The first part will argue that mathematical-physical descriptions of the world fall short of explaining the experimental observations of quantum phenomenon. The problem, as will be argued, is framework of the physical descriptive schema. Part …
Markov Bases For Noncommutative Harmonic Analysis Of Partially Ranked Data, Ann Johnston
Markov Bases For Noncommutative Harmonic Analysis Of Partially Ranked Data, Ann Johnston
HMC Senior Theses
Given the result $v_0$ of a survey and a nested collection of summary statistics that could be used to describe that result, it is natural to ask which of these summary statistics best describe $v_0$. In 1998 Diaconis and Sturmfels presented an approach for determining the conditional significance of a higher order statistic, after sampling a space conditioned on the value of a lower order statistic. Their approach involves the computation of a Markov basis, followed by the use of a Markov process with stationary hypergeometric distribution to generate a sample.This technique for data analysis has become an accepted tool …