Mathematics Commons^™

Delta Hedging Of Financial Options Using Reinforcement Learning And An Impossibility Hypothesis, Ronak Tali

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

In this thesis we take a fresh perspective on delta hedging of financial options as undertaken by market makers. The current industry standard of delta hedging relies on the famous Black Scholes formulation that prescribes continuous time hedging in a way that allows the market maker to remain risk neutral at all times. But the Black Scholes formulation is a deterministic model that comes with several strict assumptions such as zero transaction costs, log normal distribution of the underlying stock prices, etc. In this paper we employ Reinforcement Learning to redesign the delta hedging problem in way that allows us …

Classification Of Jacobian Elliptic Fibrations On A Special Family Of K3 Surfaces Of Picard Rank Sixteen, Thomas Hill

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

K3 surfaces are an important tool used to understand the symmetries in physics that link different string theories, called string dualities. For example, heterotic string theory compactified on an elliptic curve describes a theory physically equivalent to (dual to) F-theory compactified on a K3 surface. In fact, M-theory, the type IIA string, the type IIB string, the Spin(32)/Z₂ heterotic string, and the E₈ x E₈ heterotic string are all related by compactification on Calabi-Yau manifolds.

We study a special family of K3 surfaces, namely a family of rank sixteen K3 surfaces polarized by the lattice H⊕E …

Some Examples Of The Liouville Integrability Of The Banded Toda Flows, Zachary Youmans

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

The Toda lattice is a famous integrable system studied by Toda in the 1960s. One can study the Toda lattice using a matrix representation of the system. Previous results have shown that this matrix of dimension n with 1 band and n‚àí1 bands is Liouville integrable. In this paper, we lay the foundation for proving the general case of the Toda lattice, where we consider the matrix representation with dimension n and a partially filled lower triangular part. We call this the banded Toda flow. The main theorem is that the banded Toda flow up to dimension 10 is …

Analyzing The Von Neumann Entropy Of Contact Networks, Thomas J. Brower

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

When modeling the spread of disease, ecologists use ecological or contact networks to model how species interact with their environment and one another. The structure of these networks can vary widely depending on the study, where the nodes of a network can be defined as individuals, groups, or locations among other things. With this wide range of definition and with the difficulty of collecting samples, it is difficult to capture every factor of every population. Thus ecologists are limited to creating smaller networks that both fit their budget as well as what is reasonable within the population of interest. With …

Universal Localizations Of Certain Noncommutative Rings, Tyler B. Bowles

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

A common theme throughout algebra is the extension of arithmetic systems to ones over which new equations can be solved. For instance, someone who knows only positive numbers might think that there is no solution to x + 3 = 0, yet later learns x = -3 to be a feasible solution. Likewise, when faced with the equation 2x = 3, someone familiar only with integers may declare that there is no solution, but may later learn that x = 3/2 is a reasonable answer. Many eventually learn that the extension of real numbers to complex numbers unlocks solutions …

Methods In Modeling Wildlife Disease From Model Selection To Parameterization With Multi-Scale Data, Ian Mcgahan

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

The effects of emerging wildlife diseases are global and profound, resulting in loss of human life, economic and agricultural impacts, declines in wildlife populations, and ecological disturbance. The spread of wildlife diseases can be viewed as the result of two simultaneous processes: spatial spread of wildlife populations and disease spread through a population. For many diseases these processes happen at different timescales, which is reflected in available data. These data come in two flavors: high-frequency, high-resolution telemetry data (e.g. GPS collar) and low-frequency, low-resolution presence-absence disease data. The multi-scale nature of these data makes analysis of such systems challenging. Mathematical …

Social Justice Mathematical Modeling For Teacher Preparation, Patrick L. Seegmiller

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Today's math teachers face significant social and political challenges for which they receive little preparation. Mathematics content courses can potentially provide additional preparation in this regard by providing future teachers with experiences to mathematically explore social justice issues. This provides them with opportunities to increase their awareness and sensitivity to social justice issues, develop greater empathy for their future students, and serve as examples for high quality instruction that they can emulate in their future careers. This dissertation recounts the development and revision of three social justice mathematical modeling projects, and shares evidence from student work samples of the ways …

The Marshmallow Lab: A Project-Based Approach To Understanding Functional Responses, Melissa Pulley

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

This paper presents a three-part lesson plan to improve student’s understanding of Holling’s type II functional response model. This model describes the interaction between a predator and how much it is able to consume given a constant number of prey. According to the model, while increased availability of prey allows predators to consume portionately more prey for low values, after some number of prey, predators will only be able to capture a limited number of prey even as the prey continues to increase. This phenomenon is known as saturation. Holling first develop this important ecological theory through his “disc experiment” …

Semisimple Subalgebras Of Semisimple Lie Algebras, Mychelle Parker

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Let g be a Lie algebra. The subalgebra classification problem is to create a list of all subalgebras of g up to equivalence. The purpose of this thesis is to provide a software toolkit within the Differential Geometry package of Maple for classifying subalgebras of In particular the thesis will focus on classifying those subalgebras which are isomorphic to the Lie algebra sl(2) and those subalgebras of which have a basis aligned with the root space decomposition (regular subalgebras).