Applied Statistics Commons^™

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.

Tropical Cyclone Hazards In Relation To Propagation Speed, Jiehao Huang

Dissertations and Theses

As the population and infrastructure along the US East Coast increase, it becomes increasingly important to study the characteristics of tropical cyclones that can impact the coast. A recent study shows that the propagation speed of tropical cyclones has slowed over the past 60 years, which can lead to greater accumulation of precipitation and greater storm surge impacts. The study presented herein is meant to examine and analyze the relationships that exist between the propagation speed of tropical cyclones, their surface wind strength, displacement angles, and cyclone averaged winds. This analysis is focused on tropical cyclones spanning from 1950-2015 in …

Physical Applications Of The Geometric Minimum Action Method, George L. Poppe Jr.

Dissertations, Theses, and Capstone Projects

This thesis extends the landscape of rare events problems solved on stochastic systems by means of the \textit{geometric minimum action method} (gMAM). These include partial differential equations (PDEs) such as the real Ginzburg-Landau equation (RGLE), the linear Schroedinger equation, along with various forms of the nonlinear Schroedinger equation (NLSE) including an application towards an ultra-short pulse mode-locked laser system (MLL).

Additionally we develop analytical tools that can be used alongside numerics to validate those solutions. This includes the use of instanton methods in deriving state transitions for the linear Schroedinger equation and the cubic diffusive NLSE.

These analytical solutions are …

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 …

Stochastic Processes And Their Applications To Change Point Detection Problems, Heng Yang

Dissertations, Theses, and Capstone Projects

This dissertation addresses the change point detection problem when either the post-change distribution has uncertainty or the post-change distribution is time inhomogeneous. In the case of post-change distribution uncertainty, attention is drawn to the construction of a family of composite stopping times. It is shown that the proposed composite stopping time has third order optimality in the detection problem with Wiener observations and also provides information to distinguish the different values of post-change drift. In the case of post-change distribution uncertainty, a computationally efficient decision rule with low-complexity based on Cumulative Sum (CUSUM) algorithm is also introduced. In the time …

Analysis Of Time Usage In Bell System Business Offices, William (Bill) H. Williams, Hwei Chen

Publications and Research

No abstract provided.