Open Access. Powered by Scholars. Published by Universities.®
- Institution
- Publication
- Publication Type
Articles 1 - 3 of 3
Full-Text Articles in Probability
Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt
Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt
Electronic Thesis and Dissertation Repository
The thesis provides robust and efficient lattice based algorithms for solving dynamic portfolio allocation problems under transaction costs. The early part of the thesis concentrates upon developing a toolbox based on multinomial trees. The multinomial trees are shown to provide a reasonable approximation for most popular transaction cost models in the academic literature. The tool, once forged, is implemented in the powerful Mathematica based parallel computing environment. In the second part of the thesis we provide applications of our framework to real world problems. We show re-balancing portfolios is more valuable in an investment environment where the growth and volatility …
Retrieval Of Sub-Pixel-Based Fire Intensity And Its Application For Characterizing Smoke Injection Heights And Fire Weather In North America, David Peterson
Retrieval Of Sub-Pixel-Based Fire Intensity And Its Application For Characterizing Smoke Injection Heights And Fire Weather In North America, David Peterson
Department of Earth and Atmospheric Sciences: Dissertations, Theses, and Student Research
For over two decades, satellite sensors have provided the locations of global fire activity with ever-increasing accuracy. However, the ability to measure fire intensity, know as fire radiative power (FRP), and its potential relationships to meteorology and smoke plume injection heights, are currently limited by the pixel resolution. This dissertation describes the development of a new, sub-pixel-based FRP calculation (FRPf) for fire pixels detected by the MODerate Resolution Imaging Spectroradiometer (MODIS) fire detection algorithm (Collection 5), which is subsequently applied to several large wildfire events in North America. The methodology inherits an earlier bi-spectral algorithm for retrieving sub-pixel …
Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison
Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison
Statistics
As a student, I noticed that the statistical package R (http://www.r-project.org) would have several benefits of its usage in the classroom. One benefit to the package is its free and open-source nature. This would be a great benefit for instructors and students alike since it would be of no cost to use, unlike other statistical packages. Due to this, students could continue using the program after their statistical courses and into their professional careers. It would be good to expose students while they are in school to a tool that professionals use in industry. R also has powerful …