Self-Correcting Kelly Strategies For Skeptical Traders, 2016 AQR

#### Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown

*International Conference on Gambling and Risk Taking*

The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In financial trading situations parameters are generally unknown and the mathematical assumptions underlying the Kelly proof are not met precisely. Moreover a risk manager typically must cooperate with a trader who may be skeptical about both the Kelly criterion specifically and the concept of mathematical optimization of bet size in general.

This presentation tackles the problem of designing a Kelly-based system for setting trade risk management parameters that is both self-correcting (the system delivers good results even if initial parameter are misestimated or parameters change) and ...

Mathematical Modeling Of Quadcopter Dynamics, 2016 Rose-Hulman Institute of Technology

#### Mathematical Modeling Of Quadcopter Dynamics, Qikai Huang (Bruce Wingo)

*Mathematical Sciences Technical Reports (MSTR)*

Recently, Google, Amazon and others are attempting to develop delivery drones for commercial use, in particular Amazon Prime Air promising 30 minute delivery. One type of commonly used drone proposed for such purposes is a quadcopter. Quadcopters have been around for some time with original development in the 1920’s. They are popular now because they are mechanically simple and provide a good vehicle for unmanned flight. By controlling the speed of the four propellers, a quadcopter can roll, change pitch, change yaw, and accelerate. This research will focus on the study of classical mechanics theories on rigid body motion ...

Using Mathematical Modeling To Unmask The Concealed Nature Of Long Qt-3 Syndrome, 2016 Virginia Tech

#### Using Mathematical Modeling To Unmask The Concealed Nature Of Long Qt-3 Syndrome, Steven Poelzing, Amara Greer-Short, Seth H. Weinberg

*Biology and Medicine Through Mathematics Conference*

No abstract provided.

Using Predator Carrying Capacity For A Pathogenic Vector-Dynamic Differential Model, 2016 Georgia State University

#### Using Predator Carrying Capacity For A Pathogenic Vector-Dynamic Differential Model, Rosahn P. Bhattarai

*Biology and Medicine Through Mathematics Conference*

No abstract provided.

Demonstration Of Follicle Waves Using Delay Differential Equations, 2016 North Carolina State University at Raleigh

#### Demonstration Of Follicle Waves Using Delay Differential Equations, Andrew A. Wright

*Biology and Medicine Through Mathematics Conference*

No abstract provided.

Growth Dynamics For Pomacea Maculata, 2016 University of Louisiana at Lafayette

#### Growth Dynamics For Pomacea Maculata, Lihong Zhao, Karyn L. Sutton, Jacoby Carter

*Biology and Medicine Through Mathematics Conference*

No abstract provided.

Can Including Time Delay In Epidemic Models Significantly Improve Predictions Concerning Intervention Strategies?, 2016 College of William and Mary

#### Can Including Time Delay In Epidemic Models Significantly Improve Predictions Concerning Intervention Strategies?, Adrienna N. Bingham, Leah Shaw

*Biology and Medicine Through Mathematics Conference*

No abstract provided.

Low Energy Defibrillation By Synchronization; 90 % Less Energy Compared To One Shock., 2016 Georgia Institute of Technology

#### Low Energy Defibrillation By Synchronization; 90 % Less Energy Compared To One Shock., Flavio H. Fenton, Yanyan Ji, Ilija Uzelac, Niels Otani, Elizabeth M. Cherry

*Biology and Medicine Through Mathematics Conference*

No abstract provided.

Computing All Isolated Invariant Sets At A Finite Resolution, 2016 College of William and Mary

#### Computing All Isolated Invariant Sets At A Finite Resolution, Martin Salgado-Flores

*College of William & Mary Undergraduate Honors Theses*

Conley Index theory has inspired the development of rigorous computational methods to study dynamics. These methods construct outer approximations, combinatorial representations of the system, which allow us to represent the system as a combination of two graphs over a common vertex set. Invariant sets are sets of vertices and edges on the resulting digraph. Conley Index theory relies on isolated invariant sets, which are maximal invariant sets that meet an isolation condition, to describe the dynamics of the system. In this work, we present a computationally efficient and rigorous algorithm for computing all isolated invariant sets given an outer approximation ...

Mathematical Modeling Of Quadcopter Dynamics, 2016 Rose-Hulman Institute of Technology

#### Mathematical Modeling Of Quadcopter Dynamics, Qikai Huang (Bruce Wingo)

*Rose-Hulman Undergraduate Research Publications*

Recently, Google, Amazon and others are attempting to develop delivery drones for commercial use, in particular Amazon Prime Air promising 30 minute delivery. One type of commonly used drone proposed for such purposes is a quadcopter. Quadcopters have been around for some time with original development in the 1920’s. They are popular now because they are mechanically simple and provide a good vehicle for unmanned flight. By controlling the speed of the four propellers, a quadcopter can roll, change pitch, change yaw, and accelerate. This research will focus on the study of classical mechanics theories on rigid body motion ...

Modelling The Impact Of Climate Change On The Polar Bear Population In Western Hudson Bay, 2016 The University of Western Ontario

#### Modelling The Impact Of Climate Change On The Polar Bear Population In Western Hudson Bay, Nicole Bastow

*Electronic Thesis and Dissertation Repository*

The aim of this thesis is to model the impact of climate change on polar bear populations. The first model is a discrete matrix model with time-dependent parameters, which are influenced by temperature increases. Sensitivity analysis is done on the model. Numerical simulations predict there exist several scenarios that result in polar bear extinction. When the impact of climate warming is low the population is predicted to die out in 300 years and for higher levels of impact the population can be extinct within 6. The second model is a system of continuous delay differential equations with time-dependent parameters, also ...

Memory Consolidation In Binary Inputs, 2016 Georgia State University

#### Memory Consolidation In Binary Inputs, Shateil C. French Mr., Ricardo J T Toscano

*Georgia State Undergraduate Research Conference*

No abstract provided.

Using Predator Carrying Capacity For A Pathogenic Vector-Dynamic Differential Model, 2016 Georgia State University

#### Using Predator Carrying Capacity For A Pathogenic Vector-Dynamic Differential Model, Rosahn Bhattarai

*Georgia State Undergraduate Research Conference*

No abstract provided.

Growing Networks With Positive And Negative Links, 2016 College of William and Mary

#### Growing Networks With Positive And Negative Links, Corynne Smith Dech

*College of William & Mary Undergraduate Honors Theses*

Scale-free networks grown via preferential attachment have been used to model real-world networks such as the Internet, citation networks, and social networks. Here we investigate signed scale-free networks where a link represents a positive or negative connection. We present analytic results and simulations for a growing signed network model and compare the signed network to an unsigned scale-free network. We discuss several options for preferential attachment in a signed network model. Lastly we measure preferential attachment in a real-world network and discuss the advantages and disadvantages of data fitting methods.

Study Of Infectious Diseases By Mathematical Models: Predictions And Controls, 2016 The University of Western Ontario

#### Study Of Infectious Diseases By Mathematical Models: Predictions And Controls, Sm Ashrafur Rahman

*Electronic Thesis and Dissertation Repository*

The aim of this thesis is to understand the spread, persistence and prevention mechanisms of infectious diseases by mathematical models. Microorganisms that rapidly evolve pose a constant threat to public health. Proper understanding of the transmission machinery of these existing and new pathogens may facilitate devising prevention tools. Prevention tools against transmissions, including vaccines and drugs, are evolving at a similar pace. Efficient implementation of these new tools is a fundamental issue of public health. We primarily focus on this issue and explore some theoretical frameworks.

Pre-exposure prophylaxis (PrEP) is considered one of the promising interventions against HIV infection as ...

Parts Of The Whole: Teaching Quantitative Reasoning In The Predator-Prey Model, 2016 Dartmouth College

#### Parts Of The Whole: Teaching Quantitative Reasoning In The Predator-Prey Model, Dorothy Wallace

*Numeracy*

The classical predator-prey equations are in nearly every differential equations text and mathematical biology text. Usually they are presented *fait accompli*, leaving the student to analyze them or play with a computer program. Here we show that the process of fully understanding where these equations come from and how they are derived provides numerous opportunities to teach or reinforce quantitative reasoning skills necessary to future scientists. This example is used to invoke logic, systems thinking, causal reasoning, understanding functions of one or more variables, quantities versus rates of change, proportional reasoning, unit analysis, and comparison to data.

Procesy Cieplne I Aparaty (Lab), 2016 Wroclaw University of Technology

Submitting Pdf Here, 2016 bepress university

Effects Of Invasion Timing In A One-Dimensional Model Of Competing Species With An Infectious Disease, 2016 The University of Akron

#### Effects Of Invasion Timing In A One-Dimensional Model Of Competing Species With An Infectious Disease, Eliza Jacops

*Honors Research Projects*

In combining two classes of models, we are able to analyze the dynamics of two species that compete for the same resources while fighting a disease. The native species is the disease host and the invasive species enters their habitat and encounters the disease for the first time. Their natural response is to evolve resistance to the disease, and this can assist in their invasion of the natives' habitat. We find conditions for coexistence of the two species, conditions under which an invasion would succeed and wipe out all native individuals, and conditions under which the invasion fails. We explore ...

Perspectives For Low-Carbon Electricity Production Until 2030: Lessons Learned From The Comparison Of Local Contexts In Poland And Portugal, 2015 Wroclaw University of Technology

#### Perspectives For Low-Carbon Electricity Production Until 2030: Lessons Learned From The Comparison Of Local Contexts In Poland And Portugal, Wojciech Budzianowski, Joao Gomes

*Wojciech Budzianowski*

This paper compares perspectives for low-carbon electricity production in two EU member states - Poland and Portugal until 2030. Electricity production capacities, carbon emissions of electricity production, and production cost of electricity (COE) of Poland and Portugal are analyzed. The dilemmas of investments into low-carbon electricity production technologies relying on: (i) renewable energy sources (RES), (ii) nuclear fuel, and (iii) fossil fuels integrated with carbon capture and sequestration (CCS) are discussed. Roadmap 2050 recommends about 40% decarbonization of electricity generation by 2030 and 100% by 2050. Based on electricity production mix forecast for 2030 carbon emissions of electricity are estimated at ...