Application Of Randomness In Finance, 2021 CUNY New York City College of Technology

#### 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.

Zeta Function Regularization And Its Relationship To Number Theory, 2021 East Tennessee State University

#### Zeta Function Regularization And Its Relationship To Number Theory, Stephen Wang

*Electronic Theses and Dissertations*

While the "path integral" formulation of quantum mechanics is both highly intuitive and far reaching, the path integrals themselves often fail to converge in the usual sense. Richard Feynman developed regularization as a solution, such that regularized path integrals could be calculated and analyzed within a strictly physics context. Over the past 50 years, mathematicians and physicists have retroactively introduced schemes for achieving mathematical rigor in the study and application of regularized path integrals. One such scheme was introduced in 2007 by the mathematicians Klaus Kirsten and Paul Loya. In this thesis, we reproduce the Kirsten and Loya approach to ...

Kleptoparasitic Hawk-Dove Games, 2021 Virginia Commonwealth University

#### Kleptoparasitic Hawk-Dove Games, Isabella H. Evans-Riester, Chasity T. Kay, Karina L. Ortiz-Suarez, Jan Rychtář, Dewey Taylor

*Spora: A Journal of Biomathematics*

The Hawk-Dove game is a classical game-theoretical model of potentially aggressive animal conflicts. In this paper, we apply game theory to a population of foraging animals that may engage in stealing food from one another. We assume that the population is composed of two types of individuals, Hawks and Doves. Hawks try to escalate encounters into aggressive contests while Doves engage in non-aggressive displays between themselves or concede to aggressive Hawks. The fitness of each type depends upon various natural parameters, such as food density, the mean handling time of a food item, as well as the mean times of ...

A Quantitative Analysis On Bitmex Perpetual Inverse Futures Xbtusd Contract, 2021 Carnegie Mellon University

#### A Quantitative Analysis On Bitmex Perpetual Inverse Futures Xbtusd Contract, Yue Wu

*Undergraduate Economic Review*

The perpetual inverse futures contract is a recent and most popularly traded cryptocurrency derivative over crypto derivatives exchanges. Exchanges implement a liquidation mechanism that terminates positions which no longer satisfy maintenance requirements. In this study, we use regression, stochastic calculus, and simulation methods to provide a quantitative description of the wealth/return process for holding an XBTUSD contract on BitMEX, examine the funding rate and index price properties, and relate liquidation to leverage as a stopping time problem. The results will help investors understand liquidation to optimize their trading strategy and researchers in studying the design of crypto derivatives.

The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, 2021 The University of Western Ontario

#### The Mean-Reverting 4/2 Stochastic Volatility Model: Properties And Financial Applications, Zhenxian Gong

*Electronic Thesis and Dissertation Repository*

Financial markets and instruments are continuously evolving, displaying new and more refined stylized facts. This requires regular reviews and empirical evaluations of advanced models. There is evidence in literature that supports stochastic volatility models over constant volatility models in capturing stylized facts such as "smile" and "skew" presented in implied volatility surfaces. In this thesis, we target commodity and volatility index markets, and develop a novel stochastic volatility model that incorporates mean-reverting property and 4/2 stochastic volatility process. Commodities and volatility indexes have been proved to be mean-reverting, which means their prices tend to revert to their long term ...

National Numeracy Network Officers And Board Of Directors, 2021 Augsburg University

#### National Numeracy Network Officers And Board Of Directors, Milo Schield

*Numeracy*

National Numeracy Network Officers and Board of Directors in the year 2020.

Analyzing And Creating Playing Card Cryptosystems, 2021 Kutztown University of Pennsylvania

#### Analyzing And Creating Playing Card Cryptosystems, Isaac A. Reiter

*Honors Student Research*

Before computers, military tacticians and government agents had to rely on pencil-and-paper methods to encrypt information. For agents that want to use low-tech options in order to minimize their digital footprint, non-computerized ciphers are an essential component of their toolbox. Still, the presence of computers limits the pool of effective hand ciphers. If a cipher is not unpredictable enough, then a computer will easily be able to break it. There are 52! ≈ 2^225.58 ways to mix a deck of cards. If each deck order is a key, this means that there are 52! ≈ 2^225.58 different ways ...

Modeling The Stock Market Through Game Theory, 2021 Georgia Southern University

#### Modeling The Stock Market Through Game Theory, Kylie Hannafey

*Honors College Theses*

Game Theory is used on many occasions to help us understand interactions between decision-makers. The famous Nash equilibrium is a steady state in a model that shows the interaction of different players, in which no player can do better by choosing a different action if the actions of the other players do not change. These two concepts can be applied to numerous situations that vary in types of players, but for our research, we are focusing on businesses in the stock market. The main objective is to use Game Theory to analyze data collected from the stock market, model our ...

Supercritical And Subcritical Pitchfork Bifurcations In A Buckling Problem For A Graphene Sheet Between Two Rigid Substrates, 2021 The University of Akron

#### Supercritical And Subcritical Pitchfork Bifurcations In A Buckling Problem For A Graphene Sheet Between Two Rigid Substrates, Jake Grdadolnik

*Williams Honors College, Honors Research Projects*

In this paper we study a model of the buckling of a sheet of graphene between two rigid substrates. We seek to understand the buckling of the sheet as the substrate separation is varied with a fixed load on each end of the sheet. We write down the expression for total energy of the system and from it derive a 2-point nonlinear boundary-value problem whose solutions are equilibrium configurations of the sheet. We cannot get an explicit solution. Instead, we perform a bifurcation analysis by using asymptotics to approximate solutions on the bifurcating branches near the bifurcation points. The bifurcating ...

Algorithm And Application For Iot Based Real Time Patient Monitoring System, 2020 Department of Information Technology, Tashkent University of Information Technologies, Uzbekistan, Address: 108, Amir Temur st., 700087 Tashkent city, Republic of Uzbekistan, Phone:2386437, (98) 3076375,

#### Algorithm And Application For Iot Based Real Time Patient Monitoring System, Hakimjon Zaynidinov, Sarvar Maxmudjonov, Ruzikulov R.A.

*Bulletin of TUIT: Management and Communication Technologies*

Among the applications that Internet of Things (IoT) facilitated to the world, Healthcare applications are most important. In general, IoT has been widely used to interconnect the advanced medical resources and to offer smart and effective healthcare services to the people. The advanced sensors can be either worn or be embedded into the body of the patients, so as to continuously monitor their health. The information collected in such manner, can be analyzed, aggregated and mined to do the early prediction of diseases. The processing algorithms assist the physicians for the personalization of treatment and it helps to make the ...

Modeling Fluid Phenomena In The Context Of The Constrained Vapor Bubble System, 2020 Southern Methodist University

#### Modeling Fluid Phenomena In The Context Of The Constrained Vapor Bubble System, James Barrett

*Mathematics Theses and Dissertations*

This thesis focuses on the fluid phenomena observed within what is known as the constrained vapor bubble system. The constrained vapor bubble system is a closed system consisting of a quartz cuvette partially filled with liquid and used as a coolant device. Heat is applied to the heater end which causes the liquid to evaporate and condense on the cooled end of the cuvette. Liquid travels back to the heated end via capillary flow in the corners. A pure vapor bubble is formed in the center of the cuvette giving rise to the name of the experiment. The constrained vapor ...

The Effect Of The Initial Structure On The System Relaxation Time In Langevin Dynamics, 2020 The University of Western Ontario

#### The Effect Of The Initial Structure On The System Relaxation Time In Langevin Dynamics, Omid Mozafar

*Electronic Thesis and Dissertation Repository*

In recent decades, computer experiments have allowed an accurate and fundamental understanding of molecular mechanisms at the microscopic level, such as the process of relaxation at a stable physical state. However, computer simulations may sometimes produce non-physical results or relations due to the incompleteness of mathematical models describing physical systems. In this thesis, we have investigated whether the initial structure in a computer simulation affects the system relaxation time, which is denoted by τ_{sys}, in the Langevin NVT ensemble. We found that for an initial structure, which is inhomogeneous in the number density of atoms, the system relaxation time ...

Parametric Art, 2020 CUNY New York City College of Technology

#### Parametric Art, Shaun Pollard, Daanial Ahmad, Satyanand Singh

*Publications and Research*

Lissajous curves, named after Jules Antoine Lissajous (1822-1880) are generated by the parametric equations 𝑥=𝐴𝑐𝑜𝑠(𝑎𝑡) and 𝑦=𝐵𝑠𝑖𝑛(𝑏𝑡) in its simplistic form. Others have studied these curves and their applications like Nathaniel Bowditch in 1815, and they are often referred to as Bowditch curves as well. Lissajous curves are found in engineering, mathematics, graphic design, physics, and many other backgrounds. In this project entitled “Parametric Art” this project will focus on analyzing these types of equations and manipulating them to create art. We will be investigating these curves by answering a series of questions that elucidate their ...

Structure, Neutrostructure, And Antistructure In Science, 2020 University of New Mexico

#### Structure, Neutrostructure, And Antistructure In Science, Florentin Smarandache

*Mathematics and Statistics Faculty and Staff Publications*

In any science, a classical Theorem, defined on a given space, is a statement that is 100% true (i.e. true for all elements of the space). To prove that a classical theorem is false, it is sufficient to get a single counter-example where the statement is false. Therefore, the classical sciences do not leave room for partial truth of a theorem (or a statement). But, in our world and in our everyday life, we have many more examples of statements that are only partially true, than statements that are totally true. The NeutroTheorem and AntiTheorem are generalizations and alternatives ...

Sum Of Cubes Of The First N Integers, 2020 California State University, San Bernardino

#### Sum Of Cubes Of The First N Integers, Obiamaka L. Agu

*Electronic Theses, Projects, and Dissertations*

In Calculus we learned that Sum^{n}_{k=1} k = [n(n+1)]/2 , that Sum^{n}_{k=1} k^2 = [n(n+1)(2n+1)]/6 , and that Sum^{n}_{k=1} k^{3} = (n(n+1)/2)^{2}. These formulas are useful when solving for the area below quadratic or cubic function over an interval [a, b]. This tedious process, solving for areas under a quadratic or a cubic, served as motivation for the introduction of Riemman integrals. For the overzealous math student, these steps were replaced by a simpler method of evaluating antiderivatives at ...

Personalized Immunotherapy Treatment Strategies For A System Of Chronic Myelogenous Leukemia, 2020 Tijuana Institute of Technology, Mexico

#### Personalized Immunotherapy Treatment Strategies For A System Of Chronic Myelogenous Leukemia, Paul Valle

*Annual Symposium on Biomathematics and Ecology Education and Research*

No abstract provided.

Pathogen Evolution And Vector-Borne Infection Emergence, 2020 North Carolina State University

#### Pathogen Evolution And Vector-Borne Infection Emergence, Praachi Das

*Annual Symposium on Biomathematics and Ecology Education and Research*

No abstract provided.

Mathematical Modeling Of Pancreatic Cancer With Clinical Data, 2020 University of Turkish Aeronautical Association

#### Mathematical Modeling Of Pancreatic Cancer With Clinical Data, Tuğba Akman Yıldız, Emek Köse, Samantha L. Elliott

*Annual Symposium on Biomathematics and Ecology Education and Research*

No abstract provided.

A Teaching Module For Mathematical Epidemiology Using Matlab Or R, 2020 University of Nebraska - Lincoln

#### A Teaching Module For Mathematical Epidemiology Using Matlab Or R, Glenn Ledder

*Annual Symposium on Biomathematics and Ecology Education and Research*

No abstract provided.

Analysis, Control Of Efsb Pest Population Using Graph Theoretic Approach And Pattern Formation In The Pest Model, 2020 Illinois State University

#### Analysis, Control Of Efsb Pest Population Using Graph Theoretic Approach And Pattern Formation In The Pest Model, Pankaj Gulati

*Annual Symposium on Biomathematics and Ecology Education and Research*

No abstract provided.