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A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz 2016 Washington University in St. Louis

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with ...


Distributions And Function Spaces, Jose L. Menaldi 2016 Wayne State University

Distributions And Function Spaces, Jose L. Menaldi

Mathematics Faculty Research Publications

Beginning with a quick recall on measure and integration theory, basic concepts on (a) Function Spaces, (b) Schwartz Theory of Distributions, and (c) Sobolev and Besov Spaces are developed. Moreover, only a few number of (solved) exercises are given. Parts of this book can be used in a graduate course on real analysis.


Measure And Integration, Jose L. Menaldi 2016 Wayne State University

Measure And Integration, Jose L. Menaldi

Mathematics Faculty Research Publications

Abstract measure and integration, with theory and (solved) exercises is developed. Parts of this book can be used in a graduate course on real analysis.


Mathematical Analysis Ii, Ismail Nikoufar 2016 Payame Noor University

Mathematical Analysis Ii, Ismail Nikoufar

Ismail Nikoufar

No abstract provided.


Zero-Dilation Index Of S_N-Matrix And Companion Matrix, Hwa-Long Gau, Pei Yuan Wu 2016 Department of Mathematics, National Central University, Chungli 32001, Taiwan

Zero-Dilation Index Of S_N-Matrix And Companion Matrix, Hwa-Long Gau, Pei Yuan Wu

Electronic Journal of Linear Algebra

The zero-dilation index $d(A)$ of a square matrix $A$ is the largest $k$ for which $A$ is unitarily similar to a matrix of the form ${\scriptsize\left[\begin{array}{cc} 0_k & \ast\\ \ast & \ast\end{array}\right]}$, where $0_k$ denotes the $k$-by-$k$ zero matrix. In this paper, it is shown that if $A$ is an $S_n$-matrix or an $n$-by-$n$ companion matrix, then $d(A)$ is at most $\lceil n/2\rceil$, the smallest integer greater than or equal to $n/2$. Those $A$'s for which the upper bound is attained are also characterized ...


Generalizations Of The Cauchy And Fujiwara Bounds For Products Of Zeros Of A Polynomial, Rajesh Pereira, Mohammad Ali Vali 2016 University of Guelph

Generalizations Of The Cauchy And Fujiwara Bounds For Products Of Zeros Of A Polynomial, Rajesh Pereira, Mohammad Ali Vali

Electronic Journal of Linear Algebra

The Cauchy bound is one of the best known upper bounds for the modulus of the zeros of a polynomial. The Fujiwara bound is another useful upper bound for the modulus of the zeros of a polynomial. In this paper, compound matrices are used to derive a generalization of both the Cauchy bound and the Fujiwara bound. This generalization yields upper bounds for the modulus of the product of $m$ zeros of the polynomial.


On Logarithmic Sobolev Inequality And A Scalar Curvature Formula For Noncommutative Tori, Sajad Sadeghi 2016 The University of Western Ontario

On Logarithmic Sobolev Inequality And A Scalar Curvature Formula For Noncommutative Tori, Sajad Sadeghi

Electronic Thesis and Dissertation Repository

In the first part of this thesis, a noncommutative analogue of Gross' logarithmic Sobolev inequality for the noncommutative 2-torus is investigated. More precisely, Weissler's result on the logarithmic Sobolev inequality for the unit circle is used to propose that the logarithmic Sobolev inequality for a positive element $a= \sum a_{m,n} U^{m} V^{n} $ of the noncommutative 2-torus should be of the form $$\tau(a^{2} \log a)\leqslant \underset{(m,n)\in \mathbb{Z}^{2}}{\sum} (\vert m\vert + \vert n\vert) \vert a_{m,n} \vert ^{2} + \tau (a^{2})\log ( \tau (a^2))^{1 ...


Moduli Space And Deformations Of Special Lagrangian Submanifolds With Edge Singularities, Josue Rosario-Ortega 2016 The University of Western Ontario

Moduli Space And Deformations Of Special Lagrangian Submanifolds With Edge Singularities, Josue Rosario-Ortega

Electronic Thesis and Dissertation Repository

Special Lagrangian submanifolds are submanifolds of a Calabi-Yau manifold calibrated by the real part of the holomorphic volume form. In this thesis we use elliptic theory for edge- degenerate differential operators on singular manifolds to study general deformations of special Lagrangian submanifolds with edge singularities. We obtain a general theorem describing the local structure of the moduli space. When the obstruction space vanishes the moduli space is a smooth, finite dimensional manifold.


An Algorithm For The Machine Calculation Of Minimal Paths, Robert Whitinger 2016 East Tennessee State University

An Algorithm For The Machine Calculation Of Minimal Paths, Robert Whitinger

Electronic Theses and Dissertations

Problems involving the minimization of functionals date back to antiquity. The mathematics of the calculus of variations has provided a framework for the analytical solution of a limited class of such problems. This paper describes a numerical approximation technique for obtaining machine solutions to minimal path problems. It is shown that this technique is applicable not only to the common case of finding geodesics on parameterized surfaces in R3, but also to the general case of finding minimal functionals on hypersurfaces in Rn associated with an arbitrary metric.


Extension Theorems On Matrix Weighted Sobolev Spaces, Christopher Ryan Loga 2016 University of Tennessee, Knoxville

Extension Theorems On Matrix Weighted Sobolev Spaces, Christopher Ryan Loga

Doctoral Dissertations

Let D a subset of Rn [R n] be a domain with Lipschitz boundary and 1 ≤ p < ∞ [1 less than or equal to p less than infinity]. Suppose for each x in Rn that W(x) is an m x m [m by m] positive definite matrix which satisfies the matrix Ap [A p] condition. For k = 0, 1, 2, 3;... define the matrix weighted, vector valued, Sobolev space [L p k of D,W] with

[the weighted L p k norm of vector valued f over D to the p power equals the sum over all alpha with order less than k of the integral over D of the the pth power ...


Regression Model Fitting With Quadratic Term Leads To Different Conclusion In Economic Analysis Of Washington State Smoking Ban, Marshal Ma, Scott McClintock 2016 Pennsylvania Department of Health, Harrisburg, PA

Regression Model Fitting With Quadratic Term Leads To Different Conclusion In Economic Analysis Of Washington State Smoking Ban, Marshal Ma, Scott Mcclintock

Scott McClintock

No abstract provided.


On The Group Invertibility Of Operators, Chunyuan Deng 2016 South China Normal University,

On The Group Invertibility Of Operators, Chunyuan Deng

Electronic Journal of Linear Algebra

The main topic of this paper is the group invertibility of operators in Hilbert spaces. Conditions for the existence of the group inverses of products of two operators and the group invertibility of anti-triangular block operator matrices are studied. The equivalent conditions related to the reverse order law for the group inverses of operators are obtained.


Topological And Hq Equivalence Of Prime Cyclic P-Gonal Actions On Riemann Surfaces, Sean A. Broughton 2016 Rose-Hulman Institute of Technology

Topological And Hq Equivalence Of Prime Cyclic P-Gonal Actions On Riemann Surfaces, Sean A. Broughton

Mathematical Sciences Technical Reports (MSTR)

Two Riemann surfaces S1 and S2 with conformal G-actions have topologically equivalent actions if there is a homeomorphism h : S1 -> S2 which intertwines the actions. A weaker equivalence may be defined by comparing the representations of G on the spaces of holomorphic q-differentials Hq(S1) and Hq(S2). In this note we study the differences between topological equivalence and Hq equivalence of prime cyclic actions, where S1/G and S2/G have genus zero.


Uniform Approximation On Riemann Surfaces, Fatemeh Sharifi 2016 The University of Western Ontario

Uniform Approximation On Riemann Surfaces, Fatemeh Sharifi

Electronic Thesis and Dissertation Repository

This thesis consists of three contributions to the theory of complex approximation on

Riemann surfaces. It is known that if E is a closed subset of an open Riemann surface R and f is a holomorphic function on a neighbourhood of E, then it is usually not possible to approximate f uniformly by functions holomorphic on all of R. Firstly, we show, however, that for every open Riemann surface R and every closed subset E of R; there is closed subset F of E, which approximates E extremely well, such that every function holomorphic on F can be approximated much ...


On The Matrix Square Root Via Geometric Optimization, Suvrit Sra 2016 Massachusetts Institute of Technology

On The Matrix Square Root Via Geometric Optimization, Suvrit Sra

Electronic Journal of Linear Algebra

This paper is triggered by the preprint [P. Jain, C. Jin, S.M. Kakade, and P. Netrapalli. Computing matrix squareroot via non convex local search. Preprint, arXiv:1507.05854, 2015.], which analyzes gradient-descent for computing the square root of a positive definite matrix. Contrary to claims of Jain et al., the author’s experiments reveal that Newton-like methods compute matrix square roots rapidly and reliably, even for highly ill-conditioned matrices and without requiring com-mutativity. The author observes that gradient-descent converges very slowly primarily due to tiny step-sizes and ill-conditioning. The paper derives an alternative first-order method based on geodesic convexity ...


Henri Lebesgue And The Development Of The Integral Concept, Janet Heine Barnett 2016 Colorado State University-Pueblo

Henri Lebesgue And The Development Of The Integral Concept, Janet Heine Barnett

Analysis

No abstract provided.


Why Be So Critical? Nineteenth Century Mathematical And The Origins Of Analysis, Janet Heine Barnett 2016 Colorado State University-Pueblo

Why Be So Critical? Nineteenth Century Mathematical And The Origins Of Analysis, Janet Heine Barnett

Analysis

No abstract provided.


Norm Retrievable Frames In $\Mathbb{R}^N$, Mohammad Ali Hasankhani Fard 2016 Department of Mathematics Vali-e-Asr University‎ of ‎Rafsanjan‎

Norm Retrievable Frames In $\Mathbb{R}^N$, Mohammad Ali Hasankhani Fard

Electronic Journal of Linear Algebra

‎This paper is concerned with the norm retrievable frames in $\mathbb{R}^n$‎. ‎We present some equivalent conditions to the norm retrievable frames in $\mathbb{R}^n$‎. ‎We will also show that the property of norm retrievability is stable under enough small perturbation of the frame set only for phase retrievable frames‎.


Development Of Utility Theory And Utility Paradoxes, Timothy E. Dahlstrom 2016 Lawrence University

Development Of Utility Theory And Utility Paradoxes, Timothy E. Dahlstrom

Lawrence University Honors Projects

Since the pioneering work of von Neumann and Morgenstern in 1944 there have been many developments in Expected Utility theory. In order to explain decision making behavior economists have created increasingly broad and complex models of utility theory. This paper seeks to describe various utility models, how they model choices among ambiguous and lottery type situations, and how they respond to the Ellsberg and Allais paradoxes. This paper also attempts to communicate the historical development of utility models and provide a fresh perspective on the development of utility models.


A New Angle On An Old Construction: Approximating Inscribed N-Gons, Robert Milnikel 2016 Kenyon College

A New Angle On An Old Construction: Approximating Inscribed N-Gons, Robert Milnikel

Robert Milnikel

No abstract provided.


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