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Multivariate Quantile Autoregression-Mixed Data Sampling (Mvqar-Midas) Modeling Of Cost Of Living And Supply Chain Dynamics In Canada., Patrick Gbolonyo Jan 2026

Multivariate Quantile Autoregression-Mixed Data Sampling (Mvqar-Midas) Modeling Of Cost Of Living And Supply Chain Dynamics In Canada., Patrick Gbolonyo

Theses and Dissertations (Comprehensive)

In recent years, the rising cost of living as a result of persistent inflationary pressures, disruptions in the global supply chains, and changes in the macroeconomic landscape has become a critical topic of discussion. To address this, we move beyond a mean-based framework and employ a quantile regression approach. This allows the persistence of each series and the transmis- sion of shocks between the Consumer Price Index (CPI) (the total CPI which is a percentage change over the past 12 months), the Interest Rate (IR)(the target for the overnight rate), the New Housing Price Index (NHPI), and high-frequency supply chain …


Modeling Rank Distribution And The Relative Importance Factor Index In Discrete Power-Law Models: Application To Social Resilience Using The Scopus Database, Brian Llinas, Jose Padilla, Humberto Llinas, Erika Frydenlund, Katherine Palacio Jan 2026

Modeling Rank Distribution And The Relative Importance Factor Index In Discrete Power-Law Models: Application To Social Resilience Using The Scopus Database, Brian Llinas, Jose Padilla, Humberto Llinas, Erika Frydenlund, Katherine Palacio

VMASC Publications

Prior research on power-law distributions has primarily focused on modeling frequency patterns, with less attention given to rank distributions and how ranked positions reflect relative importance among elements. In discrete power-law distributions, frequency-based metrics often provide limited discrimination in the tail, where elements may exhibit similar counts but differ in relative dominance. These patterns are especially evident, for instance, in academic publishing, where keywords, affiliations, and citations commonly exhibit power-law behavior. To address this limitation, we introduce the Relative Importance Factor (RIF) Index, a statistical measure derived from the estimated discrete power-law rank distribution rather than an additional independent parameter. …


Equilibrium Stability Under Nuclear Confrontation, Martin Bohner, A. A. Martynyuk Jan 2026

Equilibrium Stability Under Nuclear Confrontation, Martin Bohner, A. A. Martynyuk

Mathematics and Statistics Faculty Research & Creative Works

This article proposes and analyzes mathematical models of confrontation between two and n countries, including countries with nuclear weapons. The proposed models are based on a generalization of Richardson's well-known mathematical model of the arms race. Namely, the factor of hostility is filled with expanded content, including public opinion and the armed forces of the opposing countries. Qualitative analysis of confrontation models is carried out by the method of Lyapunov functions and by applying nonlinear integral inequalities. As a result of the analysis, the conditions for the stability of the equilibrium state of the opposing countries are established, and the …


Threshold Asymmetric Conditional Autoregressive Range (Tacarr) Model, Isuru Ratnayake, V. A. Samaranayake Jan 2026

Threshold Asymmetric Conditional Autoregressive Range (Tacarr) Model, Isuru Ratnayake, V. A. Samaranayake

Mathematics and Statistics Faculty Research & Creative Works

This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed to vary across regimes. A self-adjusting threshold component, determined by past values of the series, is used to identify the prevailing market regime. In this way, the model is able to capture asymmetric and heteroscedastic volatility behavior in financial markets. The TACARR model is designed to address several limitations of existing price range models, including …


A Variance Decomposition Approach To Inconclusives In Forensic Black Box Studies, Amanda Luby, Joseph B. Kadane Jan 2026

A Variance Decomposition Approach To Inconclusives In Forensic Black Box Studies, Amanda Luby, Joseph B. Kadane

Mathematics and Statistics Faculty Work

In the USA, ‘black box’ studies are increasingly being used to estimate the error rate of forensic disciplines. A sample of forensic examiner participants is asked to evaluate a set of items whose source is known to the researchers but not to the participants. Participants are asked to make a source determination (typically an identification, exclusion, or some kind of inconclusive). We study inconclusives in two black box studies, one on fingerprints and one on bullets. Rather than treating all inconclusive responses as functionally correct (as is the practice in reported error rates in the two studies we address), irrelevant …


Statistical Quality Control: A Bayesian Framework, Jakia Jaber Tunal Jan 2026

Statistical Quality Control: A Bayesian Framework, Jakia Jaber Tunal

College of Graduate Studies: Theses & Dissertations

In many industries, it is important to assess whether a machine or system is operating within acceptable limits or has gone out of control. This project applies Bayesian statistics to monitor a process over time and detect changes in its behavior. First, initial data are collected to understand the system’s typical performance and to form a starting prior distribution. As new observations arrive over time, the prior is updated through Bayesian inference, combining past information with incoming data. This iterative updating creates a continuous monitoring framework that adapts as more evidence becomes available. When the updated results suggest that the …


Barriers To Immunity: Understanding Covid-19 Vaccine Uptake In Africa, Emilia Blechschmidt Jan 2026

Barriers To Immunity: Understanding Covid-19 Vaccine Uptake In Africa, Emilia Blechschmidt

Honors Theses

This thesis examines the factors influencing COVID-19 vaccine uptake across African countries, with a focus on structural, informational, and behavioral barriers to immunization. Drawing on cross-country data, the study analyzes how access to transportation, reliable information, and healthcare resources shape vaccination rates, alongside the effect of demographics and institutional factors in shaping individual perceptions of risk and vaccine safety.

The findings emphasize that the broader strength and preparedness of national health systems strongly influence vaccine uptake. Countries that demonstrated higher coverage of routine childhood immunizations, such as polio and hepatitis B, also tended to perform better in COVID-19 uptake efficiency …


Feasibility, Acceptability, And Preliminary Efficacy Of A Pilot Study To Integrate Buprenorphine Into A Harm-Reduction Drop-In-Center In Kampala, Uganda, Julia Dickson-Gomez, Sergey Tarima, Wamala Twaibu, Dan Katende, Latifah Kyeswa, Laura Glasman, Arthur Kiconco, Sarah Krechel, Bryan Johnston, Moses Ogwal, Brian Byamah Mutamba, Peter Mudiope, Stella Alamo, Rhoda Wanyenze, Geofrey Musinguzi Jan 2026

Feasibility, Acceptability, And Preliminary Efficacy Of A Pilot Study To Integrate Buprenorphine Into A Harm-Reduction Drop-In-Center In Kampala, Uganda, Julia Dickson-Gomez, Sergey Tarima, Wamala Twaibu, Dan Katende, Latifah Kyeswa, Laura Glasman, Arthur Kiconco, Sarah Krechel, Bryan Johnston, Moses Ogwal, Brian Byamah Mutamba, Peter Mudiope, Stella Alamo, Rhoda Wanyenze, Geofrey Musinguzi

Biostatistics Faculty Publications

Illicit drug use has been increasing rapidly in Sub-Saharan Africa in the past decade. However, until recently HIV prevention has largely ignored people who inject drugs and medications to treat opioid use disorder (MOUD) were largely absent. This paper reports results of a pilot intervention that integrated buprenorphine into a harm-reduction drop-in-center for people with opioid use disorder (OUD) in Kampala, Uganda. We collected implementation outcomes and changes in self-reported drug use after buprenorphine initiation. We conducted qualitative interviews with a subset of 14 participants who had initiated buprenorphine. Sixty-two participants were screened for OUD, of whom 57 were eligible …


Artificial Intelligence In Biomedical Team Science: Perceptions, Practices, And Training Needs, Emily Slade, Kelsey N. Karnik, Caitline Phan, Megan E. Hall, Yana Feygin, Kristen J. Mcquerry Jan 2026

Artificial Intelligence In Biomedical Team Science: Perceptions, Practices, And Training Needs, Emily Slade, Kelsey N. Karnik, Caitline Phan, Megan E. Hall, Yana Feygin, Kristen J. Mcquerry

Biostatistics Faculty Publications

Introduction: Artificial intelligence (AI) is increasingly used in biomedical research, yet limited empirical work has described how researchers use AI tools on collaborative research teams and how they view their role within team-based research. This study examines researchers’ experience with and attitudes toward AI use in collaborative research environments.

Methods: A cross-sectional survey was administered to 178 investigators engaged in collaborative research at the University of Kentucky. Questions assessed AI use across research and communication tasks, team-related decision-making practices, perceived benefits and concerns, and preferences for training and frameworks.

Results: Thirty-nine participants responded (22%). AI use was heterogeneous: 26% had …


Dielectrophoretic Biomarkers For Cancer Detection And Cell Analysis: Integrating Microfluidics And Ai, Raphael Olumide Oladokun Jan 2026

Dielectrophoretic Biomarkers For Cancer Detection And Cell Analysis: Integrating Microfluidics And Ai, Raphael Olumide Oladokun

Graduate Theses, Dissertations, and Problem Reports (ETD)

Pancreatic ductal adenocarcinoma (PDAC) carries a five-year survival rate of 13%, driven largely by late-stage diagnosis and the absence of sensitive noninvasive screening tools. Current diagnostic methods lack the sensitivity to detect disease-associated systemic changes at early and precancerous stages, representing a critical clinical gap. This dissertation addresses the central hypothesis that PDAC and its pathological subtypes induce measurable, disease-associated electrophysiological changes in circulating PBMCs that can serve as correlative liquid-biopsy biomarkers. To test this hypothesis, this work asks: can dielectrophoresis (DEP), impedance and zeta potential analysis with AI-assisted classification distinguish benign pancreatic conditions (non-malignant control), precancerous lesions (primarily IPMNs), …


Designing A Research Study: Controlling For A Variable And Using Chatgpt, Fritz Umbach Jan 2026

Designing A Research Study: Controlling For A Variable And Using Chatgpt, Fritz Umbach

Open Educational Resources

This assignment uses a hypothetical society to help students understand the idea of “controlling for a variable” and practice applying it to a real-world research question. Students design a research approach to examine whether income differences are better explained by family background or by systemic prejudice, working within clear data limits. ChatGPT is used as a research guide to help students brainstorm, test, and revise their methods, while encouraging them to critically evaluate the usefulness and limits of AI-generated suggestions. The assignment emphasizes careful reasoning, clear research design, and thoughtful use of AI as a support for learning rather than …


Beyond The Lace Index: Benchmarking Machine Learning Architectures And Explaining 30-Day Hospital Readmission Risk With Shap Analysis, Carl E. Hughes Iii Jan 2026

Beyond The Lace Index: Benchmarking Machine Learning Architectures And Explaining 30-Day Hospital Readmission Risk With Shap Analysis, Carl E. Hughes Iii

Williams Honors College, Honors Research Projects

Unplanned 30-day hospital readmission remains a fundamental challenge in US healthcare, associated with increased risk to patient recovery and representing an estimated $52.4 billion in annual expenses (Beauvais et al., 2022). While the rigorously validated LACE index serves as the clinical standard for readmission modeling, its linear structure and four explanatory variables lack the complexity to capture the high-dimensional and interactive nature of patient risk. This study utilizes an admission granularity level cohort of the MIMIC-IV database to develop and compare machine learning architectures against the baseline LACE index. Due to the imbalanced prevalence of readmission, the penalized logistic regression, …


Modeling Housing Prices: Which Features Matter Most?, Alex Ruvolo Jan 2026

Modeling Housing Prices: Which Features Matter Most?, Alex Ruvolo

Williams Honors College, Honors Research Projects

This paper attempts to find the biggest factors and traits that influence the cost of housing. This will include the lot size, type of street, utilities, neighborhood, year built, heating, electrical, yard size, number of different rooms, age, condition, and others. I will attempt to answer the question of whether the prices of houses have changed within the last 5 to 10 years, and obviously this is an easy question to answer. However, the bigger question beyond this is are the main factors affecting housing prices all important in explaining this relationship? Is one factor more important than the rest …


Infimum Dimension Nash Embeddings For 2d Projective Shape Analysis, Robert L. Paige, Vic Patrangenaru Jan 2026

Infimum Dimension Nash Embeddings For 2d Projective Shape Analysis, Robert L. Paige, Vic Patrangenaru

Mathematics and Statistics Faculty Research & Creative Works

Vector embeddings make complicated data extracted from networks, words and images, more amendable to data science applications. At the present time, the Veronese-Whitney (VW) matrix embedding of the real projective space is the state of the art for making inference about digital images from an uncalibrated camera, such as a cell phone or security camera. In this work we consider vector embeddings for the projective shape data and in particular determine the minimum dimension isometric (distance-preserving or Nash) vector embedding for a projective space. We determine such an embedding for the projective plane in closed-form. From this embedding we determine …


Learning Weibull Loss Severity Models From Truncated And Censored Data, Majed Alkhasha Jan 2026

Learning Weibull Loss Severity Models From Truncated And Censored Data, Majed Alkhasha

Graduate Studies Theses and Dissertations 2026

In modern actuarial science and risk management, due to various loss control mechanisms, observed severity losses are typically left-truncated at the deductible, right-censored at the policy limit, and scaled by a pre-specified co-insurance factor. This results in two types of actuarial payment random variables: payment-per-payment (PPP) and payment-per-loss (PPL). To learn ground-up Weibull loss severity models from PPP and PPL sample data, we implement two estimation techniques: Maximum Likelihood Estimation (MLE) and the dynamic Method of Trimmed Moments (MTM). MLE is employed to obtain efficient estimates of the Weibull shape and scale parameters. However, MLE may assign unnecessarily large point …


Gender Differences In The Association Between Adverse Childhood Experiences And Drug Use: Findings From A Community-Based Survey In China, Hongyun Fu, Elizabeth Monk-Turner, Xiushi Yang Jan 2026

Gender Differences In The Association Between Adverse Childhood Experiences And Drug Use: Findings From A Community-Based Survey In China, Hongyun Fu, Elizabeth Monk-Turner, Xiushi Yang

Department of Pediatrics Faculty Publications

Background

While adverse childhood experiences (ACEs) are widely recognized risk factors for behavioral health problems, including drug use, prior research has largely been conducted in Western countries, focused primarily on males, and relied on convenience samples without comparison groups of nonusers. Limited work has examined the impact of ACEs on drug use in non-Western contexts. This study examines gender differences in the relationship between ACEs and drug use in China, using data from a population-based probability sample survey.

Methods:

Cross-sectional data were collected in 2019 from one city in Yunnan Province in Southwest China and one city in Guangdong Province …


High Algal Biomass Is Decoupled From Metabolism In The Gallatin River, Cora Mae Steinbach Jan 2026

High Algal Biomass Is Decoupled From Metabolism In The Gallatin River, Cora Mae Steinbach

Graduate Student Theses, Dissertations, & Professional Papers

Assessing eutrophication in rivers is difficult compared to lakes and coastal waters, because most algal biomass occurs on the riverbed and flows interact and co-vary with production (Biggs and Close, 1989; Bernhardt et al., 2018). Riverine eutrophication is typically assessed using algal biomass and water column nutrients (U.S. Environmental Protection Agency, 2000), but biomass is highly variable and labor-intensive to measure, while nutrient concentrations often underestimate enrichment due to rapid biological uptake (Dodds and Smith, 2016). Reach-scale river metabolism can help evaluate long-term functional change in rivers recovering from nutrient enrichment (Arroita et al., 2019; Jankowski et al., 2021; Diamond …


Integer-Valued Time Series Model Via Copula-Based Bivariate Skellam Distribution, Mohammed Alqawba, Norou Diawara, Mame Mor Sene Jan 2026

Integer-Valued Time Series Model Via Copula-Based Bivariate Skellam Distribution, Mohammed Alqawba, Norou Diawara, Mame Mor Sene

Mathematics & Statistics Faculty Publications

Time series analysis is crucial for modeling and forecasting diverse real-world phenomena. Traditional models typically assume continuous-valued data; however, many applications involve integer-valued series, often including negative integers. This paper introduces an approach that combines copula theory with the bivariate Skellam distribution to handle such integer-valued data effectively. Copulas are widely recognized for capturing complex dependencies among variables. By integrating copulas, our proposed method respects integer constraints while modeling positive, negative, and temporal dependencies accurately. Through simulation and an empirical study on a real-life example, we demonstrate that our class of models performs well. This approach has broad applicability in …


Propensity Score Matching Accounting For Longitudinal Trends Before Baseline With Group-Based Trajectory Modeling, Dustin R. Bastaich Jan 2026

Propensity Score Matching Accounting For Longitudinal Trends Before Baseline With Group-Based Trajectory Modeling, Dustin R. Bastaich

Theses and Dissertations

Propensity score matching is used in observational studies to balance baseline attributes between a treatment of interest and a control group. Propensity score matching typically relies on baseline variables, but longitudinal trends in patient characteristics can also influence treatment decisions and subsequent health outcomes. This dissertation extends standard approaches by explicitly incorporating longitudinal trajectories of key variables into the propensity score estimation process.

Trends in a longitudinal variable prior to baseline were characterized using group-based trajectory modeling. A two-step modeling approach was implemented where trajectory groups of a key variable were first estimated and then included as covariates in the …


Identifying Mobility Hub Suitability In The Mid-Sized United States Urban Area Using Weighted Overlay And Percentile Based Local Peak Analysis, Eric Asplund Jan 2026

Identifying Mobility Hub Suitability In The Mid-Sized United States Urban Area Using Weighted Overlay And Percentile Based Local Peak Analysis, Eric Asplund

Theses and Dissertations

IDENTIFYING MOBILITY HUB SUITABILITY IN THE MID-SIZED UNITED STATES URBAN AREA USING WEIGHTED OVERLAY AND PERCENTILE‑BASED LOCAL PEAK ANALYSIS

By Eric Asplund

A thesis submitted in partial fulfillment of the requirements for the degree of Master of Urban and Regional Planning at Virginia Commonwealth University.

Virginia Commonwealth University, 2026.

Major Director: Dr. Ivan Suen, Ph. D., Associate Professor, Faculty of Urban and Regional Studies and Planning

Shared mobility hubs are increasingly posited in transportation planning as interventions supporting multimodality, sustainability, and equitable access, but guidance on evaluation of potential hub locations remains uneven, particularly in mid-sized United States cities where …


Machine Learning-Based Spatio-Temporal Modeling Of Climate Dynamics And Desertification In The Sahara–Sahel Region, Stephen M. Tivenan Jan 2026

Machine Learning-Based Spatio-Temporal Modeling Of Climate Dynamics And Desertification In The Sahara–Sahel Region, Stephen M. Tivenan

Theses and Dissertations

Arid climate classifications are threshold-dependent and easily interpretable mappings that are widely used in ecological, agricultural, and climate-related studies. These classifications inform scientific understanding, support policy and land management decisions, and provide an intuitive summary of environmental conditions. Despite their usefulness, traditional arid climate classifications often fail to quantify uncertainty, incorporate spatial context, or account for complex relationships among relevant environmental variables. Existing approaches to uncertainty assessment have largely relied on comparing classifications across multiple datasets or alternative formulas, but these methods generally overlook important spatial dependence and latent structure in the data.

This dissertation develops three machine learning-based statistical …


Hybrid Patchtst And Physics-Based Framework For Predicting Lithium-Ion Battery State Of Health, Pavan Ravuri Jan 2026

Hybrid Patchtst And Physics-Based Framework For Predicting Lithium-Ion Battery State Of Health, Pavan Ravuri

Honors Undergraduate Theses

Accurately forecasting the state of health of lithium-ion batteries is critical for improving performance, reliability and lifetime in energy storage applications. Battery capacity degrades into a nonlinear pattern over cycling due to electrochemical processes where neither purely data driven nor physics-based models can capture alone. This study looks at a hybrid framework combining that PatchTST patch-based transformer architecture with physics-based features derived from the solid electrolyte interphase and pseudo two-dimensional models. Physics inspired proxy features were computed from cycling data and concatenated with electrochemical measurements as added input channels before patch segmentation. There are five model configurations that were evaluated …


From Lap To Map: How Musical Scale, Place, And Play Drive The Interconnected Mario Kart World, Cameron Cummins Jan 2026

From Lap To Map: How Musical Scale, Place, And Play Drive The Interconnected Mario Kart World, Cameron Cummins

Honors Undergraduate Theses

With their deserts, castles, and ghost houses, the environments of Super Mario games are colorful, whimsical, and charming, but why are they so compelling, and what happens when our analysis of these environments extends beyond individual levels to expansive game worlds? Drawing on Cresswell’s theory of place (2014) and recent work on musical place-building in Mario Kart 8 (Heazlewood-Dale, 2024), I propose a spectrum between localized and globalized scale in games. As game environments become increasingly globalized, the music may be similarly altered to account for this shift in scale. Consequently, players may then encounter a broader, less musically congruent …


Challenges And Applications Of Fine-Grained Temporal Action Understanding: Modeling Temporal Granularity And Data Efficiency, Halil I. Helvaci Jan 2026

Challenges And Applications Of Fine-Grained Temporal Action Understanding: Modeling Temporal Granularity And Data Efficiency, Halil I. Helvaci

Theses and Dissertations--Electrical and Computer Engineering

Fine-grained Temporal Action Segmentation (TAS) has become a cornerstone of video understanding, offering dense frame-level predictions essential for clinical assessment, surgical skill evaluation, and human-computer interaction. While TAS methods have delivered strong results on coarse-grained benchmarks, two fundamental challenges persist: (1) global attention mechanisms dilute boundary information critical for subsecond precision, a phenomenon we term the temporal granularity bottleneck, and (2) dense frame-level annotation remains prohibitively expensive, with most datasets requiring exhaustive labeling of lengthy untrimmed videos. These challenges are particularly pronounced in medical domains, where sub-second primitives define clinical outcomes while expert annotation remains scarce. In this dissertation, we …


Performance Of Numerical Methods Applied To The Black–Scholes Model, Scott Cameron Williams Jan 2026

Performance Of Numerical Methods Applied To The Black–Scholes Model, Scott Cameron Williams

UNF Graduate Theses and Dissertations

We compare five numerical approaches for approximating solutions to the Black–Scholes partial differential equation for pricing European call options: FTCS, BTCS, Crank– Nicolson, Monte Carlo simulation, and a physics–informed neural network (PINN). These methods span finite difference techniques, probabilistic simulation, and machine learning. Performance is evaluated based on computational efficiency and accuracy relative to the analytical Black–Scholes solution.

Among the methods, Crank–Nicolson and the PINN demonstrated the strongest overall performance. Crank–Nicolson achieved the highest accuracy but exhibited increased runtime as the number of underlying stock price grid points grew. In contrast, the PINN produced slightly less accurate results but with …


A Comparative Study Of Classification Methods For Healthcare Analytics, Xueting Zhao Jan 2026

A Comparative Study Of Classification Methods For Healthcare Analytics, Xueting Zhao

UNF Graduate Theses and Dissertations

This thesis presents a comparative study of logistic regression, Linear Discriminant Analy- sis (LDA), and Quadratic Discriminant Analysis (QDA) for binary classification in healthcare analytics, integrating theoretical derivation, simulation, and real-data application. A facto- rial simulation study crosses the covariance structure (equal vs. unequal), predictor correla- tion (ρ ∈ {0, 0.5, 0.9}), dimensionality (p ∈ {2, 5, 10}) and sample size (n ∈ {50, 100, 200}) across 54 scenarios with 1,000 Monte Carlo replicates each. Three main findings emerge. Logistic regression and LDA are nearly interchangeable when the assumption of equal-covariance holds. QDA achieves substantially better discrimi- nation when class-specific …


Ridit-Based Adaptive Allocation In Two-Stage Clinical Trials With Binary Outcomes, Dewan Fahim Jan 2026

Ridit-Based Adaptive Allocation In Two-Stage Clinical Trials With Binary Outcomes, Dewan Fahim

UNF Graduate Theses and Dissertations

This study explores better ways to assign patients to treatments in clinical trials with binary outcomes, such as success or failure. Adaptive methods are used to learn from early results and adjust treatment assignments during the trial, helping more patients receive better performing treatments while maintaining reliable conclusions. We focus on trials comparing multiple treatments using a two-stage design. In the first stage, several treatments are tested to identify the most promising one; in the second stage, that treatment is compared with a control. Unlike traditional equal assignment, we use adaptive allocation in the second stage to make better use …


Bayesian Modelling On Periodically And Multiple Periodically Correlated Time Series Data, Jie Yao Jan 2026

Bayesian Modelling On Periodically And Multiple Periodically Correlated Time Series Data, Jie Yao

Electronic Theses & Dissertations (2024 - present)

Time series with multiple periodically correlated (MPC) components present a complex challenge, with relatively limited prior research. Most existing models are designed for simpler periodically correlated (PC) components and often struggle with over-parameterization, optimization issues, and capturing complex PC patterns within a time series. Frequency separation techniques can help preserve the correlation structure of individual PC components, while Bayesian methods can integrate new and prior information to refine beliefs about these components. This study proposes a two-stage approach that combines frequency separation and Bayesian techniques to forecast PC and MPC time series data. This method aims to demonstrate improved effectiveness …


Entropic Foundation Of Finance And Physics: Securities Price Dynamics And Quantum Theory, Mohammad Abedi Jan 2026

Entropic Foundation Of Finance And Physics: Securities Price Dynamics And Quantum Theory, Mohammad Abedi

Electronic Theses & Dissertations (2024 - present)

In many scientific and financial contexts, we must reason and make predictions under conditions of incomplete information. This dissertation develops Entropic Dynamics (ED) as a unified framework for deriving dynamical laws directly from principles of inference. Within this approach, probability distributions represent states of knowledge, and their evolution is determined through entropy maximization subject to relevant constraints. This leads to a novel concept of entropic time and a formulation of dynamics as an inferential process. In this talk, I will present how ED provides a common foundation across multiple domains. In physics, quantum dynamics for particles and scalar fields in …


All Games Have Equilibria, Arthur Paul Pedersen, M. Ali Khan, Maxwell B. Stinchcombe Jan 2026

All Games Have Equilibria, Arthur Paul Pedersen, M. Ali Khan, Maxwell B. Stinchcombe

Publications and Research

Research on Nash equilibrium existence for infinite games has grown into a patchwork of technical preconditions and counterexamples. This paper presents a unified program in equilibrium theory by revising the predominant model of mixed strategies based on countable additivity. A game is specified by a nonempty set of players and, for each player, a nonempty action set and a bounded von Neumann-Morgenstern utility function. Every such game is shown to admit a Nash equilibrium in finitely additive mixed strategies. In addition, the equilibrium correspondence for any such game is shown to be nonempty, compact-valued, and upper hemicontinuous, and the same …