Digital Commons Network^™

Deep Reinforcement Learning Pairs Trading, Andrew Brim

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

This research applies a deep reinforcement learning technique, Deep Q-network, to a stock market pairs trading strategy for profit. Artificial intelligent methods have long since been applied to optimize trading strategies. This work trains and tests a DQN to trade co-integrated stock market prices, in a pairs trading strategy. The results demonstrate the DQN is able to consistently produce positive returns when executing a pairs trading strategy.

The Next Frontier: Making Research More Reproducible, David E. Rosenberg, Yves Fillion, Rebecca L. Teasley, Samuel Sandoval-Solis, Jory S. Hecht, Jakobus E. Van Zyl, George F. Mcmahon, Jeffery S. Horsburgh, Joseph R. Kasprzyk, David G. Tarboton

Publications

Science and engineering rest on the concept of reproducibility. An important question for any study is: are the results reproducible? Can the results be recreated independently by other researchers or professionals? Research results need to be independently reproduced and validated before they are accepted as fact or theory. Across numerous fields like psychology, computer systems, and water resources there are problems to reproduce research results (Aarts et al. 2015; Collberg et al. 2014; Hutton et al. 2016; Stagge et al. 2019; Stodden et al. 2018). This editorial examines the challenges to reproduce research results and suggests community practices to overcome …

Supplemental Material For Cotterill Et Al. 2020: Parsing The Effects Of Demography, Climate, And Management On Recurrent Brucellosis Outbreaks In Elk. Journal Of Applied Ecology., Gavin G. Coterill, Johan T. Du Toit, Paul C. Cross

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Zoonotic pathogens can harm human health and wellbeing directly or by impacting livestock. Pathogens that spillover from wildlife can also impair conservation efforts if humans perceive wildlife as pests. Brucellosis, caused by the bacterium Brucella abortus, circulates in elk and bison herds of the Greater Yellowstone Ecosystem and poses a risk to cattle and humans. Our goal was to understand the relative effects of climatic drivers, host demography, and management control programs on disease dynamics.

Synthesis and applications: Positive serostatus is often weakly correlated with infectiousness but is nevertheless used to make management decisions including lethal removal in wildlife disease …

Halving Iso(7) Supergravity, Adolfo Guarino, Javier Tarrío, Oscar J. Varela

All Physics Faculty Publications

Half-maximal, N = 4, sectors of D = 4 N = 8 supergravity with a dyonic ISO(7) gauging are investigated. We focus on a half-maximal sector including three vector multiplets, that arises as a certain SO(3)_R-invariant sector of the full theory. We discuss the embedding of this sector into the largest half-maximal sector of the N = 8 supergravity retaining six vector multiplets. We also provide its canonical N = 4 formulation and show that, from this perspective, our model leads in its own right to a new explicit gauging of N = 4 supergravity. Finally, expressions for …

Convergence Rates For Empirical Estimation Of Binary Classification Bounds, Salimeh Yasaei Sekeh, Morteza Noshad, Kevin R. Moon, Alfred O. Hero

Mathematics and Statistics Faculty Publications

Bounding the best achievable error probability for binary classification problems is relevant to many applications including machine learning, signal processing, and information theory. Many bounds on the Bayes binary classification error rate depend on information divergences between the pair of class distributions. Recently, the Henze–Penrose (HP) divergence has been proposed for bounding classification error probability. We consider the problem of empirically estimating the HP-divergence from random samples. We derive a bound on the convergence rate for the Friedman–Rafsky (FR) estimator of the HP-divergence, which is related to a multivariate runs statistic for testing between two distributions. The FR estimator is …

Sampling Methods For Luminescence Dating Of Subsurface Deposits From Cores, Michelle Nelson, Tammy M. Rittenour, Harriet Cornachione

Geosciences Faculty Publications

Study of subsurface deposits often requires coring or drilling to obtain samples for sedimentologic and geochemical analysis. Geochronology is a critical piece of information for stratigraphic correlation and rate calculations. Increasingly, luminescence dating is applied to sediment cores to obtain depositional ages. This paper provides examples and discussion of guidelines for sampling sediment core for luminescence dating. Preferred protocols are dependent on the extraction method, sedimentology, core integrity, and storage conditions. The methods discussed include subsampling of sediment in opaque core-liners, cores without liners, previously open (split) cores, bucket auger samples, and cuttings, under red lighting conditions. Two important factors …

Postmagmatic Tectonic Evolution Of The Outer Izu‐Bonin Forearc Revealed By Sediment Basin Structure And Vein Microstructure Analysis: Implications For A 15 Ma Hiatus Between Pacific Plate Subduction Initiation And Forearc Extension, Walter Kurz, Peter Micheuz, Gail L. Christeson, M. Reagan, John W. Shervais, Steffen Kutterolf, A. Robertson, Kurt Krenn, K. Michibayashi, D. Quandt

Geosciences Faculty Publications

International Ocean Discovery Program Expedition 352 recovered sedimentary‐volcaniclastic successions and extensional structures (faults and extensional veins) that allow the reconstruction of the Izu‐Bonin forearc tectonic evolution using a combination of shipboard core data, seismic reflection images, and calcite vein microstructure analysis. The oldest recorded biostratigraphic ages within fault‐bounded sedimentary basins (Late Eocene to Early Oligocene) imply a ~15 Ma hiatus between the formation of the igneous basement (52 to 50 Ma) and the onset of sedimentation. At the upslope sites (U1439 and U1442) extension led to the formation of asymmetric basins reflecting regional stretch of ~16–19% at strain rates of …

An Updated Review Of Atmospheric Mercury, Seth N. Lyman, Irene Cheng, Lynne E. Gratz, Peter Weiss-Penzias, Leiming Zhang

Chemistry and Biochemistry Faculty Publications

The atmosphere is a key component of the biogeochemical cycle of mercury, acting as a reservoir, transport mechanism, and facilitator of chemical reactions. The chemical and physical behavior of atmospheric mercury determines how, when, and where emitted mercury pollution impacts ecosystems. In this review, we provide current information about what is known and what remains uncertain regarding mercury in the atmosphere. We discuss new ambient, laboratory, and theoretical information about the chemistry of mercury in various atmospheric media. We review what is known about mercury in and on solid- and liquid-phase aerosols. We present recent findings related to wet and …

Feasibility Of Multi-Year Forecast For The Colorado River Water Supply: Time Series Modeling, Brian Plucinski, Yan Sun, Shih-Yu (Simon) Wang, Robert R. Gilies, James Eklund, Chih-Chia Wang

Mathematics and Statistics Faculty Publications

The future of the Colorado River water supply (WS) affects millions of people and the US economy. A recent study suggested a cross-basin correlation between the Colorado River and its neighboring Great Salt Lake (GSL). Following that study, the feasibility of using the previously developed multi-year prediction of the GSL water level to forecast the Colorado River WS was tested. Time-series models were developed to predict the changes in WS out to 10 years. Regressive methods and the GSL water level data were used for the depiction of decadal variability of the Colorado River WS. Various time-series models suggest a …

Meps Data Assimilation System, Robert W. Schunk, Larry Gardner

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For the current funding opportunity we propose to develop a master system that will enhance the user interface to the MEPS model and enable the scientific community to efficiently use the model. Furthermore, we will build and automate validation tools and improve the efficiency and robustness of the MEPS ensemble averaging scheme. Finally, we will explore the nest step toward a major advancement in MEPS b significantly improving the spatial resolution of one of the data assimilation models to explore meso- and small-scale features.

Retrieval Of Intrinsic Mesospheric Gravity Wave Parameters Using Lidar And Airglow Temperature And Meteor Radar Wind Data, Robert Reichert, Bernd Kaifler, Natalie Kaifler, Markus Rapp, Pierre-Dominique Pautet, Michael J. Taylor, Alexander Kozlovsky, Mark Lester, Rigel Kivi

Publications

We analyse gravity waves in the upper-mesosphere, lower-thermosphere region from high-resolution temperature variations measured by the Rayleigh lidar and OH temperature mapper. From this combination of instruments, aided by meteor radar wind data, the full set of ground-relative and intrinsic gravity wave parameters are derived by means of the novel WAPITI (Wavelet Analysis and Phase line IdenTIfication) method. This WAPITI tool decomposes the gravity wave field into its spectral component while preserving the temporal resolution, allowing us to identify and study the evolution of gravity wave packets in the varying backgrounds. We describe WAPITI and demonstrate its capabilities for the …

The Hydrogen Bond: A Hundred Years And Counting, Steve Scheiner

Chemistry and Biochemistry Faculty Publications

Since its original inception, a great deal has been learned about the nature, properties, and applications of the H-bond. This review summarizes some of the unexpected paths that inquiry into this phenomenon has taken researchers. The transfer of the bridging proton from one molecule to another can occur not only in the ground electronic state, but in various excited states as well. Study of the latter process has developed insights into the relationships between the nature of the state, the strength of the H-bond, and the height of the transfer barrier. The enormous broadening of the range of atoms that …

Evidence For Large Holocene Earthquakes Along The Denali Fault In Southwest Yukon, Canada, Andrée Blais-Stevens, John J. Clague, Janice Brahney, Panya Lipovsky, Peter J. Haeussler, Brian Menounos

Watershed Sciences Faculty Publications

The Yukon–Alaska Highway corridor in southern Yukon is subject to geohazards ranging from landslides to floods and earthquakes on faults in the St. Elias Mountains and Shakwak Valley. Here we discuss the late Holocene seismic history of the Denali fault, located at the eastern front of the St. Elias Mountains and one of only a few known seismically active terrestrial faults in Canada. Holocene faulting is indicated by scarps and mounds on late Pleistocene drift and by tectonically deformed Pleistocene and Holocene sediments. Previous work on trenches excavated against the fault scarp near the Duke River reveals paleoseismic sediment disturbance …

Isotope Summary Data, Andrew Kulmatiski

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Data includes deuterium tracer uptake data from plant species at the US Sheep Experiment Station.

Aerial And Ground-Based Optical Gas Imaging Survey Of Uinta Basin Oil And Gas Wells, Seth N. Lyman, Trang Tran, Marc L. Mansfield, Arvind P. Ravikumar

Bingham Research Center

We deployed a helicopter with an infrared optical gas imaging camera to detect hydrocarbon emissions from 3,428 oil and gas facilities (including 3,225 producing oil and gas well pads) in Utah’s Uinta Basin during winter and spring 2018. We also surveyed 419 of the same well pads from the ground. Winter conditions led to poor contrast between emission plumes and the ground, leading to a detection limit for the aerial survey that was between two and six times worse than a previous summertime survey. Because the ground survey was able to use the camera’s high-sensitivity mode, the rate of detected …

Aluminum Secondary Electron Yield, Jr Dennison, Phillip Lundgreen

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Accurate modeling of spacecraft charging is essential to mitigate well-known and all-too-common deleterious and costly effects on spacecraft resulting from charging induced by interactions with the space plasma environment. This paper addresses how limited availability of electron emission and transport properties of spacecraft materials—in particular secondary electron yields—and the wide range measured for such properties pose a critical issue for modeling spacecraft charging. It describes a materials charging database being developed, which when used in concert with the strategies outlined herein for best practices for establishing optimized materials properties for spacecraft charging models and specific mission requirements and how these …

Structures And Energetics Of Clusters Surrounding Diatomic Anions Stabilized By Hydrogen, Halogen, And Other Noncovalent Bonds, Steve Scheiner, Mariusz Michalczyk, Rafal Wysokiński, Wiktor Zierkiewicz

Chemistry and Biochemistry Faculty Publications

Diatomic anions CN-, NO-, and OH- are surrounded by 2, 3, and 4 ligand molecules drawn from the HF, HCl, XF, YF2, ZF3, TF4, and TrF3 set wherein X= Cl,Br, Y=S,Se, Z=P,As, T=Si,Ge, and Tr=Al,Ga. In the case of two ligands, both interact with the N of NO- and the O of OH-, but one approaches either end of CN-. Unlike the H and halogen bonding units, as the number of ligands increases there is a tendency for chalcogen, pnicogen, tetrel, and triel-bonding ligands to form a cage around the central anion, with strong inter-ligand noncovalent bonds. There are a …

Melissa: System Description And Spectral Features Of Pre- And Post-Midnight F-Region Echoes, Fabiano S. Rodrigues, Weijia Zhan, Marco A. Milla, B. G. Fejer, Eurico R. De Paula, Acacio C. Neto, Angela M. Santos, Inez S. Batista

All Physics Faculty Publications

Most of the low‐latitude ionospheric radar observations in South America come from the Jicamarca Radio Observatory, located in the western longitude sector (∼75°W). The deployment of the 30 MHz FAPESP‐Clemson‐INPE (FCI) coherent backscatter radar in the magnetic equatorial site of São Luis, Brazil, in 2001 allowed observations to be made in the eastern sector (∼45°W). However, despite being operational for several years (2001–2012), FCI only made observations during daytime and pre‐midnight hours, with a few exceptions. Here, we describe an upgraded system that replaced the FCI radar and present results of full‐night F‐region observations. This radar is referred to …

Uwrl Hosts Awra Conference Tour, Utah Water Research Laboratory

News

The Utah Water Research Laboratory recently had the opportunity to host AWRA Conference attendees on a laboratory tour.

The Status Of Women On Utah State Boards & Commissions: A 2019 Update, Susan R. Madsen, Megan Roper

Marketing and Strategy Faculty Publications

Research shows that organizations will increasingly thrive when both men and women hold leadership roles. Gender inclusivity benefits not only businesses, but also entities such as churches, state legislatures, city councils, state governments, and state and local boards and commissions. Studies have shown that there are numerous benefits to attracting, retaining, promoting, and empowering women within organizations and entities. These benefits are discussed at length in a previous brief titled “Why Do We Need More Women Leaders in Utah?”2More specifically, research demonstrates the need for the government—and democratic governance processes in general—to reflect gender diversity accurately within its constituency at …

The Total Syntheses Of Jbir-94 And Two Synthetic Analogs And Their Cytotoxicities Against A549 (Ccl-185) Human Small Lung Cancer Cells, Cathy L. Mangum, Mica B. Munford, Alyssa Sam, Sandra K. Young, Jeremy T. Beales, Yagya Prasad Subedi, Chad D. Mangum, Tanner J. Allen, Miranda S. Liddell, Andrew I. Merrell, Diana I. Saavedra, Becky L. Williams, Nicole Evans, Joseph L. Beales, Mike A. Christiansen

Chemistry and Biochemistry Faculty Publications

We here disclose the total syntheses of the natural polyphenol JBIR-94 and two nonnatural analogs, whose structures are of interest for their bioactivity potential as radical scavengers. Although we initially attempted this by dually acylating both of putrecine’s amine nitrogens in a single pot, our endeavors with this method (which has been successfully reported by other groups) proved ineffectual. We accordingly opted for the lengthier approach of acylating each amine individually, which gratuitously prevailed and also aligns with separate literature precedent. Moreover, we here share our analysis of these target compounds’ cytotoxicities and IC₅₀ values against A549 (CCL-185) human …

An Efficient Viologen-Based Electron Donor To Nitrogenase, Artavazd Badalyan, Zhi-Yong Yang, Bo Hu, Jian Luo, Maowei Hu, T. Leo Liu, Lance C. Seefeldt

Chemistry and Biochemistry Faculty Publications

Nitrogenase catalyzes the reduction of N₂ to NH₃, supporting all biological nitrogen fixation. Electron donors to this enzyme are ferredoxin or flavodoxin (in vivo) and sodium dithionite (in vitro). Features of these electron donors put a limit on spectrophotometric studies and electrocatalytic applications of nitrogenase. Although it is common to use methyl viologen as an electron donor for many low-potential oxidoreductases, decreased nitrogenase activity is observed with an increasing concentration of methyl viologen, limiting its utility under many circumstances. In this work, we suggest that this concentration-dependent decrease in activity can be explained …

Nonlinear Reaction–Diffusion Process Models Improve Inference For Population Dynamics, Xinyi Lu, Perry J. Williams, Mevin B. Hooten, James A. Powell, Jamie N. Womble, Michael R. Bower

Mathematics and Statistics Faculty Publications

Partial differential equations (PDEs) are a useful tool for modeling spatiotemporal dynamics of ecological processes. However, as an ecological process evolves, we need statistical models that can adapt to changing dynamics as new data are collected. We developed a model that combines an ecological diffusion equation and logistic growth to characterize colonization processes of a population that establishes long‐term equilibrium over a heterogeneous environment. We also developed a homogenization strategy to statistically upscale the PDE for faster computation and adopted a hierarchical framework to accommodate multiple data sources collected at different spatial scales. We highlighted the advantages of using a …

Individual Variation And Ecotypic Niches In Simulations Of The Impact Of Climatic Volatility, George P. Malanson, R. Justin Derose, Matthew F. Bekker

Wildland Resources Faculty Publications

Expectations of the impacts of climatic variation on species can depend on whether and how intraspecific variability is incorporated in models. Coefficients of variation from tree-ring records of Pinus albicaulis through time and across space were used to parameterize volatility and individuality, respectively. The records across sites were used to differentiate the average modes on an environmental gradient for Gaussian fitness of ecotypic niches, and to add further individual variation in mode and standard deviation of these functions in individual-based Monte Carlo simulations of reproduction and mortality with inheritance of individual variability. Ecotypic gamma and Shannon diversity decreased with volatility …

Salt Tolerance Of Sego Supremetm Plants, Asmita Paudel, Ji Jhong Chen, Youping Sun, Yuxiang Wang, Richard M. Anderson

Plants, Soils, and Climate Faculty Publications

Sego Supreme^TM is a designated plant breeding and introduction program at the Utah State University Botanical Center and the Center for Water Efficient Landscaping. This plant selection program introduces native and adapted plants to the arid West for aesthetic landscaping and water conservation. The plants are evaluated for characteristics such as color, flowering, ease of propagation, market demand, disease/pest resistance, and drought tolerance. However, salt tolerance has not been considered during the evaluation processes. Four Sego Supreme^TM plants [Aquilegia barnebyi (oil shale columbine), Clematis fruticosa (Mongolian gold clematis), Epilobium septentrionale (northern willowherb), and Tetraneuris acaulis var. arizonica …

An Exploration Of Automated Narrative Analysis Via Machine Learning, Sharad Jones, Carly Fox, Sandra Laing Gillam, Ronald B. Gillam

Communicative Disorders and Deaf Education Faculty Publications

The accuracy of four machine learning methods in predicting narrative macrostructure scores was compared to scores obtained by human raters utilizing a criterion-referenced progress monitoring rubric. The machine learning methods that were explored covered methods that utilized hand-engineered features, as well as those that learn directly from the raw text. The predictive models were trained on a corpus of 414 narratives from a normative sample of school-aged children (5;0-9;11) who were given a standardized measure of narrative proficiency. Performance was measured using Quadratic Weighted Kappa, a metric of inter-rater reliability. The results indicated that one model, BERT, not only achieved …

Embedding The Su(3) Sector Of So(8) Supergravity In D = 11, Gabriel Larios, Praxitelis Ntokos, Oscar J. Varela

All Physics Faculty Publications

The SU(3)-invariant sector of maximal supergravity in four dimensions with an SO(8) gauging is uplifted to D = 11 supergravity. In order to do this, the SU(3)-neutral sector of the tensor and duality hierarchies of the D = 4 �� = 8 supergravity is first worked out. The consistent D = 11 embedding of the full, dynamical SU(3) sector is then expressed at the level of the D = 11 metric and three-form gauge field in terms of these D = 4 tensors. The redundancies introduced by this approach are eliminated at the level of the D = 11 four-form …

The Role Of The Dispersion Parameter In Electrical Properties Of Highly Disordered Insulating Materials, Zachary Gibson

Physics Student Research

Charge transport in disordered solids can be described with use of a dispersion parameter. The dispersion parameter can be defined simply as either the thermal energy (low electric field regime) or the field energy (high field regime) scaled by the reciprocal of a characteristic energy of the material. A transitionary temperature and electric field are defined when the ratio of thermal or field energy over the characteristic energy is one, respectively. This indicates a transition from dispersive transport to normal transport. Dispersive transport can be described simply by the dispersion parameter for many disordered materials. Models involving the dispersion parameter …

More Than Writing: The Application Of The Writing Process, Logan Kelley

Tutor's Column

Beginning writers often struggle to apply the writing process. In order to help them understand this concept, it is helpful for tutors to draw connections with outside disciplines that the student is already familiar with. Most problem-solving approaches contain parallels with the writing process. Educational research shows that meaningful connections will help students apply difficult concepts. Tutors will best support beginning writers by helping them develop a consistent application of the writing process.

Minimal D = 4 �� = 2 Supergravity From D = 11: An M-Theory Free Lunch, Gabriel Larios, Oscar J. Varela

All Physics Faculty Publications

We present a new consistent truncation of D = 11 supergravity to D = 4 �� = 2 minimal gauged supergravity, on the seven-dimensional internal Riemannian space corresponding to the most general class of D = 11 solutions with an AdS₄ factor and �� = 2 supersymmetry. A truncation ansatz is proposed and its consistency checked at the level of the D = 11 Bianchi identity, bosonic equations of motion, and supersymmetry variations of the gravitino. The general class includes an �� = 2 AdS₄ solution dual to the conformal, low energy physics phase corresponding to a mass …