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Full-Text Articles in Physical Sciences and Mathematics
A Nonconforming Finite Element Method For The 2d Vector Laplacian, Mary Barker
A Nonconforming Finite Element Method For The 2d Vector Laplacian, Mary Barker
Arts & Sciences Electronic Theses and Dissertations
The vector Laplacian presents difficulties in finite element ap- proximation. It is well known that for nonconvex domains, H1- conforming approximation spaces form a closed subspace of the solution space H(div; Ω) ∩ H(curl; Ω). Hence H1-conforming approximations will fail to converge. This is problematic as it is highly difficult to construct more general finite dimensional ap- proximation spaces for this space. We will present an extension of a nonconforming method introduced by Brenner et al. The method was originally given for P1-nonconforming spaces in two dimensions. Our extension is given for degree r polynomials, but which agrees with the …
Algorithmic Trading With Prior Information, Xinyi Cai
Algorithmic Trading With Prior Information, Xinyi Cai
Arts & Sciences Electronic Theses and Dissertations
Traders utilize strategies by using a mix of market and limit orders to generate profits. There are different types of traders in the market, some have prior information and can learn from changes in prices to tweak her trading strategy continuously(Informed Traders), some have no prior information but can learn(Uninformed Learners), and some have no prior information and cannot learn(Uninformed Traders). In this thesis. Alvaro C, Sebastian J and Damir K \cite{AL} proposed a model for algorithmic traders to access the impact of dynamic learning in profit and loss in 2014. The traders can employ the model to decide which …
Dynamic Pricing And Inventory Management: Theory And Applications, Renyu Zhang
Dynamic Pricing And Inventory Management: Theory And Applications, Renyu Zhang
Arts & Sciences Electronic Theses and Dissertations
We develop the models and methods to study the impact of some emerging trends in technology, marketplace, and society upon the pricing and inventory policy of a firm. We focus on the situation where the firm is in a dynamic, uncertain, and (possibly) competitive market environment. The market trends of particular interest to us are: (a) social networks, (b) sustainability concerns, and (c) customer behaviors. The two main running questions this dissertation aims to address are: (a) How these emerging market trends would influence the operations decisions and profitability of a firm; and (b) What pricing and inventory strategies a …