Physical Sciences and Mathematics Commons^™

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 …

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 …

A General Framework Of Large-Scale Convex Optimization Using Jensen Surrogates And Acceleration Techniques, Soysal Degirmenci

McKelvey School of Engineering Theses & Dissertations

In a world where data rates are growing faster than computing power, algorithmic acceleration based on developments in mathematical optimization plays a crucial role in narrowing the gap between the two. As the scale of optimization problems in many fields is getting larger, we need faster optimization methods that not only work well in theory, but also work well in practice by exploiting underlying state-of-the-art computing technology.

In this document, we introduce a unified framework of large-scale convex optimization using Jensen surrogates, an iterative optimization method that has been used in different fields since the 1970s. After this general treatment, …

Tau And Aβ Imaging, Csf Measures, And Cognition In Alzheimer's Disease, Matthew R. Brier, Brian Gordon, Karl Friedrichsen, John E. Mccarthy, Ari Stern, Jon Christensen, Christopher Owen, Patricia Aldea, Yi Su, Jason Hassenstab, Nigel J. Cairns, David M. Holtzman, Anne M. Fagan, John C. Morris, Tammie L.S. Benzinger, Beau M. Ances

Mathematics Faculty Publications

Alzheimer’s disease (AD) is characterized by two molecular pathologies: cerebral β-amyloidosis in the form of β-amyloid (Aβ) plaques and tauopathy in the form of neurofibrillary tangles, neuritic plaques, and neuropil threads. Until recently, only Aβ could be studied in humans using positron emission tomography (PET) imaging owing to a lack of tau PET imaging agents. Clinical pathological studies have linked tau pathology closely to the onset and progression of cognitive symptoms in patients with AD. We report PET imaging of tau and Aβ in a cohort of cognitively normal older adults and those with mild AD. Multivariate analyses identified unique …

Acoustic Firearm Discharge Detection And Classification In An Enclosed Environment, Lorenzo Luzi, Eric Gonzalez, Paul Bruillard, Matthew Prowant, James Skorpik, Michael Hughes, Scott Child, Duane Kist, John E. Mccarthy

Mathematics Faculty Publications

Two different signal processing algorithms are described for detection and classification of acoustic signals generated by firearm discharges in small enclosed spaces. The first is based on the logarithm of the signal energy. The second is a joint entropy. The current study indicates that a system using both signal energy and joint entropy would be able to both detect weapon discharges and classify weapon type, in small spaces, with high statistical certainty.

High Contrast Ultrasonic Imaging Of Resin-Rich Regions In Graphite/Epoxy Composites Using Entropy, Michael S. Hughes, John E. Mccarthy, Paul J. Bruillard, Jon N. Marsh, Samuel A. Wickline

Mathematics Faculty Publications

This study compares different approaches for imaging a near-surface resin-rich defect in a thin graphite/epoxy plate using backscattered ultrasound. The specimen was created by cutting a circular hole in the second ply; this region filled with excess resin from the graphite/epoxy sheets during the curing process. Backscat-tered waveforms were acquired using a 4 in. focal length, 5MHz center frequency broadband transducer, scanned on a 100 × 100 grid of points that were 0.03 × 0.03 in. apart. The specimen was scanned with the defect side closest to the transducer. Consequently, the reflection from the resin-rich region cannot be gated from …