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Mathematics

Chulalongkorn University

Theses/Dissertations

2018

Articles 1 - 12 of 12

Full-Text Articles in Physical Sciences and Mathematics

Defective Colorings On Complete Bipartite And Multipartite K-Uniform Hypergraphs, Artchariya Muaengwaeng Jan 2018

Defective Colorings On Complete Bipartite And Multipartite K-Uniform Hypergraphs, Artchariya Muaengwaeng

Chulalongkorn University Theses and Dissertations (Chula ETD)

In this thesis, we modify the definition of a defective coloring and a defective chromatic number on graphs to a defective coloring and a defective chromatic number on hypergraphs. First, we find the defective chromatic number on a complete bipartite k-uniform hypergraph and the defective chromatic number on a complete bipartite k-uniform hypergraph of which each color class is acyclic. Second, we determine the defective chromatic number and the defective chromatic number of which each color class is acyclic on a complete k-partite k-uniform hypergraph whose each edge has k vertices from k different partite sets. Finally, we determine the …


Closed-Form Formula For Pricing Discretely-Sampled Moment Swaps On One-Dimensional Ito Process, Kittisak Chumpong Jan 2018

Closed-Form Formula For Pricing Discretely-Sampled Moment Swaps On One-Dimensional Ito Process, Kittisak Chumpong

Chulalongkorn University Theses and Dissertations (Chula ETD)

Moment swaps are essentially forward contracts on realized higher moments of log-returns of a specified underlying asset, which play an important role in protection against different kinds of market shocks. Variance, skewness, and kurtosis swaps are examples of moment swaps currently traded in markets. To facilitate market practitioners, this work provides a simple and easy-to-use pricing formula of moment swaps on discrete sampling under the Ito process, extended Black-Scholes model for stock prices and Schwartz model for commodity prices. Furthermore, the interesting topics of the fair prices are also investigated. Finally, Monte Carlo simulations are performed to support the accuracy …


กลยุทธ์การลงทุนส่วนบุคคลบนพื้นฐานเกณฑ์การจัดเก็บภาษีเงินได้, ปิยวดี สุขชาติ Jan 2018

กลยุทธ์การลงทุนส่วนบุคคลบนพื้นฐานเกณฑ์การจัดเก็บภาษีเงินได้, ปิยวดี สุขชาติ

Chulalongkorn University Theses and Dissertations (Chula ETD)

ตามที่กรมสรรพากรได้ระบุไว้ใน แบบแสดงรายการภาษีเงินได้บุคคลธรรมดา ปีภาษี 2559 สำหรับผู้มีเงินได้ตามมาตรา 40 (1) - (8) แห่งประมวลรัษฎากร (ภ.ง.ด.90) จะสามารถนำเงินไปลงทุนในแหล่งต่าง ๆ เพื่อลดเงินได้สุทธิก่อนที่จะนำไปคำนวณภาษี ในที่นี้ผู้ทำวิจัยสนใจการวางแผนการลงทุนเพื่อจะได้รับประโยชน์ทางภาษีและผลตอบแทนสูงสุดโดยการนำเงินไปลงทุนใน 3 แหล่ง ประกอบด้วย ประกันชีวิต (Life insurance) กองทุนรวมเพื่อการเลี้ยงชีพ (Retirement Mutual Fund : RMF) และกองทุนรวมหุ้นระยะยาว (Long Term Equity Fund : LTF) โดยการหากลยุทธ์การลงทุนเพื่อแนะนำแหล่งลงทุนและหาสัดส่วนจำนวนเงินที่เหมาะสมที่ใช้ในการลงทุนในแหล่งต่าง ๆ ที่สอดคล้องกับแผนการลงทุนที่มีอยู่ในตลาดและนำเสนอแผนการลงทุนที่เหมาะสมสำหรับแต่ละบุคคล โดยที่ผู้ลงทุนไม่เสียสภาพคล่องทางการเงิน อีกทั้งยังได้รับประโยชน์ทางภาษีและผลตอบแทน นั่นคือการเสียภาษีน้อยลงจากเดิมและได้ผลตอบแทนจากการลงทุนสูงสุด เริ่มจากการหาแหล่งลงทุนที่เหมาะสมสำหรับแต่ละบุคคลตามระดับความเสี่ยงที่รับได้ สร้างตัวแบบทางคณิตศาสตร์เพื่อทำนายราคากองทุนต่าง ๆ แล้วทำนายผลตอบแทนกองทุนต่าง ๆ ตามแหล่งลงทุนที่เหมาะสมนั้นเพื่อหาว่ากองทุนใดให้ผลตอบแทนที่เหมาะสมที่สุดที่เหมาะกับบางช่วงของรายได้ เพื่อคำนวณสัดส่วนจำนวนเงินที่เหมาะสมสำหรับแต่ละบุคคลที่จะต้องใช้ในการลงทุนในแหล่งต่าง ๆ และนำเสนอแผนการลงทุนที่ให้ผลตอบแทนสูงสุดสามอันดับของแต่ละแหล่งลงทุน เพื่อให้ผู้ลงทุนใช้ประกอบการตัดสินใจ เมื่อผู้มีเงินได้นำเงินได้สุทธิไปลงทุนแล้วนั้น จะเป็นการลดเงินได้สุทธิให้น้อยลงหรือปรับลดขั้นเงินได้สุทธิ ทำให้อัตราภาษีที่จะต้องเสียในปีนั้น ๆ ลดลงและได้ผลตอบแทนสูงสุด


Thin Cloud Removal Using Local Minimization And Image Transformation In Hsi Color Space, Thanet Markchom Jan 2018

Thin Cloud Removal Using Local Minimization And Image Transformation In Hsi Color Space, Thanet Markchom

Chulalongkorn University Theses and Dissertations (Chula ETD)

In the use of satellite images, clouds can be an obstacle due to their opacity property that can block the visibility of ground objects in case of thick clouds and can also be blended with the underlying details in case of thin clouds. In this research, we propose a novel method to remove thin clouds and retrieve the actual information by taking the advantage of HSI color space instead of RGB color space. The proposed method aims to estimate the cloud appearance called the scattering light, remove thin clouds from intensity channel to avoid an effect to the original color, …


Critical Exponent For Nonlinear Nonlocal Equations, Auttawich Manui Jan 2018

Critical Exponent For Nonlinear Nonlocal Equations, Auttawich Manui

Chulalongkorn University Theses and Dissertations (Chula ETD)

In this thesis, we study the nonlinear nonlocal equation ∂t u=J*u-u+u¹+p where p>0 and J is nonnegative, bounded, and radially symmetric with unit integral. The Fourier transform of J satisfies J ̂(ξ)=1-A|ξ|^β (ln1/|ξ| 〗 )^μ+o(〖|ξ|〗^β (ln〖1/(|ξ|)〗 )^μ ) as ξ→0, for 0<β≤2, μ∈R, and A>0. In this study, we establish the local existence, uniqueness, and the comparison principle of solutions. Furthermore, we show that the Fujita critical exponent for this equation is β/n when μ<0. For the case μ>1, we discover that the critical exponent is β/n , and the solutions belong to the global to the small initial data regime.


Preceding-Jump Simplex Method, Natdanai Kafakthong Jan 2018

Preceding-Jump Simplex Method, Natdanai Kafakthong

Chulalongkorn University Theses and Dissertations (Chula ETD)

A practical linear programming solver uses the simplex method to identify the optimal solution by iteratively searching among adjacent feasible vertices. It may visit numerous vertices before finding the optimal one for a large linear programming problem taking a long time to succeed. This research proposes a heuristic method to alleviate this issue by jumping to a new vertex close to the optimal one before performing the simplex method. The new vertex is identified by first jumping from the initial vertex along the gradient vector of the objective function or alternative direction if the objective direction points out of the …


Covering Of Objects Related To Rupert Property, Pongbunthit Tonpho Jan 2018

Covering Of Objects Related To Rupert Property, Pongbunthit Tonpho

Chulalongkorn University Theses and Dissertations (Chula ETD)

One problem related to covering problem is whether one object has Rupert property. An object K in R³ has the Rupert property if a hole could be cut through one copy of K with the same size to permit another copy to pass through it. There are objects in R³ which have Rupert property, such as a cube. But not all of objects in R³ has Rupert property, such as a sphere. It is interesting to check that a given object has Rupert property. In this work, we construct useful lemmas for studying this problem. Furthermore, we apply these lemmas …


Generalized Symplectic Graphs And Generalized Orthogonal Graphs Over Finite Commutative Rings, Siripong Sirisuk Jan 2018

Generalized Symplectic Graphs And Generalized Orthogonal Graphs Over Finite Commutative Rings, Siripong Sirisuk

Chulalongkorn University Theses and Dissertations (Chula ETD)

Let R be a finite commutative ring with identity, n ∈ N and β a bilinear form on Rⁿ. In this dissertation, we count the numbers of free submodules and totally isotropic free submodules of Rⁿ of rank s by using the lifting idea. We define the generalized bilinear form graph whose vertex set is the set of totally isotropic free submodules of Rⁿ of rank s and the adjacency condition is given by some rank conditions. We study this graph when (Rⁿ, β) is a symplectic space and an orthogonal space. We can determine the degree of each vertex …


Variant Of D'Alembert Functional Equation On Compact Homogeneous Space, Sorawit Viwanthananut Jan 2018

Variant Of D'Alembert Functional Equation On Compact Homogeneous Space, Sorawit Viwanthananut

Chulalongkorn University Theses and Dissertations (Chula ETD)

In this work, we introduce a new functional equation on compact homogeneous spaces based on the d'Alembert functional equation on compact groups. We solve the functional equation by using tools from harmonic analysis.


Cyclic Clique Decompositions Of Powerof Cycles, Apiwat Peereeyaphat Jan 2018

Cyclic Clique Decompositions Of Powerof Cycles, Apiwat Peereeyaphat

Chulalongkorn University Theses and Dissertations (Chula ETD)

A clique decomposition P of a graph G is a collection of cliques of G such that each edge of G belongs to exactly one clique in the collection. We say that P is cyclic if there is an isomorphism : V (G)→ V (G) such that Kk{α (v₁), α (v₂), α (v₃), ... , α (vk)g is a clique in P whenever Kk{v₁; v₂; v₃; :::; vk} is. The k-power of an n-cycle, Ck n, is the graph having the same vertex set as Cn and uv is an edge in Ck n if and only if dCn(u; v) …


Finite Integration Method Using Chebyshev Polynomials For Solving Time-Dependent Linear Partial Differential Equations And Linear Fractional Order Differential Equations, Arnont Saengsiritongchai Jan 2018

Finite Integration Method Using Chebyshev Polynomials For Solving Time-Dependent Linear Partial Differential Equations And Linear Fractional Order Differential Equations, Arnont Saengsiritongchai

Chulalongkorn University Theses and Dissertations (Chula ETD)

In this thesis, we devise numerical algorithms base on the finite integration method (FIM) using Chebyshev polynomial to find numerical solutions of time-dependent linear partial differential equations and linear fractional order differential equations. The results show that for time-dependent linear partial differential equations, our algorithm gives a lot better accuracy than the traditional FIMs. Several examples illustrate that our algorithm for linear fractional order differential equations gives good approximate solution as well.


Streaming Data Classification Method Using Scalable Hyper-Ellipsoids With Linear Discriminant Projection Distance Ratio, Perasut Rungcharassang Jan 2018

Streaming Data Classification Method Using Scalable Hyper-Ellipsoids With Linear Discriminant Projection Distance Ratio, Perasut Rungcharassang

Chulalongkorn University Theses and Dissertations (Chula ETD)

Learning streaming data with limited size of memory storage becomes an interesting problem. Although there have been several learning methods recently proposed, based on the interesting concept of discard-after-learn, the performance of these issues: the learning speed, number of redundant neurons, and classification accuracy of these methods can be further improved in terms of faster speed, less number of neurons, and higher accuracy. The following new four concepts and approaches were proposed in this dissertation: (1) a more generic structure of hyper-ellipsoidal function called Scalable Hyper-Ellipsoidal Function (SHEF) capable of handling the problem of curse of dimensionality by introducing a …