Predicting Absenteeism Of Female Students In Alabama, Funmilola Okelana

Dissertations and Theses

Abstract

Students are chronically absent when they miss at least 15 days of the school year. Past researchers have identified income and environment as factors that affect school absenteeism. Alabama is a poor state with a high crime rate. The hypothesis for this research is that the absenteeism of female students in Alabama is high. Do we reject or fail to reject this hypothesis. If we fail to reject this hypothesis, then what other factors can affect absenteeism in schools? How can we best predict the absenteeism of female students in Alabama? What is the effect of bad data on …

Machine Learning Techniques As Applied To Discrete And Combinatorial Structures, Samuel David Schwartz

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Machine Learning Techniques have been used on a wide array of input types: images, sound waves, text, and so forth. In articulating these input types to the almighty machine, there have been all sorts of amazing problems that have been solved for many practical purposes.

Nevertheless, there are some input types which don’t lend themselves nicely to the standard set of machine learning tools we have. Moreover, there are some provably difficult problems which are abysmally hard to solve within a reasonable time frame.

This thesis addresses several of these difficult problems. It frames these problems such that we can …

Model-Independent Estimation Of Optimal Hedging Strategies With Deep Neural Networks, Tobias Michael Furtwaengler

Theses and Dissertations

Inspired by the recent paper Buehler et al. (2018), this thesis aims to investigate the optimal hedging and pricing of financial derivatives with neural networks. We utilize the concept of convex risk measures to define optimal hedging strategies without strong assumptions on the underlying market dynamics. Furthermore, the setting allows the incorporation of market frictions and thus the determination of optimal hedging strategies and prices even in incomplete markets. We then use the approximation capabilities of neural networks to find close-to optimal estimates for these strategies.

We will elaborate on the theoretical foundations of this approach and carry out implementations …

Model-Independent Estimation Of Optimal Hedging Strategies With Deep Neural Networks, Tobias Michael Furtwaengler

Theses and Dissertations

Inspired by the recent paper Buehler et al. (2018), this thesis aims to investigate the optimal hedging and pricing of financial derivatives with neural networks. We utilize the concept of convex risk measures to define optimal hedging strategies without strong assumptions on the underlying market dynamics. Furthermore, the setting allows the incorporation of market frictions and thus the determination of optimal hedging strategies and prices even in incomplete markets. We then use the approximation capabilities of neural networks to find close-to optimal estimates for these strategies.

We will elaborate on the theoretical foundations of this approach and carry out implementations …

Lattice Simplices: Sufficiently Complicated, Brian Davis

Theses and Dissertations--Mathematics

Simplices are the "simplest" examples of polytopes, and yet they exhibit much of the rich and subtle combinatorics and commutative algebra of their more general cousins. In this way they are sufficiently complicated --- insights gained from their study can inform broader research in Ehrhart theory and associated fields.

In this dissertation we consider two previously unstudied properties of lattice simplices; one algebraic and one combinatorial. The first is the Poincar\'e series of the associated semigroup algebra, which is substantially more complicated than the Hilbert series of that same algebra. The second is the partial ordering of the elements of …

A Dual State Hierarchical Ensemble Kalman Filter Algorithm, William J. Cook, Jesse Johnson, Marko Maneta, Doug Brinkerhoff

Graduate Student Theses, Dissertations, & Professional Papers

Dynamic models that simulate processes across large geographic locations, such as hydrologic models, are often informed by empirical parameters that are distributed across a geographical area and segmented by geological features such as watersheds. These parameters may be referred to as spatially distributed parameters. Spatially distributed parameters are frequently spatially correlated and any techniques utilized in their calibration ideally incorporate existing spatial hierarchical relationships into their structure. In this paper, a parameter estimation method based on the Dual State Ensemble Kalman Filter called the Dual State Hierarchical Ensemble Kalman Filter (DSHEnKF) is presented. This modified filter is innovative in that …