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Full-Text Articles in Physical Sciences and Mathematics
The Martingale Approach To Financial Mathematics, Jordan M. Rowley
The Martingale Approach To Financial Mathematics, Jordan M. Rowley
Master's Theses
In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In …
Implementation Of Multivariate Artificial Neural Networks Coupled With Genetic Algorithms For The Multi-Objective Property Prediction And Optimization Of Emulsion Polymers, David Chisholm
Master's Theses
Machine learning has been gaining popularity over the past few decades as computers have become more advanced. On a fundamental level, machine learning consists of the use of computerized statistical methods to analyze data and discover trends that may not have been obvious or otherwise observable previously. These trends can then be used to make predictions on new data and explore entirely new design spaces. Methods vary from simple linear regression to highly complex neural networks, but the end goal is similar. The application of these methods to material property prediction and new material discovery has been of high interest …
The Long-Run Effects Of Tropical Cyclones On Infant Mortality, Isabel Miranda
The Long-Run Effects Of Tropical Cyclones On Infant Mortality, Isabel Miranda
Master's Theses
In the United States alone, each tropical cyclone causes an average of $14.6 billion worth of damages. In addition to the destruction of physical infrastructure, natural disasters also negatively impact human capital formation. These losses are often more difficult to observe, and therefore, are over looked when quantifying the true costs of natural disasters. One particular effect is an increase in infant mortality rates, an important indicator of a country’s general socioeconomic level. This paper utilizes a model created by Anttila-Hughes and Hsiang, that takes advantage of annual variation in tropical cyclones using annual spatial average maximum wind speeds and …
The Effect Of Vegetative Structure On Nest-Burrow Selection By The Western Burrowing Owl: Comparing Traditional Methods To Photogrammetry With An Unmanned Aerial System, Dylan J. Steffen
Master's Theses
The shortgrass prairie ecoregion in the United States has been reduced to 52% of its historical extent, contributing to reduced habitat for native species. One such species is the Burrowing Owl (Athene cunicularia). The Western Burrowing Owl subspecies (A. c. hypugaea) is listed as a Species of Special Concern in nearly every western and midwestern state, including Kansas where it is designated as a Tier II Species of Greatest Conservation Need. Habitat destruction due to conversion to cropland, increasing use of pesticides, and reduction in burrowing mammal abundance are the primary threats that have led to …