Physical Sciences and Mathematics Commons^™

Socially Responsible Investment In A Changing World, Desheng Wu

Electronic Thesis and Dissertation Repository

Socially responsible investment funds make up a growing segment of the investment world. This work considers the impact of including SRI in an investor portfolio both normally and during crisis times. Regimes are identified using Markov switching models. This study is based on return data of four indices, namely, the MSCI World Index, S&P 500, Eurostoxx 50, and the socially responsible index - Advanced Sustainable Performance Index (ASPI). The approaches used are portfolio optimization, GARCH and Markov switching models. Our work shows that a socially responsible index is a good asset to keep in a portfolio. Our simulation results suggest …

Study Of Malaria Transmission Dynamics By Mathematical Models, Yanyu Xiao

Electronic Thesis and Dissertation Repository

This Ph.D thesis focuses on modeling transmission and dispersal of one of the most common infectious disease, Malaria. Firstly, an integro-differential equation system is derived, based on the classical Ross-Macdonald model, toemphasize the impacts of latencies on disease dynamics. The novelty lies in the fact that different distributionfunctions are used to describe the variance of individual latencies. The theoretical results of this projectindicate that latencies reduce the basic reproduction number. Secondly, a patch model is derived to examine how travels of human beings affects the transmission and spread of Malaria. Due to coexistence of latency and dispersal, the model turns …

Bifurcations And Stability In Models Of Infectious Diseases, Bernard S. Chan

Electronic Thesis and Dissertation Repository

This work is concerned with bifurcation and stability in models related to various aspects of infections diseases.

First, we study the dynamics of a mathematical model on primary and secondary cytotoxic T-lymphocyte responses to viral infections by Wodarz et al. This model has three equilibria and the stability criteria of them are discussed. We analytically show that periodic solutions may arise from the third equilibrium via Hopf bifurcation. Numerical simulations of the model agree with the theoretical results. These dynamical behaviours occur within biologically realistic parameter range.

After studying the single-strain model, we analyze the bifurcation dynamics of an …

Real Options Models In Real Estate, Jin Won Choi

Electronic Thesis and Dissertation Repository

Our aim in this thesis is to investigate the usefulness of real options analysis, taking case studies of problems in real estate. In the realm of real estate, we consider the following three problems. First, we consider the valuation and usefulness of presale contracts of condominiums, which can be viewed as similar to call options on condominiums. Secondly, we consider the valuation of farm land from the perspective of land developers, who may think of farm land as being similar to call options on subdivision lots. Third, we consider the valuation of opportunities to install solar panels on properties, in …

Models, Techniques, And Metrics For Managing Risk In Software Engineering, Andriy Miranskyy

Electronic Thesis and Dissertation Repository

The field of Software Engineering (SE) is the study of systematic and quantifiable approaches to software development, operation, and maintenance. This thesis presents a set of scalable and easily implemented techniques for quantifying and mitigating risks associated with the SE process. The thesis comprises six papers corresponding to SE knowledge areas such as software requirements, testing, and management. The techniques for risk management are drawn from stochastic modeling and operational research.

The first two papers relate to software testing and maintenance. The first paper describes and validates novel iterative-unfolding technique for filtering a set of execution traces relevant to a …