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Articles 1 - 6 of 6
Full-Text Articles in Physical Sciences and Mathematics
Mixture Of Poisson Distributions To Model Discrete Stock Price Changes., Rasitha Rangani Jayasekare Kodippuli Thanthillage Dona
Mixture Of Poisson Distributions To Model Discrete Stock Price Changes., Rasitha Rangani Jayasekare Kodippuli Thanthillage Dona
Electronic Theses and Dissertations
An application of a mixture of Poisson distributions is proposed to model the discrete changes in stock price based on the minimum price movement known as `tick-size'. The parameters are estimated using the Expectation-Maximization (EM) algorithm with a constant mixing probability as well as mixing probabilities which depend on order size. The model is evaluated using simulations and real data. Both the simulated and real data show reasonable estimates. Several adjustments are made to the model implementation to improve the efficiency with user written codes for the Newton Raphson algorithm and also implementing one of the most recent versions of …
The Investigation Of Protonation Of [Mo2(Nto)2(S2p(Oet)2)2(So)(Sbn)(O2cme)]., Adria Schwarber
The Investigation Of Protonation Of [Mo2(Nto)2(S2p(Oet)2)2(So)(Sbn)(O2cme)]., Adria Schwarber
College of Arts & Sciences Senior Honors Theses
No abstract provided.
Improving Student Learning Of Organic Chemistry By The Use Of Case Comparisons., Divine-Favour Ekene Anene
Improving Student Learning Of Organic Chemistry By The Use Of Case Comparisons., Divine-Favour Ekene Anene
College of Arts & Sciences Senior Honors Theses
No abstract provided.
Examining The Substrate Specificity Of Factor Xiiia Towards Peptide Substrate Modelsac Fibrin Domains., Jacob Bell
Examining The Substrate Specificity Of Factor Xiiia Towards Peptide Substrate Modelsac Fibrin Domains., Jacob Bell
College of Arts & Sciences Senior Honors Theses
In the blood coagulation cascade, Factor XIII (FXIII) is a zymogen that is activated by thrombin (IIa) and Ca2+. Activated FXIII (FXIIIa) functions as a transglutaminase in the final steps of the clotting cascade by forming covalent crosslinks between fibrin monomers at reactive glutamine residues. This forms a stable clot structure, secure from proteolytic degradation. To monitor FXIIIa substrate sequence specificity, the glutamine-containing peptide models S. aureus Fnb A (100-114), α2AP(Q4P) (1-15) and K9 (1-10) were introduced to the enzyme in the presence of 15NH4Cl. Using MALDI-TOF MS and 15N HSQC NMR experiments, it was seen that α2AP(Q4P) (1-15) and …
Homological Algebra : Tor Functors, Betti Numbers, And Free Resolutions., Ian Philipp
Homological Algebra : Tor Functors, Betti Numbers, And Free Resolutions., Ian Philipp
College of Arts & Sciences Senior Honors Theses
The topic of study for this project is homological algebra, a branch of mathematics with applications to a plethora of other branches of mathematics as well as sensor networks, signal processing, uid dynamics, particle physics, etc. The amount of literature written on this topic is vast and there are numerous open problems in homological algebra, but this project has a more modest focus. First, we will explain the fundamental terminology with several examples and later we will proceed to some results concerning certain rings and ideals, and then results about modules generated by zero divisors.
Compound Identification Using Penalized Linear Regression., Ruiqi Liu
Compound Identification Using Penalized Linear Regression., Ruiqi Liu
Electronic Theses and Dissertations
In this study, we propose a new method for compound identification using penalized linear regression. Compound identification is often achieved by matching the experimental mass spectra to the mass spectra stored in a reference library based on mass spectral similarity. In the context of the linear regression, the response variable is an experimental mass spectrum (i.e., query) and all the compounds in the reference library are the independent variables. However, the number of compounds in the reference library is much larger than the range of m/z values so that the data become high dimensional data with suffering from singularity. For …