Physical Sciences and Mathematics Commons^™

Computation Of Risk Measures In Finance And Parallel Real-Time Scheduling, Yajuan Li

Dissertations

Many application areas employ various risk measures, such as a quantile, to assess risks. For example, in finance, risk managers employ a quantile to help determine appropriate levels of capital needed to be able to absorb (with high probability) large unexpected losses in credit portfolios comprising loans, bonds, and other financial instruments subject to default. This dissertation discusses the computation of risk measures in finance and parallel real-time scheduling.

Firstly, two estimation approaches are compared for one risk measure, a quantile, via randomized quasi-Monte Carlo (RQMC) in an asymptotic setting where the number of randomizations for RQMC grows large, but …

Waves And Oscillations In A Sunspot: Observations And Modeling Of Noaa Ar 12470, Yi Chai

Dissertations

Waves and oscillations are important solar phenomena not only because they can propagate and dissipate energy in the chromosphere, but also because they carry information about the structure of the atmosphere in which they propagate. Among these phenomena, the one of the most interesting ones occurs in the sunspot umbra. In this area, continuously propagating magnetohydrodynamic (MHD) waves generated from below the photosphere create the famous 3-minute sunspot umbral oscillations that affect the line profile of spectral lines due to temperature, density, and velocity changes of the plasma in the region. In the past decades, numerous observations and models have …

Global Optimization Algorithms For Image Registration And Clustering, Cuicui Zheng

Dissertations

Global optimization is a classical problem of finding the minimum or maximum value of an objective function. It has applications in many areas, such as biological image analysis, chemistry, mechanical engineering, financial analysis, deep learning and image processing. For practical applications, it is important to understand the efficiency of global optimization algorithms. This dissertation develops and analyzes some new global optimization algorithms and applies them to practical problems, mainly for image registration and data clustering.

First, the dissertation presents a new global optimization algorithm which approximates the optimum using only function values. The basic idea is to use the points …

High-Performance Reductive Strategies For Big Data From Lc-Ms/Ms Proteomics, Muaaz Gul Awan

Dissertations

Mass Spectrometry (MS)-based proteomics utilizes high performance liquid chromatography in tandem with high-throughput mass spectrometers. These experiments can produce MS data sets with astonishing speed and volume that can easily reach peta-scale level, creating storage and computational problems for large-scale systems biology studies. Each spectrum output by a mass spectrometer may consist of thousands of peaks, which must all be processed to deduce the corresponding peptide. However, only a small percentage of peaks in a spectrum are useful for further processing, as most of the peaks are either noise or are not useful. Our experiments have shown that 90 to …

Scheduling Policies For Disks And Disk Arrays, Chang Liu

Dissertations

Recent rapid advances of magnetic recording technology have enabled substantial increases in disk capacity. There has been less than 10% improvement annually in the random access time to small data blocks on the disk. Such accesses are very common in OLTP applications, which tend to have stringent response time requirements. Scheduling of disk requests is intended to improve their response time, reduce disk service time, and increase disk access bandwidth with respect to the default FCFS scheduling policy.

Shortest Access Time First policy has been shown to outperform other classical disk scheduling policies in numerous studies. Before verifying this conclusion, …

Studies Of Disk Arrays Tolerating Two Disk Failures And A Proposal For A Heterogeneous Disk Array, Chunqi Han

Dissertations

There has been an explosion in the amount of generated data in the past decade. Online access to these data is made possible by large disk arrays, especially in the RAID (Redundant Array of Independent Disks) paradigm. According to the RAID level a disk array can tolerate one or more disk failures, so that the storage subsystem can continue operating with disk failure(s). RAID 5 is a single disk failure tolerant array which dedicates the capacity of one disk to parity information. The content on the failed disk can be reconstructed on demand and written onto a spare disk. However, …