Applied Mathematics Commons^™

A Simulation Assessment Of The 'Law Of One Price', Caleb Wilkins

Computational and Data Sciences (MS) Theses

The ‘law of one price’ is an appealing notion regarding pricing of tradeable commodities that are priced in different currencies. It states that the prices of the same good in different markets should be equal after adjustment for exchange rates and that equality should persist through exchange rate fluctuations.

My research simulates the market conditions that should precipitate the ‘law of one price.’ Data was obtained from the simulated trade between algorithmic artificial intelligence agents that operated under induced boundedly rational market behaviors. Trade took place in two initially separate markets, a high-price market with a higher equilibrium price and …

A Categorical Framework For Modeling Genetic Drift, Taylor G. Mendes

Rose-Hulman Undergraduate Mathematics Journal

Genetic drift describes changes in allele frequencies that arise from chance sampling in finite populations. This paper develops a categorical framework for organizing the structural features of drift. Population states are modeled as objects, evolutionary transitions as morphisms, reversible transitions as groupoid morphisms, and structure-preserving comparisons between models as functors. Group actions are used to describe deterministic evolutionary operators such as mutation and selection, while orbits and fixed points identify reachable allele-frequency states and stable absorbing outcomes. Universal properties are then used to describe drift as a coherence condition connecting stochastic transitions with deterministic evolutionary maps. The resulting framework complements …

What We Know About Accounting Ratios: Methodological Considerations, Wojciech Kuryłek, Oskar Kowalewski

Studia i Materiały Wydział Zarządzania Uniwersytet Warszawski

Purpose: This paper provides a comprehensive literature review of the methodological aspects of financial ratio analysis, consolidating dispersed knowledge on the computation, statistical properties, and appropriate usage of accounting ratios.

Design/Methodology/Approach: The study adopts a narrative literature review methodology, systematically surveying published research on financial ratio distributions, normality testing, data transformations, outlier handling, the proportionality assumption, dimensionality reduction techniques, compositional data analysis, and recommended ratio sets for corporate financial research.

Findings: Financial ratios predominantly deviate from normal distributions, exhibiting skewness, excess kurtosis, and sensitivity to outliers. Transformation techniques such as logarithmic, square root, and Box‑Cox methods yield mixed results in …

Cdt-1d Cnn Integration With Simpson-Sobolev Regularization For High-Frequency Options Trading: With Fem-Based Heston Option Pricing, Daniel M. Margolis, Johannes Tausch, Arthur K. Selender

Mathematics Theses and Dissertations

This dissertation presents a computational framework for high-frequency options trading that combines Cross-Data-Type 1-D Convolutional Neural Networks (CDT-1D CNN) with Simpson-Sobolev regularization for directional prediction, and finite element methods (FEM) for realistic option pricing during backtesting. The core innovation lies in developing a mathematically rigorous regularization approach that maintains the adaptability of modern deep learning while enabling accurate evaluation through stochastic volatility models. The primary contribution is the Simpson-Sobolev regularization scheme, which extends traditional Sobolev regularization by incorporating Simpson’s rule for numerical integration. This approach achieves higher-order accuracy in approximating the Sobolev norms that control function smoothness. Simpson’s rule attains …

(R2140) Verifying The Proper Efficiency In Multi-Objective Problems, Javad Bavali, Hadi Basirzadeh

Applications and Applied Mathematics: An International Journal (AAM)

Over the past decade, numerous approaches have been put forward to address multi-objective optimization problems-focusing on approximating proper efficient solutions instead of the efficient solutions. These methods are important because, according to Geoffrion’s conjecture, proper non-dominated solutions constitute a dense subset of the non-dominated solution set. In the current study, first, using the definition of Kuhn-Tucker’s proper efficiency, we present a linear subproblem that investigates the proper efficiency of a randomly selected feasible point. Additionally, the relationship between the different types of solutions to this sub-problem and the proper efficient solutions of the main problem has been analyzed. Next, we …

Bias, Structure, And Inference In Applied Network Analysis, Anna Vasenina

Dartmouth College Ph.D Dissertations

This dissertation develops mathematical and statistical methods for extracting reliable information from network data across biological applications, with an emphasis on understanding what observed network structure can and cannot resolve. The first study leverages protein–protein interaction network topology in the c-di-GMP signaling system of Pseudomonas fluorescens, showing that node centrality measures accurately classify protein domain types and that physical interaction structure contributes statistically significant predictive power for biofilm formation phenotypes across nearly 200 environments, while gene expression does not. The second study examines sampling bias in lemur-plant trophic interaction networks in Madagascar, demonstrating that differential detection of diurnal versus …

Parameter Sensitivity, Identifiability, And Estimation For A Data-Driven Model Of Malaria, Katharine Gurski, Kathleen Hofman

Biology and Medicine Through Mathematics Conference

No abstract provided.

Momentum Space Algorithm For Electronic Structure Of Double-Incommensurate Trilayer Graphene, Kenneth Silver Beard

LSU Doctoral Dissertations

Numerical algorithms for computing the electronic structure of incommensurate 2D-materials using ab initio models are critical for predicting material properties and guiding experiments. For bilayers, momentum space and continuum models have been introduced to approximate observables of ab initio tight-binding models using a momentum description, despite the lack of periodicity in the tight-binding model required for Bloch theory. A similar structure has been introduced for double-incommensurate trilayers using a continuum model, where the three lattices are mutually incommensurate. However, this description leads to a four-dimensional lattice space, and numerical convergence of the density of states has been observed to be …

A New Approach To Generate Combinatorial Patterns In Logical Analysis Of Data And Its Application To Predict College Retention, Salihah Ahmed E. Jaafari

Theses and Dissertations

Student retention and degree completion remain central challenges for higher-education institutions, with significant implications for student success, institutional effectiveness, and public accountability. While advances in predictive analytics have enabled earlier identification of students at risk of withdrawal, many commonly used machine learning approaches suffer from limited interpretability, constraining their practical usefulness for advising, intervention, and policy decision making. This dissertation addresses the problem of predicting student persistence by developing and evaluating optimization based, interpretable classification models within the Logical Analysis of Data (LAD) framework. Building on existing LAD formulations, this research introduces two novel pattern generation models, the Best Term …

Decision Making For Large-Scale Problems Under Uncertainty And Conflict, Benjamin J. Hamlin

All Dissertations

Large-scale decision-making problems appear in many areas including long-range forecasting such as energy generation forecasting. Many such problems are subject to conflicting objectives and uncertain data, and can be modeled as linear optimization problems. We study novel theoretical results and algorithms for large-scale linear decision problems under conflict and uncertainty. First, we propose a parametric Benders decomposition algorithm for solving large-scale linear optimization problems with multiple objectives or deterministically uncertain objectives. Second, we extend the parametric Benders decomposition to a multi-stage setting, developing a parametric stochastic dual dynamic programming algorithm, which enables decision-making when conflicts and uncertainty have planning impacts …

How To Effectively Trap Invasive Crayfish: A Discrete Life Stage Mathematical Model, Rini Pattison

Seaver College Research And Scholarly Achievement Symposium

The red swamp crayfish is an invasive species introduced into several streams within the Santa Monica Mountains (SMM). Crayfish predation decimates native aquatic species. The Mountains Restoration Trust (MRT) has worked to remove crayfish through regular trapping in Malibu Creek.

A prior student created a crayfish life cycle model with trapping, which we expand to better predict the efficacy of crayfish removal efforts in the SMM. We separate crayfish based upon life stages and sizes. We construct and parameterize this discrete crayfish population model with and without trapping. We use literature and crayfish removal data from MRT to fit the …

Estimation Of Net Premium For Flight Delay Insurance Using The Aggregate Loss Model: A Case Study Of Indonesia Otas, Azka Nurul Husna, Yulial Hikmah, Ira Rosianal Hikmah

Jurnal Vokasi Indonesia

Air transportation, as one of the most chosen transportation modes, is frequently susceptible to delays. Flight Delay Insurance offers a vital solution to mitigate the financial losses associated with this risk. Premium pricing is a key factor influencing the decision to purchase this insurance, particularly on Online Travel Agent (OTA) platforms where product offerings are often highly comparable. The aggregate loss method is employed herein to ascertain the net premium (or pure premium) price. The loss severity component (X) is modeled using an empirical distribution, while the loss frequency component (N) is modeled using a Negative Binomial distribution with parameters …

A Probabilistic Modeling Analysis Of The Longitudinal Immune Response To Infection And Vaccination Across Demographic Groups And Pulmonary Symptoms, James O'Hanlon, Kaitlyn Sullivan, Lyndsey M. Muehling, Glenda Canderan, Jie Sun, Judith A. Woodfolk, Jeffrey M. Wilson, Rayanne A. Luke

Spora: A Journal of Biomathematics

Antibody and cytokine kinetics describe the dynamic response to immune events such as infection and vaccination. These dynamics are not fully understood, and mathematical characterization may help explain variability across demographic groups and pulmonary symptoms post-acute infection. We fit time-dependent probability models to severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) data to obtain distributions of longitudinal antibody response and cytokine values. To assess differences between groups, an overlap metric is applied to the modeled response curves. Our antibody models suggest significant differences between male and female populations and demonstrate deficient antibody responses of less-healthy groups such as smokers. Our cytokine …

Optimal Intervention Strategies In Age-Structured Sirvd Model: Epidemiological And Economic Analysis Of Covid-19 In Korea, Joon Chun, Melisa Hendrata

Spora: A Journal of Biomathematics

This study employed an age-structured Susceptible-Infected-Recovered-Vaccinated-Deceased (SIRVD) model to design optimal COVID‑19 intervention strategies by integrating epidemiological dynamics with economic costs. Using empirical data from South Korea, we estimated transmission parameters and analyzed quarantine-based non-pharmaceutical interventions (NPIs) alongside targeted vaccination scenarios. Our results indicated that a stronger form of mild NPI (upper range of Level I), when combined with targeted vaccination that prioritized seniors, achieved substantial reductions in infection peaks and overall economic burden. These findings underscore the effectiveness of age-specific strategies in epidemic management and offer critical insights for policymakers seeking balanced, resource-efficient approaches.

Inhomogeneous Branching Random Walks: Incorporating Genealogy And Density Effects, Lauren Ajax, Beatrice Durham, Pratima Hebbar, Cade Johnston, Jiayi Zhang

Spora: A Journal of Biomathematics

We introduce a novel framework using inhomogeneous branching random walks (BRWs) to model biological processes, specifically by introducing genealogy-dependence in branching rates and displacement distributions to model bacterial colony growth. Current stochastic models often either assume independent and identical behavior of individual agents or incorporate only spatiotemporal inhomogeneity, ignoring the effect of genealogy-based inhomogeneity on the long-time behavior of these processes. Such asymptotics are of independent mathematical interest and are crucial in understanding the emergence of patterns. We propose several inhomogeneous BRW models in 2D space where displacement distributions and branching rates vary with time, space, and genealogy. A combined …

Liutex - A Fluid Vortex, Oscar Alvarez

Mathematics Dissertations

Fluid vortices are found everywhere in our universe. A vortex can take the form of almost anything - from the classical spiral vortex to chaotic plumes. Defining a vortex physically and mathematically is absolutely necessary if we desire to study vortices and their interactions with each other as well as our physical world. Fluid vortices are incredibly important in the study of turbulent flows. From determining wear, optimizing design for better flow, efficiency, etc., to even predicting the weather on Earth or other planets, having the ability to measure vortices in fluid flow is invaluable. In this study, I investigate …

Using Provided Guided Notes In Coordinated Introductory First-Year Mathematics Courses, Jennifer L. Huber

Mathematics Dissertations

The goal of this study is to investigate how standardized guided notes shape instructional practices and student engagement in coordinated introductory first-year college mathematics courses at a large public university. The researcher explored three multi-section introductory mathematics courses with overlapping learning objectives. Each course required students to purchase a student workbook as part of the instructional materials for the class. The instructors taught primarily from the workbook containing guided notes created by a former coordinator of the course. The researcher used a mixed-methods approach. Instructors and students participated in surveys, class observations and provided class meeting notes. Instructors shared additional …

Mathematical Model Of Graphene, Douglas M. Sanor

Williams Honors College, Honors Research Projects

Graphene, a single-atom-thick layer of carbon arranged in a hexagonal lattice, exhibits exceptional mechanical, electrical, and thermal properties that make it a promising material for a wide range of engineering applications. This paper presents a mathematical framework for modeling the mechanical behavior of graphene, with a focus on atomistic-to-continuum approaches. We begin with a onedimensional Frenkel-Kontorova model that represents graphene as a discrete chain of particles interacting with both their nearest neighbors through harmonic spring potentials and an underlying substrate through van der Waals forces. Numerical simulations of this discrete model demonstrate the commensurate-toincommensurate phase transition, revealing how geometric mismatch …

Beyond Full Fine-Tuning: The New Playbook For Adapting Deep Neural Networks, Cristian S. Mcgee

Honors Undergraduate Theses

Fine-tuning is the process of teaching and specializing a pre-trained neural network on a downstream task. Fine-tuning is a rapidly growing topic in artificial intelligence domains; however, many fine-tuning endeavors are highly specialized without a coherent framework connecting them. This work presents a unified perspective on fine-tuning methods and performance metrics. Our perspective organizes the methods in terms of how they are applied to fine-tuning. This framework showcases methods that (i) update effective subspaces of the pre-trained model, (ii) change the adaptation optimization procedure, and (iii) alter the representations of the embedded input. Additionally, we present unconventional metrics such as …

Arrangements Of N Planes Resulting In One Bounded Tetrahedral Chamber, Ava Knight

Williams Honors College, Honors Research Projects

This paper investigates the combinatorial geometry of plane arrangements in three-dimensional space, focusing on configurations that produce exactly one bounded tetrahedral chamber. We define T(n) as the number of face-combinatorial equivalence classes of arrangements of n planes in ℝ³ containing exactly one bounded tetrahedral chamber. Known values — T(3) = 0, T(4) = 1, and T(5) = 2 — are established through direct construction, while T(6) remains an open problem. This paper contributes experimental evidence toward resolving T(6) by systematically extending the two valid 5-plane arrangements and verifying, through a plane removal argument, that each yields a valid plane configuration …

A Bayesian Late-Fusion Supportability Framework For Rare-Disease Severity Prediction In Glut1 Deficiency Syndrome, Jordan M. Rodriguez

Mathematics Dissertations

Glucose transporter type 1 deficiency syndrome (GLUT1-DS) is a rare neurometabolic disorder with heterogeneous neurological and developmental severity. Because patient-level severity is not observed as a single validated outcome, this dissertation develops a Bayesian late-fusion supportability framework for constructing and predicting an ordered latent severity phenotype from clinical, genetic, and EEG-derived evidence. The primary target was constructed in a larger clinical cohort using age-5 symptom burden and learning cognition, then assigned to an aligned multimodal prediction cohort. Target-defining variables were excluded from supervised predictors, and models were evaluated using patient-exclusive cross-validation with training-fold preprocessing and fold-wise EEG PCA.

The primary …

The Ellipsoidal Principal Semi-Axis Geometry Of The Solution To An Ivp For A Matrix Diffusion Pde, Brandon M. Fox

Electronic Theses & Dissertations (2024 - present)

We analyze the underlying geometry of the solution to an IVP for a matrix diffusion PDE. We first derive the fundamental solution to the PDE. We then determine the unique solution to the IVP. From there, we begin analyzing its underlying geometry. We first observe that the geometry exhibits an ellipsoidal nature. Furthermore, we observe that it is described by the principal semi-axis geometry of the ellipsoids associated with the solution. This conclusion follows from applying the Principal Axis Theorem to the associated ellipsoids to establish their principal semi-axis geometry, as governed by the eigenstructure of the matrix. This thesis …

Using Feynman's Technique To Evaluate Non-Elementary Integrals Used In Physics, Dominick Dingus, Christopher Wengert, Madouna Barsoum

Student Scholar Symposium

In numerous physical applications, such as those in the fields of optics and thermodynamics, the quantitative description of various phenomena requires evaluating certain definite integrals whose antiderivatives cannot be expressed using elementary functions. As a result, these integrals are typically evaluated numerically using a suitable program. However, it is possible to evaluate some of these types of integrals using a strategy known as Feynman’s Technique, an approach named after Richard Feynman, the American physicist who popularized the method during the mid-20th century. This project aims to highlight the usage of Feynman’s Technique for evaluating some of these integrals while applying …

Math Meets Climate: The Energy Balance Model, Maria I. Sanchez Muniz

Open Educational Resources

This assignment introduces students to the mathematics of Earth’s climate through the classical energy balance model. Students analyze how incoming solar radiation, outgoing thermal radiation, and temperature-dependent albedo interact to determine Earth’s equilibrium temperature. Using analytical calculations and computational tools, students identify equilibrium states, assess their stability, and interpret the results through the lens of dynamical systems and bifurcation theory. The activity builds conceptual understanding of climate feedbacks, greenhouse effects, and tipping behavior using a transparent, one-variable model. Designed for applied mathematics and interdisciplinary STEM courses, this assignment emphasizes computation, physical interpretation, and real-world relevance. It is released as a …

Understanding Enso Through Mathematical Models, Maria I. Sanchez Muniz

Open Educational Resources

This assignment introduces students to conceptual models of the El Niño–Southern Oscillation (ENSO) and guides them through a structured investigation of their physical and mathematical foundations. Students analyze the recharge–oscillator and delayed–oscillator frameworks, explore how differential equations capture ocean–atmosphere interactions, and evaluate parameter-driven changes in oscillatory behavior. A key component of the work is the guided use of generative AI as a research tool: students employ AI models to locate peer-reviewed literature, interrogate model extensions, and refine their understanding of complex mechanisms, while synthesizing all final explanations in their own words. By blending classical climate modeling with modern AI-supported inquiry, …

Generalizing Threshold-Based Multiparty Computation To Ramp Schemes, Christian Tucker

All Theses

Secure multiparty computation (MPC) enables multiple participants to jointly compute functions over their private inputs without revealing them. Classical threshold based protocols, such as the BGW protocol, perform computations on scalar values using (k,n)-threshold secret sharing. While these protocols provide strong security guarantees, they become computationally expensive when applied to large matrices or multiple secret values. In this work, we investigate the use of ramp schemes, secret sharing schemes that encode sets of secrets with a trade-off between privacy and efficiency, to generalize BGW computations. We show that the linear operations performed on shares (k,n)-threshold schemes in BGW can be …

Reverse (Bio)Engineering: A Machine Learning Approach To Optimize Baseball Pitcher Health And Performance, Robert C. Moore

All Dissertations

Ball tracking systems are becoming ubiquitous in sport, creating an unprecedented opportunity for big data applications to optimize human health and performance. These applications are especially common in baseball, a sport known for analyzing ball flight data to quantify performance. Analysts routinely use ball flight data to identify the attributes of top performing pitchers, finding that the best pitchers throw with optimal combinations of release speed and spin to precise locations. However, for certain pitchers, the throwing motion required to produce optimal ball flight places exceedingly high biomechanical load on the elbow, and consequently injury rates continue to rise. This …

Feedback Strategies In The Market With Uncertainties, Mustapha Nyenye Issah

Graduate Theses and Dissertations (2019 - present)

This paper explores how established firms use strategic advertising to deter new competitors in uncertain markets. Specifically, it models a situation where market demand evolves unpredictably - captured by the CKLS stochastic process, and the incumbent firm may be either strong or weak, a fact hidden from potential entrants. For a company already in the market, advertising is not just about driving immediate sales, it is a strategic tool to project an image of strength and deter potential new competitors. On the other side, a business thinking about entering that market faces a high-stakes, irreversible decision. It will typically hold …

Quantum Entanglement As A Resource For Coordinating Navigation, Aamir Ahmad

Theses and Dissertations

John Clauser, Michael Horne, Abner Shimony, and Richard Holt (CHSH) originally formulated the CHSH game as an experiment to establish entanglement as a quantum mechanical phenomenon that could not be predicted by classical theories. I will apply the quantum strategy used in the CHSH game to demonstrate that it also establishes a structure that employs entanglement as a resource to enable coordination without communication in the context of navigation.

Investigating The Basic Reproduction Number For An Avian Influenza Model, Omar Saucedo

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.