Applied Mathematics Commons^™

Robust Estimation And Inference For Multivariate Financial Data, Afua Kwakyewaa Amoako Dadey

Open Access Theses & Dissertations

Predicting and forecasting are routine day-to-day activities that guide us in making the best possible choices. They play an integral role in financial analysis. A lot of work has been done on one dimensional geometric Brownian motion (GBM) in stock price prediction. In this line of work, we focus mainly on how to use the one dimensional geometric Brownian motion and the multidimensional geometric Brownian motion in predicting future stock prices. There are several stock prices in the financial market and the multidimensional geometric Brownian motion gives a more realistic prediction compared to the one dimensional GBM. The reason being …

Comparing Predictive Performance Of Statistical Learning Models On Medical Data, Francis Biney

Open Access Theses & Dissertations

This work investigates the predictive performance of 10 Machine learning models on three medical data including Breast cancer, Heart disease and Prostate cancer. Furthermore, we use the models to identify risk factors that contribute significantly to these diseases.

The models considered include; Logistic regression with L1 and L_2 penalties, Principal component logistic regression(PCR-LR), Partial least squares logistic regression(PLS-LR), Multivariate adaptive regression splines(MARS), Support vector machine with Radial Basis Kernel (SVM-RBK), Random Forest(RF), Gradient Boosting Machines(GBM), Elastic Net (Enet) and Feedforward Neural Network(FFNN). The models were grouped according to their similarities and learning style; i) Linear regularized models: LR-Lasso, LR-Ridge and …

Stochastic Modeling Of Earthquakes And Option Pricing Using Bns-Gamma-Ou Model, Mandela Bright Quashie

Open Access Theses & Dissertations

High frequency data are becoming increasingly popular these days. They are fundamental in basically every facet of people’s lives. They are the determining factors in hedging in the field of finance. In geology, they help in the accurate prediction of earthquakes’ magnitude which goes along way to help save lives and properties.

High frequency data are also used more and more frequently for speculations. For this reason, it is important not only for scientists to apply models allowing correct quantification of these data, but also to improve the eciency of these models.

The Black-Scholes model, which is widely used because …

Providing Better Choices: An Exploration Of Solutions In Multi-Objective Optimization And Game Theory Using Variational Analysis, Glenn Matthew Harris

Graduate Research Theses & Dissertations

Multi-objective optimization problems and game theory problems have a wide array of

applications and because of this there are different types of solutions available. This dissertation

explores two areas of optimization and a solution type for each. First, substantial

efficiency (SE) as a type of solution to multi-objective optimization problems that extends

proper efficiency. Secondly, strong Nash equilibria (SNE) as a type of solution to game

theoretic problems that extends Nash equilibria. Substantial efficiency is demonstrated to

be a superior solution to the more rudimentary notion of proper efficiency in solving some

multi-objective financial market and economic problems. Using this …

Convergence Of Approximate Solutions To Nonlinear Caputo Nabla Fractional Difference Equations With Boundary Conditions, Xiang Liu, Baoguo Jia, Scott Gensler, Lynn Erbe, Allan Peterson

Department of Mathematics: Faculty Publications

This article studies a boundary value problem for a nonlinear Ca- puto nabla fractional difference equation. We obtain quadratic convergence results for this equation using the generalized quasi-linearization method. Fur- ther, we obtain the convergence of the sequences is potentially improved by the Gauss-Seidel method. A numerical example illustrates our main results.

Mesoscopic Methods In Engineering And Science, Christian Jansen, Manfred Krafczyk, Li-Shi Luo

Mathematics & Statistics Faculty Publications

(First paragraph) Matter, conceptually classified into fluids and solids, can be completely described by the microscopic physics of its constituent atoms or molecules. However, for most engineering applications a macroscopic or continuum description has usually been sufficient, because of the large disparity between the spatial and temporal scales relevant to these applications and the scales of the underlying molecular dynamics. In this case, the microscopic physics merely determines material properties such as the viscosity of a fluid or the elastic constants of a solid. These material properties cannot be derived within the macroscopic framework, but the qualitative nature of the …

Boundary Vortex Formation In Polarization-Modulated Orthogonal Smectic Liquid Crystals, Carlos J. García-Cervera, Tiziana Giorgi, Sookyung Joo

Mathematics & Statistics Faculty Publications

We investigate the relaxation of an energy functional originated in the physics literature to study the bistability of polarization modulated orthogonal smectic phases (SmAP_Fmod) of bent-core molecules liquid crystals. We show that the interplay between the mixed boundary conditions and the shape of the sample results in boundary defects. We also analyze the bistable switching due to an applied electric field via gradient flow numerical simulations. Our computations reveal a novel dynamic scenario, where switching is achieved by the formation of two internal vortices.

L1-Norm Regularized L1-Norm Best-Fit Line Problem, Xiao Ling, Paul Brooks

Graduate Research Posters

Background

Conventional Principal Component Analysis (PCA) is a widely used technique to reduce data dimension. PCA finds linear combinations of the original features capturing maximal variance of data via Singular Value Decomposition (SVD). However, SVD is sensitive to outliers, and often leads to high dimensional results. To address the issues, we propose a new method to estimate best-fit one-dimensional subspace, called l1-norm Regularized l1-norm.

Methods

In this article, we describe a method to fit a lower-dimensional subspace by approximate a non-linear, non-convex, non-smooth optimization problem called l1 regularized l1-norm Best- Fit Line problem; minimize a combination of the l1 error …

Global Existence And Asymptotic Behavior Of The Solutions To Models For Chemotaxis Systems With Chemo Attractants And Repellents, Aesha Lagha

Graduate Theses, Dissertations, and Problem Reports (ETD)

We study global existence and asymptotic behavior of the solutions to models for chemotaxis systems with chemo attractants and repellents in three dimensions. Chemo attractants and repellents may be called chemo agents. For Part I, we use the logistic model for the mass. The interactions between chemo agents and the mass are taken into account. For Part II, we consider the case when mass is conserved and we use the Lotka-Volterra type model for chemo agents. To accomplish this, we use the Fourier transform and energy method. We show the existence of global solutions by the energy method. Also, we …

Model-Based Network Reconstruction From Cascade Dynamics, Katherine Irena Chwistek

Graduate Research Theses & Dissertations

Network representation provides a natural framework for the study of real world complex systems. From social networks and animal groups to interneuronal communications and power grid systems, complex patterns of interaction can be captured and modeled using networks in a simple mathematical form. In many cases, however, a faithful network representation of the system is not readily available. For this reason, network reconstruction has become a growing topic of interest in recent years, the goal of which is to discover the hidden interaction patterns among individuals by fitting input-output data from multiple experiments to candidate network topologies.

During a cascade, …

Numerical Analysis And Gravity, Tyler D. Knowles

Graduate Theses, Dissertations, and Problem Reports (ETD)

In this dissertation we apply techniques of numerical analysis to current questions related to understanding gravity. The first question is that of sources of gravitational waves: how can we accurately determine the intrinsic physical parameters of a binary system whose late inspiral and merger was detected by the Laser Interferometer Gravitational-Wave Observatory. In particular, state-of-the-art algorithms for producing theoretical waveforms are as many as three orders of magnitude too slow for timely analysis. We show that direct software optimization produces a two order of magnitude speedup. We also describe documentation efforts undertaken so that the software may be rewritten to …

Genetic Algorithms Used For Search And Rescue Of Vulnerable People In An Urban Setting, Shuhad Aljandeel

Graduate Theses, Dissertations, and Problem Reports (ETD)

The main goal of this research is to design and develop a genetic algorithm (GA) for path planning of an Unmanned Aerial Vehicle (UAV) outfitted with a camera to efficiently search for a lost person in an area of interest. The research focuses on scenarios where the lost person is from a vulnerable population, such as someone suffering from Alzheimer or a small child who has wondered off. To solve this problem, a GA for path planning was designed and implemented in Matlab. The area of interest is considered to be a circle that encompasses the distance the person could …

Elucidating The Properties And Mechanism For Cellulose Dissolution In Tetrabutylphosphonium-Based Ionic Liquids Using High Concentrations Of Water, Brad Crawford

Graduate Theses, Dissertations, and Problem Reports (ETD)

The structural, transport, and thermodynamic properties related to cellulose dissolution by tetrabutylphosphonium chloride (TBPCl) and tetrabutylphosphonium hydroxide (TBPH)-water mixtures have been calculated via molecular dynamics simulations. For both ionic liquid (IL)-water solutions, water veins begin to form between the TBPs interlocking arms at 80 mol % water, opening a pathway for the diffusion of the anions, cations, and water. The water veins allow for a diffusion regime shift in the concentration region from 80 to 92.5 mol % water, providing a higher probability of solvent interaction with the dissolving cellulose strand. The hydrogen bonding was compared between small and large …

Interpretations Of Bicoherence In Space & Lab Plasma Dynamics, Gregory Allen Riggs

Graduate Theses, Dissertations, and Problem Reports (ETD)

The application of bicoherence analysis to plasma research, particularly in non-linear, coupled-wave regimes, has thus far been significantly belied by poor resolution in time, and/or outright destruction of frequency information. Though the typical power spectrum cloaks the phase-coherency between frequencies, Fourier transforms of higher-order convolutions provide an n-dimensional spectrum which is adept at elucidating n-wave phase coherence. As such, this investigation focuses on the utility of the normalized bispectrum for detection of wave-wave coupling in general, with emphasis on distinct implications within the scope of non-linear plasma physics. Interpretations of bicoherent features are given for time series from …

Tropical Cyclone Hazards In Relation To Propagation Speed, Jiehao Huang

Dissertations and Theses

As the population and infrastructure along the US East Coast increase, it becomes increasingly important to study the characteristics of tropical cyclones that can impact the coast. A recent study shows that the propagation speed of tropical cyclones has slowed over the past 60 years, which can lead to greater accumulation of precipitation and greater storm surge impacts. The study presented herein is meant to examine and analyze the relationships that exist between the propagation speed of tropical cyclones, their surface wind strength, displacement angles, and cyclone averaged winds. This analysis is focused on tropical cyclones spanning from 1950-2015 in …

The Singular Value Expansion For Compact And Non-Compact Operators, Daniel Crane

Dissertations, Master's Theses and Master's Reports

Given any bounded linear operator T : X → Y between separable Hilbert spaces X and Y , there exists a measure space (M, Α, µ) and isometries V : L²(M) → X, U : L²(M) → Y and a nonnegative, bounded, measurable function σ : M → [0, ∞) such that

T = Um_σV ^†,

with m_σ : L²(M ) → L²(M ) defined by m_σ(f ) = σf for all f …

Sub-Sampled Matrix Approximations, Joy Azzam

Dissertations, Master's Theses and Master's Reports

Matrix approximations are widely used to accelerate many numerical algorithms. Current methods sample row (or column) spaces to reduce their computational footprint and approximate a matrix A with an appropriate embedding of the data sampled. This work introduces a novel family of randomized iterative algorithms which use significantly less data per iteration than current methods by sampling input and output spaces simultaneously. The data footprint of the algorithms can be tuned (independent of the underlying matrix dimension) to available hardware. Proof is given for the convergence of the algorithms, which are referred to as sub-sampled, in terms of numerically tested …

Higher Accuracy Methods For Fluid Flows In Various Applications: Theory And Implementation, Dilek Erkmen

Dissertations, Master's Theses and Master's Reports

This dissertation contains research on several topics related to Defect-deferred correction (DDC) method applying to CFD problems. First, we want to improve the error due to temporal discretization for the problem of two convection dominated convection-diffusion problems, coupled across a joint interface. This serves as a step towards investigating an atmosphere-ocean coupling problem with the interface condition that allows for the exchange of energies between the domains.

The main diffuculty is to decouple the problem in an unconditionally stable way for using legacy code for subdomains. To overcome the issue, we apply the Deferred Correction (DC) method. The DC method …

Projective Splitting Methods For Maximal Monotone Mappings In Hilbert Spaces, Oday Hazaimah

Graduate Research Theses & Dissertations

In this dissertation, novel approaches for solving convex nonsmooth optimization, variational inequalities and inclusion problems are studied. The main contributions of the dissertation are given in Chapter 4 and Chapter 5. The two proposed iterations in Chapter 4, Half-Extragradient algorithm (HEG) and its accelerated version, are a natural modification of the classical Extragradient algorithm (EG)

when the composite objective function is a sum of three convex functions. EG evaluates the smooth operator twice per iteration via proximal mappings, and also, it allows larger step sizes. One of the main advantages of the proposed scheme is to avoid evaluating an

extragradient …

Asset Pricing Under Randomized Solvable Diffusions, Hiromichi Kato

Theses and Dissertations (Comprehensive)

By employing a randomization procedure on the geometric Brownian motion (GBM) model, we construct our new pricing models with stochastic volatility exhibiting symmetric smiles in the log-forward moneyness, and admitting simple closed-form analytical expressions for European-style option prices. We assume that there are no infinitesimal correlations between the underlying asset prices and their volatility, and the integrated squared volatility processes are random variables with well-known probability density functions. Under some regularity conditions, closed-form expressions are obtained by taking the expectation of option prices under diffusion models over the integrated squared volatility process, which relate to the Bayesian framework in the …

Reduced Dataset Neural Network Model For Manuscript Character Recognition, Mohammad Anwarul Islam

College of Graduate Studies: Theses & Dissertations

The automatic character recognition task has been of practical interest for a long time. Nowadays, there are well-established technologies and software to perform character recognition accurately from scanned documents. Although handwritten character recognition from the manuscript image is challenging, the advancement of modern machine learning techniques makes it astonishingly manageable. The problem of accurately recognizing handwritten character remains of high practical interest since a large number of manuscripts are currently not digitized, and hence inaccessible to the public. We create our repository of the datasets by cropping each letter image manually from the manuscript images. The availability of datasets is …

Fuzzy Logistic Regression For Detecting Differential Dna Methylation Regions, Tarek M. Bubaker Bennaser

Doctoral Dissertations

“Epigenetics is the study of changes in gene activity or function that are not related to a change in the DNA sequence. DNA methylation is one of the main types of epigenetic modifications, that occur when a methyl chemical group attaches to a cytosine on the DNA sequence. Although the sequence does not change, the addition of a methyl group can change the way genes are expressed and produce different phenotypes. DNA methylation is involved in many biological processes and has important implications in the fields of biomedicine and agriculture.

Statistical methods have been developed to compare DNA methylation at …

Novel Approaches For Constructing Persistent Delaunay Triangulations By Applying Different Equations And Different Methods, Esraa Habeeb Khaleel Al-Juhaishi

Doctoral Dissertations

“Delaunay triangulation and data structures are an essential field of study and research in computer science, for this reason, the correct choices, and an adequate design are essential for the development of algorithms for the efficient storage and/or retrieval of information. However, most structures are usually ephemeral, which means keeping all versions, in different copies, of the same data structure is expensive. The problem arises of developing data structures that are capable of maintaining different versions of themselves, minimizing the cost of memory, and keeping the performance of operations as close as possible to the original structure. Therefore, this research …

Pattern Selection Models: From Normal To Anomalous Diffusion, Hatim K. Khudhair

Doctoral Dissertations

“Pattern formation and selection is an important topic in many physical, chemical, and biological fields. In 1952, Alan Turing showed that a system of chemical substances could produce spatially stable patterns by the interplay of diffusion and reactions. Since then, pattern formations have been widely studied via the reaction-diffusion models. So far, patterns in the single-component system with normal diffusion have been well understood. Motivated by the experimental observations, more recent attention has been focused on the reaction-diffusion systems with anomalous diffusion as well as coupled multi-component systems. The objectives of this dissertation are to study the effects of superdiffusion …

Analysis On Sharp And Smooth Interface, Elizabeth V. Hawkins

College of Graduate Studies: Theses & Dissertations

In biology, minimizing a free energy functional gives an equilibrium shape that is the most stable in nature. The formulation of these functionals can vary in many ways, in particular they can have either a smooth or sharp interface. Minimizing a functional can be done through variational calculus or can be proved to exist using various analysis techniques. The functionals investigated here have a smooth and sharp interface and are analyzed using analysis and variational calculus respectively. From the former we find the condition for extremum and its second variation. The second variation is commonly used to analyze stability of …

Local Binary Pattern Based Algorithms For The Discrimination And Detection Of Crops And Weeds With Similar Morphologies, Vi Nguyen Thanh Le

Theses: Doctorates and Masters

In cultivated agricultural fields, weeds are unwanted species that compete with the crop plants for nutrients, water, sunlight and soil, thus constraining their growth. Applying new real-time weed detection and spraying technologies to agriculture would enhance current farming practices, leading to higher crop yields and lower production costs. Various weed detection methods have been developed for Site-Specific Weed Management (SSWM) aimed at maximising the crop yield through efficient control of weeds. Blanket application of herbicide chemicals is currently the most popular weed eradication practice in weed management and weed invasion. However, the excessive use of herbicides has a detrimental impact …

An Algorithm Based On Vanet Technology To Count Vehicles Stopped At A Traffic Light, Manuel Contreras, Eric Gamess

Research, Publications & Creative Work

Vehicular Ad hoc Networks (VANETs) have gained considerable attention in the past few years due to their promising applicability in relation to the Intelligent Transportation Systems (ITSs). This emerging new technology will provide timely information to develop adaptive traffic light control systems that will allow a significant optimization of the vehicular traffic flow. In this paper, we introduce a novel algorithm for counting vehicles stopped at a traffic light using VANET technology. The algorithm is based on the idea of the propagation of a count request message from the RSU (originating unit) toward the vehicles that are at the end …

Effects Of Aperiodicity And Frustration On The Magnetic Properties Of Artificial Quasicrystals, Barry Farmer

Theses and Dissertations--Physics and Astronomy

Quasicrystals have been shown to exhibit physical properties that are dramatically different from their periodic counterparts. A limited number of magnetic quasicrystals have been fabricated and measured, and they do not exhibit long-range magnetic order, which is in direct conflict with simulations that indicate such a state should be accessible. This dissertation adopts a metamaterials approach in which artificial quasicrystals are fabricated and studied with the specific goal of identifying how aperiodicity affects magnetic long-range order. Electron beam lithography techniques were used to pattern magnetic thin films into two types of aperiodic tilings, the Penrose P2, and Ammann-Beenker tilings. SQUID …

Modeling The Evolution Of Barrier Islands, Greg Robson

Theses and Dissertations

Barrier islands form off the shore of many coastal areas and serve as the first line of defense, protecting littoral communities against storms. To study the effects that climate change has on barrier islands, we use a cellular model of wind erosion, surface dynamics, beach dynamics, marsh dynamics, and vegetation development. We will show the inhibition of movement when vegetation is present.

Estimating Response Status In Sequential Multiple Assignment (Smar)-Like Trials, Keighly Bradbrook

Theses and Dissertations

Sequential, multiple assignment, randomized trials (SMARTs) allow investigators to develop and compare experimental treatment regimens in which individuals are successively randomized to different treatments based on some set of predetermined rules. The rules used to make decisions on when and how to switch treatments are based on a chosen set of tailoring variables. Although not always true, intermediate response is commonly used as the primary tailoring variable as it is often predictive of future treatment success. As such, successful implementation depends on identifying patients who respond to treatment, though in some situations such mechanisms may not exist. Further, patient-level covariates …