Other 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 …

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 …

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 …

Novel Generative And Language Model Architectures With Applications, Edison Mucllari

Theses and Dissertations--Mathematics

This dissertation investigates novel architectures to address fundamental challenges in machine learning, particularly focusing on transformer models, recurrent neural networks, GAN and continual learning and their applications in natural language processing and computer vision. We propose the Neumann-Cayley Gated Recurrent Unit (NC-GRU), which leverages a Neumann series-based Scaled Cayley transformation to maintain orthogonal weight matrices, effectively mitigating exploding gradients problems while improving long-term memory retention across prediction tasks. We demonstrate the practical applications of NC-GRU by implementing our proposed architecture into an autoencoder to derive neural molecular fingerprints. Building upon these advancements, we turn our attention to the transformer architecture, …

Analysis And Computation Of Constrained Sparse Coding On Emerging Non-Von Neumann Devices, Kyle Henke

Mathematics & Statistics ETDs

This dissertation seeks to understand how different formulations of the neurally inspired Locally Competitive Algorithm (LCA) represent and solve optimization problems. By studying these networks mathematically through the lens of dynamical and gradient systems, the goal is to discern how neural computations converge and link this knowledge to theoretical neuroscience and artificial intelligence (AI). Both classical computers and advanced emerging hardware are employed in this study. The contributions of this work include:

1. Theoretical Work: A comprehensive convergence analysis for networks using both generic Rectified Linear Unit (ReLU) and Rectified Sigmoid activation functions. Exploration of techniques to address the binary …

Sparse Representation Learning For Temporal Networks, Maxwell Mcneil

Electronic Theses & Dissertations (2024 - present)

Temporal networks arise in many domains including activity of social network users, sensor network readings over time, and time course gene expression within the interaction network of a model organism. Data of this type contains a wealth of prior information such as the connectivity among nodes (e.g., a friendship graph), and prior knowledge of expected temporal patterns (e.g., periodicity). Modeling these temporal and network patterns jointly is essential for state-of-the-art performance in temporal network data analysis and mining. Sparse dictionary encoding is one modeling approach for such underlying patterns. However, most classical approaches consider only one dimension of the data …

Reducing Food Scarcity: The Benefits Of Urban Farming, S.A. Claudell, Emilio Mejia

Journal of Nonprofit Innovation

Urban farming can enhance the lives of communities and help reduce food scarcity. This paper presents a conceptual prototype of an efficient urban farming community that can be scaled for a single apartment building or an entire community across all global geoeconomics regions, including densely populated cities and rural, developing towns and communities. When deployed in coordination with smart crop choices, local farm support, and efficient transportation then the result isn’t just sustainability, but also increasing fresh produce accessibility, optimizing nutritional value, eliminating the use of ‘forever chemicals’, reducing transportation costs, and fostering global environmental benefits.

Imagine Doris, who is …

Proposing A Measure Of Ethicality For Humans And Ai, Alejandro Jorge Napolitano Jawerbaum

Electronic Theses and Dissertations

Smarter people or intelligent machines are able to make more accurate inferences about their environment and other agents more efficiently than less intelligent agents. Formally: ‘Intelligence measures an agent’s ability to achieve goals in a wide range of environments.’ (Legg, 2008)

In this dissertation we extend this definition to include ethical behaviour and we will offer a mathematical formalism and a way to estimate how ethical an action is or will be, both for a human and for a computer, by calculating the expected values of random variables. Formally, we propose the following measure of ethicality, which is computable, or …

Novel Architectures And Optimization Algorithms For Training Neural Networks And Applications, Vasily I. Zadorozhnyy

Theses and Dissertations--Mathematics

The two main areas of Deep Learning are Unsupervised and Supervised Learning. Unsupervised Learning studies a class of data processing problems in which only descriptions of objects are known, without label information. Generative Adversarial Networks (GANs) have become among the most widely used unsupervised neural net models. GAN combines two neural nets, generative and discriminative, that work simultaneously. We introduce a new family of discriminator loss functions that adopts a weighted sum of real and fake parts, which we call adaptive weighted loss functions. Using the gradient information, we can adaptively choose weights to train a discriminator in the direction …

Computational Models To Detect Radiation In Urban Environments: An Application Of Signal Processing Techniques And Neural Networks To Radiation Data Analysis, Jose Nicolas Gachancipa

Beyond: Undergraduate Research Journal

Radioactive sources, such as uranium-235, are nuclides that emit ionizing radiation, and which can be used to build nuclear weapons. In public areas, the presence of a radioactive nuclide can present a risk to the population, and therefore, it is imperative that threats are identified by radiological search and response teams in a timely and effective manner. In urban environments, such as densely populated cities, radioactive sources may be more difficult to detect, since background radiation produced by surrounding objects and structures (e.g., buildings, cars) can hinder the effective detection of unnatural radioactive material. This article presents a computational model …

Data And Algorithmic Modeling Approaches To Count Data, Andraya Hack

Honors College Theses

Various techniques are used to create predictions based on count data. This type of data takes the form of a non-negative integers such as the number of claims an insurance policy holder may make. These predictions can allow people to prepare for likely outcomes. Thus, it is important to know how accurate the predictions are. Traditional statistical approaches for predicting count data include Poisson regression as well as negative binomial regression. Both methods also have a zero-inflated version that can be used when the data has an overabundance of zeros. Another procedure is to use computer algorithms, also known as …

Reinforcement Learning: Low Discrepancy Action Selection For Continuous States And Actions, Jedidiah Lindborg

College of Graduate Studies: Theses & Dissertations

In reinforcement learning the process of selecting an action during the exploration or exploitation stage is difficult to optimize. The purpose of this thesis is to create an action selection process for an agent by employing a low discrepancy action selection (LDAS) method. This should allow the agent to quickly determine the utility of its actions by prioritizing actions that are dissimilar to ones that it has already picked. In this way the learning process should be faster for the agent and result in more optimal policies.

Eeg Signals Classification Using Lstm-Based Models And Majority Logic, James A. Orgeron

College of Graduate Studies: Theses & Dissertations

The study of elecroencephalograms (EEGs) has gained enormous interest in the last decade with the increase of computational power and availability of EEG signals collected from various human activities or produced during medical tests. The applicability of analyzing EEG signals ranges from helping impaired people communicate or move (using appropriate medical equipment) to understanding people's feelings and detecting diseases.

We proposed new methodology and models for analyzing and classifying EEG signals collected from individuals observing visual stimuli. Our models rely on powerful Long-Short Term Memory (LSTM) Neural Network models, which are currently the state of the art models for performing …

Understanding The Dynamics Of Human Reliance And Trust On Automation, Carlos E. Bustamante Orellana, Lucero Rodriguez Rodriguez, Jordy Cevallos Chavez, Yun Kang

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Scaling Up Exact Neural Network Compression By Relu Stability, Thiago Serra, Xin Yu, Abhinav Kumar, Srikumar Ramalingam

Faculty Conference Papers and Presentations

We can compress a rectifier network while exactly preserving its underlying functionality with respect to a given input domain if some of its neurons are stable. However, current approaches to determine the stability of neurons with Rectified Linear Unit (ReLU) activations require solving or finding a good approximation to multiple discrete optimization problems. In this work, we introduce an algorithm based on solving a single optimization problem to identify all stable neurons. Our approach is on median 183 times faster than the state-of-art method on CIFAR-10, which allows us to explore exact compression on deeper (5 x 100) and wider …

Storage Management Strategy In Mobile Phones For Photo Crowdsensing, En Wang, Zhengdao Qu, Xinyao Liang, Xiangyu Meng, Yongjian Yang, Dawei Li, Weibin Meng

Department of Computer Science Faculty Scholarship and Creative Works

In mobile crowdsensing, some users jointly finish a sensing task through the sensors equipped in their intelligent terminals. In particular, the photo crowdsensing based on Mobile Edge Computing (MEC) collects pictures for some specific targets or events and uploads them to nearby edge servers, which leads to richer data content and more efficient data storage compared with the common mobile crowdsensing; hence, it has attracted an important amount of attention recently. However, the mobile users prefer uploading the photos through Wifi APs (PoIs) rather than cellular networks. Therefore, photos stored in mobile phones are exchanged among users, in order to …

Image Restoration Using Automatic Damaged Regions Detection And Machine Learning-Based Inpainting Technique, Chloe Martin-King

Computational and Data Sciences (PhD) Dissertations

In this dissertation we propose two novel image restoration schemes. The first pertains to automatic detection of damaged regions in old photographs and digital images of cracked paintings. In cases when inpainting mask generation cannot be completely automatic, our detection algorithm facilitates precise mask creation, particularly useful for images containing damage that is tedious to annotate or difficult to geometrically define. The main contribution of this dissertation is the development and utilization of a new inpainting technique, region hiding, to repair a single image by training a convolutional neural network on various transformations of that image. Region hiding is also …

Neural Machine Translation, Quinn M. Lanners, Thomas Laurent

Honors Thesis

Neural Machine Translation is the primary algorithm used in industry to perform machine translation. This state-of-the-art algorithm is an application of deep learning in which massive datasets of translated sentences are used to train a model capable of translating between any two languages. The architecture behind neural machine translation is composed of two recurrent neural networks used together in tandem to create an Encoder Decoder structure. Attention mechanisms have recently been developed to further increase the accuracy of these models. In this senior thesis, the various parts of Neural Machine Translation are explored towards the eventual creation of a tutorial …

Sports Analytics With Computer Vision, Colby T. Jeffries

Senior Independent Study Theses

Computer vision in sports analytics is a relatively new development. With multi-million dollar systems like STATS’s SportVu, professional basketball teams are able to collect extremely fine-detailed data better than ever before. This concept can be scaled down to provide similar statistics collection to college and high school basketball teams. Here we investigate the creation of such a system using open-source technologies and less expensive hardware. In addition, using a similar technology, we examine basketball free throws to see whether a shooter’s form has a specific relationship to a shot’s outcome. A system that learns this relationship could be used to …

Multiclass Classification Using Support Vector Machines, Duleep Prasanna W. Rathgamage Don

College of Graduate Studies: Theses & Dissertations

In this thesis, we discuss different SVM methods for multiclass classification and introduce the Divide and Conquer Support Vector Machine (DCSVM) algorithm which relies on data sparsity in high dimensional space and performs a smart partitioning of the whole training data set into disjoint subsets that are easily separable. A single prediction performed between two partitions eliminates one or more classes in a single partition, leaving only a reduced number of candidate classes for subsequent steps. The algorithm continues recursively, reducing the number of classes at each step until a final binary decision is made between the last two classes …

Neural Network Predictions Of A Simulation-Based Statistical And Graph Theoretic Study Of The Board Game Risk, Jacob Munson

Murray State Theses and Dissertations

We translate the RISK board into a graph which undergoes updates as the game advances. The dissection of the game into a network model in discrete time is a novel approach to examining RISK. A review of the existing statistical findings of skirmishes in RISK is provided. The graphical changes are accompanied by an examination of the statistical properties of RISK. The game is modeled as a discrete time dynamic network graph, with the various features of the game modeled as properties of the network at a given time. As the network is computationally intensive to implement, results are produced …

Optimizing The Mix Of Games And Their Locations On The Casino Floor, Jason D. Fiege, Anastasia D. Baran

International Conference on Gambling & Risk Taking

We present a mathematical framework and computational approach that aims to optimize the mix and locations of slot machine types and denominations, plus other games to maximize the overall performance of the gaming floor. This problem belongs to a larger class of spatial resource optimization problems, concerned with optimizing the allocation and spatial distribution of finite resources, subject to various constraints. We introduce a powerful multi-objective evolutionary optimization and data-modelling platform, developed by the presenter since 2002, and show how this software can be used for casino floor optimization. We begin by extending a linear formulation of the casino floor …

Stationary And Time-Dependent Optimization Of The Casino Floor Slot Machine Mix, Anastasia D. Baran, Jason D. Fiege

International Conference on Gambling & Risk Taking

Modeling and optimizing the performance of a mix of slot machines on a gaming floor can be addressed at various levels of coarseness, and may or may not consider time-dependent trends. For example, a model might consider only time-averaged, aggregate data for all machines of a given type; time-dependent aggregate data; time-averaged data for individual machines; or fully time dependent data for individual machines. Fine-grained, time-dependent data for individual machines offers the most potential for detailed analysis and improvements to the casino floor performance, but also suffers the greatest amount of statistical noise. We present a theoretical analysis of single …