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 …

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 …

Advancing Real-World Implementation Of The Well Optimized Linear Finder (Wolf) High-Speed Atmospheric Turbulence Compensation Method, Timothy Evan Coon

Theses and Dissertations

This dissertation advances the real-world implementation of the Well Optimized Linear Finder (WOLF) method for high-speed Atmospheric Turbulence Compensation (ATC). Atmospheric turbulence introduces phase aberrations into optical wavefronts and degrades image quality in terrestrial imaging systems. Traditional phase diversity methods are computationally intensive and poorly suited to real-time operation. The WOLF method addresses these limitations through a novel, point-wise formulation of the optical transfer function (OTF) as a structured autocorrelation of the generalized pupil function (GPF). This formulation enables the estimation of phase aberrations at individual spatial coordinates with distributed computational complexity.

The research begins by developing a MATLAB-based simulation …

Filling Gaps In Scientific Data Sets Using Physics Informed Neural Networks: A Case Study In Velocity Fields, Ellen Saunders

Master's Theses

Gaps in scientific data sets are a persistent issue for researchers in a variety of fields, and while nothing makes up for missing out on real data, well-simulated synthetic data can be a useful tool. In the world of image processing, machine learning techniques have become quite sophisticated at taking an image with a missing component and filling in that space with something believable. The aim of this thesis is to take machine learning techniques similar to what gets used in image processing and repurpose them to infill gaps in scientific data sets in a realistic manner. This thesis compares …

Applications Of The Mathieu Groups And Information Theory In Dna Encoding Functions, Juan C. Nava Jr

Theses and Dissertations

A foundational idea in mathematics lies in breaking down existing components into their bare fundamentals. As evidenced by prime numbers and composites, we learn this idea at an early age. Categorizing these broken-down components into their simplest form allows mathematicians to construct proofs from emergent patterns. John Conway’s Atlas of Finite Groups in the 1990s was particularly concerned with the categorization of structures known as groups. There are certain axioms a group must adhere to, which amount to the retention of symmetry; ultimately a group helps us to better understand symmetric actions performed on a set with a binary operation. …

Automating Course Scheduling With Linear Programming And The Python Pulp Framework: First Steps, George K. Thiruvathukal

Computer Science: Faculty Publications and Other Works

This article presents a pragmatic approach to automating course scheduling in an academic setting using linear programming.

We explore how linear optimization via current open-source tools can efficiently handle scheduling constraints such as instructor preferences, teaching loads, course section requirements, and specific time slots. Using Python’s PuLP library and matplotlib for visualization, we built a flexible and accessible scheduling system.

Our research prototype balances course assignments while addressing department-specific needs, demonstrating how linear programming can simplify academic scheduling and improve efficiency.

Although this is a research prototype, our results already demonstrate the ability to generate a correct course schedule that …

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, …

Ultrasonic Sensor-Based Sound Synthesis Using Raspberry Pi Pico W, Niraj Jaishwal

Williams Honors College, Honors Research Projects

At the intersection of Human Computer Interaction and digital art, this project transforms simple motion into musical expression. It explores an interactive real-time sound synthesis system using ultrasonic sensors to generate continuous audio. The objective is to design a system that maps physical distances into musical parameters such as pitch and amplitude, which will create a responsive audio environment. Two ultrasonic sensors are used in combination with the Raspberry Pi Pico W microcontroller running CircuitPython and Adafruit Audio Hat for real-time sound output. One sensor controls the pitch of the generated tone, while the other controls volume. This enables expressive …

Analysis Of Bin Packing Variants, Kyle T. Ambrose

UNF Graduate Theses and Dissertations

The Bin Packing problem is a classic and widely studied optimization problem that arises naturally in applications like manufacturing, logistics, and memory allocation, where space and resource constraints are critical. In this thesis, we first demonstrate the NP-completeness of Bin Packing via a reduction from Three-Dimensional Matching, establishing its foundational complexity. We then survey core heuristics for the one-dimensional case and extend our analysis to two and three-dimensional variants, including both offline and online strategies. Special attention is given to stochastic bin packing, where item sizes are modeled as random variables drawn from distributions such as uniform, truncated normal, and …

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 …

Probing The Ising Model’S Thermodynamics Through Restricted Boltzmann Machines, Xiaobei (Emma) Zhang

HMC Senior Theses

This thesis explores the connection between physics and machine learning by using Restricted Boltzmann Machines (RBMs) to study the thermodynamic properties of the Ising model. The Ising model is a simple but realistic model that captures the magnetic behavior of a system, where spins occupy a lattice of sites and different spin configurations correspond to different energies. The model exhibits phase transitions between ferromagnetic and paramagnetic phases as a function of temperature. RBMs are two-layered neural networks that can learn probability distributions over binary spins. The study generates 2D Ising model data at different temperatures using Monte Carlo simulations, including …

The Computational Search For Unidentified Central Configurations Of The Newtonian N-Body Problem, Hannah G. Havel

CURE Proceedings

The N-body problem is a field of study in mathematics and physics that involves predicting the motion of particles moving under their mutual gravitational attraction. It is vital in celestial mechanics, such as planning collision-free satellite orbit trajectories. When beginning to understand the N-body problem, we can start by looking at equal masses of these particles or celestial bodies. As particles move, their position and velocity change, both energy and angular momentum are conserved. Sets of constant energy and angular momentum, known as integral manifolds, are higher-dimensional figures that represent constraints of movement to a system. Integral manifolds are described …

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 …

Efficient And Secure Digital Signature Algorithm (Dsa), Nissa Mehibel, M'Hamed Hamadouche

Emirates Journal for Engineering Research

The digital signature is used to ensure the integrity of messages as well as the authentication and non-repudiation of users. Today it has a very important role in information security. Digital signature is used in various fields such as e-commerce and e-voting, health, internet of things (IOT). Many digital signature schemes have been proposed, depending on the computational cost and security level. In this paper, we analyzed a recently proposed digital signature scheme based on the discrete logarithm problem (DLP). Our analysis shows that the scheme is not secure against the repeated random number attack to determine the secret keys …

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 …

Practical Implementation Of The Immersed Interface Method With Triangular Meshes For 3d Rigid Solids In A Fluid Flow, Norah Hakami

Mathematics Theses and Dissertations

When employing the immersed interface method (IIM) to simulate a fluid flow around a moving rigid object, the immersed object can be replaced by a virtual fluid enclosed by singular forces on the interface between the real and virtual fluids. These forces represent the impact of the rigid motion on the fluid flow and cause jump discontinuities across the interface in the whole flow field. Then, the IIM resolves the fluid flow on a fixed computational domain by directly incorporating the jump conditions across the interface into numerical schemes. Previous development of the method is limited to simple smooth boundaries. …

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 …

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 …

Decoding Cyclic Codes Via Gröbner Bases, Eduardo Sosa

Honors Theses

In this paper, we analyze the decoding of cyclic codes. First, we introduce linear and cyclic codes, standard decoding processes, and some standard theorems in coding theory. Then, we will introduce Gr¨obner Bases, and describe their connection to the decoding of cyclic codes. Finally, we go in-depth into how we decode cyclic codes using the key equation, and how a breakthrough by A. Brinton Cooper on decoding BCH codes using Gr¨obner Bases gave rise to the search for a polynomial-time algorithm that could someday decode any cyclic code. We discuss the different approaches taken toward developing such an algorithm and …

Dynamic Nonlinear Gaussian Model For Inferring A Graph Structure On Time Series, Abhinuv Uppal

CMC Senior Theses

In many applications of graph analytics, the optimal graph construction is not always straightforward. I propose a novel algorithm to dynamically infer a graph structure on multiple time series by first imposing a state evolution equation on the graph and deriving the necessary equations to convert it into a maximum likelihood optimization problem. The state evolution equation guarantees that edge weights contain predictive power by construction. After running experiments on simulated data, it appears the required optimization is likely non-convex and does not generally produce results significantly better than randomly tweaking parameters, so it is not feasible to use in …

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.

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.

Multi-Valued Solutions For The Equation Of Motion, Darcy-Jordan Model, As A Cauchy Problem: A Shocking Event, Chandler Shimp

Master's Theses

Shocks are physical phenomenon that occur quite often around us. In this thesis we examine the occurrence of shocks in finite amplitude acoustic waves from a numerical perspective. These waves, or jump discontinuities, yield ill-behaved solutions when solved numerically. This study takes on the challenge of finding both single- and multi-valued solutions.

The previously unsolved problem in this study is the representation of the Equation of Motion (EoM) in the form of the Darcy-Jordan model (DJM) and expressed as a dimensionless IVP Cauchy problem. Prior attempts to solve have resulted only in implicit solutions or explicit solutions with certain initial …

The “Knapsack Problem” Workbook: An Exploration Of Topics In Computer Science, Steven Cosares

Open Educational Resources

This workbook provides discussions, programming assignments, projects, and class exercises revolving around the “Knapsack Problem” (KP), which is widely a recognized model that is taught within a typical Computer Science curriculum. Throughout these discussions, we use KP to introduce or review topics found in courses covering topics in Discrete Mathematics, Mathematical Programming, Data Structures, Algorithms, Computational Complexity, etc. Because of the broad range of subjects discussed, this workbook and the accompanying spreadsheet files might be used as part of some CS capstone experience. Otherwise, we recommend that individual sections be used, as needed, for exercises relevant to a course in …

Arnold Transformations As Applied To Data Encryption, Haley N. Anderson

College of Graduate Studies: Theses & Dissertations

As our world becomes increasingly digital, data security becomes key. Data must be encrypted such that it can be easily encrypted only by the intended recipient. Arnold Transformations are a useful tool in this because of its unpredictable periodicity. Our goal is to outline a method for choosing an Arnold Transformation that is both secure and easy to implement. We find the necessary and sufficient condition that a key matrix has periodicity. The chosen key matrix has a random structure, and it has a periodicity that is sufficiently high. We apply this method to several image and data string examples …