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 …

Investigating The Market Dynamics Of Aeroponically Cultivated Products With Delay, Pulak Kundu, Uzzwal Kumar Mallick

Mathematical Modelling and Numerical Simulation with Applications

Aeroponically grown potatoes offer higher yields and year-round production but often face delayed market entry due to high setup costs, technical barriers, and logistical challenges. A delay-based mathematical model has been newly proposed in this study to analyze the dynamics of demand, supply, and pricing for aeroponically grown products. The model’s existence, stability, and sensitivity have been investigated analytically, and numerical simulations have been carried out using the Runge-Kutta 4th order method with the dde23 solver. Findings reveal that market stability is maintained when delays are below seven years, but delays beyond this threshold lead to persistent fluctuations in price, …

Network Analysis Of Progress In Mathematics Research, Anna Singley

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

The Feasibility Of Utilizing The Open Dynamic Interaction Network (Odin) App To Assess Rema Data Across 30 Days Among Those Recovering From Alcoholism, Dennis E. Mcchargue, Bilal Khan, Jesscia Phelps, Patrick Duryea, Kimberly A. Tyler, Arthur Andrews, Ellie Reznicek, Lucy Napper, Mohamed Saad, Hsuan-Wee Lee

Department of Psychology: Faculty Publications

About ~4 million people with an alcohol use disorder receive treatment annually, and frequent relapse has produced a rapid revolving door between recovery and use. This paper presents preliminary data from a prospective micro-longitudinal study (30 days) that examines co-evolution of relapse risk processes of people with alcohol use disorders who entered a short-term residential substance use treatment. The primary goal of the current data was to assess the feasibility of using the open dynamic interaction network (ODIN) responsive ecological momentary assessment (rEMA). rEMA collected daily estimates on affect, urges, sober-support engagement, and use. The ODIN app administered twelve questions …

Capturing Latent Abilities And Latent Capacities Of Professional Golfers Using Nonlinear Mixed Effects Growth Modeling, Mac Wetherbee

Electronic Theses and Dissertations

This study demonstrates an effective and innovative approach to measuring the latent athletic abilities and capacities of professional golfers. I used nonlinear mixed effects growth modeling (e.g., Dynamic Measurement Modeling) to measure professional golfers’ ability levels and capacities for improvement. I accomplished this using a two-stage modeling approach. First, a crossed linear mixed effects model estimated each player’s ability level in each year. In the second stage, I used the results from the first stage to estimate several candidate nonlinear growth trajectories for players’ abilities over time. The quadratic growth trajectory was the best-fitting of these trajectories and was used …

Local Geometry Of Elementary Visual Computations, Peter Neri

MODVIS Workshop

Visual operators (e.g. edge detectors) are classically modelled using small circuits involving canonical computations, such as template-matching and gain control. Circuit models explain many aspects of the empirical descriptors that are used to characterize local visual operators, from sensitivity to classification images. Notwithstanding their utility, these models fail to provide a unified framework encompassing the variety of effects observed experimentally, such as the impact of contrast, SNR, and attention on the above descriptors. My goal is to start with a simple, plausible geometrical representation of the perceptual operation carried out by the observer, and to show that this representation is …

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 …

Mathematical Modeling Of The Impact Of Lobbying On Climate Policy, Andrew Jacoby, Claire Hannah, James Hutchinson, Jasmine Narehood, Aditi Ghosh, Padmanabhan Seshaiyer

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

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.

Connecting People To Food: A Network Approach To Alleviating Food Deserts, Anna Sisk

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman

Pitzer Senior Theses

This thesis investigates the unique interactions between pregnancy, substance involvement, and race as they relate to the War on Drugs and the hyper-incarceration of women. Using ordinary least square regression analyses and data from the Bureau of Justice Statistics’ 2016 Survey of Prison Inmates, I examine if (and how) pregnancy status, drug use, race, and their interactions influence two length of incarceration outcomes: sentence length and amount of time spent in jail between arrest and imprisonment. The results collectively indicate that pregnancy decreases length of incarceration outcomes for those offenders who are not substance-involved but not evenhandedly -- benefitting white …

A Gender And Race Theoretical And Probabilistic Analysis Of The Recent Title Ix Policy Changes, Jordan Wellington

Scripps Senior Theses

On May 6th, 2020, after extensive public comment and review, the Department of Education published the final rule for the new Title IX regulations, which took effect in schools on August 14th. Title IX is the nearly fifty year old piece of the Education Amendments that prohibits sexual discrimination in federally funded schools. Several of these changes, such as the inclusion of live hearings and cross examination of witnesses, have been widely criticized by victims’ rights advocates for potentially retraumatizing victims of sexual assault and discouraging students from pursuing a Title IX claim. While the impact of the new regulations …

Stability Of Modified Host-Parasitoid Model With Allee Effect, Özlem A. Gümüs, A. G. Maria Selvam, R. Janagaraj

Applications and Applied Mathematics: An International Journal (AAM)

This paper deals with a host-parasitoid model subject to Allee effect and its dynamical behavior. Steady state points of the proposed host-parasitoid model are computed. Stability properties are analyzed with eigen values of Jacobian matrix which are determined at the steady states. Theoretical findings are supported by numerical illustrations and enhanced by pictorial representations such as bifurcation diagrams, phase portraits and local amplifications for different parameter values. Existence of chaotic behavior in the system is established via bifurcation and sensitivity analysis of the system at the initial conditions. Various phase portraits are simulated for a better understanding of the qualitative …

K-Means Stock Clustering Analysis Based On Historical Price Movements And Financial Ratios, Shu Bin

CMC Senior Theses

The 2015 article Creating Diversified Portfolios Using Cluster Analysis proposes an algorithm that uses the Sharpe ratio and results from K-means clustering conducted on companies' historical financial ratios to generate stock market portfolios. This project seeks to evaluate the performance of the portfolio-building algorithm during the beginning period of the COVID-19 recession. S&P 500 companies' historical stock price movement and their historical return on assets and asset turnover ratios are used as dissimilarity metrics for K-means clustering. After clustering, stock with the highest Sharpe ratio from each cluster is picked to become a part of the portfolio. The economic and …

The Martingale Approach To Financial Mathematics, Jordan M. Rowley

Master's Theses

In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In …

An Imputation Approach To Developing Alternative Futures Of Country Conflict, Zachary J. Kane

Theses and Dissertations

Understanding what causes countries to be in a state of violent conflict is of vital importance to developing realistic national strategies on both a regional and global scale. Given these causes, it is important to understand the effects of missing data, how to impute that data, and the interrelation between data elements. Utilizing both open source data and previously generated equations that predict a country’s likelihood to transition conflict statuses, this research projects data into the future and predicts each nations’ subsequent conflict statuses. Future data is populated using a novel approach inspired by stochastic regression imputation. The replicated future …

A Computational Model Of Team-Based Dynamics In The Workplace: Assessing The Impact Of Incentive-Based Motivation On Productivity, Josef Di Pietrantonio

Electronic Theses and Dissertations

Large organizations often divide workers into small teams for the completion of essential tasks. In an effort to maximize the number of tasks completed over time, it is common practice for organizations to hire workers with the highest level of education and experience. However, despite capable workers being hired, the ability of teams to complete tasks may suffer if the workers' individual motivational needs are not satisfied.

To explore the impact of incentive-based motivation on the success of team-based organizations, we developed an agent-based model that stochastically simulates the proficiency of 100 workers with varying abilities and motive profiles to …

Essentials Of Structural Equation Modeling, Mustafa Emre Civelek

Zea E-Books Collection

Structural Equation Modeling is a statistical method increasingly used in scientific studies in the fields of Social Sciences. It is currently a preferred analysis method, especially in doctoral dissertations and academic researches. However, since many universities do not include this method in the curriculum of undergraduate and graduate courses, students and scholars try to solve the problems they encounter by using various books and internet resources.

This book aims to guide the researcher who wants to use this method in a way that is free from math expressions. It teaches the steps of a research program using structured equality modeling …

Predicting The Next Us President By Simulating The Electoral College, Boyan Kostadinov

Publications and Research

We develop a simulation model for predicting the outcome of the US Presidential election based on simulating the distribution of the Electoral College. The simulation model has two parts: (a) estimating the probabilities for a given candidate to win each state and DC, based on state polls, and (b) estimating the probability that a given candidate will win at least 270 electoral votes, and thus win the White House. All simulations are coded using the high-level, open-source programming language R. One of the goals of this paper is to promote computational thinking in any STEM field by illustrating how probabilistic …

Penalized Mixed-Effects Ordinal Response Models For High-Dimensional Genomic Data In Twins And Families, Amanda E. Gentry

Theses and Dissertations

The Brisbane Longitudinal Twin Study (BLTS) was being conducted in Australia and was funded by the US National Institute on Drug Abuse (NIDA). Adolescent twins were sampled as a part of this study and surveyed about their substance use as part of the Pathways to Cannabis Use, Abuse and Dependence project. The methods developed in this dissertation were designed for the purpose of analyzing a subset of the Pathways data that includes demographics, cannabis use metrics, personality measures, and imputed genotypes (SNPs) for 493 complete twin pairs (986 subjects.) The primary goal was to determine what combination of SNPs and …

Inclusion Of Blocking Power For A Complete Voting Power Analysis In The Imf, Shiwani Varal

Senior Independent Study Theses

The International Monetary Fund (IMF) calculates the voting power of a country by dividing the total of one member's votes by the total of all members' votes. This method of calculating the power of a state judges power as voting weight. However, voting weights are the total number of votes a country has in an institution, while voting power is the influence a country has on a policy decision. A better approach to calculate this voting power within an institution is by using voting power indices. However, literature only calculates the winning power, while voting power is defined as the …

Extending Difference Of Votes Rules On Three Voting Models., Sarah Schulz King

Electronic Theses and Dissertations

In a voting situation where there are only two competing alternatives, simple majority rule outputs the alternatives with the most votes or declares a tie if both alternatives receive the same number of votes. For any non-negative integer k, the difference of votes rule M_k outputs the alternative that beats the competing alternative by more than k votes. Llamazares (2006) gives a characterization of the difference of votes rules in terms of five axioms. In this thesis, we extend Llamazares' result by completely describing the class of voting rules that satisfy only two out of his five axioms. …

Mathematical Description And Mechanistic Reasoning: A Pathway Toward Stem Integration, Paul J. Weinberg

Journal of Pre-College Engineering Education Research (J-PEER)

Because reasoning about mechanism is critical to disciplined inquiry in science, technology, engineering, and mathematics (STEM) domains, this study focuses on ways to support the development of this form of reasoning. This study attends to how mechanistic reasoning is constituted through mathematical description. This study draws upon Smith’s (2007) characterization of mathematical description of scientific phenomena as ‘‘bootstrapping,’’ where negotiating the relationship between target phenomena and represented relations is fundamental to learning. In addition, the development of mathematical representation presents a viable pathway towards STEM integration. In this study, participants responded to an assessment of mechanistic reasoning while cognitive interviews …

Utilizing Social Network Analysis To Study Communities Of Women In Conflict Zones, James R. Gatewood, Candice R. Price

Journal of Humanistic Mathematics

This article proposes to study the plight of women in conflict zones through the lens of social network analysis. We endorse the novel idea of building a social network within troubled regions to assist in understanding the structure of women's communities and identifying key individuals and groups that will help rebuild and empower the lives of women. Our main argument is that we can better understand the complexity of a society with quantitative measures using a network analysis approach. Given the foundation of this paper, one can develop a model that will represent the connections between women in these communities. …

Accounting For Locational, Temporal, And Physical Similarity Of Residential Sales In Mass Appraisal Modeling: The Development And Application Of Geographically, Temporally, And Characteristically Weighted Regression, Paul E. Bidanset, Michael Mccord, John R. Lombard, Peadar Davis, William J. Mccluskey

School of Public Service Faculty Publications

Geographically weighted regression (GWR) has been recognized in the assessment community as a viable automated valuation model (AVM) to help overcome, at least in part, modeling hurdles associated with location, such as spatial heterogeneity and spatial autocorrelation of error terms. Although previous researchers have adjusted the GWR weights matrix to also weight by time of sale or by structural similarity of properties in AVMs, the research described in this paper is the first that has done so by all three dimensions (i.e., location, structural similarity, and time of sale) simultaneously. Using 24 years of single-family residential sales in Fairfax, Virginia, …

Catching Card Counters, Sarah French

Honors Projects in Mathematics

The casino industry has been researched through a variety of disciplines including psychological gambling habits, technological advances, business strategies, and mathematical simulations. In the vast number of studies that have been conducted, there are few scholarly articles that focus on the specific aspect of card counting. The majority of games in the casino are designed to favor the “house”. This study focuses on the game of blackjack, in which players using a card counting strategy can tip the odds in their favor. A computer simulation was used to model the betting strategy of a card counter who would bet methodically. …

How Much Should You Pay For A Financial Derivative?, Boyan Kostadinov

Publications and Research

We explain some key mathematical ideas behind the no-arbitrage pricing of financial derivatives by replication, starting from a simple coin toss model and ending with the continuous-time limit of a multi-step coin-toss model using a geometric random walk model. In the limit, we obtain the classical Black-Scholes-Merton formula for pricing European call and put options.

The Mathematics Of Scientific Research: Scientometrics, Citation Metrics, And Impact Factors, Clayton Hayes

Library Scholarly Publications

This talk will consist of an introduction to the rationale behind the establishment of the field of Scientometrics, which attempts to measure and analyze the body of research done in the sciences. This is primarily through analyzing the connections between scientific journals, articles, and authors. I will cover the foundational works of Price and Garfield in the fields of citation networks and impact factor, respectively, and will give some historical context for these developments. I will also speak briefly on more recent developments in these areas, such as the Eigenfactor, author citation metrics, and (time permitting) alternative metrics.

Audience: …

Topic Analysis Of Tweets On The European Refugee Crisis Using Non-Negative Matrix Factorization, Chong Shen

CMC Senior Theses

The ongoing European Refugee Crisis has been one of the most popular trending topics on Twitter for the past 8 months. This paper applies topic modeling on bulks of tweets to discover the hidden patterns within these social media discussions. In particular, we perform topic analysis through solving Non-negative Matrix Factorization (NMF) as an Inexact Alternating Least Squares problem. We accelerate the computation using techniques including tweet sampling and augmented NMF, compare NMF results with different ranks and visualize the outputs through topic representation and frequency plots. We observe that supportive sentiments maintained a strong presence while negative sentiments such …

Simulating And Animating The Spatial Dynamics Of Interacting Species Living On A Torus, Boyan Kostadinov

Publications and Research

The goal of this talk is to present a student research project in computational population biology, which aims at creating a computer simulation and animation of the spatial dynamics of interactions between two kinds of species living on a torus-shaped universe. The habitat for spatial interactions is modeled by a 2D lattice with periodic boundary conditions, which wrap the rectangular grid into a torus. The spatial interactions between the species have two components: 1. Population dynamics modeled by the classical Nicholson-Bailey two-parameter family of models for coupled interactions between species, extended to incorporate space and 2. Two-parameter migration dynamics, modeled …