Other Applied Mathematics Commons^™

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 …

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 …

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 …

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 …

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 …

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 …

Using A Pharmacokinetic Model To Design And Evaluate An Early Ctdna Biomarker For Response To Targeted Therapy, Aaron Li

Spora: A Journal of Biomathematics

Early prediction of response to therapy or lack thereof can help physicians plan treatment more efficiently. Biomarkers based on circulating tumor DNA (ctDNA) are promising. However, biomarkers beyond direct comparison to baseline have not been thoroughly explored. We develop a model for ctDNA shedding under targeted therapy that incorporates pharmacokinetics. Using a simulated cohort of virtual patients with varied parameters, we define and analyze a biomarker based on ctDNA samples at baseline, 12 hours, and 24 hours after initiation of treatment. The biomarker identified patients who would achieve partial or complete response with high sensitivity and specificity and was able …

Decoding The Algorithm: The Mathematics Behind Tiktok’S Short-Form Content Success, Ashley N. Lynch

Honors Scholar Theses

Within the realm of social networks, TikTok has become the central hub for short-form video content. The network’s unique ability to capture individual preferences using predictive analytics has greatly contributed to its massive success, allowing the company to optimize its performance and content personalization. In an age where digital media have such a significant influence on society, it is essential that users develop an understanding of how social network algorithms function to make more informed online decisions. Although TikTok’s technological system is primarily undisclosed, the platform certifiably leverages several key mathematical principles within its algorithm to achieve its core goals …

Theory And Applications Surrounding Markov Chains, Joseph J. Quisito Jr., Gallean Brown, Elijah Yoder

Capstone Showcase

This capstone project explores the Markov Chain – a mathematical model used to describe systems that transition between states based on probabilities. It begins by introducing the fundamental concepts, including transition matrices, state classifications, and stationary distributions. The paper then applies Markov Chain theory to real-world scenarios, such as simulating Snakes and Ladders games, predicting soccer match outcomes for Manchester United, and generating texts from movie lines. Finally, it discusses key findings, challenges, and potential areas for future research in the field.

Forecasting Equity Betas Using Option-Implied Moments, Ivan Kolesnikov

CMC Senior Theses

Traditional beta estimates are constructed from historical stock‑and‑market returns and therefore adjust only as fast as realized data accrue. This thesis investigates whether the forward‑looking information embedded in equity‑option prices can enhance beta forecasts. Using near‑end‑of‑day quotes for 236 S&P 500 firms between 2007 and 2024, I extract risk‑neutral variance and skewness, construct five alternative beta estimators (historical, option‑implied, and three hybrids), and evaluate them against realized betas over six‑, twelve‑, and twenty‑four‑month windows. Rolling‑OLS beta remains the most accurate benchmark at short horizons, yet option‑implied moments add economically and statistically significant value when systematic exposure is expected to change …

Early Ctdna Kinetics As A Dynamic Biomarker Of Cancer Treatment Response, Aaron Li, Emil Lou, Kevin Leder, Jasmine Foo

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Human Capital At Home: Evidence From A Randomized Evaluation In The Philippines, Noam Angrist, Sarah Kabay, Dean S. Karlan, Lincoln Lau, Kevin M. Wong

Education Division Scholarship

Children spend most of their time at home in their early years, yet efforts to promote human capital at home in many low- and middle-income settings remain limited. We conduct a randomized controlled trial to evaluate an intervention which encourages parents and caregivers to foster human capital accumulation among their children between ages 3 and 5, with a focus on math and phonics skills. Children gain 0.52 and 0.51 standard deviations relative to the control group on math and phonics tests, respectively (p<0.001). A year later effects persist, but math gains dissipate to 0.15 (p=0.06) and phonics to 0.13 (p=0.12). Effects appear to be mediated largely through instructional support by parents and not other parent investment mechanisms, such as more positive parent-child interactions or additional time spent on education at home beyond the intervention. Our results show that parents can be effective conduits of educational instruction even in low-resource settings.

Large Deviation Theory In Stochastic Processes: Applications To Biological Modeling, Moshe C. Silverstein

Dissertations

This dissertation delves into developing and applying stochastic models to analyze complex biological systems. It leverages Large Deviation Theory (LDT) to gain insights into these systems, focusing on two key examples: neural networks and calcium signaling dynamics. Traditional deterministic methods frequently fail to capture biological processes' randomness and inherent variability. Meanwhile, many stochastic approaches struggle to be mathematically tractable or provide accessible insights. The approach introduced in this study provides rigorous mathematical frameworks to enhance understanding of these stochastic behaviors while remaining tractable and insightful.

A stochastic model for a random biological neural network is constructed that addresses the dependencies …

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 …

Model Selection Through Cross-Validation For Supervised Learning Tasks With Manifold Data, Derek Brown

The Journal of Purdue Undergraduate Research

No abstract provided.

Pitching The Use Of Squared And Interaction Terms In Regression Via Baseball Heat Maps, Lucas Chepelsky

Williams Honors College, Honors Research Projects

This project will examine the impact of using second-order terms in regression. For illustration, we use an example of regression where a baseball player's three by three heat map, including the height and distance from inside to outside of the pitch, are variables used to predict batting average. We find that second-order terms are crucial in discovering nonlinear relationships and interaction effects in regression models, and maintain that the common practice of using first-order additive models is insufficient.

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 …

Simulation Of Wave Propagation In Granular Particles Using A Discrete Element Model, Syed Tahmid Hussan

College of Graduate Studies: Theses & Dissertations

The understanding of Bender Element mechanism and utilization of Particle Flow Code (PFC) to simulate the seismic wave behavior is important to test the dynamic behavior of soil particles. Both discrete and finite element methods can be used to simulate wave behavior. However, Discrete Element Method (DEM) is mostly suitable, as the micro scaled soil particle cannot be fully considered as continuous specimen like a piece of rod or aluminum. Recently DEM has been widely used to study mechanical properties of soils at particle level considering the particles as balls. This study represents a comparative analysis of Voigt and Best …

Last Passage Time And Excursion Theory For Solvable Diffusions With Applications In Mathematical Finance, Yaode Sui

Theses and Dissertations (Comprehensive)

In this dissertation, we investigate the properties of last passage times and excursion theory in one-dimensional solvable diffusions, emphasizing their applications in financial modeling, particularly in option pricing. We derive closed-form formulas for the marginal distribution of last passage times and their joint distribution with process values, including the maximum and minimum of the process value. The focus is on time-homogeneous diffusions with various boundaries and imposed killing. Employing spectral expansion theory, we derive explicit formulas for distributions of last passage times in common processes such as Drifted Brownian Motion (BM), Squared Bessel (SQB), Ornstein-Uhlenbeck (OU), and Cox-Ingersoll-Ross (CIR) models. …

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 …

Aspects Of Stochastic Geometric Mechanics In Molecular Biophysics, David Frost

All Dissertations

In confocal single-molecule FRET experiments, the joint distribution of FRET efficiency and donor lifetime distribution can reveal underlying molecular conformational dynamics via deviation from their theoretical Forster relationship. This shift is referred to as a dynamic shift. In this study, we investigate the influence of the free energy landscape in protein conformational dynamics on the dynamic shift by simulation of the associated continuum reaction coordinate Langevin dynamics, yielding a deeper understanding of the dynamic and structural information in the joint FRET efficiency and donor lifetime distribution. We develop novel Langevin models for the dye linker dynamics, including rotational dynamics, based …

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.

An Adaptive Algorithm For `The Secretary Problem': Alternate Proof Of The Divergence Of A Maximizer Sequence, Andrew Benfante, Xiang Xu

OUR Journal: ODU Undergraduate Research Journal

This paper presents an alternate proof of the divergence of the unique maximizer sequence {𝑥∗ 𝑛} of a function sequence {𝐹𝑛(𝑥)} that is derived from an adaptive algorithm based on the now classic optimal stopping problem, known by many names but here ‘the secretary problem’. The alternate proof uses a result established by Nguyen, Xu, and Zhao (n.d.) regarding the uniqueness of maximizer points of a generalized function sequence {𝑆𝜇,𝜎 𝑛 } and relies on the strict monotonicity of 𝐹𝑛(𝑥) as 𝑛 increases in order to show divergence of {𝑥∗ 𝑛}. Towards this, limits of the exponentiated Gaussian CDF are …

A Novel Correction For The Adjusted Box-Pierce Test, Sidy Danioko, Jianwei Zheng, Kyle Anderson, Alexander Barrett, Cyril S. Rakovski

Mathematics, Physics, and Computer Science Faculty Articles and Research

The classical Box-Pierce and Ljung-Box tests for auto-correlation of residuals possess severe deviations from nominal type I error rates. Previous studies have attempted to address this issue by either revising existing tests or designing new techniques. The Adjusted Box-Pierce achieves the best results with respect to attaining type I error rates closer to nominal values. This research paper proposes a further correction to the adjusted Box-Pierce test that possesses near perfect type I error rates. The approach is based on an inflation of the rejection region for all sample sizes and lags calculated via a linear model applied to simulated …

Age-Dependent Ventilator-Induced Lung Injury, Quintessa Hay, Christopher Grubb, Rebecca L. Heise, Sarah Minucci, Michael S. Valentine, Jennifer Van Mullekom, Angela M. Reynolds

Biology and Medicine Through Mathematics Conference

No abstract provided.

Generating A Dataset For Comparing Linear Vs. Non-Linear Prediction Methods In Education Research, Jack Mauro, Elena Martinez, Anna Bargagliotti

Honors Thesis

Machine learning is often used to build predictive models by extracting patterns from large data sets. Such techniques are increasingly being utilized to predict outcomes in the social sciences. One such application is predicting student success. Machine learning can be applied to predicting student acceptance and success in academia. Using these tools for education-related data analysis, may enable the evaluation of programs, resources and curriculum. Currently, research is needed to examine application, admissions, and retention data in order to address equity in college computer science programs. However, most student-level data sets contain sensitive data that cannot be made public. To …

Advancements In Gaussian Process Learning For Uncertainty Quantification, John C. Nicholson

All Dissertations

Gaussian processes are among the most useful tools in modeling continuous processes in machine learning and statistics. The research presented provides advancements in uncertainty quantification using Gaussian processes from two distinct perspectives. The first provides a more fundamental means of constructing Gaussian processes which take on arbitrary linear operator constraints in much more general framework than its predecessors, and the other from the perspective of calibration of state-aware parameters in computer models. If the value of a process is known at a finite collection of points, one may use Gaussian processes to construct a surface which interpolates these values to …

Containing Compounding Container Congestion, Curtis Salinger

CMC Senior Theses

The Covid-19 pandemic caused major disruptions throughout the container shipping supply chain. Professor Dongping Song of Liverpool University wrote a paper discussing the logistical vulnerabilities in the supply chain, including the issue of congestion in ports. This paper examines the Port of Los Angeles from 2018-2021 as it relates to Song’s paper to see how its operations were impacted during the Covid-19 timeframe. It is found that labor shortages, chassis shortages, and change in trade behavior each contributed to the congestion. Unfortunately, the implemented policies were insufficient to bolster the port against sustained challenges and congestion continues to worsen.

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.