Computer Sciences Commons^™

Finding Similar Stocks By Detecting Cliques In Market Graphs, Sudhashree Sayenju

Symposium of Student Scholars

The stock market provides an abundant source of data. However, when the amount of raw data becomes overwhelming it grows increasingly difficult to know how the stocks interact with each other. Stock data visualization as a market graph serves as one of the most popular way of summarizing important information. When modelling the data as a graph, vertices correspond to stocks and edges correspond to strong correlation in their pricing in a certain period of time. This project presents a technique to find stocks that behave very similarly. Such information helps investors make decisions on which stocks to purchase next. …

On Non-Linear Network Embedding Methods, Huong Yen Le

Dissertations

As a linear method, spectral clustering is the only network embedding algorithm that offers both a provably fast computation and an advanced theoretical understanding. The accuracy of spectral clustering depends on the Cheeger ratio defined as the ratio between the graph conductance and the 2nd smallest eigenvalue of its normalizedLaplacian. In several graph families whose Cheeger ratio reaches its upper bound of Theta(n), the approximation power of spectral clustering is proven to perform poorly. Moreover, recent non-linear network embedding methods have surpassed spectral clustering by state-of-the-art performance with little to no theoretical understanding to back them.

The dissertation includes work …

High Speed Hill Climbing Algorithm For Portfolio Optimization, Collether John

Tanzania Journal of Science

Portfolio can be defined as a collection of investments. Portfolio optimization usually is about maximizing expected return and/or minimising risk of a portfolio. The mean-variance model makes simplifying assumptions to solve portfolio optimization problem. Presence of realistic constraints leads to a significant different and complex problem. Also, the optimal solution under realistic constraints cannot always be derived from the solution for the frictionless market. The heuristic algorithms are alternative approaches to solve the extended problem. In this research, a heuristic algorithm is presented and improved for higher efficiency and speed. It is a hill climbing algorithm to tackle the extended …

An Adaptive Cryptosystem On A Finite Field, Awnon Bhowmik, Unnikrishnan Menon

Publications and Research

Owing to mathematical theory and computational power evolution, modern cryptosystems demand ingenious trapdoor functions as their foundation to extend the gap between an enthusiastic interceptor and sensitive information. This paper introduces an adaptive block encryption scheme. This system is based on product, exponent, and modulo operation on a finite field. At the heart of this algorithm lies an innovative and robust trapdoor function that operates in the Galois Field and is responsible for the superior speed and security offered by it. Prime number theorem plays a fundamental role in this system, to keep unwelcome adversaries at bay. This is a …

Predicting (Economic) Trends: Why Signature Method In Machine Learning, Vladik Kreinovich, Chon Van Le

Departmental Technical Reports (CS)

In many practical situations, we can predict the trend -- i.e., how the system will change -- but we cannot predict the exact timing of this change: this timing may depend on many unpredictable factors. For example, we may be sure that the economy will recover, but how fast it will recover may depend on the status of the pandemic, on the weather-affected agriculture input, etc. In such trend predictions, one of the most efficient methods is signature method, which is based on applying machine learning techniques to several special characteristics of the corresponding time series. In this paper, we …

How To Work? How To Study? Shall We Cram For The Exams? And How Is This Related To Life On Earth?, Olga Kosheleva, Vladik Kreinovich, Nguyen Hoang Phuong

Departmental Technical Reports (CS)

If we follow the same activity for a long time, our productivity decreases. To increase productivity, a natural idea is therefore to switch to a different activity, and then to switch back and resume the current task. On the other hand, after each switch, we need some time to get back to the original productivity. As a result, too frequent switches are also counterproductive. Natural questions are: shall we switch? if yes, when? In this paper, we use a simple model to provide approximate answers to these questions.

Correcting Interval-Valued Expert Estimates: Empirical Formulas Explained, Laura A. Berrout Ramos, Vladik Kreinovich, Kittawit Autchariyapanitkul

Departmental Technical Reports (CS)

Experts' estimates are approximate. To make decisions based on these estimates, we need to know how accurate these estimate are. Sometimes, experts themselves estimate the accuracy of their estimates -- by providing the interval of possible values instead of a single number. In other cases, we can gauge the accuracy of the experts' estimates by asking several experts to estimates the same quantity and using the interval range of these values. In both situations, sometimes the interval is too narrow -- e.g., if an expert is overconfident. Sometimes, the interval is too wide -- if the expert is too cautious. …

Why Moving Fast And Breaking Things Makes Sense?, Francisco Zapata, Eric Smith, Vladik Kreinovich

Departmental Technical Reports (CS)

In the traditional approach to engineering system design, engineers usually come up with several possible designs, each improving on the previous ones. In coming up with these designs, they try their best to make sure that their designs stay within the safety and other constraints, to avoid potential catastrophic crashes. The need for these safety constraints makes this design process reasonably slow. Software engineering at first followed the same pattern, but then realized that since in most cases, failure of a software test does not lead to a catastrophe, it is much faster to first ignore constraints and then adjust …

Why 70/100 Is Satisfactory? Why Five Letter Grades? Why Other Academic Conventions?, Christian Servin, Olga Kosheleva, Vladik Kreinovich

Departmental Technical Reports (CS)

Why 70/100 is usually a threshold for a student's satisfactory performance? Why there are usually only five letter grades? Why the usual arrangement of research, teaching, and service is 40-40-20? We show that all these arrangements -- and other similar academic arrangements -- can be explained by two ideas: the Laplace Indeterminacy Principle and the seven plus minus two law.

Blessings, God, Sacrifices: Possible Rational Explanations Of Biblical Ideas, Olga Kosheleva, Vladik Kreinovich

Departmental Technical Reports (CS)

In this paper, we show that many seemingly irrational Biblical ideas can actually be rationally interpreted: that God is everywhere, that we can only say what God is not, that God's name is holy, why cannot you bless as many people as you want, etc. We do not insist on our interpretations, there probably are many others, our sole objective was to show that many Biblical ideas can be rationally explained.

How To Gauge Students' Ability To Collaborate?, Christian Servin, Olga Kosheleva, Shahnaz Shahbazova, Vladik Kreinovich

Departmental Technical Reports (CS)

Usually, we mostly gauge individual students' skills. However, in the modern world, problems are rarely solved by individuals, it is usually a group effort. So, to make sure that students are successful, we also need to gauge their ability to collaborate. In this paper, we describe when it is possible to gauge the students' ability to collaborate; in situations when such a determination is possible, we explain how exactly we can estimate these abilities.

Multilateration Index., Chip Lynch

Electronic Theses and Dissertations

We present an alternative method for pre-processing and storing point data, particularly for Geospatial points, by storing multilateration distances to fixed points rather than coordinates such as Latitude and Longitude. We explore the use of this data to improve query performance for some distance related queries such as nearest neighbor and query-within-radius (i.e. “find all points in a set P within distance d of query point q”). Further, we discuss the problem of “Network Adequacy” common to medical and communications businesses, to analyze questions such as “are at least 90% of patients living within 50 miles of a covered emergency …

Applying Deep Learning To The Ice Cream Vendor Problem: An Extension Of The Newsvendor Problem, Gaffar Solihu

Electronic Theses and Dissertations

The Newsvendor problem is a classical supply chain problem used to develop strategies for inventory optimization. The goal of the newsvendor problem is to predict the optimal order quantity of a product to meet an uncertain demand in the future, given that the demand distribution itself is known. The Ice Cream Vendor Problem extends the classical newsvendor problem to an uncertain demand with unknown distribution, albeit a distribution that is known to depend on exogenous features. The goal is thus to estimate the order quantity that minimizes the total cost when demand does not follow any known statistical distribution. The …

Probability Distributions For Elliptic Curves In The Cgl Hash Function, Dhruv Bhatia, Kara Fagerstrom, Max Watson

Mathematical Sciences Technical Reports (MSTR)

Hash functions map data of arbitrary length to data of predetermined length. Good hash functions are hard to predict, making them useful in cryptography. We are interested in the elliptic curve CGL hash function, which maps a bitstring to an elliptic curve by traversing an inputdetermined path through an isogeny graph. The nodes of an isogeny graph are elliptic curves, and the edges are special maps betwixt elliptic curves called isogenies. Knowing which hash values are most likely informs us of potential security weaknesses in the hash function. We use stochastic matrices to compute the expected probability distributions of the …

The Mystery Of The Dancing Men, Manmohan Kaur

Journal of Humanistic Mathematics

In this paper I describe an activity based on a 1903 Sherlock Holmes murder mystery, in which a substitution cipher is used to encrypt secret messages. The story provides a fun and interesting way to talk about frequency analysis, and can be used as a segue into mathematical constructs such as modular arithmetic and computation. The activity is accessible to ages twelve and above, and has been successfully used in mathematics outreach and popularization efforts as well as in general education and mathematics courses.

Amplification Of Hidden Periodic Motions In 3d Videos, Thomas Boccuto, Seraiah Kutai, Kristen Mosley, Samuel Kirk

Mathematics Summer Fellows

Ordinary videos capture a surprising amount of hidden, visually imperceptible information. For instance, videos of peoples' faces may capture color changes in the skin and artery motion from heartbeats, while videos of mechanical systems can capture subtle vibrations indicating imminent failure. Algorithms can extract and exaggerate these signals for visualization on top of the original videos. In particular, Eulerian magnification algorithms sidestep the need to track hidden motions directly and instead devise multiscale bandpass filters to amplify signals in local spatial regions. In this work, we extend these techniques beyond color videos to geometric video data captured by 3D depth …

On Communication For Distributed Babai Point Computation, Maiara F. Bollauf, Vinay A. Vaishampayan, Sueli I.R. Costa

Publications and Research

We present a communication-efficient distributed protocol for computing the Babai point, an approximate nearest point for a random vector X∈Rn in a given lattice. We show that the protocol is optimal in the sense that it minimizes the sum rate when the components of X are mutually independent. We then investigate the error probability, i.e. the probability that the Babai point does not coincide with the nearest lattice point, motivated by the fact that for some cases, a distributed algorithm for finding the Babai point is sufficient for finding the nearest lattice point itself. Two different probability models for X …

Graph-Theoretic Partitioning Of Rnas And Classification Of Pseudoknots-Ii, Louis Petingi

Publications and Research

Dual graphs have been applied to model RNA secondary structures with pseudoknots, or intertwined base pairs. In previous works, a linear-time algorithm was introduced to partition dual graphs into maximally connected components called blocks and determine whether each block contains a pseudoknot or not. As pseudoknots can not be contained into two different blocks, this characterization allow us to efficiently isolate smaller RNA fragments and classify them as pseudoknotted or pseudoknot-free regions, while keeping these sub-structures intact. Moreover we have extended the partitioning algorithm by classifying a pseudoknot as either recursive or non-recursive in order to continue with our research …

Infinite Peirce Distribution In The Algebra Of Compact Operators And Description Of Its Local Au-Tomorphisms, Farhodjon N. Arzikulov, Rejabboy Qo’Shaqov

Scientific Bulletin. Physical and Mathematical Research

In the present paper the infinite Peirce decomposition of the algebra 𝐾(𝐻) of com-pact operators on an infinite dimensional separable Gilbert space 𝐻 is constructed, using the norm of the algebra 𝐾(𝐻) and a maximal family of mutually or-thogonal minimal projections, i.e., self-adjoint,idempotent elements. The infinite Peirce decompo-sition on the norm of a 𝐶∗-algebra is also con-structed in 2012 by the first author. But, it turns, the condition, applied then, is not sufficient for the infi-nite Peirce decomposition on the norm constructed in 2012 to be an algebra. Therefore, in the present paper, the infinite Peirce decomposition on the norm …

What Is The Uncertainty Of The Result Of Data Processing: Fuzzy Analogue Of The Central Limit Theorem, Julio C. Urenda, Olga Kosheleva, Shahnaz Shahbazova, Vladik Kreinovich

Departmental Technical Reports (CS)

It is known that, due to the Central Limit Theorem, the probability distribution of the uncertainty of the result of data processing is, in general, close to Gaussian -- or to a distribution from a somewhat more general class known as infinitely divisible. We show that a similar result holds in the fuzzy case: namely, the membership function describing the uncertainty of the result of data processing is, in general, close to Gaussian -- or to a membership function from an explicitly described more general class.

So How To Make Group Decisions? Arrow's Impossibility Theorem 70 Years After, Hung T. Nguyen, Olga Kosheleva, Vladik Kreinovich

Departmental Technical Reports (CS)

In 1951, Kenneth Arrow proved that it is not possible to have a group decision making procedure that satisfies reasonable requirements like fairness. From the theoretical viewpoint, this is a great result -- well-deserving the Nobel Prize that was awarded to Professor Arrow. However, from the practical viewpoint, the question remains -- so how should we make group decisions? A usual way to solve this problem is to provide some reasonable heuristic ideas, but the problem is that different seemingly reasonable idea often lead to different group decision -- this is known, e.g., for different voting schemes. In this paper, …

Knot Theory In Virtual Reality, Donald Lee Price

Masters Theses & Specialist Projects

Throughout the study of Knot Theory, there have been several programmatic solutions to common problems or questions. These solutions have included software to draw knots, software to identify knots, or online databases to look up pre-computed data about knots. We introduce a novel prototype of software used to study knots and links by using Virtual Reality. This software can allow researchers to draw links in 3D, run physics simulations on them, and identify them. This technique has not yet been rigorously explored and we believe it will be of great interest to Knot Theory researchers. The computer code is written …

What Fuzzy And Quantum Computing Can Learn From The Success Of Deep Learning, Shahnaz Shahbazova, Vladik Kreinovich

Departmental Technical Reports (CS)

How can we apply the ideas that made deep neural networks successful to other aspects of computing? For this purpose, we reformulate these ideas in a more general form -- and we show that this generalization also covers fuzzy and quantum computing. This enables us to suggest that similar ideas can be helpful for fuzzy and quantum computing as well. In this suggestion, we are encouraged by the fact that as we show, to some extent, these ideas are already helpful.

Why Quantum Techniques Are A Good First Approximation To Economic Phenomena, And What Next, Vladik Kreinovich, Olga Kosheleva

Departmental Technical Reports (CS)

Somewhat surprisingly, several formulas of quantum physics -- the physics of micro-world -- provide a good first approximation to many social phenomena, in particular, to many economic phenomena, phenomena which are very far from micro-physics. In this paper, we provide three possible explanations for this surprising fact. First, we show that several formulas from quantum physics actually provide a good first-approximation description for many phenomena in general, not only to the phenomena of micro-physics. Second, we show that some quantum formulas represent the fastest way to compute nonlinear dependencies and thus, naturally appear when we look for easily computable models; …

Numerical Approaches Of Pricing European Options In The Cox-Ross-Rubenstein Models, Hai Phan, Seonguk Kim Phd

Annual Student Research Poster Session

The Cox-Ross-Rubinstein (CRR) market mode is used to price European and American Options without complex elements, including dividends, stocks, and stock indexes paying a continuous dividend yield, futures, and currency options. The model is an elegant, simple, but strong model to explain the general economic intuition behind option pricing and its principal techniques. In the paper, the CRR model's numerical elements and equations are indicated, and a practical event is examined to demonstrate the application of the model in the financial market. To make it easier to understand, figures, including tables and graphs, are also included to visualize and simplify …

Ivy Plot: Enhancing A Dot Plot By Representing Observations As Leaflets, Tri Ha Minh Nguyen '23, Mamunur Rashid, Jyotirmoy Sarkar

Student Research

For a large data set, a dot plot poses a challenge—albeit unintended—in counting the dots. To overcome this shortcoming Sarkar and Rashid (2021) proposed an IVY plot, which represents tied data in batches of five by depicting an IVY leaf with five leaflets. These leaves are bottom-justified and stacked vertically, with the topmost leaf possibly having fewer than five leaflets, until the number of leaflets equals the frequency at each value

Awegnn: Auto-Parametrized Weighted Element-Specific Graph Neural Networks For Molecules., Timothy Szocinski, Duc Duy Nguyen, Guo-Wei Wei

Mathematics Faculty Publications

While automated feature extraction has had tremendous success in many deep learning algorithms for image analysis and natural language processing, it does not work well for data involving complex internal structures, such as molecules. Data representations via advanced mathematics, including algebraic topology, differential geometry, and graph theory, have demonstrated superiority in a variety of biomolecular applications, however, their performance is often dependent on manual parametrization. This work introduces the auto-parametrized weighted element-specific graph neural network, dubbed AweGNN, to overcome the obstacle of this tedious parametrization process while also being a suitable technique for automated feature extraction on these internally complex …

Effect Of Excess Tellurium And Lead On Defor-Mation - Characteristics Of Polycrystalline Pbte Films, Yu.Yu. Vaitkus, Otajonov Salimjon

Scientific Bulletin. Physical and Mathematical Research

In this work, we studied the ef-fect of excess tellurium and lead on the defor-mation characteristics of polycrystalline PbTe films obtained on different substrates. It was found that the resistance of the films first increases and reach-es a maximum, and with a further increase in the level of deformation, it decreases and the sign of the tensile resistance begins to change, which are associated with the presence of internal stresses in the films. It was also shown that with an increase in the amount of lead in the composition of the PbTe film, the electrical conductivity increases in com-parison with …

Structure And Electrophysical Properties Of A Solid Solution (Gaas1-Δbiδ)1-X-Y(Ge2)X(Znse)Y, S.Z. Zainabidinov, I.N. Karimov, Hotamjon Mansurov, Akramjon Boboev, Dilkhayotjon Pulatjon Ugli Abdurakhimov

Scientific Bulletin. Physical and Mathematical Research

This paper shows the possibility of growing a single-crystal solid solution of substitution (GaAs1-δBiδ)1-x-y(Ge2)x(ZnSe)y on GaAs substrates by liquid-phase epitaxy from a bismuthcontaining solution-melt. The grown films had a ptype of conductivity with a current carrier concentration of 1,86·1017 сm-3, a mobility of р = 300 cm2/V·s, and a resistivity of 0,13 Ohms·cm. Structural studies have shown that the epitaxial films have a sphalerite structure of the ZnS type and are monocrystalline with an orientation of (100). The crystal lattice parameter of the film was af = 0,56697 nm. Studies of current-voltage characteris-tics of n-GaAs – p-(GaAs1-δBiδ)1-x-y(Ge2)x(ZnSe)y heterostructures at different …

Simulation Of Self-Heating Effect In Mosfet Based On 2d Mos2, Atabek E. Atamuratov, Xushnudbek Sh. Saparov, A Yusupov, Frank Schwierz

Scientific Bulletin. Physical and Mathematical Research

One of the main trends of today's electronics is the decreasing the sizes of MOSFET up to nanometer scale. In this connection there are two main views to the perspective of scaling. According to one of them limit of scaling is reached at sizes 10 nm order, however according to second view, still there are opportunity to decrease transistor to more lower sizes. In accordance with second approach it is suggested to continue the size scaling by modification the transistor structure or by using the new materials, particularly one or two dimensional materials. One of such suggestions is the designing …