Mathematics Commons^™

Optimal Execution In Cryptocurrency Markets, Ethan Kurz

CMC Senior Theses

The purpose of this paper is to study the Almgren and Chriss model on the optimal execution of large block orders both on the NYSE and in cryptocurrency exchanges. Their model minimizes execution costs, which include linear temporary and permanent price impacts. We focus on how the stock market microstructure differs from a cryptocurrency exchange microstructure and what that means for how the model functions. Once the model and microstructures are explained, we examine how the Almgren-Chriss model functions with stocks from the NYSE, looking at specifically selling a large number of shares. We then investigate how a large "wholesale" …

Heat Kernel Voting With Geometric Invariants, Alexander Harr

All Graduate Theses, Dissertations, and Other Capstone Projects

Here we provide a method for comparing geometric objects. Two objects of interest are embedded into an infinite dimensional Hilbert space using their Laplacian eigenvalues and eigenfunctions, truncated to a finite dimensional Euclidean space, where correspondences between the objects are searched for and voted on. To simplify correspondence finding, we propose using several geometric invariants to reduce the necessary computations. This method improves on voting methods by identifying isometric regions including shapes of genus greater than 0 and dimension greater than 3, as well as almost retaining isometry.

Numerical Results For Adaptive (Negative Norm) Constrained First Order System Least Squares Formulations, Andreas Schafelner, Panayot S. Vassilevski

Mathematics and Statistics Faculty Publications and Presentations

We perform a follow-up computational study of the recently proposed space–time first order system least squares ( FOSLS ) method subject to constraints referred to as CFOSLS where we now combine it with the new capability we have developed, namely, parallel adaptive mesh refinement (AMR) in 4D. The AMR is needed to alleviate the high memory demand in the combined space time domain and also allows general (4D) meshes that better follow the physics in space–time. With an extensive set of computational experiments, performed in parallel, we demonstrate the feasibility of the combined space–time AMR approach in both two space …

A Mass Conserving Mixed Stress Formulation For Stokes Flow With Weakly Imposed Stress Symmetry, Jay Gopalakrishnan, Philip L. Lederer, Joachim Schoeberl

Mathematics and Statistics Faculty Publications and Presentations

We introduce a new discretization of a mixed formulation of the incompressible Stokes equations that includes symmetric viscous stresses. The method is built upon a mass conserving mixed formulation that we recently studied. The improvement in this work is a new method that directly approximates the viscous fluid stress $\sigma$, enforcing its symmetry weakly. The finite element space in which the stress is approximated consists of matrix-valued functions having continuous “normal-tangential” components across element interfaces. Stability is achieved by adding certain matrix bubbles that were introduced earlier in the literature on finite elements for linear elasticity. Like the earlier work, …

Teacher Support Of Co- And Socially-Shared Regulation Of Learning In Middle School Mathematics Classrooms, Melissa Quackenbush, Linda Bol

Educational Leadership & Workforce Development Faculty Publications

Social influences on classroom learning have a long research tradition and are critical components of self-regulated learning theories. More recently, researchers have explored the social influences of self-regulated learning in cooperative learning contexts. In these settings, co-regulation of learning and socially-shared regulation of learning strategies have been aligned with self-regulated learning theory. However, without specific training or structure, teachers are not likely to explicitly integrate SRL strategies into their teaching. We use case studies to better understand how Zimmerman's theory of self-regulated learning (2008) and Hadwin's conceptual framework of socially-shared regulation of learning (2018) emerge from teachers' support of student-centered …

On The Classification Of Duality Webs For Graded Quivers, Sebastían Franco, Azeem Hasan, Xingyang Yu

Publications and Research

We study the m-graded quiver theories associated to CY (m+2)-folds and their order (m + 1) dualities. We investigate how monodromies give rise to mutation invariants, which in turn can be formulated as Diophantine equations characterizing the space of dual theories associated to a given geometry. We discuss these ideas in general and illustrate them in the case of orbifold theories. Interestingly, we observe that even in this simple context the corresponding Diophantine equations may admit an infinite number of seeds for m ≥ 2, which translates into an infinite number of disconnected duality webs. Finally, …

Teaching Introductory Statistics With Datacamp, Benjamin Baumer, Andrew P. Bray, Mine Çetinkaya-Rundel, Johanna S. Hardin

Statistical and Data Sciences: Faculty Publications

We designed a sequence of courses for the DataCamp online learning platform that approximates the content of a typical introductory statistics course. We discuss the design and implementation of these courses and illustrate how they can be successfully integrated into a brick-and-mortar class. We reflect on the process of creating content for online consumers, ruminate on the pedagogical considerations we faced, and describe an R package for statistical inference that became a by-product of this development process. We discuss the pros and cons of creating the course sequence and express our view that some aspects were particularly problematic. The issues …

Spectral Analysis Of Complex Dynamical Systems, Casey Lynn Johnson

CGU Theses & Dissertations

The spectrum of any differential equation or a system of differential equations is related to several important properties about the problem and its subsequent solution. So much information is held within the spectrum of a problem that there is an entire field devoted to it; spectral analysis. In this thesis, we perform spectral analysis on two separate complex dynamical systems. The vibrations along a continuous string or a string with beads on it are the governed by the continuous or discrete wave equation. We derive a small-vibrations model for multi-connected continuous strings that lie in a plane. We show that …

Remark On Lehnert’S Revised Quantum Electrodynamics (Rqed) As An Alternative To Francesco Celani’S Et Al. Maxwell-Clifford Equations: With An Outline Of Chiral Cosmology Model And Its Role To Cmns, Florentin Smarandache, Victor Christianto, Yunita Umniyati

Branch Mathematics and Statistics Faculty and Staff Publications

In a recent paper published in JCMNS in 2017, Francesco Celani, Di Tommaso & Vassalo argued that Maxwell equations rewritten in Clifford algebra are sufficient to describe the electron and also ultra-dense deuterium reaction process proposed by Homlid et al. Apparently, Celani et al. believed that their Maxwell-Clifford equations are an excellent candidate to surpass both Classical Electromagnetic and Zitterbewegung QM. Meanwhile, in a series of papers, Bo Lehnert proposed a novel and revised version of Quantum Electrodynamics (RQED) based on Proca equations. Therefore, in this paper, we gave an outline of Lehnert’s RQED, as an alternative framework to Celani …

Multiplicative Noise Removal: Nonlocal Low-Rank Model And It's Proximal Alternating Reweighted Minimization Algorithm, Xiaoxia Liu, Jian Lu, Lixin Shen, Chen Xu, Yuesheng Xu

Mathematics & Statistics Faculty Publications

The goal of this paper is to develop a novel numerical method for efficient multiplicative noise removal. The nonlocal self-similarity of natural images implies that the matrices formed by their nonlocal similar patches are low-rank. By exploiting this low-rank prior with application to multiplicative noise removal, we propose a nonlocal low-rank model for this task and develop a proximal alternating reweighted minimization (PARM) algorithm to solve the optimization problem resulting from the model. Specifically, we utilize a generalized nonconvex surrogate of the rank function to regularize the patch matrices and develop a new nonlocal low-rank model, which is a nonconvex …

Residual Control Chart For Binary Response With Multicollinearity Covariates By Neural Network Model, Jong-Min Kim, Ning Wang, Yumin Liu, Kayoung Park

Mathematics & Statistics Faculty Publications

Quality control studies have dealt with symmetrical data having the same shape with respect to left and right. In this research, we propose the residual (r) control chart for binary asymmetrical (non-symmetric) data with multicollinearity between input variables via combining principal component analysis (PCA), functional PCA (FPCA) and the generalized linear model with probit and logit link functions, and neural network regression model. The motivation in this research is that the proposed control chart method can deal with both high-dimensional correlated multivariate data and high frequency functional multivariate data by neural network model and FPCA. We show that the neural …

Computing The Newton Potential In The Boundary Integral Equation For The Dirichlet Problem Of The Poisson Equation, Wenchao Guan, Ying Jiang, Yuesheng Xu

Mathematics & Statistics Faculty Publications

Evaluating the Newton potential is crucial for efficiently solving the boundary integral equation of the Dirichlet boundary value problem of the Poisson equation. In the context of the Fourier-Garlerkin method for solving the boundary integral equation, we propose a fast algorithm for evaluating Fourier coefficients of the Newton potential by using a sparse grid approximation. When the forcing function of the Poisson equation expressed in the polar coordinates has mth-order bounded mixed derivatives, the proposed algorithm achieves an accuracy of order 𝒪(n^-m log³ n), with requiring 𝒪(n log² n) number of arithmetics for …

Quantifying The Varying Predictive Value Of Physical Activity Measures Obtained From Wearable Accelerometers On All-Cause Mortality Over Short To Medium Time Horizons In Nhanes 2003-2006, Lucia Tabacu, Mark Ledbetter, Andrew Leroux, Ciprian Crainiceanu, Ekaterina Smirnova

Mathematics & Statistics Faculty Publications

Physical activity measures derived from wearable accelerometers have been shown to be highly predictive of all-cause mortality. Prediction models based on traditional risk factors and accelerometry-derived physical activity measures are developed for five time horizons. The data set contains 2978 study participants between 50 and 85 years old with an average of 13.08 years of follow-up in the NHANES 2003–2004 and 2005–2006. Univariate and multivariate logistic regression models were fit separately for five datasets for one- to five-year all-cause mortality as outcome (number of events 46, 94, 155, 218, and 297, respectively). In univariate models the total activity count (TAC) …

Math 3100 - Mathematical Thinking: Communication And Proof - Week 1 Outline, Laura J. Wallace, Cory Johnson, Shawn Mcmurran, Min-Lin Lo

Q2S Enhancing Pedagogy

As a group, we hope through this FLC project to develop a course that promotes departmental SLOs, as well as University learning outcomes for a writing-intensive course. We focused on our new foundational course (MATH 3100 Mathematical Thinking: Communication and Proof). This course, designated as a writing-intensive course, introduces students to disciplinary ways of thinking and communicating in mathematics with emphasis on the construction of valid mathematical arguments, critiques of arguments, and structure of professional mathematical writing including typesetting. We would like to develop a library of useful materials that faculty members can adapt in their classrooms in order to …

Math 3100 Mathematical Thinking: Communication And Proof - Sample Syllabus, Cory Johnson, Shawn Mcmurran, Laura Wallace, Min-Lin Lo

Q2S Enhancing Pedagogy

As a group, we hope through this FLC project to develop a course that promotes departmental SLOs, as well as University learning outcomes for a writing-intensive course. We focused on our new foundational course (MATH 3100 Mathematical Thinking: Communication and Proof). This course, designated as a writing-intensive course, introduces students to disciplinary ways of thinking and communicating in mathematics with emphasis on the construction of valid mathematical arguments, critiques of arguments, and structure of professional mathematical writing including typesetting. We would like to develop a library of useful materials that faculty members can adapt in their classrooms in order to …

Math 3100 Mathematical Thinking: Communication And Proof-Sample Writing (Including Typesetting) Assignments, Min-Lin Lo, Cory Johnson, Shawn Mcmurran, Laura Wallace

Q2S Enhancing Pedagogy

As a group, we hope through this FLC project to develop a course that promotes departmental SLOs, as well as University learning outcomes for a writing-intensive course. We focused on our new foundational course (MATH 3100 Mathematical Thinking: Communication and Proof). This course, designated as a writing-intensive course, introduces students to disciplinary ways of thinking and communicating in mathematics with emphasis on the construction of valid mathematical arguments, critiques of arguments, and structure of professional mathematical writing including typesetting. We would like to develop a library of useful materials that faculty members can adapt in their classrooms in order to …

Math 3100: Communication And Proof - Assessment, Shawn Mcmurran, Min-Lin Lo, Corrine Johnson, Laura Wallace

Q2S Enhancing Pedagogy

As a group, we hope through this FLC project to develop a course that promotes departmental SLOs, as well as University learning outcomes for a writing-intensive course. We focused on our new foundational course (MATH 3100 Mathematical Thinking: Communication and Proof). This course, designated as a writing-intensive course, introduces students to disciplinary ways of thinking and communicating in mathematics with emphasis on the construction of valid mathematical arguments, critiques of arguments, and structure of professional mathematical writing including typesetting. We would like to develop a library of useful materials that faculty members can adapt in their classrooms in order to …

Algebraic And Geometric Properties Of Hierarchical Models, Aida Maraj

Theses and Dissertations--Mathematics

In this dissertation filtrations of ideals arising from hierarchical models in statistics related by a group action are are studied. These filtrations lead to ideals in polynomial rings in infinitely many variables, which require innovative tools. Regular languages and finite automata are used to prove and explicitly compute the rationality of some multivariate power series that record important quantitative information about the ideals. Some work regarding Markov bases for non-reducible models is shown, together with advances in the polyhedral geometry of binary hierarchical models.

Scrollar Invariants Of Tropical Chains Of Loops, Kalila Joelle Sawyer

Theses and Dissertations--Mathematics

We define scrollar invariants of tropical curves with a fixed divisor of rank 1. We examine the behavior of scrollar invariants under specialization, and compute these invariants for a much-studied family of tropical curves. Our examples highlight many parallels between the classical and tropical theories, but also point to some substantive distinctions.

Eigenvalue Statistics And Localization For Random Band Matrices With Fixed Width And Wegner Orbital Model, Benjamin Brodie

Theses and Dissertations--Mathematics

We discuss two models from the study of disordered quantum systems. The first is the Random Band Matrix with a fixed band width and Gaussian or more general disorder. The second is the Wegner $n$-orbital model. We establish that the point process constructed from the eigenvalues of finite size matrices converge to a Poisson Point Process in the limit as the matrix size goes to infinity.

The proof is based on the method of Minami for the Anderson tight-binding model. As a first step, we expand upon the localization results by Schenker and Peled-Schenker-Shamis-Sodin to account for complex energies. We …

Periodic Points On Tori: Vanishing And Realizability, Shane Clark

Theses and Dissertations--Mathematics

Let $X$ be a finite simplicial complex and $f\colon X \to X$ be a continuous map. A point $x\in X$ is a fixed point if $f(x)=x$. Classically fixed point theory develops invariants and obstructions to the removal of fixed points through continuous deformation. The Lefschetz Fixed number is an algebraic invariant that obstructs the removal of fixed points through continuous deformation. \[L(f)=\sum_{i=0}^\infty (-1)^i \tr\left(f_i:H_i(X;\bQ)\to H_i(X;\bQ)\right). \] The Lefschetz Fixed Point theorem states if $L(f)\neq 0$, then $f$ (and therefore all $g\simeq f$) has a fixed point. In general, the converse is not true. However, Lefschetz Number is a complete invariant …

Solutions To Systems Of Equations Over Finite Fields, Rachel Petrik

Theses and Dissertations--Mathematics

This dissertation investigates the existence of solutions to equations over finite fields with an emphasis on diagonal equations. In particular:

1. Given a system of equations, how many solutions are there?
2. In the case of a system of diagonal forms, when does a nontrivial solution exist?

Many results are known that address (1) and (2), such as the classical Chevalley--Warning theorems. With respect to (1), we have improved a recent result of D.R. Heath--Brown, which provides a lower bound on the total number of solutions to a system of polynomials equations. Furthermore, we have demonstrated that several of our lower bounds …

Graph-Theoretic Simplicial Complexes, Hajos-Type Constructions, And K-Matchings, Julianne Vega

Theses and Dissertations--Mathematics

A graph property is monotone if it is closed under the removal of edges and vertices. Given a graph G and a monotone graph property P, one can associate to the pair (G,P) a simplicial complex, which serves as a way to encode graph properties within faces of a topological space. We study these graph-theoretic simplicial complexes using combinatorial and topological approaches as a way to inform our understanding of the graphs and their properties.

In this dissertation, we study two families of simplicial complexes: (1) neighborhood complexes and (2) k-matching complexes. A neighborhood complex is a simplicial …

Geometry Of Linear Subspace Arrangements With Connections To Matroid Theory, William Trok

Theses and Dissertations--Mathematics

This dissertation is devoted to the study of the geometric properties of subspace configurations, with an emphasis on configurations of points. One distinguishing feature is the widespread use of techniques from Matroid Theory and Combinatorial Optimization. In part we generalize a theorem of Edmond's about partitions of matroids in independent subsets. We then apply this to establish a conjectured bound on the Castelnuovo-Mumford regularity of a set of fat points.

We then study how the dimension of an ideal of point changes when intersected with a generic fat subspace. In particular we introduce the concept of a ``very unexpected hypersurface'' …

The Direct Scattering Map For The Intermediate Long Wave Equation, Joel Klipfel

Theses and Dissertations--Mathematics

In the early 1980's, Kodama, Ablowitz and Satsuma, together with Santini, Ablowitz and Fokas, developed the formal inverse scattering theory of the Intermediate Long Wave (ILW) equation and explored its connections with the Benjamin-Ono (BO) and KdV equations. The ILW equation\begin{align*} u_t + \frac{1}{\delta} u_x + 2 u u_x + Tu_{xx} = 0, \end{align*} models the behavior of long internal gravitational waves in stratified fluids of depth $0< \delta < \infty$, where $T$ is a singular operator which depends on the depth $\delta$. In the limit $\delta \to 0$, the ILW reduces to the Korteweg de Vries (KdV) equation, and in the limit $\delta \to \infty$, the ILW (at least formally) reduces to the Benjamin-Ono (BO) equation.

While the KdV equation is very well understood, a rigorous analysis of inverse scattering for the ILW equation remains to be accomplished. There is currently no rigorous proof that the Inverse Scattering …

Climbing The Branches Of The Graceful Tree Conjecture, Rachelle Bouchat, Patrick Cone

Undergraduate Mathematics Day: Past Content

This paper presents new ways to look at proving the Graceful Tree Conjecture, which was first posed by Kotzig, Ringel, and Rosa in 1967. In this paper, we will define an adjacency diagram for a graph, and we will use this diagram to show that several classes of trees are graceful.

Analysis Of Weights In Central Difference Formulas For Approximation Of The First Derivative, Preston R. Boorsma

Undergraduate Mathematics Day: Past Content

Manipulations of Taylor series expansions of increasing numbers of terms yield finite difference approximations of derivatives with increasing rates of convergence. In this paper, we consider central difference approximations of arbitrary order of accuracy. We derive explicit formulas for the weights of terms and explore their limits for increasing orders of accuracy.

Three Point Boundary Value Problems For Ordinary Differential Equations, Uniqueness Implies Existence, Paul W. Eloe, Johnny Henderson, Jeffrey T. Neugebauer

Mathematics Faculty Publications

We consider a family of three point n − 2, 1, 1 conjugate boundary value problems for nth order nonlinear ordinary differential equations and obtain conditions in terms of uniqueness of solutions imply existence of solutions. A standard hypothesis that has proved effective in uniqueness implies existence type results is to assume uniqueness of solutions of a large family of n−point boundary value problems. Here, we replace that standard hypothesis with one in which we assume uniqueness of solutions of large families of two and three point boundary value problems. We then close the paper with verifiable conditions on the …

Estimation And Clustering In Network And Indirect Data, Ramchandra Rimal

Electronic Theses and Dissertations, 2020-2023

The first part of the dissertation studies a density deconvolution problem with small Berkson errors. In this setting, the data is not available directly but rather in the form of convolution and one needs to estimate the convolution of the unknown density with Berkson errors. While it is known that the Berkson errors improve the precision of the reconstruction, it does not necessarily happen when Berkson errors are small. Furthermore, the choice of bandwidth in density estimation has been an open problem so far. In this dissertation, we provide an in-depth study of the choice of the bandwidth which leads …

Aspects Of Quantum Theory In General Relativity And Cosmology, Eamon Mccaughey

Doctoral

After a brief introduction to Cosmology some quantum aspects of General Relativity and cosmology are presented. The radial motion of a massive particles in the ergosphere of the Kerr Black Hole is considered. Screening of Hawking radiation and shielding of the Penrose process is examined in the context of the region of negative energy inside the ergosphere. Tunnelling of such particles between the boundaries of the classically forbidden region will be considered and the transmission coefficient determined. The evolution of Primordial black holes in standard and Loop Quantum Cosmology is reviewed. A stability analysis of Einstein’s universe in both classical …