Analysis Commons^™

Cdt-1d Cnn Integration With Simpson-Sobolev Regularization For High-Frequency Options Trading: With Fem-Based Heston Option Pricing, Daniel M. Margolis, Johannes Tausch, Arthur K. Selender

Mathematics Theses and Dissertations

This dissertation presents a computational framework for high-frequency options trading that combines Cross-Data-Type 1-D Convolutional Neural Networks (CDT-1D CNN) with Simpson-Sobolev regularization for directional prediction, and finite element methods (FEM) for realistic option pricing during backtesting. The core innovation lies in developing a mathematically rigorous regularization approach that maintains the adaptability of modern deep learning while enabling accurate evaluation through stochastic volatility models. The primary contribution is the Simpson-Sobolev regularization scheme, which extends traditional Sobolev regularization by incorporating Simpson’s rule for numerical integration. This approach achieves higher-order accuracy in approximating the Sobolev norms that control function smoothness. Simpson’s rule attains …

Uniform Stability Of Katyusha In Strongly-Convex Settings, Don Li

University Honors Theses

Acceleration of convergence and reduction of variance constitute a trade-off in the design of stochastic optimization machine learning algorithms. Katyusha was introduced to address this trade-off, synthesizing Nesterov Accelerated Gradient (NAG) and Stochastic Variance-Reduced Gradient (SVRG) into a single first-order optimizer with promising empirical performance. However, the generalization properties of Katyusha remain largely unexplored. We conjecture that, in the smooth quadratic regime (i.e., under assumptions of strong convexity and smoothness of the loss function, and boundedness of gradients), Katyusha is uniformly stable in the sense of Bousquet and Elisseeff. Instantiating our framework for NAG, we extend the use of Lyapunov …

Sugar: A Sequence Unfolding Based Transformer Model For Group Activity Recognition, Yash U. Gondkar

Graduate Masters Theses

Large Language Models have improved significantly in the past couple of years due to the adoption of transformers. However, transformers still find it challenging to process videos due to limited context size caused by their quadratic computing cost. Therefore, we studied a booming field in machine learning which powers applications like social scene analysis and video surveillance systems called Group Activity Recognition (GAR). We found that recent models were able to achieve more than 90% accuracy on popular datasets like the Volleyball dataset, however, it turned out that even they relied on transformers.

Therefore, in this work, we developed a …

Traffic Prediction For Research And Education Networks: Anomaly-Aware Deep Learning And Benchmarking, Mohammad Arafath Uddin Shariff

School of Computing: Dissertations, Theses, and Student Research

Research and Education Networks (RENs) and High-Performance Computing (HPC) environments are critical infrastructures for modern scientific discovery, demanding sustained high-throughput and low-latency data transfers. Unlike commercial networks, RENs exhibit unique traffic characteristics, including predominant “elephant flows,” inherent burstiness, and complex temporal-spatial dynamics often decoupled from human-driven cycles. Traditional traffic forecasting methods, tailored for commercial Wide Area Networks (WANs), consistently fail to capture these distinct REN dynamics, leading to inefficient resource management and potential impediments to scientific progress.

This thesis addresses this critical gap by developing and validating a robust, scalable, and anomaly-aware traffic forecasting framework specifically tailored for REN/HPC networks. …

Forecasting Influenza Rates Using Machine Learning: A Study Of Chatgpt's Predictive Accuracy, Sara Saleh

University Honors Theses

This study evaluates ChatGPT's ability to forecast influenza rates, such as the number of flu cases, hospitalizations, and death during peak season periods using CDC data, and comparing forecasts against actual results to calculate statistical accuracy and consistency. Influenza forecasting is essential for public health planning, but traditional methods may not always provide timely or accurate predictions. In this research study, ChatGPT was utilized to predict the influenza rates for the following week based on the previous week's data obtained from the FluView surveillance system. The predicted rates were compared to the actual influenza rates to assess the model's overall …

Computational Representation, Analysis And Verification Of Requirements In Engineering Design And Systems Engineering, Chandan Kumar Sahu

All Dissertations

Systems are developed to satisfy a set of requirements derived from stakeholders’ needs, defining the problem space for which the system is created as a feasible solution. The system design process begins with eliciting these requirements and concludes with validating whether the created system meets them. Requirements engineering (RE) encompasses elicitation, representation, analysis, documentation, verification, and validation. However, challenges in RE, such as imprecision in natural language (NL), proprietary restrictions, and a lack of standardized quality metrics, hinder the creation of well-formed and comprehensive requirements. These challenges complicate formalization and analysis of requirements.

This dissertation addresses these challenges by proposing …

Using Deep Neural Networks To Classify Astronomical Images, Andrew D. Macpherson

Honors Projects

As the quantity of astronomical data available continues to exceed the resources available for analysis, recent advances in artificial intelligence encourage the development of automated classification tools. This paper lays out a framework for constructing a deep neural network capable of classifying individual astronomical images by describing techniques to extract and label these objects from large images.

Peer-To-Peer Energy Trading In Smart Residential Environment With User Behavioral Modeling, Ashutosh Timilsina

Theses and Dissertations--Computer Science

Electric power systems are transforming from a centralized unidirectional market to a decentralized open market. With this shift, the end-users have the possibility to actively participate in local energy exchanges, with or without the involvement of the main grid. Rapidly reducing prices for Renewable Energy Technologies (RETs), supported by their ease of installation and operation, with the facilitation of Electric Vehicles (EV) and Smart Grid (SG) technologies to make bidirectional flow of energy possible, has contributed to this changing landscape in the distribution side of the traditional power grid.

Trading energy among users in a decentralized fashion has been referred …

Data And Algorithmic Modeling Approaches To Count Data, Andraya Hack

Honors College Theses

Various techniques are used to create predictions based on count data. This type of data takes the form of a non-negative integers such as the number of claims an insurance policy holder may make. These predictions can allow people to prepare for likely outcomes. Thus, it is important to know how accurate the predictions are. Traditional statistical approaches for predicting count data include Poisson regression as well as negative binomial regression. Both methods also have a zero-inflated version that can be used when the data has an overabundance of zeros. Another procedure is to use computer algorithms, also known as …

Session 5: Equipment Finance Credit Risk Modeling - A Case Study In Creative Model Development & Nimble Data Engineering, Edward Krueger, Landon Thompson, Josh Moore

SDSU Data Science Symposium

This presentation will focus first on providing an overview of Channel and the Risk Analytics team that performed this case study. Given that context, we’ll then dive into our approach for building the modeling development data set, techniques and tools used to develop and implement the model into a production environment, and some of the challenges faced upon launch. Then, the presentation will pivot to the data engineering pipeline. During this portion, we will explore the application process and what happens to the data we collect. This will include how we extract & store the data along with how it …

Applying Emotional Analysis For Automated Content Moderation, John Shelnutt

Computer Science and Computer Engineering Undergraduate Honors Theses

The purpose of this project is to explore the effectiveness of emotional analysis as a means to automatically moderate content or flag content for manual moderation in order to reduce the workload of human moderators in moderating toxic content online. In this context, toxic content is defined as content that features excessive negativity, rudeness, or malice. This often features offensive language or slurs. The work involved in this project included creating a simple website that imitates a social media or forum with a feed of user submitted text posts, implementing an emotional analysis algorithm from a word emotions dataset, designing …

The Generalized Riemann Hypothesis And Applications To Primality Testing, Peter Hall

University Scholar Projects

The Riemann Hypothesis, posed in 1859 by Bernhard Riemann, is about zeros
of the Riemann zeta-function in the complex plane. The zeta-function can be repre-
sented as a sum over positive integers n of terms 1/ns when s is a complex number
with real part greater than 1. It may also be represented in this region as a prod-
uct over the primes called an Euler product. These definitions of the zeta-function
allow us to find other representations that are valid in more of the complex plane,
including a product representation over its zeros. The Riemann Hypothesis says that
all …

Visual Analysis Of Historical Lessons Learned During Exercises For The United States Air Force Europe (Usafe), Samantha O'Rourke

Theses/Capstones/Creative Projects

Within the United States Air Force, there are repeated patterns of differences observed during exercises. After an exercise is completed, forms are filled out detailing observations, successes, and recommendations seen throughout the exercise. At the most, no two reports are identical and must be analyzed by personnel and then categorized based on common themes observed. Developing a computer application will greatly reduce the time and resources used to analyze each After Action Report. This application can visually represent these observations and optimize the effectiveness of these exercises. The visualization is done through graphs displaying the frequency of observations and recommendations. …

Cross-Model Parameter Estimation In Epidemiology, Julia R. Fitzgibbons

Honors Theses and Capstones

No abstract provided.

Question Answering By Bert, Suman Karanjit

Student Academic Conference

No abstract provided.

Analyzing Yankees And Red Sox Sentiment Over The Course Of A Season, Connor Koch

Honors Projects in Data Science

This paper investigates data collected on twitter which references the Yankees or Red Sox during the 2020 Major League Baseball (MLB) season. The objective is to analyze the sentiment of tweets referencing the Yankees and Red Sox over the course of the season. In addition, an investigation of the networks within the data and the topics that were prevalent will be conducted. The 2020 MLB season was started late because of the COVID-19 pandemic and was a season like no other. The expectation of a dataset revolving around baseball is that the topics discussed would be about baseball. The findings …

Solar Power Forecasting Using Wavelet Transform And Machine Learning Approaches, Abdullah Nor Azliana

Student Works (2020-2029)

Generation of photovoltaic (PV) power is intermittent in nature and integration of PV system into the grid system causes an imbalanced power production and power demand. One of the efforts to reduce this problem is to forecast the generation of solar power in the PV system. Solar power forecasting requires the collection of solar power and meteorological data. Hence, this work collected solar power data and various meteorological data (global radiation, tilted radiation, temperature surrounding, humidity surrounding, PV module/ PV panel temperature and wind speed) from Universiti Teknikal Malaysia Melaka (UTeM). A pre-processing process is carried out to ensure that …

Analysis Of Gameplay Strategies In Hearthstone: A Data Science Approach, Connor W. Watson

Theses

In recent years, games have been a popular test bed for AI research, and the presence of Collectible Card Games (CCGs) in that space is still increasing. One such CCG for both competitive/casual play and AI research is Hearthstone, a two-player adversarial game where players seeks to implement one of several gameplay strategies to defeat their opponent and decrease all of their Health points to zero. Although some open source simulators exist, some of their methodologies for simulated agents create opponents with a relatively low skill level. Using evolutionary algorithms, this thesis seeks to evolve agents with a higher skill …

Novel Inference Methods For Generalized Linear Models Using Shrinkage Priors And Data Augmentation., Arinjita Bhattacharyya

Electronic Theses and Dissertations

Generalized linear models have broad applications in biostatistics and sociology. In a regression setup, the main target is to find a relevant set of predictors out of a large collection of covariates. Sparsity is the assumption that only a few of these covariates in a regression setup have a meaningful correlation with an outcome variate of interest. Sparsity is incorporated by regularizing the irrelevant slopes towards zero without changing the relevant predictors and keeping the resulting inferences intact. Frequentist variable selection and sparsity are addressed by popular techniques like Lasso, Elastic Net. Bayesian penalized regression can tackle the curse of …

Preparing For The Future: The Effects Of Financial Literacy On Financial Planning For Young Professionals, Tanay Singh

Senior Theses

Purpose – Many people between the age of 20 and 34 have not considered planning financially for the future in any significant capacity and in doing so, they limit their potential savings. The purpose of this study is to examine what financial expectations are for people in the early stages of their career and determine if improving financial literacy and revealing financial realities helps to produce more accurate or realistic expectations. Ultimately, the goal is to better prepare participants in the study for the working world and increased responsibilities outside of the college/university environment by getting them to start thinking …

Krylov Subspace Spectral Methods With Non-Homogenous Boundary Conditions, Abbie Hendley

Master's Theses

For this thesis, Krylov Subspace Spectral (KSS) methods, developed by Dr. James Lambers, will be used to solve a one-dimensional, heat equation with non-homogenous boundary conditions. While current methods such as Finite Difference are able to carry out these computations efficiently, their accuracy and scalability can be improved. We will solve the heat equation in one-dimension with two cases to observe the behaviors of the errors using KSS methods. The first case will implement KSS methods with trigonometric initial conditions, then another case where the initial conditions are polynomial functions. We will also look at both the time-independent and time-dependent …

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …

The Relationship Between Housing Affordability And Demographic Factors: Case Study For The Atlanta Beltline, Chapman T. Lindstrom

College of Graduate Studies: Theses & Dissertations

Housing affordability has been a widely examined subject for populations residing in major metropolitan regions around the world. The relationship between housing affordability and the city’s demographics and its volume of urban development are important to take into consideration. In the past two decades there has been an increasing volume of literature detailing Atlanta Georgia’s large-scale redevelopment project, the Atlanta BeltLine (ABL), and its relationship with Atlanta’s Metropolitan population and housing affordability. The first objective of this paper is to study the relationship between housing affordability at two scales within the Atlanta Metropolitan Area (AMA) for both renters and homeowners. …

Induced Hesitant 2-Tuple Linguistic Aggregation Operators With Application In Group Decision Making, Tabasam Rashid, Ismat Beg, Raja N. Jamil

Applications and Applied Mathematics: An International Journal (AAM)

In this article, hesitant 2-tuple linguistic arguments are used to evaluate the group decision making problems which have inter dependent or inter active attributes. Operational laws are developed for hesitant 2-tuple linguistic elements and based on these operational laws hesitant 2- tuple weighted averaging operator and generalized hesitant 2- tuple averaging operator are proposed. Combining Choquet integral with hesitant 2-tuple linguistic information, some new aggregation operators are defined, including the hesitant 2-tuple correlated averaging operator, the hesitant 2-tuple correlated geometric operator and the generalized hesitant 2-tuple correlated averaging operator. These proposed operators successfully manage the correlations among the elements. After …

Evaluating Annual Fixed Wing Maintenance Costs, Kirsten Bunecke, Edward D. White, Jonathan D. Ritschel, Brett A. Bush

Faculty Publications

This article serves two purposes: first, to empirically model the annual percentage increase of operations and support (O&S) costs for fixed wing aircraft; and second, to place into the archival realm another reference for other researchers to consider when investigating other O&S topics. For this study of 21 different airframes grouped together at the Mission- Design Series (MDS), maintenance subcategories 3.1 Consumable Materials and Repair Parts, 3.2 Depot Level Repairables (DLR), and 3.4 Depot Maintenance accounted for an average 91.5% of annual organic maintenance costs. For contractor-maintained MDS, subcategory 3.7, Contractor Logistics Support (CLS) accounted for 96.6% of annual maintenance …

Analysis Of 2016-17 Major League Soccer Season Data Using Poisson Regression With R, Ian D. Campbell

Undergraduate Theses and Capstone Projects

To the outside observer, soccer is chaotic with no given pattern or scheme to follow, a random conglomeration of passes and shots that go on for 90 minutes. Yet, what if there was a pattern to the chaos, or a way to describe the events that occur in the game quantifiably. Sports statistics is a critical part of baseball and a variety of other of today’s sports, but we see very little statistics and data analysis done on soccer. Of this research, there has been looks into the effect of possession time on the outcome of a game, the difference …

Near-Optimal Control Of Switched Systems With Continuous-Time Dynamics Using Approximate Dynamic Programming, Tohid Sardarmehni

Mechanical Engineering Research Theses and Dissertations

Optimal control is a control method which provides inputs that minimize a performance index subject to state or input constraints [58]. The existing solutions for finding the exact optimal control solution such as Pontryagin’s minimum principle and dynamic programming suffer from curse of dimensionality in high order dynamical systems. One remedy for this problem is finding near optimal solution instead of the exact optimal solution to avoid curse of dimensionality [31]. A method for finding the approximate optimal solution is through Approximate Dynamic Programming (ADP) methods which are discussed in the subsequent chapters.

In this dissertation, optimal switching in switched …

Understanding Natural Keyboard Typing Using Convolutional Neural Networks On Mobile Sensor Data, Travis Siems

Computer Science and Engineering Theses and Dissertations

Mobile phones and other devices with embedded sensors are becoming increasingly ubiquitous. Audio and motion sensor data may be able to detect information that we did not think possible. Some researchers have created models that can predict computer keyboard typing from a nearby mobile device; however, certain limitations to their experiment setup and methods compelled us to be skeptical of the models’ realistic prediction capability. We investigate the possibility of understanding natural keyboard typing from mobile phones by performing a well-designed data collection experiment that encourages natural typing and interactions. This data collection helps capture realistic vulnerabilities of the security …

Old English Character Recognition Using Neural Networks, Sattajit Sutradhar

College of Graduate Studies: Theses & Dissertations

Character recognition has been capturing the interest of researchers since the beginning of the twentieth century. While the Optical Character Recognition for printed material is very robust and widespread nowadays, the recognition of handwritten materials lags behind. In our digital era more and more historical, handwritten documents are digitized and made available to the general public. However, these digital copies of handwritten materials lack the automatic content recognition feature of their printed materials counterparts. We are proposing a practical, accurate, and computationally efficient method for Old English character recognition from manuscript images. Our method relies on a modern machine learning …

Statistical Analysis Of Momentum In Basketball, Mackenzi Stump

Honors Projects

The “hot hand” in sports has been debated for as long as sports have been around. The debate involves whether streaks and slumps in sports are true phenomena or just simply perceptions in the mind of the human viewer. This statistical analysis of momentum in basketball analyzes the distribution of time between scoring events for the BGSU Women’s Basketball team from 2011-2017. We discuss how the distribution of time between scoring events changes with normal game factors such as location of the game, game outcome, and several other factors. If scoring events during a game were always randomly distributed, or …