Harmonic Analysis and Representation 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 …

On The Construction And Mathematical Analysis Of The Wavelet Transform And Its Matricial Properties, Diego Sejas Viscarra

Rose-Hulman Undergraduate Mathematics Journal

We study the properties of computational methods for the Wavelet Transform and its Inverse from the point of view of Linear Algebra. We present a characterization of such methods as matrix products, proving in particular that each iteration corresponds to the multiplication of an adequate unitary matrix. From that point we prove that some important properties of the Continuous Wavelet Transform, such as linearity, distributivity over matrix multiplication, isometry, etc., are inherited by these discrete methods.

This work is divided into four sections. The first section corresponds to the classical theoretical foundation of harmonic analysis with wavelets; it is used …

Markov Chains And Generalized Wavelet Multiresolutions, Myung-Sin Song, Palle Jorgensen

SIUE Faculty Research, Scholarship, and Creative Activity

We develop some new results for a general class of transfer operators, as they are used in a construction of multi-resolutions. We then proceed to give explicit and concrete applications. We further discuss the need for such a constructive harmonic analysis/dynamical systems approach to fractals.

Limiting Forms Of Iterated Circular Convolutions Of Planar Polygons, Boyan Kostadinov

Publications and Research

We consider a complex representation of an arbitrary planar polygon P centered at the origin. Let P(1) be the normalized polygon obtained from P by connecting the midpoints of its sides and normalizing the complex vector of vertex coordinates. We say that P(1) is a normalized average of P. We identify this averaging process with a special case of a circular convolution. We show that if the convolution is repeated many times, then for a large class of polygons the vertices of the limiting polygon lie either on an ellipse or on a star-shaped polygon. We derive a complete and …

Filters And Matrix Factorization, Myung-Sin Song, Palle E. T. Jorgensen

SIUE Faculty Research, Scholarship, and Creative Activity

We give a number of explicit matrix-algorithms for analysis/synthesis

in multi-phase filtering; i.e., the operation on discrete-time signals which

allow a separation into frequency-band components, one for each of the

ranges of bands, say N , starting with low-pass, and then corresponding

filtering in the other band-ranges. If there are N bands, the individual

filters will be combined into a single matrix action; so a representation of

the combined operation on all N bands by an N x N matrix, where the

corresponding matrix-entries are periodic functions; or their extensions to

functions of a complex variable. Hence our setting entails …

Fast Algorithms For Analyzing Partially Ranked Data, Matthew Mcdermott

HMC Senior Theses

Imagine your local creamery administers a survey asking their patrons to choose their five favorite ice cream flavors. Any data collected by this survey would be an example of partially ranked data, as the set of all possible flavors is only ranked into subsets of the chosen flavors and the non-chosen flavors. If the creamery asks you to help analyze this data, what approaches could you take? One approach is to use the natural symmetries of the underlying data space to decompose any data set into smaller parts that can be more easily understood. In this work, I describe …

Characterization Of The Drilling Via The Vibration Augmenter Of Rotary-Drills And Sound Signal Processing Of Impacted Pipe As A Potential Water Height Assessment Tool, Nicholas Morris

STAR Program Research Presentations

The focus of the internship has been on two topics: a) Characterize the drilling performance of a novel percussive augmenter – this drill was developed by the JPL’s Advanced Technologies Group and its performance was characterized; and b) Examine the feasibility of striking a pipe as a means of assessing the water height inside the pipe. The purpose of this investigation is to examine the possibility of using a simple method of applying impacts to a pipe wall and determining the water height from the sonic characteristic differences including damping, resonance frequencies, etc. Due to multiple variables that are relevant …

Cost Domination In Graphs, David John Erwin

Dissertations

Let G be a connected graph having order at least 2. A function f : V (G) —> {0 , 1 , . . . , diam G} for which f ( v ) < e(v) for every vertex v of G is a cost function on G. A vertex v with f ( v ) > 0 is an f-dominating vertex, and the set Vj~ = {v 6 V(G) : f(v) > 0} of f-dominating vertices is the f-dominating set. An /-dominating vertex v is said to f-dominate every vertex u with d(n, v) < f(u ), while …