Other Applied Mathematics Commons^™

Optimizing Pension Outcomes Using Target Volatility Investment Concept, Zefeng Bai

2022

The target volatility strategy is a very popular investment concept in financial marketplace. For my dissertation, I focus on studying the target volatility investment concept in application to pension accumulation as well as decumulation stages. Additionally, I extend a basic target volatility strategy by introducing trading boundaries to its asset allocation mechanism. My dissertation study follows a three-paper format.

In paper one, we propose a new pension strategy that aims at improving the protection of a long-term pension plan in volatile market conditions. Over a hypothetical twenty-year pension scheme, we show that our newly proposed strategy, which attaches a target …

Correlation Does Not Imply Correlation: A Thesis On Causal Influence And Simpson’S Paradox, Emily Naitoh

Scripps Senior Theses

In our data-driven world, it has become commonplace to attempt to find
causal relationships. One of the themes of this thesis is to show methods of
determining causation. The second theme follows a saying in mathematics,
"correlation does not imply causation". We will also discuss situations where
correlation does not even imply correlation itself. These cases are described
by Simpson’s paradox in an exploration of different areas of mathematics
and computer coding.

Empirical Comparison Of Machine Learning Methods For Wind Power Predictions, Sidny M. Stewart

EWU Masters Thesis Collection

No abstract provided.

Mathematical Models Of Infection Prevention Programs In Hospital Settings, Kelly A. Reagan

Theses and Dissertations

Hospitals play a vital role in providing for the healthcare needs of a community. Patients can develop hospital-acquired infections (HAIs) during their hospitalization due to exposure to foreign bacteria, viruses, and fungi. Infection prevention programs target and reduce HAIs, but implementing the infection prevention programs often comes with a cost. The goal of my research is to use mathematical models to quantify the impact of infection prevention programs on cases of HAIs and total healthcare costs. First, I use a Markov chain model to quantify how one infection prevention program reduces general HAIs in the hospital. Then, I calculate the …

Role Of Inhibition And Spiking Variability In Ortho- And Retronasal Olfactory Processing, Michelle F. Craft

Theses and Dissertations

Odor perception is the impetus for important animal behaviors, most pertinently for feeding, but also for mating and communication. There are two predominate modes of odor processing: odors pass through the front of nose (ortho) while inhaling and sniffing, or through the rear (retro) during exhalation and while eating and drinking. Despite the importance of olfaction for an animal’s well-being and specifically that ortho and retro naturally occur, it is unknown whether the modality (ortho versus retro) is transmitted to cortical brain regions, which could significantly instruct how odors are processed. Prior imaging studies show different …

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.

Eeg Signals Classification Using Lstm-Based Models And Majority Logic, James A. Orgeron

College of Graduate Studies: Theses & Dissertations

The study of elecroencephalograms (EEGs) has gained enormous interest in the last decade with the increase of computational power and availability of EEG signals collected from various human activities or produced during medical tests. The applicability of analyzing EEG signals ranges from helping impaired people communicate or move (using appropriate medical equipment) to understanding people's feelings and detecting diseases.

We proposed new methodology and models for analyzing and classifying EEG signals collected from individuals observing visual stimuli. Our models rely on powerful Long-Short Term Memory (LSTM) Neural Network models, which are currently the state of the art models for performing …

An Analysis Of Comparison-Based Sorting Algorithms, Jacob M. Gomez, Edgar Aponte, Brad Isaacson

Publications and Research

Our names are Edgar Aponte and Jacob Gomez and we are Applied Mathematics students at City Tech. Our mentor is Prof. Isaacson and we conducted an analysis of comparison-based sorting algorithms, meaning that they can sort items of any type for which a “less-than” relation is defined. We implemented 24 comparison-based sorting algorithms and elaborated on 6 for our poster. We analyzed the running times of these sorting algorithms with various sets of unsorted data and found that introspective sort and timsort were the fastest and most efficient, with introspective sort being the very fastest.

An Algorithm For Biobjective Mixed Integer Quadratic Programs, Pubudu Jayasekara Merenchige

All Dissertations

Multiobjective quadratic programs (MOQPs) are appealing since convex quadratic programs have elegant mathematical properties and model important applications. Adding mixed-integer variables extends their applicability while the resulting programs become global optimization problems. Thus, in this work, we develop a branch and bound (BB) algorithm for solving biobjective mixed-integer quadratic programs (BOMIQPs). An algorithm of this type does not exist in the literature.

The algorithm relies on five fundamental components of the BB scheme: calculating an initial set of efficient solutions with associated Pareto points, solving node problems, fathoming, branching, and set dominance. Considering the properties of the Pareto set of …

Optimal Design Problems With State Constraints, Nha Van Tran

LSU Doctoral Dissertations

This thesis focuses on constrained optimization problems with constraints on the state variables. When the constraints involve partial differential equations or variational inequalities, the optimization problem is also known as Mathematical Programs with Equilibrium Constraints. First, we applied active-set properties of optimal solutions to transform variational inequality constraints into partial differential equation constraints and devised an active-set method which allowed us to solve the optimization problems using the adjoint approach. We extended our approach to evolution problems with constraints on the trajectory of the state variable, such as the irreversibility condition in fracture mechanics. We implemented a gradient descent algorithm …

Understanding The Dynamics Of Human Reliance And Trust On Automation, Carlos E. Bustamante Orellana, Lucero Rodriguez Rodriguez, Jordy Cevallos Chavez, Yun Kang

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Connecting People To Food: A Network Approach To Alleviating Food Deserts, Anna Sisk

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Using Integral Projection Models To Study Silver Carp Management Practices, Cameron Coles

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Modeling The Spread Of Curly Top Disease In Tomato Crops, Rachel Frantz

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Using Adaptive Research Design To Define The Proper Methodology To Use A Data Peek For Power: Step By Step Process, Tom Wasser

Advances in Clinical Medical Research and Healthcare Delivery

When planning or conducting research in the hospital setting, often termed Real-World Environment (RWE), therapeutic assumptions and outcomes are often different than in the Randomized Clinical Trial (RCT) where medications, devices and therapies are tested and developed. This is because RWE research has a lack of experimental control, additional confounding due to patient complications and comorbid conditions, lack of pure patient selection and compliance with therapy in the patients being treated and many other factors as well. However, when RWE experiments are conducted, sample size determination using data from the RCT is common because that is the only data that …

Fifth And Eleventh-Order Iterative Methods For Roots Of Nonlinear Equations, Hassan Mohammed Bawazir

Hadhramout University Journal of Natural & Applied Sciences

In this work, two iterative methods, based on Newton’s method, to obtain the numerical solutions of nonlinear equations have been constructed. We proved that our methods converge in fifth and eleventh orders. Analytical investigation has been established to show that our schemes have higher efficiency indexes than some recent methods. Numerical examples are experimented to investigate the performance of the proposed schemes. Moreover, the theoretical order of convergence is verified in the experiment work.

Multi-Valued Solutions For The Equation Of Motion, Darcy-Jordan Model, As A Cauchy Problem: A Shocking Event, Chandler Shimp

Master's Theses

Shocks are physical phenomenon that occur quite often around us. In this thesis we examine the occurrence of shocks in finite amplitude acoustic waves from a numerical perspective. These waves, or jump discontinuities, yield ill-behaved solutions when solved numerically. This study takes on the challenge of finding both single- and multi-valued solutions.

The previously unsolved problem in this study is the representation of the Equation of Motion (EoM) in the form of the Darcy-Jordan model (DJM) and expressed as a dimensionless IVP Cauchy problem. Prior attempts to solve have resulted only in implicit solutions or explicit solutions with certain initial …

Empirical Fitting Of Periodically Repeating Environmental Data, Pavel Bělík, Andrew Hotchkiss, Brandon Perez, John Zobitz

Spora: A Journal of Biomathematics

We extend and generalize an approach to conduct fitting models of periodically repeating data. Our method first detrends the data from a baseline function and then fits the data to a periodic (trigonometric, polynomial, or piecewise linear) function. The polynomial and piecewise linear functions are developed from assumptions of continuity and differentiability across each time period. We apply this approach to different datasets in the environmental sciences in addition to a synthetic dataset. Overall the polynomial and piecewise linear approaches developed here performed as good (or better) compared to the trigonometric approach when evaluated using statistical measures (R^{2 …}

Manifold Learning With Tensorial Network Laplacians, Scott Sanders

Electronic Theses and Dissertations

The interdisciplinary field of machine learning studies algorithms in which functionality is dependent on data sets. This data is often treated as a matrix, and a variety of mathematical methods have been developed to glean information from this data structure such as matrix decomposition. The Laplacian matrix, for example, is commonly used to reconstruct networks, and the eigenpairs of this matrix are used in matrix decomposition. Moreover, concepts such as SVD matrix factorization are closely connected to manifold learning, a subfield of machine learning that assumes the observed data lie on a low-dimensional manifold embedded in a higher-dimensional space. Since …

Crocheting Mathematics Through Covid-19, Beyza C. Aslan

Journal of Humanistic Mathematics

As it is often said, something good often comes out of most bad situations. The time I spent during COVID-19, at home and isolated with my two children, brought out one secret passion in me: crocheting. Not only did it help me pass the time in a sane and productive way, but also it gave me a new goal in life. It connected my math side with my artistic side. It gave me a new perspective to look at math, and helped me help others see math in a positive way.