Applied Mathematics Commons^™

Copula And Default Correlation, Dongxiang Yan

LSU Master's Theses

This work presents a study of copulas, with special focus on the Gaussian copula model and its behavior under a certain conditioning process. Simulations are carried out to examine the behavior of the moments on conditional copula model, as measured by the behavior of Wick identities which hold for multivariate Gaussians.

Correlation Of Defaults In Complex Portfolios Using Copula Techniques, Adam Lodygowski

LSU Master's Theses

This work, dealing with the correlation between subportfolios in more complex portfolios, begins with a brief survey of the necessary theoretical background. The basic statistical and probabilistic concepts are reviewed. The notion of copulas is introduced along with the fundamental theorem of Sklar. After this background a numerical procedure and code are developed for correlated defaults in multiple correlated portfolio. Further on, interesting results regarding the impact of changes in correlation on the portfolio performance are investigated in the simulations. The most valuable observations regarding the expected default ratios of two subportfolios considered jointly are presented and explained with particular …

Fraction Competency And Algebra Success, Coretta Thomas

LSU Master's Theses

Abstract In this thesis, I investigated the importance of fraction competence to success in algebra. I studied 107 of the students whom I teach. These students were all enrolled in Algebra I. A fraction pretest and an algebra pretest were given at the beginning of the 2009-2010 school year. A comparison was done to study the connection between the fraction pretest score and the semester grade as well as the algebra pretest score and the semester grade. The strongest correlation was between the fraction pretest and the semester grade. This supported the theory that fraction competence is a strong predictor …

A Characterization Of Near Outer-Planar Graphs, Tanya Allen Lueder

LSU Master's Theses

This thesis focuses on graphs containing an edge whose removal results in an outer-planar graph. We present partial results towards the larger goal of describing the class of all such graphs in terms of a finite list of excluded graphs. Specifically, we give a complete description of those members of this list that are not 2-connected or do not contain a subdivision of a three-spoke wheel. We also show that no members of the list contain a five-spoke wheel.

Association Of Workplace Chronic And Acute Stressors With Employee Weight Status: Data From Worksites In Turmoil, Isabel Diana Fernandez, Haiyan Su, Paul C. Winters, Hua Liang

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

Objectives: To examine the independent and joint effects of psychosocial chronic and acute stressors with weight status and to report the intraclass correlation coefficient for body mass index (BMI). Methods: Baseline data on 2782 employees from a group-randomized weight gain prevention intervention were examined to investigate the effect of high job strain and job insecurity on BMI and on the odds of overweight/obesity including potential confounders and mediating variables. Data were analyzed using mixed models. Results: The mediating variables removed the effect of high job strain on weight (β = 0.68, P = 0.07; odds ratios = 1.34, confidence interval …

Parallel And Distributed Simulation Of Parabolic And Telegraphic Equations., Ewedafe Simon Uzezi

Student Works (2010-2019)

In this thesis, a parallel implementation of explicit/implicit parallel algorithms such as the stationary iterative methods and the class of iterating alternating methods which includes: Alternating Direction Implicit (ADI), Iterative Alternating Direction Explicit (IADE), for D’Yakonov (IADE-DY), Double sweep Mitchell and Fairweather (MF-DS) and Alternating Group Explicit (AGE) method for solving 1-Dimensional (1-D), 2-Dimensional (2-D) Parabolic (special examples including 1-D, 2-D Bio-Heat Equation) and 1-D, 2-D and 3-D Telegraphic Equations on a distributed environment of Message Passing Interface (MPI) and Parallel Virtual Machine (PVM) platform is presented. To correlate the communication activity with computation, we counted events between significant MPI/PVM …

Closed-Form Solutions To Discrete-Time Portfolio Optimization Problems, Mathias Christian Goggel

Masters Theses

"In this work, we study some discrete time portfolio optimization problems. After a brief introduction of the corresponding continuous time models, we introduce the discrete time financial market model. The change in asset prices is modeled in contrast to the continuous time market by stochastic difference equations. We provide solutions for these stochastic difference equations. Then we introduce the discrete time risk-measure and the portfolio optimization problems. We provide closed form solutions to the discrete time problems. The main contribution of this thesis are the closed form solutions to the discrete time portfolio models. For simulation purposes the discrete time …

Laguerre Arc Length From Distance Functions, David E. Barrett, Michael Bolt

University Faculty Publications and Creative Works

For the Laguerre geometry in the dual plane, invariant arc length is shown to arise naturally through the use of a pair of distance functions. These distances are useful for identifying equivalence classes of curves, within which the extremal curves are proved to be strict maximizers of Laguerre arc length among three-times differentiable curves of constant signature in a prescribed isotopy class. For smoother curves, it is shown that Laguerre curvature determines the distortion of the distance functions. These results extend existing work for the Möbius geometry in the complex plane

Multigrid Methods For Maxwell's Equations, Jintao Cui

LSU Doctoral Dissertations

In this work we study finite element methods for two-dimensional Maxwell's equations and their solutions by multigrid algorithms. We begin with a brief survey of finite element methods for Maxwell's equations. Then we review the related fundamentals, such as Sobolev spaces, elliptic regularity results, graded meshes, finite element methods for second order problems, and multigrid algorithms. In Chapter 3, we study two types of nonconforming finite element methods on graded meshes for a two-dimensional curl-curl and grad-div problem that appears in electromagnetics. The first method is based on a discretization using weakly continuous P1 vector fields. The second method uses …

Primes Of The Form X² + Ny² In Function Fields, Piotr Maciak

LSU Doctoral Dissertations

Let n be a square-free polynomial over F_q, where q is an odd prime power. In this work, we determine which irreducible polynomials p in F_q[x] can be represented in the form X^2+nY^2 with X, Y in F_q[x]. We restrict ourselves to the case where X^2+nY^2 is anisotropic at infinity. As in the classical case over Z, the representability of p by the quadratic form X^2+nY^2 is governed by conditions coming from class field theory. A necessary and almost sufficient condition is that the ideal generated by p splits completely in the Hilbert class field H of K=F_q(x,sqrt(-n)) for the …

Koszul Duality For Multigraded Algebras, Fareed Hawwa

LSU Doctoral Dissertations

Classical Koszul duality sets up an adjoint pair of functors establishing an equivalence of categories. The equivalence is between the bounded derived category of complexes of graded modules over a graded algebra and the bounded derived category of complexes of graded modules over the quadratic dual graded algebra. This duality can be extended in many ways. We consider here two extensions: first we wish to allow a multigraded algebra, meaning that the algebra can be graded by any abelian group (not just the integers). Second, we will allow filtered algebras. In fact we are considering filtered quadratic algebras with an …

Dimer Models For Knot Polynomials, Moshe Cohen

LSU Doctoral Dissertations

A dimer model consists of all perfect matchings on a (bipartite) weighted signed graph, where the product of the signed weights of each perfect matching is summed to obtain an invariant. In this paper, the construction of such a graph from a knot diagram is given to obtain the Alexander polynomial. This is further extended to a more complicated graph to obtain the twisted Alexander polynomial, which involved "twisting" by a representation. The space of all representations of a given knot complement into the general linear group of a fixed size can be described by the same graph. This work …

Financial Securities Under Nonlinear Diffusion Asset Pricing Model, Andrey Vasilyev

Theses and Dissertations (Comprehensive)

In this thesis we investigate two pricing models for valuing financial derivatives. Both models are diffusion processes with a linear drift and nonlinear diffusion coefficient. The forward price process of these models is a martingale under an assumed risk-neutral measure and the transition probability densities are given in analytically closed form. Specifically, we study and calibrate two different families of models that are constructed based on a so-called diffusion canonical transformation. One family follows from the Ornstein-Uhlenbeck diffusion (the UOU family) and the other—from the Cox-Ingersoll-Ross process (the Confluent-U family).

The first part of the thesis considers single-asset and multi-asset …

Neutrosophic Bilinear Algebras And Their Generalizations, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

This book introduces the concept of neutrosophic bilinear algebras and their generalizations to n-linear algebras, n>2. This book has five chapters. The reader should be well-versed with the notions of linear algebras as well as the concepts of bilinear algebras and n- linear algebras. Further the reader is expected to know about neutrosophic algebraic structures as we have not given any detailed literature about it. The first chapter is introductory in nature and gives a few essential definitions and references for the reader to make use of the literature in case the reader is not thorough with the basics. …

Advances And Applications Of Dsmt For Information Fusion (In Chinese), Florentin Smarandache, Jean Dezert

Branch Mathematics and Statistics Faculty and Staff Publications

No abstract provided.

Proposed Problems Of Mathematics (Vol. Ii), Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

The first book of “Problèmes avec et sans … problèmes!” was published in Morocco in 1983. I collected these problems that I published in various Romanian or foreign magazines (amongst which: “Gazeta Matematică”, magazine which formed me as problem solver, “American Mathematical Monthly”, “Crux Mathematicorum” (Canada), “Elemente der Mathematik” (Switzerland), “Gaceta Matematica” (Spain), “Nieuw voor Archief” (Holland), etc. while others are new proposed problems in this second volume.

These have been created in various periods: when I was working as mathematics professor in Romania (1984-1988), or co-operant professor in Morocco (1982-1984), or emigrant in the USA (1990-1997). I thank to …

Fusion Of Sources Of Evidence With Different Importances And Reliabilities, Florentin Smarandache, Jean Dezert, J.M. Tacnet

Branch Mathematics and Statistics Faculty and Staff Publications

This paper presents a new approach for combining sources of evidences with different importances and reliabilities. Usually, the combination of sources of evidences with different reliabilities is done by the classical Shafer’s discounting approach. Therefore, to consider unequal importances of sources, if any, a similar reliability discounting process is generally used, making no difference between the notion of importance and reliability. In fact, in multicriteria decision context, these notions should be clearly distinguished. This paper shows how this can be done and we provide simple examples to show the differences between both solutions for managing importances and reliabilities of sources. …

Probability Models For Blackjack Poker, Charlie H. Cooke

Mathematics & Statistics Faculty Publications

For simplicity in calculation, previous analyses of blackjack poker have employed models which employ sampling with replacement. in order to assess what degree of error this may induce, the purpose here is to calculate results for a typical hand where sampling without replacement is employed. It is seen that significant error can result when long runs are required to complete the hand. The hand examined is itself of particular interest, as regards both its outstanding expectations of high yield and certain implications for pair splitting of two nines against the dealer's seven. Theoretical and experimental methods are used in order …

Properties Of The Generalized Laplace Transform And Transport Partial Dynamic Equation On Time Scales, Chris R. Ahrendt

Department of Mathematics: Dissertations, Theses, and Student Research

In this dissertation, we first focus on the generalized Laplace transform on time scales. We prove several properties of the generalized exponential function which will allow us to explore some of the fundamental properties of the Laplace transform. We then give a description of the region in the complex plane for which the improper integral in the definition of the Laplace transform converges, and how this region is affected by the time scale in question. Conditions under which the Laplace transform of a power series can be computed term-by-term are given. We develop a formula for the Laplace transform for …

Positive Solutions Of The (N-1, 1) Conjugate Boundary Value Problem, Bo Yang

Faculty Articles

We consider the (n - 1, 1) conjugate boundary value problem. Some upper estimates to positive solutions for the problem are obtained. We also establish some explicit sufficient conditions for the existence and nonexistence of positive solutions of the problem.