Topiarism: The Kernel Embedding Of Distributions Applied To Modern Portfolio Theory,
2025
California Polytechnic State University, San Luis Obispo
Topiarism: The Kernel Embedding Of Distributions Applied To Modern Portfolio Theory, Stephen G. Cook
Master's Theses
The method of kernel embedding of distributions on a set $\Omega$ into a reproducing kernel Hilbert space is a method of studying the space of measures on a set $\Omega$ using Hilbert space geometry. Because positively weighted portfolios can be interpreted as nonnegative probability measures on the space of assets, we are able to apply this technique to portfolio theory. In this thesis, we discuss the theory of "topiarism", the study of positively weighted probability measures on compact sets under the kernel embedding of distributions. Given a specific payoff function $\psi$ on the set of assets $\Omega$, we optimize a …
The Jacod-Yor Theorem For Sigma Martingales And The Second Fundamental,
2025
University of South Africa, University of Finance and Administration Prague
The Jacod-Yor Theorem For Sigma Martingales And The Second Fundamental, Moritz Sohns
Journal of Stochastic Analysis
In this paper, we prove the Jacod-Yor Theorem for sigma martingales, a class of processes that generalize local martingales and play a pivotal role in financial mathematics. While the Jacod-Yor Theorem has been extensively studied for L2-martingales, martingales, and local martingales, no prior version exists for sigma martingales. Our result establishes the connection between sigma martingales and their martingale representation properties, addressing a critical gap in the literature. As an application, we prove the Second Fundamental Theorem of Asset Pricing for markets where price processes are modeled as sigma martingales.
Analyticity, Superoscillations And Supershifts In Several Variables,
2025
Politecnico di Milano
Analyticity, Superoscillations And Supershifts In Several Variables, Fabrizio Colombo, Irene Sabadini, Daniele C. Struppa, Alain Yger
Mathematics, Physics, and Computer Science Faculty Articles and Research
Superoscillations have roots in various scientific disciplines, including optics, signal processing, radar theory, and quantum mechanics. This intriguing mathematical phenomenon permits specific functions to oscillate at a rate surpassing their highest Fourier component. A different way of thinking about superoscillations consists in realizing that it is possible to reproduce the exponential function far away from the origin by only knowing its value in a countable set of points near the origin. By using this perspective, one can extend the idea of superoscillations to functions that are not a sum of exponential functions, namely to the notion of supershift. The study …
Car Price Prediction Using Machine Learning: Analyzing The Dvm-Car Dataset,
2025
East Tennessee State University
Car Price Prediction Using Machine Learning: Analyzing The Dvm-Car Dataset, Yaman Abu Ghareebaih
Electronic Theses and Dissertations
The objective of this study is to predict car prices using machine learning models and the DVM-CAR dataset, which includes over 1.4 million images and car specifi- cations from 899 car models. Key factors such as mileage, engine power, and year of registration were analyzed for their correlation with car prices. Extensive data cleaning was performed, including filling missing values, identifying outliers, and normalizing numerical variables. Discrete variables like car make and body type were encoded using one-hot encoding. Linear relationships were analyzed with Multiple Logistic Regression, and Random Forest models were used for nonlinear patterns. Model performance was evaluated …
The Spectral Asymptotics Of Toeplitz Operators On Hilbert Spaces Of Analytic Functions,
2025
Clemson University
The Spectral Asymptotics Of Toeplitz Operators On Hilbert Spaces Of Analytic Functions, Trevor Camper
All Dissertations
Many physical systems, whether they are ocean waves or particles moving through space, can be described using the mathematical language of “partial differ- ential equations.” In many circumstances, it is useful to study how these equations amplify an input to the equation, in which case the amplification factor is called an “eigenvalue.” The usefulness of these amplification factors is that they can be used to describe properties of the physical system. In this dissertation, I have studied this amplification factor for a related set of equations called “Toeplitz operators.” In par- ticular, I have studied eigenvalues using statistical techniques. The …
Supershift Properties For Nonanalytic Signals,
2025
Politecnico di Milano
Supershift Properties For Nonanalytic Signals, Fabrizio Colombo, Irene Sabadini, Daniele Carlo Struppa, Alain Yger
Mathematics, Physics, and Computer Science Faculty Articles and Research
The phenomenon of superoscillations is of great interest in microscopy, antenna design, and material sciences. This phenomenon has been generalized and has given rise to the concept of supershift, which is a far reaching extension that applies to functions that may present discontinuous derivatives. From this perspective, this is a notion that might have significant applications. This paper will provide an up to date report on the complex connections between the concept of supershift and that of analyticity.
An Analysis On The Time Effectiveness Of Speeding While Driving A Vehicle,
2025
Arkansas Tech University
An Analysis On The Time Effectiveness Of Speeding While Driving A Vehicle, Joy Skaggs
ATU Scholars Symposium
Speeding is responsible for roughly a third of all crashes, often coming at a deadly cost. The National Highway Traffic Safety Administration reports many negative consequences, such as a greater likelihood of loss of vehicle control, reduced protection equipment effectiveness, increased stopping distance, crash severity, and fuel consumption (National Highway Traffic Safety Administration, n.d.). Yet despite these costs, drivers continue to speed. In fact, in our fast paced world, speeding is so normalized that it’s uncommon to encounter a driver following the speed limit. Hawaiian psychology professor Leon James explains it best: people have twisted their definitions of speeding to …
Analyticity And Supershift With Regular Sampling,
2025
Politecnico di Milano
Analyticity And Supershift With Regular Sampling, Fabrizio Colombo, Irene Sabadini, Daniele C. Struppa, Alain Yger
Mathematics, Physics, and Computer Science Faculty Articles and Research
The notion of supershift (in itself a generalization of the notion of superoscillation arising in quantum mechanics) expresses the fact that the sampling of a function in an interval allows to compute the values of the function far from the interval. In this paper, we study the relation between supershift and real analyticity. We use a classical result due to Serge Bernstein to show that real analyticity for a complex-valued function implies a strong form of supershift. On the other hand, we use a parametric version of a result by Leonid Kantorovitch to show that the converse is not true. …
My Tunisia Encounters: Inspiration For Some Mathematical Ideas,
2025
Louisiana State University
My Tunisia Encounters: Inspiration For Some Mathematical Ideas, Hui-Hsiung Kuo
Journal of Stochastic Analysis
No abstract provided.
Perencanaan Bauran Pembangkit Listrik Energi Terbarukan Di Indonesia: Pendekatan Optimasi Program Linier Berbasis Wilayah,
2025
Magister Perencanaan Ekonomi dan Kebijakan Pembangunan, Fakultas Ekonomi dan Bisnis, Universitas Indonesia, Jakarta, Indonesia
Perencanaan Bauran Pembangkit Listrik Energi Terbarukan Di Indonesia: Pendekatan Optimasi Program Linier Berbasis Wilayah, Annisa Garmaisa, Uka Wikarya
Jurnal Kebijakan Ekonomi
Indonesia has renewable energy potential spread across various islands. However, limited interconnection between regions is an obstacle to energy distribution. The purpose of this study is to analyze the planning of renewable energy (RE) power plants covering eight types: Geothermal Power Plants (PLTP), Solar Power Plants (PLTS), Wind Power Plants (PLTB), Biomass Power Plants (PLTBm), Biogas Power Plants (PLTBg), and Waste Power Plants (PLTSa). The analysis was conducted in four main system regions in Indonesia, namely Java-Bali, Sumatra, Kalimantan, and Sulawesi, which are currently not interconnected. The study is based on the availability of renewable energy potential, production forecasts, and …
A Study Of The Sum Of Divisors,
2025
Missouri University of Science and Technology
A Study Of The Sum Of Divisors, Henry M. Willie
Miners Solving for Tomorrow Research Conference
No abstract provided.
Gaussian Quantum Markov Semigroups In The Fock-Anti-Fock Representation Of Weyl Algebra,
2025
Mathematics Department, Politecnico di Milano, Piazza Leonardo da Vinci 32, I - 20133 Milano, Italy
Gaussian Quantum Markov Semigroups In The Fock-Anti-Fock Representation Of Weyl Algebra, A Dhahri, Franco Fagnola, D Poletti, Hyun Jae Yoo
Journal of Stochastic Analysis
No abstract provided.
An In-Depth Analysis Of The Bellarmine University Student Athlete Experience,
2025
Bellarmine University
An In-Depth Analysis Of The Bellarmine University Student Athlete Experience, Mattingly E. Spalding
Undergraduate Theses
The goal of this thesis is to improve the student athlete experience at Bellarmine University through direct feedback from our current student athletes. By defining what parts of the student athlete experience they value most, Bellarmine can reflect on the support currently provided in these areas. Additionally, if it is concluded through the response that high valued areas are not being satisfied, Bellarmine can work to improve the support in these areas. Or, if there is abundant support in a low-valued area, Bellarmine could think to shift resources into a more needed concentration. Through the design sample, data was accumulated …
On Regularity And Convergence Of Solutions To The Boltzmann-Enskog Equations,
2025
Louisiana State University and Agricultural and Mechanical College
On Regularity And Convergence Of Solutions To The Boltzmann-Enskog Equations, Christian Ennis
LSU Doctoral Dissertations
The Boltzmann equation describes the time evolution of the density function in position-velocity space for a classical particle subjected to possible collisions by other particles in a diluted gas that expands in vacuum for a given initial distribution. While many authors have studied the probabilistic interpretation of the spatially homogeneous Boltzmann equation, there is a dearth of articles on the stochastic framework of the full (that is, spatially inhomogeneous) Boltzmann equation. In this thesis, we examine a stochastic process, developed by S. Albevario, B. Ruediger, and P. Sundar, whose law is a weak solution to a mollified Boltzmann equation. This …
Stochastic Analysis And White Noise Calculus Of Nonlinear Wave Equations With Application To Laser Generation And Propagation,
2025
National Academies/Air Force Research Laboratory
Stochastic Analysis And White Noise Calculus Of Nonlinear Wave Equations With Application To Laser Generation And Propagation, Sivaguru S. Sritharan, Saba Mudaliar
Journal of Stochastic Analysis
No abstract provided.
An Operator Information Quantity Of A Semigroup And Associated Differential Equations,
2025
Department of Mathematics, Meijo University
An Operator Information Quantity Of A Semigroup And Associated Differential Equations, Kimiaki Saito, Ryo Inayoshi
Journal of Stochastic Analysis
No abstract provided.
The Product Formula Of Multiple Stochastic Integrals With Respect To The Poisson Space Noise,
2025
Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, 811, TAIWAN
The Product Formula Of Multiple Stochastic Integrals With Respect To The Poisson Space Noise, Yuh-Jia Lee, Hsin-Hung Shih
Journal of Stochastic Analysis
No abstract provided.
American Option Pricing Using Generalised Stochastic Hybrid Systems,
2025
Institute of Stochastics, Johannes Kepler University Linz, 4040, Austria
American Option Pricing Using Generalised Stochastic Hybrid Systems, Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger, Amira Meddah
Journal of Stochastic Analysis
No abstract provided.
About Fixed Points Of Quantum Channels,
2025
ipartimento di Matematica dell’Università di Pavia, via Ferrata 1, 27100 Pavia, Italy
About Fixed Points Of Quantum Channels, Raffaella Carbone
Journal of Stochastic Analysis
No abstract provided.
Stochastic Bundles, New Classes Of Gaussian Processes And White Noise-Space Analysis Indexed By Measures,
2025
Chapman University
Stochastic Bundles, New Classes Of Gaussian Processes And White Noise-Space Analysis Indexed By Measures, Daniel Alpay, Palle Jorgensen
Mathematics, Physics, and Computer Science Faculty Articles and Research
Starting from a fixed measure space (X,F,μ), with μ a positive sigma-finite measure defined on the sigma-algebra F, we continue here our study of a generalization W(μ) of Brownian motion, and introduce a corresponding white-noise process. In detail, the generalized Brownian motion is a centered Gaussian process W(μ), indexed by the elements A in F of finite μ measure, and with covariance function μ(A ∩ B). The purpose of our present paper is to make precise and study the corresponding whitenoise process, i.e., a point-wise process which is indexed by X, and which arises …
