Hedging In Bond Markets By The Clark-Ocone Formula,
2014
Louisiana State University
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Communications on Stochastic Analysis
No abstract provided.
Monoid Rings And Strongly Two-Generated Ideals,
2014
California State University - San Bernardino
Monoid Rings And Strongly Two-Generated Ideals, Brittney M. Salt
Electronic Theses, Projects, and Dissertations
This paper determines whether monoid rings with the two-generator property have the strong two-generator property. Dedekind domains have both the two-generator and strong two-generator properties. How common is this? Two cases are considered here: the zero-dimensional case and the one-dimensional case for monoid rings. Each case is looked at to determine if monoid rings that are not PIRs but are two-generated have the strong two-generator property. Full results are given in the zero-dimensional case, however only partial results have been found for the one-dimensional case.
High Frequency Data: Modeling Durations Via The Acd And Log Acd Models,
2014
University of Connecticut - Storrs
High Frequency Data: Modeling Durations Via The Acd And Log Acd Models, Lilian Cheung
Honors Scholar Theses
This thesis proposes a method of finding initial parameter estimates in the Log ACD1 model for use in recursive estimation. The recursive estimating equations method is applied to the Log ACD1 model to find recursive estimates for the unknown parameters in the model. A literature review is provided on the ACD and Log ACD models, and on the theory of estimating equations. Monte Carlo simulations indicate that the proposed method of finding initial parameter estimates is viable. The parameter estimation process is demonstrated by fitting an ACD model and a Log ACD model to a set of IBM …
Are Highly Dispersed Variables More Extreme? The Case Of Distributions With Compact Support,
2014
East Tennessee State University
Are Highly Dispersed Variables More Extreme? The Case Of Distributions With Compact Support, Benedict E. Adjogah
Electronic Theses and Dissertations
We consider discrete and continuous symmetric random variables X taking values in [0; 1], and thus having expected value 1/2. The main thrust of this investigation is to study the correlation between the variance, Var(X) of X and the value of the expected maximum E(Mn) = E(X1,...,Xn) of n independent and identically distributed random variables X1,X2,...,Xn, each distributed as X. Many special cases are studied, some leading to very interesting alternating sums, and some progress is made towards a general theory.
Analysis Of Resource Allocation Through Game Theory,
2014
Georgia Southern University
Analysis Of Resource Allocation Through Game Theory, Brittney L. Benzio
Honors College Theses
Game theory presents a set of decision-makers in a model in order to simulate how they will interact according to a set of rules. The game is set up with a set of players, actions, and preferences. The model allows each player to, in some way, be affected by the actions of all players. Nash equilibrium illustrates that the best action for any given player depends on the other players’ actions, and so, each player must make some assumption about what the competition will do. The goal of this project is to model situations of different car companies to improve …
Global Resource Management Of Response Surface Methodology,
2014
Portland State University
Global Resource Management Of Response Surface Methodology, Michael Chad Miller
Dissertations and Theses
Statistical research can be more difficult to plan than other kinds of projects, since the research must adapt as knowledge is gained. This dissertation establishes a formal language and methodology for designing experimental research strategies with limited resources. It is a mathematically rigorous extension of a sequential and adaptive form of statistical research called response surface methodology. It uses sponsor-given information, conditions, and resource constraints to decompose an overall project into individual stages. At each stage, a "parent" decision-maker determines what design of experimentation to do for its stage of research, and adapts to the feedback from that research's potential …
John Horton Conway: A Puzzle Game,
2014
Butler University
John Horton Conway: A Puzzle Game, Jeremiah Farrell, Karen Farrell
Scholarship and Professional Work - LAS
There are 10 different letters in the name JOHN HORTON CONWAY and we use each of these exactly three times each to form the following ten words: JHC, COW, NYC, JAN, RON, WRY, RAT, JOT, HWT, HAY.
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration,
2014
Louisiana State University
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Stochastic Control Of Itô-Lévy Processes With Applications To Finance,
2014
Louisiana State University
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Communications on Stochastic Analysis
No abstract provided.
Optimal Combined Divided And Proportional Reinsurance Policy,
2014
Louisiana State University
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift,
2014
Louisiana State University
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach,
2014
Louisiana State University
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate,
2014
Louisiana State University
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Communications on Stochastic Analysis
No abstract provided.
Modelling Financial Information By Conditioning,
2014
Louisiana State University
Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker
Communications on Stochastic Analysis
No abstract provided.
Game Theory Meets The Humanities And Both Win Or Book Review: Game Theory And The Humanities: Bridging Two Worlds, By Steven J. Brams,
2014
Gordon College
Game Theory Meets The Humanities And Both Win Or Book Review: Game Theory And The Humanities: Bridging Two Worlds, By Steven J. Brams, Karl-Dieter Crisman
Journal of Humanistic Mathematics
This review discusses Brams' wide-ranging book Game Theory and the Humanities and gives some basic examples of the methodology and style, including how the Theory of Moves contributes to understanding such games.
Promoting Active Studying: The Study Challenge,
2014
Adelphi University
Promoting Active Studying: The Study Challenge, Christopher K. Storm, Salvatore Petrilli, Susan Petry
Journal of Humanistic Mathematics
We explore using a “Study Challenge” to help students become active studiers in mathematics courses. We describe how a Study Challenge works and how we implemented it in calculus and differential equations courses. We discuss qualitative reactions from students who accepted the Study Challenge, which suggest that this might be a useful tool for students’ to add to their examination preparation toolbox. Finally, we offer some suggestions for implementing a Study Challenge within the mathematics classroom.
Benjamin Banneker's Original Handwritten Document: Observations And Study Of The Cicada,
2014
Morgan State University
Benjamin Banneker's Original Handwritten Document: Observations And Study Of The Cicada, Janet E. Barber, Asamoah Nkwanta
Journal of Humanistic Mathematics
Benjamin Banneker, farmer, mathematician, astronomer, and scientist, is known for his mathematical puzzles, ephemeris calculations, almanacs, his wooden clock, land surveying work, and famous letter on human rights. However, as a naturalist, his scientific and systematic observations of the cicadas are less known. In this paper we publicize Banneker’s naturalistic study of the seventeen-year periodic cycle of the cicada and make available the original handwritten document of his observations. We also introduce the audience of this journal to an intriguing natural problem involving prime numbers.
Liberal Arts Inspired Mathematics: A Report Or How To Bring Cultural And Humanistic Aspects Of Mathematics To The Classroom As Effective Teaching And Learning Tools,
2014
University of Borås
Liberal Arts Inspired Mathematics: A Report Or How To Bring Cultural And Humanistic Aspects Of Mathematics To The Classroom As Effective Teaching And Learning Tools, Anders K H Bengtsson
Journal of Humanistic Mathematics
This is the report of a project on ways of teaching university-level mathematics in a humanistic way. The main part of the project recounted here involved a journey to the United States during the fall term of 2012 to visit several liberal arts colleges in order to study and discuss mathematics teaching. Several themes that came up during my conversations at these colleges are discussed in the text: the invisibility of mathematics in everyday life, the role of calculus in American mathematics curricula, the "is algebra necessary?'' discussion, teaching mathematics as a language, the transfer problem in learning, and the …
Quantitative K-Theory And Spin Chern Numbers [Dataset],
2014
University of New Mexico
Quantitative K-Theory And Spin Chern Numbers [Dataset], Terry A. Loring
Math and Statistics Datasets
We examine the various indices defined on pairs of almost commuting unitary matrices that can detect pairs that are far from commuting pairs. We do this is two symmetry classes, that of general unitary matrices and that of self-dual matrices, with an emphasis on quantitative results. We determine what values of the norm of the commutator guarantee that the indices are defined, where they are equal, and what quantitative results on the distance to a pair with a different index are possible. We validate a method of computing spin Chern numbers that was developed with Hastings and only conjectured to …
A Sampling Of Popular Books For Numeracy Readers,
2014
Dakota Wesleyan University
A Sampling Of Popular Books For Numeracy Readers, Michael T. Catalano
Numeracy
Popular books on quantitative themes are seemingly more available than ever. In this book review, we look at five such books from a wide range of authors. Although the books are written for diverse audiences, all provide examples and discussion of concepts that could be used in courses with quantitative literacy objectives. The books are Guesstimation and Guesstimation 2.0 by Lawrence Weinstein and John A. Adam, and Weinstein, respectively; Turning Numbers into Knowledge: Mastering the Art of Problem Solving, by Jonathan G. Koomey; How to Measure Anything: Finding The Value of “Intangibles” in Business, by Douglas W. Hubbard; and …
