Application Of Randomness In Finance, 2021 CUNY New York City College of Technology
Application Of Randomness In Finance, Jose Sanchez, Daanial Ahmad, Satyanand Singh
Publications and Research
Brownian Motion which is also considered to be a Wiener process and can be thought of as a random walk. In our project we had briefly discussed the fluctuations of financial indices and related it to Brownian Motion and the modeling of Stock prices.
The Fundamental Limit Theorem Of Countable Markov Chains, 2021 Liberty University
The Fundamental Limit Theorem Of Countable Markov Chains, Nathanael Gentry
Senior Honors Theses
In 1906, the Russian probabilist A.A. Markov proved that the independence of a sequence of random variables is not a necessary condition for a law of large numbers to exist on that sequence. Markov's sequences -- today known as Markov chains -- touch several deep results in dynamical systems theory and have found wide application in bibliometrics, linguistics, artificial intelligence, and statistical mechanics. After developing the appropriate background, we prove a modern formulation of the law of large numbers (fundamental theorem) for simple countable Markov chains and develop an elementary notion of ergodicity. Then, we apply these chain convergence results ...
Adventuring Into Complexity By Exploring Data: From Complicity To Sustainability, 2021 West Chester University
Adventuring Into Complexity By Exploring Data: From Complicity To Sustainability, Tim Lutz
Northeast Journal of Complex Systems (NEJCS)
Problems of sustainability are typically represented by major present-day challenges such as climate change, biodiversity loss, and environmental and social injustice. Framed this way, sustainable lives and societies depend on finding solutions to each problem. From another perspective, there is only one problem behind them all, stated by Gregory Bateson as: “…the difference between how nature works and the way people think,” and complexity provides a way to define and approach this problem. I extend Edgar Morin’s conceptions of restricted and general complexity into pedagogy to address problems of simplicity and reductionist teaching. The proposed pedagogy is based on ...
Entropic Dynamics Of Networks, 2021 Department of Physics, University at Albany, State University of New York
Entropic Dynamics Of Networks, Felipe Xavier Costa, Pedro Pessoa
Northeast Journal of Complex Systems (NEJCS)
Here we present the entropic dynamics formalism for networks. That is, a framework for the dynamics of graphs meant to represent a network derived from the principle of maximum entropy and the rate of transition is obtained taking into account the natural information geometry of probability distributions. We apply this framework to the Gibbs distribution of random graphs obtained with constraints on the node connectivity. The information geometry for this graph ensemble is calculated and the dynamical process is obtained as a diffusion equation. We compare the steady state of this dynamics to degree distributions found on real-world networks.
Sars-Cov-2 Pandemic Analytical Overview With Machine Learning Predictability, 2021 Southern Methodist University
Sars-Cov-2 Pandemic Analytical Overview With Machine Learning Predictability, Anthony Tanaydin, Jingchen Liang, Daniel W. Engels
SMU Data Science Review
Understanding diagnostic tests and examining important features of novel coronavirus (COVID-19) infection are essential steps for controlling the current pandemic of 2020. In this paper, we study the relationship between clinical diagnosis and analytical features of patient blood panels from the US, Mexico, and Brazil. Our analysis confirms that among adults, the risk of severe illness from COVID-19 increases with pre-existing conditions such as diabetes and immunosuppression. Although more than eight months into pandemic, more data have become available to indicate that more young adults were getting infected. In addition, we expand on the definition of COVID-19 test and discuss ...
Review Of Social Workers Count: Numbers And Social Issues By Michael Anthony Lewis, 2021 Dakota Wesleyan University
Review Of Social Workers Count: Numbers And Social Issues By Michael Anthony Lewis, Michael T. Catalano
Lewis, Michael Anthony. 2017. Social Workers Count: Numbers and Social Issues. 2019. New York: Oxford University Press. 223 pp. ISBN 978-019046713-5
The numeracy movement, although largely birthed within the mathematics community, is an outside-the-box endeavor which has always sought to break down or at least transgress traditional disciplinary boundaries. Michael Anthony Lewis’s book is a testament that this effort is succeeding. Lewis is a social worker and sociologist with an impressive resume, author of Economics for Social Workers, co-editor of The Ethics and Economics of the Basic Income Guarantee, and member of the faculty at the Silberman School of ...
Analyzing And Creating Playing Card Cryptosystems, 2021 Kutztown University of Pennsylvania
Analyzing And Creating Playing Card Cryptosystems, Isaac A. Reiter
Honors Student Research
Before computers, military tacticians and government agents had to rely on pencil-and-paper methods to encrypt information. For agents that want to use low-tech options in order to minimize their digital footprint, non-computerized ciphers are an essential component of their toolbox. Still, the presence of computers limits the pool of effective hand ciphers. If a cipher is not unpredictable enough, then a computer will easily be able to break it. There are 52! ≈ 2^225.58 ways to mix a deck of cards. If each deck order is a key, this means that there are 52! ≈ 2^225.58 different ways ...
Neither “Post-War” Nor Post-Pregnancy Paranoia: How America’S War On Drugs Continues To Perpetuate Disparate Incarceration Outcomes For Pregnant, Substance-Involved Offenders, Becca S. Zimmerman
Pitzer Senior Theses
This thesis investigates the unique interactions between pregnancy, substance involvement, and race as they relate to the War on Drugs and the hyper-incarceration of women. Using ordinary least square regression analyses and data from the Bureau of Justice Statistics’ 2016 Survey of Prison Inmates, I examine if (and how) pregnancy status, drug use, race, and their interactions influence two length of incarceration outcomes: sentence length and amount of time spent in jail between arrest and imprisonment. The results collectively indicate that pregnancy decreases length of incarceration outcomes for those offenders who are not substance-involved but not evenhandedly -- benefitting white pregnant ...
Examining Multiple Imputation For Measurement Error Correction In Count Data With Excess Zeros, 2020 Southern Methodist University
Examining Multiple Imputation For Measurement Error Correction In Count Data With Excess Zeros, Shalima Zalsha
Statistical Science Theses and Dissertations
Measurement error and missing data are two common problems in wildlife population surveys. These data are collected from the environment and may be missing or measured with error when the observer’s ability to see the animal is obscured. Methods such as video transects for estimating red snapper abundance and aerial surveys for estimating moose population sizes are highly affected by these problems since total abundance will be underestimated if missing/mismeasured counts are ignored. We shall refer to this problem as visibility bias; it occurs when the true counts are observed when visibility is high, partially observed when visibility ...
Viewing Ode Models Through A New Lens: The Generalized Linear Chain Trick, 2020 University of Nevada, Reno
Viewing Ode Models Through A New Lens: The Generalized Linear Chain Trick, Paul Hurtado, Cameron Richards
Annual Symposium on Biomathematics and Ecology Education and Research
No abstract provided.
Applying The Data: Predictive Analytics In Sport, 2020 University of Washington, Tacoma
Applying The Data: Predictive Analytics In Sport, Anthony Teeter, Margo Bergman
Access*: Interdisciplinary Journal of Student Research and Scholarship
The history of wagering predictions and their impact on wide reaching disciplines such as statistics and economics dates to at least the 1700’s, if not before. Predicting the outcomes of sports is a multibillion-dollar business that capitalizes on these tools but is in constant development with the addition of big data analytics methods. Sportsline.com, a popular website for fantasy sports leagues, provides odds predictions in multiple sports, produces proprietary computer models of both winning and losing teams, and provides specific point estimates. To test likely candidates for inclusion in these prediction algorithms, the authors developed a computer model ...
Task Interrupted By A Poisson Process, 2020 University of Windsor
Task Interrupted By A Poisson Process, Jarrett Christopher Nantais
We consider a task which has a completion time T (if not interrupted), which is a random variable with probability density function (pdf) f(t), t>0. Before it is complete, the task may be interrupted by a Poisson process with rate lambda. If that happens, then the task must begin again, with the same completion time random variable T, but with a potentially different realization. These interruptions can reoccur, until eventually the task is finished, with a total time of W. In this paper, we will find the Laplace Transform of W in several special cases.
Resource-Saving Technologies For The Production Of Elastic Leather Materials: Collective Monograph, 2020 University of Tennessee, Knoxville
Resource-Saving Technologies For The Production Of Elastic Leather Materials: Collective Monograph, Olena Korotych, Anatolii Danylkovych, Serhii Bilinskyi, Serhii Bondarenko, Slava Branovitska, Vasyl Chervinskyi, Nataliia Khliebnikova, Alona Kudzieva, Viktor Lishchuk, Nataliia Lysenko, Olena Mokrousova, Nataliia Omelchenko, Vera Palamar, Yuliia Potakh, Oksana Romanyuk, Olga Sanginova, Oleksandr Zhyhotsky
Chemistry Publications and Other Works
This monograph contains a collection of recent research papers focusing on advancing existing technologies and developing new technologies to improve the environmentally friendliness and save resources during the production of elastic leather materials. The papers are organized based on the type of technological process used to preserve raw hides. A lot of attention is devoted to mathematical planning, simulations, and multicriteria optimization of the technological processes using newly developed chemical reagents. The monograph contains a complex study of physicochemical properties and characteristics of the resulting leather materials. The developed technologies were tested by the private joint-stock company Chinbar (Kyiv, Ukraine ...
Factor Structure And Measurement Invariance Of The Maslach Burnout Inventory In Emergency Medicine Residents, Tim P. Moran, Nicole Battaglioli, Simiao Li-Sauerwine
Journal of Wellness
Introduction: Emergency medicine residents suffer from high rates of occupational burnout. Recent research has focused on identifying risk and protective factors for burnout as well as targets for intervention. This research has primarily employed the Maslach Burnout Inventory to evaluate burnout in this population. Factor analytic work has identified three underlying factors measured by the Maslach Burnout Inventory: Emotional Exhaustion, Depersonalization, and Personal Accomplishment. However, this three-factor structure has not been evaluated in emergency medicine residents. Furthermore, its structural equivalence has not been demonstrated across commonly-studied risk factors, such as gender and year of post-graduate training. In the present study ...
Uniform Random Variate Generation With The Linear Congruential Method, 2020 University of North Florida
Uniform Random Variate Generation With The Linear Congruential Method, Joseph Free
PANDION: The Osprey Journal of Research and Ideas
This report considers the issue of using a speciﬁc linear congruential generator (LCG) to create random variates from the uniform(0,1) distribution. The LCG is used to generate multiple samples of pseudo-random numbers and statistical computation techniques are used to assess whether those samples could have resulted from a uniform(0,1) distribution. Source code is included with this report in the appendix along with annotations.
Harmony Amid Chaos, 2020 Olivet Nazarene University
Harmony Amid Chaos, Drew Schaffner
Pence-Boyce STEM Student Scholarship
We provide a brief but intuitive study on the subjects from which Galois Fields have emerged and split our study up into two categories: harmony and chaos. Specifically, we study finite fields with elements where is prime. Such a finite field can be defined through a logarithm table. The Harmony Section is where we provide three proofs about the overall symmetry and structure of the Galois Field as well as several observations about the order within a given table. In the Chaos Section we make two attempts to analyze the tables, the first by methods used by Vladimir Arnold as ...
At The Interface Of Algebra And Statistics, 2020 The Graduate Center, City University of New York
At The Interface Of Algebra And Statistics, Tai-Danae Bradley
Dissertations, Theses, and Capstone Projects
This thesis takes inspiration from quantum physics to investigate mathematical structure that lies at the interface of algebra and statistics. The starting point is a passage from classical probability theory to quantum probability theory. The quantum version of a probability distribution is a density operator, the quantum version of marginalizing is an operation called the partial trace, and the quantum version of a marginal probability distribution is a reduced density operator. Every joint probability distribution on a finite set can be modeled as a rank one density operator. By applying the partial trace, we obtain reduced density operators whose diagonals ...
A Study Of Cusum Statistics On Bitcoin Transactions, 2020 CUNY Hunter College
A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez
School of Arts & Sciences Theses
In this thesis, our objective is to study the relationship between transaction price and volume in the BTC/USD Coinbase exchange. In the second chapter, we develop a consecutive CUSUM algorithm to detect instantaneous changes in the arrival rate of market orders. We begin by estimating a baseline rate using the assumption of a local time-homogeneous Poisson process. Our observations lead us to reject the plausibility of a time-homogeneous Poisson model on a more global scale by using a chi squared test. We thus proceed to use CUSUM-based alarms to detect consecutive upward and downward changes in the arrival rate ...
Waiting-Time Paradox In 1922, 2020 University at Buffalo
Waiting-Time Paradox In 1922, Naoki Masuda, Takayuki Hiraoka
Northeast Journal of Complex Systems (NEJCS)
We present an English translation and discussion of an essay that a Japanese physicist, Torahiko Terada, wrote in 1922. In the essay, he described the waiting-time paradox, also called the bus paradox, which is a known mathematical phenomenon in queuing theory, stochastic processes, and modern temporal network analysis. He also observed and analyzed data on Tokyo City trams to verify the relevance of the waiting-time paradox to busy passengers in Tokyo at the time. This essay seems to be one of the earliest documentations of the waiting-time paradox in a sufficiently scientific manner.
Statistical Models And Analysis Of Univariate And Multivariate Degradation Data, 2020 Southern Methodist University
Statistical Models And Analysis Of Univariate And Multivariate Degradation Data, Lochana Palayangoda
Statistical Science Theses and Dissertations
For degradation data in reliability analysis, estimation of the first-passage time (FPT) distribution to a threshold provides valuable information on reliability characteristics. Recently, Balakrishnan and Qin (2019; Applied Stochastic Models in Business and Industry, 35:571-590) studied a nonparametric method to approximate the FPT distribution of such degradation processes if the underlying process type is unknown. In this thesis, we propose improved techniques based on saddlepoint approximation, which enhance upon their suggested methods. Numerical examples and Monte Carlo simulation studies are used to illustrate the advantages of the proposed techniques. Limitations of the improved techniques are discussed and some possible ...