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A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
Title
A Dynamic Approach to Optimizing Interventions and Mitigating Contagion Impacts in Financial Networks
Author
Farthing, Christopher
Date Created
2021
Subjects--Topical
Mathematics, Finance, Economics
Description
While modern financial networks are so large, complex, and dynamic that the interactions between their members are impossible to model in their entirety, mathematical models with some simplifying assumptions allow for effective study of network dy...
Branching Processes in Random Trees
Title
Branching Processes in Random Trees
Author
Jutmaan, Yanjmaa
Date Created
2012
Subjects--Topical
Mathematics
Description
We study the behavior of branching process in a random environment on trees in the critical, subcritical and supercritical case. We are interested in the case when both the branching and the step transition parameters are random quantities. We pre...
Diffusion Processes on Solvable Groups of Upper Triangular 3x3 matrices. Applications in Asian and Basket Options.
Title
Diffusion Processes on Solvable Groups of Upper Triangular 3x3 matrices. Applications in Asian and Basket Options.
Author
Simonsen, Julia
Date Created
2020
Subjects--Topical
Mathematics
Description
One of the questions in algebraic groups is about the asymptotic behavior of the probability of return of a random walk, which closely related on the growth rate of a group. Upper-triangular matrices form a group. Solvable groups have an exponenti...
High throughput non-parametric probability density estimation via novel multithreaded stitching method
Title
High throughput non-parametric probability density estimation via novel multithreaded stitching method
Author
Merino, Zach
Date Created
2019
Subjects--Topical
Mathematics, Statistics, Physics
Description
A method of univariant probability density function (pdf) estimation is developed for big data applications. The method employs the use of a non-parametric maximum entropy estimator (NMEM) for a data driven multithreaded probability density estima...
LIMIT THEOREMS FOR RANDOM EXPONENTIAL SUMS AND THEIR APPLICATIONS TO INSURANCE AND THE RANDOM ENERGY MODEL
Title
LIMIT THEOREMS FOR RANDOM EXPONENTIAL SUMS AND THEIR APPLICATIONS TO INSURANCE AND THE RANDOM ENERGY MODEL
Author
Erturk, Huseyin
Date Created
2016
Subjects--Topical
Mathematics, Statistics
Description
In this dissertation, we are mainly concerned with the sum of random exponentials. Here, the random variables are independent and identically distributed. Another distinctive assumption is the number of variables in this sum is a function of the c...
March Madness prediction using quantile regression
Title
March Madness prediction using quantile regression
Author
Mays, Kimberly
Date Created
2022
Subjects--Topical
Statistics, Mathematics
Description
The annual NCAA Division I men’s basketball tournament is one of the most prominent sporting events in the United States and the subject of much interest among fans and statisticians alike. In this work, we propose a new method for predicting ther...
Multivariate Functional Predictor Selection
Title
Multivariate Functional Predictor Selection
Author
Mahzarnia, Ali
Date Created
2021
Subjects--Topical
Mathematics, Statistics
Description
We propose methods for functional predictor selection and the estimation of smooth functional coefficients simultaneously in a scalar-on-function regression problem under a high-dimensional multivariate functional data setting. In particular, we d...
PARALLEL COMPUTING FOR MARKOV CHAINS WITH ISLANDS AND PORTS
Title
PARALLEL COMPUTING FOR MARKOV CHAINS WITH ISLANDS AND PORTS
Author
Basnet, Amod
Date Created
2017
Subjects--Topical
Mathematics
Description
We present recursive algorithms to calculate invariant distributions and fundamental matrices of Markov chains specified by the "Islands & Ports'" (IP) model. The state space of the IP model can be partitioned into "islands'" and "ports". An islan...
Population Dynamics with Immigration
Title
Population Dynamics with Immigration
Author
Han, Dan
Date Created
2019
Subjects--Topical
Mathematics
Description
The paper contains the complete analysis of the Galton-Watson models with immigration, including the processes in the random environment, stationary or nonstationary ones. We also study the branching random walk on Zd with immigration and prove th...
The general non-stationary Anderson Parabolic Model with correlated white noise
Title
The general non-stationary Anderson Parabolic Model with correlated white noise
Author
Chen, Xiaoyun
Date Created
2022
Subjects--Topical
Mathematics
Description
This dissertation contains the analysis of the general lattice non-stationary Anderson parabolic model with correlated white noise. It starts form the brief description of known results about parabolic problem with local Laplacian and the detailed...