Search results | J. Murrey Atkins Library

Title: A CONVERTIBLE-BOND-PRICING METHOD BASED ON BOND PRICES ON MARKETS
Author: Shi, Qiang
Date Created: 2011
Subjects--Topical: Mathematics
Description: ABSTRACTQIANG SHI. A convertible-bond-pricing method based on bond prices on markets.(Under the direction of DR. YOU-LAN ZHU)This thesis is devoted to evaluating two-factor convertible bonds. Different zero-coupon bond curves are inputted when eva...

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...

Title: A MESHLESS METHOD WITH ENRICHED BASIS FUNCTIONS FOR SINGULARITY PROBLEMS
Author: Hong, Won-Tak
Date Created: 2009
Subjects--Topical: Mechanical engineering, Mechanics, Mathematics
Description: For the last several decades, the Finite Element Method (FEM) has been a powerful tool in solving challenging science and engineering problems, especially when solution domains have complex geometry. However the mesh refinements and construction o...

Title: A Random Hierarchical Laplacian
Author: Ray, Elijah
Date Created: 2013
Subjects--Topical: Mathematics
Description: The Hierarchical Laplacian, proposed in Dyson's theory of one-dimensional ferromagnetic phase transitions, has a discrete spectrum with each isolated eigenvalue having infinite multiplicity. As a result, the integrated density of states is piecewi...

Title: A Unified Treatment of Derivative Pricing and Forward Decision Problems Within HJM Framework
Author: Zou, Wenhua
Date Created: 2012
Subjects--Topical: Mathematics, Finance
Description: We study the HJM approach which was originally introduced in the fixed income market by David Heath, Robert Jarrow and Andrew Morton and later was implemented in the case of European option market by Martin Schweizer, Johannes Wissel, Rene Carmona...

Title: A study of operational variable influencing wheel balancing measurements
Author: Nabar, Aneesh
Date Created: 2016
Subjects--Topical: Mechanical engineering, Automobiles--Design and construction, Mathematics
Description: The aim of this research is to analyze various operational parameters that may affect the wheel balancing measurement. Therefore, wheel balancing measurements were taken iteratively on different low profile wheel/tire assemblies for different cond...

Title: ACCURATE AND EFFICIENT CALCULATION OF SINGULAR ELECTROSTATIC POTENTIALS IN CHARGE-DIELECTRIC SPHERICAL AND JANUS PARTICLE SYSTEMS
Author: Retz, Caylah
Date Created: 2018
Subjects--Topical: Molecular biology, Mathematics, Physics
Description: We introduce an efficient and accurate boundary element method for computing the electrostatic potential in closely-packed dielectric spheres and Janus particles. Close physical proximity occurs in modeling molecular ion interactions or colloidal ...

Title: APPROXIMATING SOLUTIONS OF BOUNDARY VALUE PROBLEMS
Author: Semiyari, Hamid
Date Created: 2015
Subjects--Topical: Mathematics
Description: We present a new algorithm for approximating solutions of two-point boundary value problems and prove theorems that give conditions under which the solution must exist and the algorithm generate approximations that converge to it. We show how to m...

Title: ASYMPTOTIC ANALYSIS OF THE ANDERSON PARABOLIC PROBLEM AND THE MOSER'S TYPE OPTIMAL STOPPING PROBLEM
Author: ZHANG, HAO
Date Created: 2011
Subjects--Topical: Mathematics
Description: The central objects of the thesis are the Anderson parabolic problem and the Moser's type optimal stopping problem:(1) In the lattice parabolic Anderson problem, we study the quenched and annealed asymptotics for the solutions of the lattice parab...

Title: American Options Pricing using HJM Approach
Author: Fernando, Wedige
Date Created: 2017
Subjects--Topical: Mathematics
Description: With the development of financial markets and increasing demand for managing risk exposure, researchers and practitioners have developed various financial instruments over the years. Options, Futures, Forwards, Swaps are few examples of such instr...

Title: An Integrated Phylogeographic Analysis of the Bantu Migration
Author: Ford, Colby
Date Created: 2018
Subjects--Topical: Computer science, Mathematics, Genetics
Description: "Bantu" is a term used to describe lineages of people in around 600 different ethnic groups on the African continent ranging from modern-day Cameroon to South Africa. The migration of the Bantu people, which occurred around 3,000 years ago, was in...

Title: Analysis of failure time data with missing and informative auxiliary covariates.
Author: Ghosh, Lipika
Date Created: 2011
Subjects--Topical: Statistics, Mathematics, Biometry
Description: In this dissertation we use Cox's regression model to failure time data with continuous informative auxiliary variables in the presence of a validation subsample. The work is motivated by a common problem of missing or mismeasured covariates in su...

Title: Analysis of semiparametric regression models for the cumulative incidence functions under the two-phase sampling designs.
Author: Lee, Unkyung
Date Created: 2016
Subjects--Topical: Statistics, Mathematics
Description: Competing risks often arise where more than one event compete with each other for a subject. The cumulative incidence function is a proper summary quantity for analyzing competing risks data. In epidemiologic cohort studies, case-cohort study desi...

Title: Analytics for Fault Detection and Energy Management in Large Retail Portfolios
Author: Raju, Suhas
Date Created: 2020
Subjects--Topical: Power resources, Mathematics, Artificial intelligence
Description: Energy managers responsible for large real-estate portfolios typically review Energy Star scores and Energy Use Intensity (EUI) to determine which facilities to target for retrofit or audit. In the case of a large portfolio of small retail facilit...

Title: Art Authentication in an Untagged Art Database
Author: Dobbs, Bryan
Date Created: 2022
Subjects--Topical: Computer science, Art--Historiography, Mathematics
Description: The identification of the artist of a painting is also known as art authentication, and the answer to this question is manifest through art gallery exhibition and is reinforced through financial transactions. Art authentication has visual influenc...

Title: Asymptotic Normality of Entropy Estimators
Author: Zhang, Xing
Date Created: 2013
Subjects--Topical: Mathematics
Description: Shannon's entropy plays a central role in many fields of mathematics. In the first chapter, we present a sufficient condition for the asymptotic normality of the plug-in estimator of Shannon's entropy defined on a countable alphabet. The sufficien...

Title: Asymptotic Normality of Higher Order Turing Formulae
Author: Chang, Jie
Date Created: 2022
Subjects--Topical: Mathematics
Description: Higher order Turing formulae, denoted as Tr for r ∈ Z+, are a powerful result allowing one to estimate the total probability associated with words from a random piece of writing, which have been observed exactly r times in a random sample. In part...

Title: Average Genus of Oriented Rational Links
Author: Ray, Dawn
Date Created: 2022
Subjects--Topical: Mathematics
Description: The goal of this dissertation is to develop the formulation of the average minimal genus of all reduced alternating rational links with a given crossing number. Work has been done by N. Dunfield to approximate the growth of the genus of knots with...

Title: Binary Edwards Curves in Elliptic Curve Cryptography
Author: Enos, Graham
Date Created: 2013
Subjects--Topical: Mathematics
Description: Edwards curves are a new normal form for elliptic curves that exhibit some cryptographically desirable properties and advantages over the typical Weierstrass form. Because the group law on an Edwards curve (normal, twisted, or binary) is complete ...

Title: Braid Indices in a Class of Closed Braids
Author: Hinson, Kenneth
Date Created: 2010
Subjects--Topical: Mathematics
Description: A long-standing problem in knot theory concerns the additivity of crossing numbers of links under the connected sum operation. It is conjectured that if L₁ and L₂ are links, then Cr(L₁#L₂)=Cr(L₁)+Cr(L₂), but so far this has been proved only for ce...