Mathematics Projects, Dissertation, Thesis, Research Papers, Maths Examples, Working Papers, Resources and Information
Forest quantification methods have evolved from a simple graphical approach to complex regression models with stochastic structural components. Currently, mixed effects models methodology is receiving attention in the forestry literature. However, the review work (Paper I) indicates a tendency to overlook appropriate
In this dissertation we study an algorithm for convex optimization problems in conic form. (Without loss of generality, any We address three problems arising in the theory of infinite-dimensional dynamical systems. First, we study the extent to which the Hausdorff dimension and
In this thesis, stochastic volatility models with Levy processes are treated in parameter calibration by the Carr-Madan fast Fourier transform (FFT) method and pricing through the partial integro-differential equation (PIDE) approach. First, different models where the underlying log stock price or volatility
In this MPhil thesis, we consider the solutions for a class of fluid dynamical systems, such as the isentropic Euler-Poisson, Navier-Stokes-Poisson, Navier-Stokes, Euler systems. As these systems share some similar mathematical structures, we would like to find the relationship between them, such
This thesis introduces a model hierarchy related to Principal Component Analysis and Factor Analysis, in which vector measurements are linearly decomposed into a relatively small set of hypothetical principal directions, for purposes of dimension reduction. The mathematical specification of unknown parameters in
A closed Riemann surface which can be realized as a 3-sheeted covering of the Riemann sphere is called trigonal, and such a covering is called a trigonal morphism. Accola showed that the trigonal morphism is unique for Riemann surfaces of genus g
Option pricing is an important area of research in the finance community. Actually, at the beginning, as a result of many problems in applying simulation, the primary methods for pricing American options are binomial trees and other lattice methods, such as trinomial
This thesis is about a generalization of permutation theory. The concept of pattern avoidance in permutation matrices is investigated in a larger class of matrices – the alternating sign matrices. The main result is that the set of alternating sign matrices avoiding
Regarded as the most crucial element in option pricing, volatility is well-known to be diļ¬cult to estimate accurately. In the real world, by the reason of incomplete information and imperfect market, the implied volatility of an asset can rarely coincide with its
We discuss the ring based public-key cryptosystem known as non-commutative NTRU. The original system is defined over the group ring R = Z[D_N] (where D_N is the dihedral group of order 2N) and uses a commutative subring R_0 = {a in R