Physical Sciences and Mathematics Commons^™

Option Volatility & Arbitrage Opportunities, Mikael Boffetti

LSU Master's Theses

This paper develops several methods to estimate a future volatility of a stock in order to correctly price corresponding stock options. The pricing model known as Black-Scholes-Merton is presented with a constant volatility parameter and compares it to stochastic volatility models. It mathematically describes the probability distribution of the underlying stock price changes implied by the models and the consequences. Arbitrage opportunities between stock options of various maturities or strike prices are explained from the volatility smile and volatility term structure.

Cooperative Extension Signs Of The Seasons: A New England Phenology Program Webpages, University Of Maine Cooperative Extension

General University of Maine Publications

Screenshots of the University of Maine's Signs of the Seasons: A New England Phenology Program webpages. Participants in the Signs of the Seasons program help scientists document the local effects of global climate change.

3d Seismic Structural And Stratigraphic Interpretation Of The Tui-3d Field, Taranaki Basin, New Zealand, Gorkem Yagci

Masters Theses

"Identifying seismic structures and stratigraphy are important for exploration of hydrocarbons. The purpose of this study is to discover seismic structural and stratigraphic features and to utilize the results for interpreting depositional environments. A 3D seismic dataset from the Tui-3D Field, the Taranaki Basin, New Zealand with well data were used to visualize structures, to detect stratigraphic features, to identify main lithology, to understand depositional environment, and to describe seismic facies and reflection patterns of the target horizons. The major formations are in the Kapuni Group.

Seismic structural interpretation indicates thirty-two minor faults, which may play an important role in …

On Shelf-Slope Water Mass Exchanges Near Washington Canyon And Norfolk Canyon In The Mid-Atlantic Bight, Haixing Wang

Dissertations, Theses, and Masters Projects

The physical exchanges between shelf and slope water masses are important drivers of biological productivity in the shelfbreak region of the Mid-Atlantic Bight (MAB). Based on two ocean glider surveys that were conducted in Autumn 2013, and concurrent wind and satellite based sea surface height observations, this study investigates the dynamic mechanisms of wind, surface height variation, water column hydrographic structure, and canyon topography in driving shelf-slope water mass exchanges across the shelfbreak near Norfolk Canyon and Washington Canyon in the MAB. Over the outer shelf, sea surface height variation and wind are important drivers of cross-shelfbreak transport through geostrophic …

Role-Play Simulations For Climate Change Adaptation Education And Engagement, Danya Rumore, Todd Schenk, Lawrence Susskind

Utah Law Faculty Scholarship

In order to effectively adapt to climate change, public officials and other stakeholders need to rapidly enhance their understanding of local risks and ability to collaboratively and adaptively respond. We argue that science-based role-play simulation exercises, a type of ‘serious game’ involving face-to-face mock decision-making, have considerable potential as education and engagement tools for enhancing readiness to adapt. Prior research suggests role-play simulations and other serious games can foster public learning and encourage collective action in public policy-making contexts. However, the effectiveness of such exercises in the context of climate change adaptation education and engagement has heretofore been underexplored. We …

Constructing A Categorical Framework Of Metamathematical Comparison Between Deductive Systems Of Logic, Alex Gabriel Goodlad

Senior Projects Spring 2016

The topic of this paper in a broad phrase is “proof theory". It tries to theorize the general

notion of “proving" something using rigorous definitions, inspired by previous less general

theories. The purpose for being this general is to eventually establish a rigorous framework

that can bridge the gap when interrelating different logical systems, particularly ones

that have not been as well defined rigorously, such as sequent calculus. Even as far as

semantics go on more formally defined logic such as classic propositional logic, concepts

like “completeness" and “soundness" between the “semantic" and the “deductive system"

is too arbitrarily defined …

Well, It's About Time, Daniel David Gagné

Senior Projects Spring 2016

A clock can be thought of as anything that oscillates with a known and stable frequency, and is able to count its oscillations. Multivibrators are examples of such a device. Multivibrators resonate with a calculable resonant frequency, and this frequency is stable enough to be a standard by which time is kept. Though we assume clocks to be perfect timekeepers, however, this is not the case. Clocks not only have hardware imperfections, they are also susceptible to environmental noises---the combined effects of which leads to variations in timekeeping. This project will aim to explore and characterize the impact of environmental …

Algorithmic Music Composition And Accompaniment Using Neural Networks, Daniel Wilton Risdon

Senior Projects Spring 2016

The goal of this project was to use neural networks as a tool for live music performance. Specifically, the intention was to adapt a preexisting neural network code library to work in Max, a visual programming language commonly used to create instruments and effects for electronic music and audio processing. This was done using ConvNetJS, a JavaScript library created by Andrej Karpathy.

Several neural network models were trained using a range of different training data, including music from various genres. The resulting neural network-based instruments were used to play brief pieces of music, which they used as input to create …

Photovoltaics: An Investigation Into The Origins Of Efficiency On All Scales, Jeremy Alexander Bannister

Senior Projects Spring 2016

This project is comprised of a set of parallel investigations, which share the common mo- tivation of increasing the efficiency of photovoltaics. First, the reader is introduced to core concepts of photovoltaic energy conversion via a semi-classical description of the phys- ical system. Second, a key player in photovoltaic efficiency calculations, the exciton, is discussed in greater quantum mechanical detail. The reader will be taken through a nu- merical derivation of the low-energy exciton states in various geometries, including a line segment, a circle and a sphere. These numerical calculations are done using Mathematica, a computer program which, due to …

A Variational Approach To The Moving Sofa Problem, Ningning Song

Senior Projects Spring 2016

The moving sofa problem is a two-dimensional idealisation of real-life furniture moving problems, and its goal is to find the biggest area that can be maneuvered around a L-shape hallway with unit width. In this project we will learn about Hammersly’s sofa ,Gerver’s sofa and adapt Hammersly’s sofa to non-right angle hallways. We will also use calculus of variations to maximize the area and find out Gerver’s sofa satisfied several conditions that the best sofa satisfies.

Winning Strategies In The Board Game Nowhere To Go, Najee Kahil Mcfarland-Drye

Senior Projects Spring 2016

Nowhere To Go is a two player board game played on a graph. The players take turns placing blockers on edges, and moving from vertex to vertex using unblocked edges and unoccupied vertices. A player wins by ensuring their opponent is on a vertex with all blocked edges. This project goes over winning strategies for Player 1 for Nowhere To Go on the standard board and other potential boards.

Branching Boogaloo: Botanical Adventures In Multi-Mediated Morphologies, Diana Marie Ruggiero

Senior Projects Spring 2016

FormaLeaf is a software interface for exploring leaf morphology using parallel string rewriting grammars called L-systems. Scanned images of dicotyledonous angiosperm leaves removed from plants around Bard’s campus are displayed on the left and analyzed using the computer vision library OpenCV. Morphometrical information and terminological labels are reported in a side-panel. “Slider mode” allows the user to control the structural template and growth parameters of the generated L-system leaf displayed on the right. “Vision mode” shows the input and generated leaves as the computer ‘sees’ them. “Search mode” attempts to automatically produce a formally defined graphical representation of the input …

Orthogonal Projections Of Lattice Stick Knots, Margaret Marie Allardice

Senior Projects Spring 2016

A lattice stick knot is a closed curve in R³ composed of finitely many line segments, sticks, that lie parallel to the three coordinate axes in R³, such that the line segments meet at points in the 3-dimensional integer lattice. The lattice stick number of a knot is the minimal number of sticks required to realize that knot as a lattice stick knot. A right angle lattice projection is a projection of a knot in R³onto the plane such that the edges of the projection lie parallel to the two coordinate axes in the plane, …

The Facilitation Of Sound Waves Using Mathematical And Scientific Methods Of Digital Signal Processing, Benjamin Rocco Moss

Senior Projects Spring 2016

Mathematics and music have been lifelong partners since the beginning of time. Rhythm and time are two fundamental aspects of music which rely solely on counting, an under-appreciated skill in mathematics, yet recognized by all mathematically-minded people as the foundation of some of the most important mathematical findings; as John B. Fraleigh would say, “Never underestimate a theorem that counts something!” However, music recordings have evolved through the use of technology further than merely possessing the capabilities to quantify and archive the notes that were played in the recording. In the days before digital recordings, the only way to ensure …

Computing Language And Thinking: Analysis, Design, And Assessment Of Introductory Computer Science Workshops In The Liberal Arts Experience, Kathleen Teresa Burke

Senior Projects Spring 2016

This project seeks to assess and improve upon a new required introductory computer science workshop for first year students at Bard College. It addresses the design and implementation of the course itself, along with the improvements needed in order to continue the program. Many students are not offered computer science courses prior to college; this program has been designed to remedy that by requiring all students to learn key concepts in computer science as a part of their orientation. The program consists of a 90 minute lesson taught by professors with expertise in fields outside of computer science, in addition …

Modeling Flocculation And Deflocculation Processes Of Cohesive Sediments, Xiaoteng Shen

Dissertations, Theses, and Masters Projects

The transport and fate of cohesive sediments are responsible for many engineering, environmental, economic and policy issues that relate to, for example, siltation and dredging in navigation channels, water quality, water turbidity, pollutant transports, and biological ecosystem responses. Our current understanding, however, is insufficient to conduct accurate quantitative predictions of these processes. This is because the cohesive particles in natural waters will flocculate, which determines the settling, and thus the deposition behaviors. The simulation of flocculation processes is a primary challenge since the time variation of Floc Size Distribution (FSD) is controlled by a partial differential equation that also contains …

Three Men In The Wilderness: Ideas And Concepts Of Nature During The Progressive Era With Theodore Roosevelt, Gifford Pinchot And John Muir, Jeffrey A. Duke

Dissertations and Theses @ UNI

When I began this research in the summer of 2014, I endeavored to find out how Americans comprehended nature in the Progressive Era. By the Progressive Era the historian Frederick Jackson Turner declared the frontier to be closed. This notion that no wide open spaces remained to be conquered altered the American people’s attitude towards nature. The perspectives of three men who were at the forefront of environmental policy illustrate how America’s understanding of nature had changed. These three men were twenty-sixth President Theodore Roosevelt, professional forester Gifford Pinchot and naturalist John Muir. Describing the similarities and differences in these …

Margaret Chase Smith Essay: Maine And Climate Change: The View From Greenland, Angus King

Maine Policy Review

Senator King discusses the issue of climate change and what it may mean for Maine and the nation in light of trip he took to Greenland in August 2016.

Climate Change And Malaria Control: The Importance Of Mitigation And A Call To Action, Emmanuel O. Adewuyi, Kazeem Adefemi

Research outputs 2014 to 2021

Malaria has remained an important target for global disease control efforts for decades. The streams of funds and, consequently, availability of effective interventions for the disease have resulted in considerable reduction in its burden, globally. Despite the relative success of such global efforts, malaria remains a significant threat in over a hundred countries, worldwide, leading to about one million deaths and hundreds of millions of hospital visits, annually. Many researchers and health commentators have argued that global warming, a consequence of climate change, could be linked – directly or indirectly – to the persistence as well as the re-emergence of …

Topological Crystalline Insulator In A New Bi Semiconducting Phase, F. Munoz, M. G. Vergniory, T. Rauch, J. Henk, E. V. Chulkov, I. Mertig, S. Botti, M. A. L. Marques, A. H. Romero

Faculty & Staff Scholarship

Topological crystalline insulators are a type of topological insulators whose topological surface states are protected by a crystal symmetry, thus the surface gap can be tuned by applying strain or an electric field. In this paper we predict by means of ab initio calculations a new phase of Bi which is a topological crystalline insulator characterized by a mirror Chern number nM =−2, but not a Z2 strong topological insulator. This system presents an exceptional property: at the (001) surface its Dirac cones are pinned at the surface high-symmetry points. As a consequence they are also protected by time-reversal symmetry …

Williston, Vt: Evaluating Child Lead Screening Rates And A Potential Exposure, Ethan R. Harlow

Family Medicine Clerkship Student Projects

The CDC recommends that all 1-and 2-year-old children be screened for lead and that the most effective measure for mitigating lead poisoning in children is through primary prevention. This study evaluates lead screening rates at a Family Medicine Clinic in Williston, VT and seeks to gather community perspective on a potential failure of primary prevention in the town.

Characterization And Modeling Of Sediment Settling, Consolidation And Suspension To Optimize The Retention Rate Of Sediment Diversions For Coastal Restoration, Xiaoyu Sha

LSU Master's Theses

Many research efforts have been made to the Mississippi coastal restoration, but long-term rheological and sedimentological experiments for sediment erosion, deposition and consolidation in diversion receiving basins are still lacking. Push cores and sediment samples were collected from West Bay, a semi-enclosed bay located on the Mississippi River Delta, and Big Mar pond, a receiving basin of the Caernarvon freshwater diversion from the Mississippi River, Louisiana. A dual-core Gust Erosion Microcosm System was used to measure time-series (0.5, 1, 2, 3, 4, 5, and 6-month after initial settling) erodibility at seven shear stress regimes (0.01-0.60 Pa) using experimental cores prepared …

Infectivity And Physiological Effects Of White Spot Syndrome Virus (Wssv) In Farmed Louisiana Red Swamp Crayfish (Procambarus Clarkii), Barcley Talon Pace

LSU Master's Theses

The red swamp crayfish, Procambarus clarkii, represents an important aquaculture species responsible for over half of all commercial aquaculture profits in Louisiana. White spot syndrome virus (WSSV) is highly pathogenic and induces mass mortality in crustacean aquaculture operations worldwide. Crayfish lack the adaptive ability of the vertebrate immune system, and must depend on primitive, innate immune responses to combat viral infections. This study aims to investigate the dose-response of WSSV in P. clarkii and to examine viral-host interactions by examining the biochemical and immunological changes induced by WSSV infection in this species. Viable viral particles were isolated from naturally infected …

The Effect Of Restoration On Nitrate Reduction And Biogeochemical Functioning In Louisiana Wetlands: Bottomland Hardwood Forests And Deltaic Sediments, Nia R. Hurst

LSU Master's Theses

Nitrogen loading in the Mississippi River from increased N fertilization of agricultural land helps to trigger an area of hypoxic water in the northern Gulf of Mexico (GOM) every summer. Louisiana wetlands can play a vital role in removing nitrate from river waters prior to discharge in the GOM. However, Louisiana’s wetlands have experienced significant losses in recent years. Efforts to restore wetlands include reconnecting floodplain wetlands to rivers and utilizing river diversions to re-introduce sediment to coastal wetlands. Increasing wetland connection to rivers can reduce water nitrate by expanding opportunities for nitrate reduction. I examined soil physicochemical properties, microbial …

Fractal Shapes Generated By Iterated Function Systems, Mary Catherine Mckinley

LSU Master's Theses

This thesis explores the construction of shapes and, in particular, fractal-type shapes as fixed points of contractive iterated function systems as discussed in Michael Barnsley's 1988 book ``Fractals Everywhere." The purpose of the thesis is to serve as a resource for an undergraduate-level introduction to the beauty and core ideas of fractal geometry, especially with regard to visualizations of basic concepts and algorithms.

Evaluating Survival Of Released Ranched American Alligator In Coastal Louisiana, Kristy Durham Capelle

LSU Master's Theses

Since 1986, Louisiana’s American alligator (Alligator mississippiensis) ranching program has required the release of alligators produced from eggs collected from wild nests to maintain wild populations. This project assessed long-term harvest data (1991-2010s) to estimate survival of released alligators. First, wildlife and fishery harvest models and general inter-disciplinary survival models were evaluated to determine best fit to the data. Second, once the best fitting model was selected, release length, precipitation and temperature from release sites, and an index of hunter effort were added to investigate influences on survival estimates. Release length was included because over time the proportion and size …

Thiol-Acrylate Polymerization Kinetics And Applications In Microfluidics, Michael Perrin Tullier

LSU Doctoral Dissertations

The reaction kinetics and some applications in the field of microfluidics for thiol-acrylate Michael addition polymerizations using multifunctional monomers have been researched and are presented here. The polymerization rate constants for base-catalyzed systems were found to increase with increasing thiol and acrylate functionality, which was attributed to the intramolecular interactions between functional groups. The nucleophile-initiated thiol-acrylate Michael addition polymerization kinetics were monitored via FTIR, and it was determined that the increase in the rate of reaction in these multifunctional systems was significantly less dramatic than the increase observed in monofunctional systems. While no radical polymerization was observed during most typical …

An Investigation Of Environmentally Persistent Free Radical (Epfr) Formation In Contaminated Soils Using Surrogate-Based Model Systems, Ugwumsinachi Godwin Nwosu

LSU Doctoral Dissertations

Environmentally persistent free radicals (EPFRs) have recently attracted attention due to their properties that detrimental to the health of living organisms. Earlier studies devoted to the formation of combustion generated particulate matter (PM) showed that EPFRs formed as a result of the association of aromatic chlorinated hydrocarbons with transition metal centers. Based on our previous studies, the amounts of EPFRs formed at Superfund soil sites contaminated with pentachlorophenol (PCP) are ~30 times higher compared to those formed at the neighboring uncontaminated soil sites, showing that EPFR formation is not confined to combustion generated particle. In order to design viable remediation …

Immune Gene Variation And Susceptibility To Upper Respiratory Tract Disease In Gopher Tortoises, Jean Pierre Elbers

LSU Doctoral Dissertations

The immune system defends the host from bacteria, fungi, parasites, and viruses. The immune system is partially under genetic control through immune response genes, such as those of the major histocompatibility complex (MHC) whose nucleotide variation influences the host’s ability to recognize foreign pathogens and can influence disease susceptibility. Populations of threatened species generally possess low levels of genetic variation, and genetically depauperate hosts may be at greater risk of infectious disease contributing to extirpations because they also possess low immunogenetic variation. My dissertation examines the relationship between immunogenetic variation and disease susceptibility and the factors that influence innate immune …

Fundamental Studies Of Humic Acid's Influence On Pollutant Toxicity To Aquatic Organisms, Rachel Dawn Deese

LSU Doctoral Dissertations

The main purpose of the research presented in this dissertation was to further understand the intricate and convoluted interactions between natural organic material, biological entities, and pollutants. This was achieved by utilizing humic acids (HAs) from differing sources, chemically modified humic acid, two biological entities (model biomembranes and Artemia Franciscana), and three types of pollutants (cations, surfactants, and carbon nanotubes). Fluorescence spectroscopy and model biomembranes were used to measure the change in HA’s ability to interact with the biomembranes in the presence of cations. Three differently sourced HAs, chemical modified HAs, and a range of cations were studied to elucidate …