## Search

Now showing items 1-10 of 45

#### TAIL DENSITIES OF COPULAS AND THEIR APPLICATIONS TO EXTREMAL DEPENDENCE ANALYSIS OF VINES

(2013)

Extreme events occur everywhere, and analyzing impacts of these events becomes fundamentally important in many areas such as financial risk management, electrical grid reliability analysis, and environmental impact assessment. ...

#### Numerical Methods for American Option Pricing with Nonlinear Volatility

(2015)

Options are a fundamental and important type of financial derivatives with stocks as the underlying asset. Investors frequently trade options, making option pricing an important research area in both finance and applied ...

#### Optimization Models on Protein Structure and Function

(2011)

Traditional experimental methods to study protein structure and function are often time consuming and expensive. Scoring functions are common computational methods for predictions. This dissertation is enclosed with the ...

#### ASYMPTOTIC ANALYSIS AND BOUNDS OF MULTIVARIATE COHERENT RISK

(2012)

A central topic in modern financial and insurance mathematics is the search for new methods to estimate extreme risk (or tail risk) for multivariate financial assets. This research targets this fundamental question about ...

#### Experimental investigations of a proposed chromophore correlation model of self healing of Disperse Orange 11 doped in Poly (methyl methacrylate)

(2012)

We studied photodegradation and recovery of amplified spontaneous emission (ASE) in Disperse Orange 11 dye doped in Poly(methyl methacrylate)(PMMA) as a function of dye concentration and sample temperature. A simple ...

#### Optimization Over Symmetric Cones Under Uncertainty

(2011)

We introduce and study two-stage stochastic symmetric programs (SSPs) with recourse to handle uncertainty in data defining (deterministic) symmetric programs in which a linear function is minimized over the intersection ...

#### Operator Splitting Method and Applications for Semilinear Parabolic Partial Differential Equations

(2011)

This dissertation presents a redefined operator splitting method used in solving semilinear parabolic partial differential equations. As one such form, the reaction-diffusion equation is highly prevalent in mathematical ...

#### A Nonlinear Stability Analysis of Vegetative Turing Pattern Formation for an Interaction-Diffusion Plant-Surface Water Model System in an Arid Flat Environment

(2011)

The development of spontaneous stationary vegetative patterns in an arid flat environment is investigated by means of a weakly nonlinear diffusive instability analysis applied to the appropriate model system for this ...

#### EIGENSPACES OF TOURNAMENT MATRICES

(2012)

In this dissertation we investigate the eigenspaces of tournament matrices. These matrices (and their generalizations) appear in a variety of combinatorial applications (e.g., in biology, sociology, statistics, and networks); ...

#### Recurrence Representations

(2012)

A new method of representing positive integers using recurrence sequences, related to tiling a 1 x n board, is developed for recurrences with positive coefficients. This is then extended to many sequences that have negative ...