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Fall 2014

Deng, Jun

This thesis develops three major essays on Arbitrage Theory, Market’s Viabil- ity and Informational Markets. The first essay (Chapter 3) elaborates the exact connections among the No-Unbounded-Profit-with-Bounded-Risk (called NUPBR hereafter) condition, the existence of the numeraire portfolio,...

Fall 2014

Yahorau, Uladzimir

Chevalley's theorem on the conjugacy of split Cartan subalgebras is one of the cornerstones of the theory of simple finite dimensional Lie algebras over a field of characteristic 0. Indeed, this theorem affords the most elegant proof that the root system is an invariant of the Lie algebra. The...

Spring 2020

Riedler, Wolfgang

This thesis studies various aspects of the theory of vertex algebras. It has been shown that the moonshine module for Conway’s group C0 has close ties to the equivariant elliptic genera of sigma models with a K3 surface as target space. This is taken as a motivation to investigate conditions...

Spring 2017

Yan, Chad

For many investors, such as mutual fund managers, the closing price of a stock is an important benchmark. The closing price for stocks traded at NASDAQ is determined through an auction, like at many other stock exchanges. Each day and for each stock traded at NASDAQ, the intertemporal order...

Fall 2013

Yang, Zhuolin

This thesis considers PVol (Percentage of Volume) strategies, which are an often used type of algorithmic trading strategies. In a PVol strategy, the broker aims to bring the order execution speed in line with a percentage of the market volume. This target percentage and the total order size are...

Fall 2011

Sacco, Joseph

See Thesis.

Spring 2016

Usman, Iram

The spatial scan statistic (SSS) has been used for the identification of geographical clusters of higher than expected numbers of cases of a condition such as an illness. Disease outbreaks in a geographic area are a typical example. These statistics can also identify geographic areas with longer...

Spring 2010

Ondrus, Alexander A.

The purpose of this thesis is to give a classification of anisotropic algebraic groups over number fields of higher real rank. This will complete the classification of algebraic groups over number fields of higher real rank, which was begun by V. Chernousov, L. Lifschitz and D.W. Morris in their...

Fall 2020

Thiessen, Ryan

The kinetic chemotaxis equations have long been used to model biological processes. We will analyze a volume filling variant of the kinetic chemotaxis equations on the torus. Since the kinetic chemotaxis systems have well known blow-up solutions, we spend a considerable amount of time showing...

Fall 2018

Auger, Jean

This thesis is about the theory of vertex operator algebras and their representations. Its main results provide new examples of logarithmic C2-cofinite vertex operator algebras. These include closure of the characters under modular transformations with explicit determination of the modular...