Matching Items (32)
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- Creators: School of Mathematical and Statistical Sciences
- Member of: Barrett, The Honors College Thesis/Creative Project Collection
Description
The purpose of our research was to develop recommendations and/or strategies for Company A's data center group in the context of the server CPU chip industry. We used data collected from the International Data Corporation (IDC) that was provided by our team coaches, and data that is accessible on the internet. As the server CPU industry expands and transitions to cloud computing, Company A's Data Center Group will need to expand their server CPU chip product mix to meet new demands of the cloud industry and to maintain high market share. Company A boasts leading performance with their x86 server chips and 95% market segment share. The cloud industry is dominated by seven companies Company A calls "The Super 7." These seven companies include: Amazon, Google, Microsoft, Facebook, Alibaba, Tencent, and Baidu. In the long run, the growing market share of the Super 7 could give them substantial buying power over Company A, which could lead to discounts and margin compression for Company A's main growth engine. Additionally, in the long-run, the substantial growth of the Super 7 could fuel the development of their own design teams and work towards making their own server chips internally, which would be detrimental to Company A's data center revenue. We first researched the server industry and key terminology relevant to our project. We narrowed our scope by focusing most on the cloud computing aspect of the server industry. We then researched what Company A has already been doing in the context of cloud computing and what they are currently doing to address the problem. Next, using our market analysis, we identified key areas we think Company A's data center group should focus on. Using the information available to us, we developed our strategies and recommendations that we think will help Company A's Data Center Group position themselves well in an extremely fast growing cloud computing industry.
ContributorsJurgenson, Alex (Co-author) / Nguyen, Duy (Co-author) / Kolder, Sean (Co-author) / Wang, Chenxi (Co-author) / Simonson, Mark (Thesis director) / Hertzel, Michael (Committee member) / Department of Finance (Contributor) / Department of Management (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / School of Accountancy (Contributor) / WPC Graduate Programs (Contributor) / Barrett, The Honors College (Contributor)
Created2016-05
Description
A Guide to Financial Mathematics is a comprehensive and easy-to-use study guide for students studying for the one of the first actuarial exams, Exam FM. While there are many resources available to students to study for these exams, this study is free to the students and offers an approach to the material similar to that of which is presented in class at ASU. The guide is available to students and professors in the new Actuarial Science degree program offered by ASU. There are twelve chapters, including financial calculator tips, detailed notes, examples, and practice exercises. Included at the end of the guide is a list of referenced material.
ContributorsDougher, Caroline Marie (Author) / Milovanovic, Jelena (Thesis director) / Boggess, May (Committee member) / Barrett, The Honors College (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor)
Created2015-05
Description
This paper provides evidence through an event study, portfolio simulation, and regression analysis that insider trading, when appropriately aggregated, has predictive power for abnormal risk-adjusted returns on some country and sector exchange traded funds (ETFs). I examine ETFs because of their broad scope and liquidity. ETF markets are relatively efficient and, thus, the effects I document are unlikely to appear in ETF markets. My evidence that aggregated insider trading predicts abnormal returns in some ETFs suggests that aggregated insider trading is likely to have predictive power for financial assets traded in less efficient markets. My analysis depends on specialized insider trading data covering 88 countries is generously provided by 2iQ.
ContributorsKerker, Mackenzie Alan (Author) / Coles, Jeffrey (Thesis director) / Mcauley, Daniel (Committee member) / Licon, Wendell (Committee member) / Barrett, The Honors College (Contributor) / Department of Economics (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Department of Finance (Contributor)
Created2014-05
Description
We develop the mathematical tools necessary to describe the interaction between a resonant pole and a threshold energy. Using these tools, we analyze the properties an opening threshold has on the resonant pole mass (the "cusp effect"), leading to an effect called "pole-dragging." We consider two models for resonances: a molecular, mesonic model, and a color-nonsinglet diquark plus antidiquark model. Then, we compare the pole-dragging effect due to these models on the masses of the f0(980), the X(3872), and the Zb(10610) and compare the effect's magnitude. We find that, while for lower masses, such as the f 0 (980), the pole-dragging effect that arises from the molecular model is more significant, the diquark model's pole-dragging effect becomes dominant at higher masses such as those of the X(3872) and the Z b (10610). This indicates that for lower threshold energies, diquark models may have less significant effects on predicted resonant masses than mesonic models, but for higher threshold energies, it is necessary to include the pole-dragging effect due to a diquark threshold in high-precision QCD calculations.
ContributorsBlitz, Samuel Harris (Author) / Richard, Lebed (Thesis director) / Comfort, Joseph (Committee member) / School of Mathematical and Statistical Sciences (Contributor) / Department of Physics (Contributor) / Barrett, The Honors College (Contributor)
Created2015-05
Description
Preliminary feasibility studies for two possible experiments with the GlueX detector, installed in Hall D of Jefferson Laboratory, are presented. First, a general study of the feasibility of detecting the ηC at the current hadronic rate is discussed, without regard for detector or reconstruction efficiency. Second, a study of the use of statistical methods in studying exotic meson candidates is outlined, describing methods and providing preliminary data on their efficacy.
ContributorsPrather, Benjamin Scott (Author) / Ritchie, Barry G. (Thesis director) / Dugger, Michael (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Department of Physics (Contributor)
Created2015-05
Description
Since the acceptance of Einstein's special theory of relativity by the scientific community, authors of science fiction have used the concept of time dilation to permit seemingly impossible feats. Simple spacecraft acceleration schemes involving time dilation have been considered by scientists and fiction writers alike. Using an original Java program based upon the differential equations for special relativistic kinematics, several scenarios for round trip excursions at relativistic speeds are calculated and compared, with particular attention to energy budget and relativistic time passage in all relevant frames.
ContributorsAlfson, Jonathan William (Author) / Jacob, Richard (Thesis director) / Covatto, Carl (Committee member) / Foy, Joseph (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Department of Physics (Contributor)
Created2015-05
Description
In this paper, optimal control routines are applied to an existing problem of electron state transfer to determine if spin information can successfully be moved across a chain of donor atoms in silicon. The additional spin degrees of freedom are introduced into the formulation of the problem as well as the control optimization algorithm. We find a timescale of transfer for spin quantum information across the chain fitting with a t > π/A and t > 2π/A transfer pulse time corresponding with rotation of states on the electron Bloch sphere where A is the electron-nuclear coupling constant. Introduction of a magnetic field weakens transfer
efficiencies at high field strengths and prohibits anti-aligned nuclear states from transferring. We also develop a rudimentary theoretical model based on simulated results and partially validate the characteristic transfer times for spin states. This model also establishes a framework for future work including the introduction of a magnetic field.
efficiencies at high field strengths and prohibits anti-aligned nuclear states from transferring. We also develop a rudimentary theoretical model based on simulated results and partially validate the characteristic transfer times for spin states. This model also establishes a framework for future work including the introduction of a magnetic field.
ContributorsMorgan, Eric Robert (Author) / Treacy, Michael (Thesis director) / Whaley, K. Birgitta (Committee member) / Greenman, Loren (Committee member) / Barrett, The Honors College (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Department of Physics (Contributor)
Created2015-05
Description
Over the course of six months, we have worked in partnership with Arizona State University and a leading producer of semiconductor chips in the United States market (referred to as the "Company"), lending our skills in finance, statistics, model building, and external insight. We attempt to design models that help predict how much time it takes to implement a cost-saving project. These projects had previously been considered only on the merit of cost savings, but with an added dimension of time, we hope to forecast time according to a number of variables. With such a forecast, we can then apply it to an expense project prioritization model which relates time and cost savings together, compares many different projects simultaneously, and returns a series of present value calculations over different ranges of time. The goal is twofold: assist with an accurate prediction of a project's time to implementation, and provide a basis to compare different projects based on their present values, ultimately helping to reduce the Company's manufacturing costs and improve gross margins. We believe this approach, and the research found toward this goal, is most valuable for the Company. Two coaches from the Company have provided assistance and clarified our questions when necessary throughout our research. In this paper, we begin by defining the problem, setting an objective, and establishing a checklist to monitor our progress. Next, our attention shifts to the data: making observations, trimming the dataset, framing and scoping the variables to be used for the analysis portion of the paper. Before creating a hypothesis, we perform a preliminary statistical analysis of certain individual variables to enrich our variable selection process. After the hypothesis, we run multiple linear regressions with project duration as the dependent variable. After regression analysis and a test for robustness, we shift our focus to an intuitive model based on rules of thumb. We relate these models to an expense project prioritization tool developed using Microsoft Excel software. Our deliverables to the Company come in the form of (1) a rules of thumb intuitive model and (2) an expense project prioritization tool.
ContributorsAl-Assi, Hashim (Co-author) / Chiang, Robert (Co-author) / Liu, Andrew (Co-author) / Ludwick, David (Co-author) / Simonson, Mark (Thesis director) / Hertzel, Michael (Committee member) / Barrett, The Honors College (Contributor) / Department of Information Systems (Contributor) / Department of Finance (Contributor) / Department of Economics (Contributor) / Department of Supply Chain Management (Contributor) / School of Accountancy (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Mechanical and Aerospace Engineering Program (Contributor) / WPC Graduate Programs (Contributor)
Created2015-05
Description
In this experiment an Electrodynamic Ion Ring Trap was constructed and tested. Due to the nature of Electrostatic fields, the setup required an oscillating voltage source to stably trap the particles. It was built in a safe manner, The power supply was kept in a project box to avoid incidental contact, and was connected to a small copper wire in the shape of a ring. The maximum voltage that could be experienced via incidental contact was well within safe ranges a 0.3mA. Within minutes of its completion the trap was able to trap small Lycopodium powder spores mass of approximately 1.7*10^{-11}kg in clusters of 15-30 for long timescales. The oscillations of these spores were observed to be roughly 1.01mm at their maximum, and in an attempt to understand the dynamics of the Ion Trap, a concept called the pseudo-potential of the trap was used. This method proved fairly inaccurate, involving much estimation and using a static field estimation of 9.39*10^8 N\C and a charge estimate on the particles of ~1e, a maximum oscillation distance of 1.37m was calculated. Though the derived static field strength was not far off from the field strength required to achieve the correct oscillation distance (Percent error of 9.92%, the small discrepancy caused major calculation errors. The trap's intended purpose however was to eventually trap protein molecules for mapping via XFEL laser, and after its successful construction that goal is fairly achievable. The trap was also housed in a vacuum chamber so that it could be more effectively implemented with the XFEL.
ContributorsNicely, Ryan Joseph (Author) / Kirian, Richard (Thesis director) / Weiterstall, Uwe (Committee member) / School of Mathematical and Statistical Sciences (Contributor) / Department of Physics (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05
Description
Exchange traded funds (ETFs) in many ways are similar to more traditional closed-end mutual funds, although thee differ in a crucial way. ETFs rely on a creation and redemption feature to achieve their functionality and this mechanism is designed to minimize the deviations that occur between the ETF’s listed price and the net asset value of the ETF’s underlying assets. However while this does cause ETF deviations to be generally lower than their mutual fund counterparts, as our paper explores this process does not eliminate these deviations completely. This article builds off an earlier paper by Engle and Sarkar (2006) that investigates these properties of premiums (discounts) of ETFs from their fair market value. And looks to see if these premia have changed in the last 10 years. Our paper then diverges from the original and takes a deeper look into the standard deviations of these premia specifically.
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
Our findings show that over 70% of an ETFs standard deviation of premia can be explained through a linear combination consisting of two variables: a categorical (Domestic[US], Developed, Emerging) and a discrete variable (time-difference from US). This paper also finds that more traditional metrics such as market cap, ETF price volatility, and even 3rd party market indicators such as the economic freedom index and investment freedom index are insignificant predictors of an ETFs standard deviation of premia when combined with the categorical variable. These findings differ somewhat from existing literature which indicate that these factors should have a significant impact on the predictive ability of an ETFs standard deviation of premia.
ContributorsZhang, Jingbo (Co-author, Co-author) / Henning, Thomas (Co-author) / Simonson, Mark (Thesis director) / Licon, L. Wendell (Committee member) / Department of Finance (Contributor) / Department of Information Systems (Contributor) / School of Mathematical and Statistical Sciences (Contributor) / Barrett, The Honors College (Contributor)
Created2019-05