View All Items

Title: SYSTEMS OF DIFFERENCE EQUATIONS IN ECONOMIC THEORY.
Creator: WONNACOTT, LARRY RUSSELL., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: This study demonstrates the importance of dynamic economic analysis, the role played by difference equations in such analysis and the properties of systems of difference equations. This is accomplished by proving the significance of dynamics in general and difference equations in particular using the Cobweb model and the "correspondence principle". The properties of systems of linear, first order difference equations are discussed in detail and it is shown that a system of any order can be...
Show moreThis study demonstrates the importance of dynamic economic analysis, the role played by difference equations in such analysis and the properties of systems of difference equations. This is accomplished by proving the significance of dynamics in general and difference equations in particular using the Cobweb model and the "correspondence principle". The properties of systems of linear, first order difference equations are discussed in detail and it is shown that a system of any order can be reduced to first order so that the discussion is completely general. The properties included in this analysis ore the traverse, impact, delayed, cumulative and long run multipliers, and stability of a linear system. A simple Keynesian model of income determination is estimated and simulated by the computer to facilitate observation of these properties.
Show less
Date Issued: 1972
PURL: http://purl.flvc.org/fcla/dt/13521
Subject Headings: Economics, Mathematical
Format: Document (PDF)

Title: FACTOR ANALYSIS AS A TECHNIQUE FOR ECONOMICS.
Creator: ISLEY, PHYLLIS W., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: This thesis focuses on factor analysis as a technique. It thus includes a survey of the various factor mode ls, their theory and mathematical development, a survey of its previous use for empirical studies in economics, and empirical tests of sensitivity of alternative factor techniques. From the results of the sensitivity test it was concluded that different factor techniques yield very similar results and that factor techniques are of value for empirical studies in economics.
Date Issued: 1974
PURL: http://purl.flvc.org/fcla/dt/13650
Subject Headings: Factor analysis, Economics, Mathematical
Format: Document (PDF)

Title: AUTOMATIC STABILIZERS DURING STAGFLATION.
Creator: MCINTIRE, RICHARD MICHAEL., Florida Atlantic University, Redman, Milton, College of Business, Department of Economics
Abstract/Description: This thesis explored the impact of inflation upon fiscal automatic stabilizers during the 1973-75 recession. Our study confined itself to the three main devices purported to stabilize the U.S. economy automatically: (1) federal personal income tax liability, (2) corporate profits tax liability, and (3) unemployment compensation benefits. A recursive model, similar to that used by Dusenberry, Eckstein, and Fromm to study fiscal automatic stabilizers in the 1957-58 recession, was constructed....
Show moreThis thesis explored the impact of inflation upon fiscal automatic stabilizers during the 1973-75 recession. Our study confined itself to the three main devices purported to stabilize the U.S. economy automatically: (1) federal personal income tax liability, (2) corporate profits tax liability, and (3) unemployment compensation benefits. A recursive model, similar to that used by Dusenberry, Eckstein, and Fromm to study fiscal automatic stabilizers in the 1957-58 recession, was constructed. Our simulation results led us to conclude that there was a substantial reduction in output and employment due to the impact of inflation upon federal personal income tax liability in the 1973-75 recession. We reached a tentative conclusion that the effects of inflation upon output and employment via corporate profits tax liability were negligible. Finally, we concluded that the effects of inflation upon output and employment via unemployment compensation benefits paid were negligible in the recent stagflation.
Show less
Date Issued: 1978
PURL: http://purl.flvc.org/fcla/dt/13919
Subject Headings: Economics, Mathematical, United States--Economic conditions--Mathematical models
Format: Document (PDF)

Title: An empirical analysis of the convergence hypothesis across countries: New evidence.
Creator: Butzin, Blake Donald., Florida Atlantic University, Yuhn, Ky-hyang
Abstract/Description: The Solow growth model examines the effects of saving, population and technological advances on the growth of an economy. Long-run economic growth is explained by the exogenous variable, technology. In this model lower income countries will experience higher rates of economic growth, which will lead to convergence in the standards of living between low-income and high-income countries. Additional theories including the augmented Solow model, which tests for conditional convergence and...
Show moreThe Solow growth model examines the effects of saving, population and technological advances on the growth of an economy. Long-run economic growth is explained by the exogenous variable, technology. In this model lower income countries will experience higher rates of economic growth, which will lead to convergence in the standards of living between low-income and high-income countries. Additional theories including the augmented Solow model, which tests for conditional convergence and endogenous growth theories have been developed recently. An empirical inquiry of the convergence hypothesis has been conducted using a variety samples based on income classifications and geographical locations.
Show less
Date Issued: 1997
PURL: http://purl.flvc.org/fcla/dt/15485
Subject Headings: Economic development--Mathematical models
Format: Document (PDF)

Title: LOCATION ANALYSIS AND ITS APPLICATION.
Creator: CAGATAY, TANER., Florida Atlantic University, Hung, Chao-shun, College of Business, Department of Economics
Abstract/Description: This thesis discusses the locational theories and their implications and applications on the Turkish Consulate. Chapters I and II analyzes the theories of Von Thunen, Jsard, and Hoover. Chapter III discuses Weber's theories and an application on the Turkish Consulate. Chapter IV summarizes the conclusions.
Date Issued: 1985
PURL: http://purl.flvc.org/fcla/dt/14261
Subject Headings: Economics--Mathematical models, Turkey--Economic conditions
Format: Document (PDF)

Title: AN ECONOMETRIC MODEL OF FLORIDA'S GOLD COAST.
Creator: BUCCA, JANE KIRKER., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: This thesis deals with regional econometric models. The first chapter discusses static economic modeling. Chapter Two deals with models of substate regional economics. The third chapter presents an econometric model of Florida's Gold Coast including dynamic analysis of short and long run adjustment.
Date Issued: 1981
PURL: http://purl.flvc.org/fcla/dt/14049
Subject Headings: Economics--Florida--Mathematical models, Florida--Economic conditions--Mathematical models
Format: Document (PDF)

Title: A SHORT RUN MACROECONOMETRIC MODEL OF THE GREEK ECONOMY, 1956-1969.
Creator: TSOUBLEKAS, GEORGE BASIL., Florida Atlantic University, Scheidell, John M., College of Business, Department of Economics
Abstract/Description: Tho basis of this study is a macroeconometric model of Greece that consists of fifteen equations estimated by ordinary least squares methods from annual data and five definitional aggregates. The model is designed primarily to explain the behavior of the Greek economy from 1953, but it also has value for short run forecasting. A unique feature is the emphasis given to the interplay of imports, investment and exports. The stability test indicates a stable model with a damped oscillation of a...
Show moreTho basis of this study is a macroeconometric model of Greece that consists of fifteen equations estimated by ordinary least squares methods from annual data and five definitional aggregates. The model is designed primarily to explain the behavior of the Greek economy from 1953, but it also has value for short run forecasting. A unique feature is the emphasis given to the interplay of imports, investment and exports. The stability test indicates a stable model with a damped oscillation of a twenty-five period cycle. The predictive ability tests were very favorable and the Durbin-Watson tests indicated low auto-correlation. Future forecasts were made with the use of trend estimated values for the exogenous variables. Finally, the analysis of multipliers was used to evaluate the policy implications of the model.
Show less
Date Issued: 1973
PURL: http://purl.flvc.org/fcla/dt/13596
Subject Headings: Macroeconomics--Mathematical models, Greece--Economic policy--Mathematical models, Greece--Economic conditions--Mathematical models
Format: Document (PDF)

Title: SHORT-TERM FORECASTING METHODS WITH REFERENCE TO MONROE COUNTY.
Creator: PEREZ, JOSE RAMON., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: This thesis is a study of short-term forecasting models within the reference area of Monroe County. Its main concern being the nature of the models, and the accuracy of predictions rather than the actual forecast. The results are of interest to the student of forecasting and of Monroe County. A proxy model is introduced as an alternative to other methods of regional analysis with the intention of inducing further research on the field.
Date Issued: 1972
PURL: http://purl.flvc.org/fcla/dt/13515
Subject Headings: Economic forecasting--Mathematical models, Economic forecasting--Florida--Monroe County, Monroe County (Fla)--Economic conditions--Mathematical models
Format: Document (PDF)

Title: Stochastic processes in the social sciences: markets, prices and wealth distributions.
Creator: Romero, Natalia E., Charles E. Schmidt College of Science, Department of Physics
Abstract/Description: The present work uses statistical mechanics tools to investigate the dynamics of markets, prices, trades and wealth distribution. We studied the evolution of market dynamics in different stages of historical development by analyzing commodity prices from two distinct periods : ancient Babylon, and medieval and early modern England. We find that the first-digit distributrions of both Babylon and England commodity prices follow Benford's Law, indicating that the data represent empirical...
Show moreThe present work uses statistical mechanics tools to investigate the dynamics of markets, prices, trades and wealth distribution. We studied the evolution of market dynamics in different stages of historical development by analyzing commodity prices from two distinct periods : ancient Babylon, and medieval and early modern England. We find that the first-digit distributrions of both Babylon and England commodity prices follow Benford's Law, indicating that the data represent empirical observations typically arising from a free market. Further, we find that the normalized prices of both Babylon and England agricultural commodities are characterized by stretched exponential distributions, and exhibit persistent correlations of a power law type over long periods of up to several centuries, in contrast to contemporary markets. Our findings suggest that similar market interactions may underlie the dynamics of ancient agricultural commodity prices, and that these interactions may remain stable across centuries. To further investigate the dynamics of markets, we present the analogy between transfers of money between individuals and the transfer of energy through particle collisions by means of the kinetic theory of gases. We introduce a theoretical framework of how micro rules of trading lead to the emergence of income and wealth distribution. Particularly, we study the effects of different types of distribution of savings/investments among individuals in a society and different welfare/subsidies redistribution policies. Results show that while considering savings propensities, the models approach empirical distributions of wealth quite well. The effect of redistribution better captures specific features of the distributions which earlier models failed to do. Moreover, the models still preserve the exponential decay observed in empirical income distributions reported by tax data and surveys.
Show less
Date Issued: 2012
PURL: http://purl.flvc.org/FAU/3352825
Subject Headings: Stochastic processes, Mathematical models, Consumption (Economics), Mathematical models, Business cycles, Mathematical models, Statics and dynamics (Social sciences), Mathematical models
Format: Document (PDF)

Title: AN ECONOMETRIC MODEL OF MARTIN COUNTY, 1959-1970.
Creator: JOCHEM, DAGNEY SERVIN., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: This Thesis examines the components of the economic base of Martin County. A model is then constructed to reflect the nature of the county's economic base. Stability and multiplier analysis are applied to the model, followed by short run forecasts under various assumptions.
Date Issued: 1973
PURL: http://purl.flvc.org/fcla/dt/13563
Subject Headings: Martin County (Fla)--Economic conditions--Mathematical models
Format: Document (PDF)

Title: AN ECONOMETRIC MODEL OF PALM BEACH COUNTY, FLORIDA.
Creator: HILTON, JOHN DAVID., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: The purpose of this thesis is to estimate an econometric model of Palm Beach County, Florida. An econometric model was chosen as the appropriate method for study as the said county is characteristic of a service based final demand economy. An underlying objective was to utilize data on income and employment variables available on a consistent bases from a Regional Economic Information System Data computer tape provided by the u.s. Department of Commerce 1983. These data distinguished among 11...
Show moreThe purpose of this thesis is to estimate an econometric model of Palm Beach County, Florida. An econometric model was chosen as the appropriate method for study as the said county is characteristic of a service based final demand economy. An underlying objective was to utilize data on income and employment variables available on a consistent bases from a Regional Economic Information System Data computer tape provided by the u.s. Department of Commerce 1983. These data distinguished among 11 industries and referred to the years 1967-1983. In conclusion the model shows that ordinary least squares estimation results were generally significant in the signas and goodness of fit. However evidence of positive serial correlation of the disturbances was detected and the results did not change substantially after applying the Cocran-Orcutt procedure.
Show less
Date Issued: 1984
PURL: http://purl.flvc.org/fcla/dt/14197
Subject Headings: Palm Beach County (Fla)--Economic conditions--Mathematical models
Format: Document (PDF)

Title: Translog and Cobb-Douglas analysis of tourist demand in Florida.
Creator: Collins, Donald Lawrence., Florida Atlantic University, Yuhn, Ky-hyang
Abstract/Description: The purpose of this study is to determine what factors could influence an economic agents' decision to travel or vacation in Florida. This study measures this decision by analyzing the state Division of Tourism estimates for visitors in light of changes in; national gross domestic product, non-aviation gasoline prices, average airfares, and exchange rates. This data was compiled on a quarterly basis form 1980 to 1993 and analyzed by employing Translog and Cobb-Douglas demand functional forms...
Show moreThe purpose of this study is to determine what factors could influence an economic agents' decision to travel or vacation in Florida. This study measures this decision by analyzing the state Division of Tourism estimates for visitors in light of changes in; national gross domestic product, non-aviation gasoline prices, average airfares, and exchange rates. This data was compiled on a quarterly basis form 1980 to 1993 and analyzed by employing Translog and Cobb-Douglas demand functional forms for use in regression analysis. Based upon the regression results, the Cobb-Douglas functional form best represents what has historically occurred in the real economic world and follows generally accepted micro-economic demand theory. The Cobb-Douglas techniques reveal that an economic agents' future income expectations, measured by GDP levels, has a significant influence on Florida visitor estimates and has a role in the decision to vacation in Florida.
Show less
Date Issued: 1996
PURL: http://purl.flvc.org/fcla/dt/15356
Subject Headings: Tourism--Florida, Economics, Mathematical, Prices, Regression analysis
Format: Document (PDF)

Title: Asymmetric information in fads models in Lâevy markets.
Creator: Buckley, Winston S., Florida Atlantic University, Charles E. Schmidt College of Science, Department of Mathematical Sciences
Abstract/Description: Fads models for stocks under asymmetric information in a purely continuous(GBM) market were first studied by P. Guasoni (2006), where optimal portfolios and maximum expected logarithmic utilities, including asymptotic utilities for the informed and uninformed investors, were presented. We generalized this theory to Lâevy markets, where stock prices and the process modeling the fads are allowed to include a jump component, in addition to the usual continuous component. We employ the methods of...
Show moreFads models for stocks under asymmetric information in a purely continuous(GBM) market were first studied by P. Guasoni (2006), where optimal portfolios and maximum expected logarithmic utilities, including asymptotic utilities for the informed and uninformed investors, were presented. We generalized this theory to Lâevy markets, where stock prices and the process modeling the fads are allowed to include a jump component, in addition to the usual continuous component. We employ the methods of stochastic calculus and optimization to obtain analogous results to those obtained in the purely continuous market. We approximate optimal portfolios and utilities using the instantaneous centralized and quasi-centralized moments of the stocks percentage returns. We also link the random portfolios of the investors, under asymmetric information to the purely deterministic optimal portfolio, under symmetric information.
Show less
Date Issued: 2009
PURL: http://purl.flvc.org/FAU/3337187
Subject Headings: Investments, Mathematical models, Capital market, Mathematical models, Finance, Mathematical models, Information theory in economics, Capital asset pricing model, Lâevy processes
Format: Document (PDF)

Title: Stochastic optimal impulse control of jump diffusions with application to exchange rate.
Creator: Perera, Sandun C., Charles E. Schmidt College of Science, Department of Mathematical Sciences
Abstract/Description: We generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control...
Show moreWe generalize the theory of stochastic impulse control of jump diffusions introduced by Oksendal and Sulem (2004) with milder assumptions. In particular, we assume that the original process is affected by the interventions. We also generalize the optimal central bank intervention problem including market reaction introduced by Moreno (2007), allowing the exchange rate dynamic to follow a jump diffusion process. We furthermore generalize the approximation theory of stochastic impulse control problems by a sequence of iterated optimal stopping problems which is also introduced in Oksendal and Sulem (2004). We develop new results which allow us to reduce a given impulse control problem to a sequence of iterated optimal stopping problems even though the original process is affected by interventions.
Show less
Date Issued: 2009
PURL: http://purl.flvc.org/FAU/3174308
Subject Headings: Management, Mathematical models, Control theory, Stochastic differential equations, Distribution (Probability theory), Optimal stopping (Mathematical statistics), Economics, Mathematical
Format: Document (PDF)

Title: Nonlinearity and entrepreneurship.
Creator: Pflaum, Blaine., Harriet L. Wilkes Honors College
Abstract/Description: Entrepreneurship occupies a curious place in economic theory. On one hand, the importance of entrepreneurship is widely recognized, particularly as it pertains to economic growth. However, the entrepreneur lacks a broadly accepted economic theory, and suffers from a dearth of literature on the subject. We believe that this is due to economics' heavy reliance on linear mathematical theory. In this thesis, we use nonlinear mathematics to construct a model of the entrepreneur that captures the...
Show moreEntrepreneurship occupies a curious place in economic theory. On one hand, the importance of entrepreneurship is widely recognized, particularly as it pertains to economic growth. However, the entrepreneur lacks a broadly accepted economic theory, and suffers from a dearth of literature on the subject. We believe that this is due to economics' heavy reliance on linear mathematical theory. In this thesis, we use nonlinear mathematics to construct a model of the entrepreneur that captures the sudden destabilization of a steady state, the unpredictability of a creative action, the possibility of entrepreneurial failure, and sensitivity to small changes in environment.
Show less
Date Issued: 2010
PURL: http://purl.flvc.org/FAU/3335458
Subject Headings: Economics, Mathematical, Nonlinear theories, Entrepreneurship, Mathematical models, New business enterprises, Econometric models, Statics and dynamics (Social sciences)
Format: Document (PDF)

Title: Short sea shipping cost benefit analysis using mathematical modeling.
Creator: Galletebeitia, Alvaro., College of Engineering and Computer Science, Department of Civil, Environmental and Geomatics Engineering
Abstract/Description: With congestion, environmental Impact, and the price of oil becoming topics that influence businesses and individuals in a daily basis, measures need to be undertaken in order to accommodate the growing demand for freight transportation. By directing many of the trucks travelling along the National Highways Systems to the Marine Highway corridors developed by the U.S. Maritime Administrations, many of the problems can be addressed in the Short and Medium terms. In order to do so, Short Sea...
Show moreWith congestion, environmental Impact, and the price of oil becoming topics that influence businesses and individuals in a daily basis, measures need to be undertaken in order to accommodate the growing demand for freight transportation. By directing many of the trucks travelling along the National Highways Systems to the Marine Highway corridors developed by the U.S. Maritime Administrations, many of the problems can be addressed in the Short and Medium terms. In order to do so, Short Sea Shipping, through the use of Ro/Ro (Roll-on/Roll-off) Vessels, needs to be implemented. Although the environmental and congestion reducing benefits are considerable, the profitability of this transportation mode needs to be considered. A cost benefit analysis can determine the margin of profit, and attract investors and businesses. By developing a mathematical model that accounts the costs associated with transporting trucks along a particular corridor, the competitiveness of Short Sea Shipping can be determined.
Show less
Date Issued: 2011
PURL: http://purl.flvc.org/FAU/3332259
Subject Headings: Coastwise shipping, Mathematical models, Shipment of goods, Mathematical models, Freight and freightage, Management, Shipping, Economic aspects
Format: Document (PDF)

Title: SHORT-TERM ECONOMIC FORECASTING IN A REGIONAL CONTEXT.
Creator: BLONDIN, JAMES J., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
Abstract/Description: This thesis is a study of economic forecasting in a regional context~ Its main concern is the exposition of the models and the feasibility of the techniques, rather than the actual forecast. The study should be of interest to students of forecasting or regional economics, or to planners interested in the region examined. A shift-share model is presented as an alternative to other regional forecasting techniques, and an application of it is performed on a region consisting of Broward and Dade...
Show moreThis thesis is a study of economic forecasting in a regional context~ Its main concern is the exposition of the models and the feasibility of the techniques, rather than the actual forecast. The study should be of interest to students of forecasting or regional economics, or to planners interested in the region examined. A shift-share model is presented as an alternative to other regional forecasting techniques, and an application of it is performed on a region consisting of Broward and Dade Counties, Florida.
Show less
Date Issued: 1974
PURL: http://purl.flvc.org/fcla/dt/13660
Subject Headings: Regional economics--Mathematical models, Economic forecasting--Florida--Dade County, Economic forecasting--Florida--Broward County, Shift-share analysis, Metropolitan Dade County (Fla)--Economic conditions, Broward County (Fla)--Economic conditions
Format: Document (PDF)

Title: Application of artificial neural networks to deduce robust forecast performance in technoeconomic contexts.
Creator: Dabbas, Mohammad A., Neelakanta, Perambur S., Florida Atlantic University, College of Engineering and Computer Science, Department of Computer and Electrical Engineering and Computer Science
Abstract/Description: The focus of this research is concerned with performing forecasting in technoeconomic contexts using a set of certain novel artificial neural networks (ANNs). Relevant efforts in general, entail the task of quantitatively estimating the details about the likelihood of future events (or unknown outcomes/effects) based on past and current information on the observed events (or known causes). Commensurate with the scope and objectives of the research, the specific topics addressed are as follows...
Show moreThe focus of this research is concerned with performing forecasting in technoeconomic contexts using a set of certain novel artificial neural networks (ANNs). Relevant efforts in general, entail the task of quantitatively estimating the details about the likelihood of future events (or unknown outcomes/effects) based on past and current information on the observed events (or known causes). Commensurate with the scope and objectives of the research, the specific topics addressed are as follows: A review on various methods adopted in technoeconomic forecasting and identified are econometric projections that can be used for forecasting via artificial neural network (ANN)-based simulations Developing and testing a compatible version of ANN designed to support a dynamic sigmoidal (squashing) function that morphs to the stochastical trends of the ANN input. As such, the network architecture gets pruned for reduced complexity across the span of iterative training schedule leading to the realization of a constructive artificial neural-network (CANN). Formulating a training schedule on an ANN with sparsely-sampled data via sparsity removal with cardinality enhancement procedure (through Nyquist sampling) and invoking statistical bootstrapping technique of resampling applied on the cardinality-improved subset so as to obtain an enhanced number of pseudoreplicates required as an adequate ensemble for robust training of the test ANN: The training and prediction exercises on the test ANN corresponds to optimally elucidating output predictions in the context of the technoeconomics framework of the power generation considered Prescribing a cone-of-error to alleviate over- or under-predictions toward prudently interpreting the results obtained; and, squeezing the cone-of-error to get a final cone-of-forecast rendering the forecast estimation/inference to be more precise Designing an ANN-based fuzzy inference engine (FIE) to ascertain the ex ante forecast details based on sparse sets of ex post data gathered in technoeconomic contexts - Involved thereof a novel method of .fusing fuzzy considerations and data sparsity.Lastly, summarizing the results with essential conclusions and identifying possible research items for future efforts identified as open-questions.
Show less
Date Issued: 2014
PURL: http://purl.flvc.org/fau/fd/FA00004097, http://purl.flvc.org/fau/fd/FA00004097
Subject Headings: Artificial intelligence, Fuzzy systems, Long waves (Economics), Multisensor data fusion, Neural networks (Computer science) -- Mathematical models
Format: Document (PDF)

Title: Frequency Line Tracking in Spectrograms Using Hidden Markov Models.
Creator: Gunes, Tuncay, Erdol, Nurgun, Florida Atlantic University
Abstract/Description: One of the limiting factors restricting aircraft landings at maJor airports is the minimum spacing requirements due to vortex wake avoidance. If it can be shown that the separation requirements are too conservative, then it may be possible to increase the rate of landings on a given runway. During August/September 2003, NASA and the (United States Department of Transportation) USDOT sponsored a wake acoustics test at the Denver International Airport. The central instrument of the test was a...
Show moreOne of the limiting factors restricting aircraft landings at maJor airports is the minimum spacing requirements due to vortex wake avoidance. If it can be shown that the separation requirements are too conservative, then it may be possible to increase the rate of landings on a given runway. During August/September 2003, NASA and the (United States Department of Transportation) USDOT sponsored a wake acoustics test at the Denver International Airport. The central instrument of the test was a large microphone phased array. Different types of aircrafts were recorded during landing and the acoustic data obtained was stored. From acoustic data the spectrograms were generated using the technique of AutoRegressive (AR) spectral estimation from multitaper autocorrelation estimates. Several sources of sound that are recorded in the audio files can be observed in the spectrograms. Some these signals, such as the noise generated from the aircraft engine can be identified easily because of their strength and the Doppler shift they undergo. In contrast to this, the wake vortex signal is weaker and does not exhibit a Doppler shift because it's stationary in space. Therefore it may not be identified easily because of the existence of stronger signals. The motive in our research is to develop methods to determine these strong signals that appear as spectral lines in the spectrogram. In the future, the results obtained in this work can be used to eliminate these strong signals from the spectrogram thus allowing us to see and identify wake vortex signal which is more important to us.
Show less
Date Issued: 2006
PURL: http://purl.flvc.org/fau/fd/FA00012525
Subject Headings: Markov processes, Economics--Mathematical models, Wave structure function--Analysis, Adaptive control systems, Spectrum analysis
Format: Document (PDF)

Title: Entropic Considerations of Efficiency in the West Texas Intermediate Crude Oil Futures Market.
Creator: Sagul, Ryan, Yuhn, Ky-hyang, Florida Atlantic University, College of Business, Department of Economics
Abstract/Description: For the last fifty years, the efficient market hypothesis has been the central pillar of economic thought and touted by all, despite Sanford Grossman’ and Nobel prize winner Joseph Stiglitz’ objection in 1980. Andrew Lo updated the efficient market hypothesis in 2004 to reconcile irrational human behavior and cold, calculating automatons. This thesis utilizes 33 years of oil futures, GARCH regressions, and the Jensen-Shannon informational criteria to provide extensive empirical objections to...
Show moreFor the last fifty years, the efficient market hypothesis has been the central pillar of economic thought and touted by all, despite Sanford Grossman’ and Nobel prize winner Joseph Stiglitz’ objection in 1980. Andrew Lo updated the efficient market hypothesis in 2004 to reconcile irrational human behavior and cold, calculating automatons. This thesis utilizes 33 years of oil futures, GARCH regressions, and the Jensen-Shannon informational criteria to provide extensive empirical objections to informational efficiency. The results demonstrate continuously inefficient oil future markets which exhibit decreased informational efficiency during recessionary periods, advocating the adaptive market hypothesis over the efficient market hypothesis.
Show less
Date Issued: 2016
PURL: http://purl.flvc.org/fau/fd/FA00004730, http://purl.flvc.org/fau/fd/FA00004730
Subject Headings: Capital market -- Psychological aspects, Energy industries -- Risk management, Financial risk management -- Mathematical models, Futures, Investment analysis, Petroleum industry and trade -- Economic aspects, Stocks -- Mathematical models
Format: Document (PDF)

FAU Theses and Dissertations (25)	+ -
Honors Student Theses (1)	+ -

Economics, Mathematical (6)	+ -
Mathematical models (5)	+ -
Economics--Mathematical models (3)	+ -
Investment analysis (2)	+ -
Management (2)	+ -

Statics and dynamics (Social sciences) (2)	+ -
Adaptive control systems (1)	+ -
African Americans--Economic conditions (1)	+ -
Artificial intelligence (1)	+ -
Broward County (Fla)--Economic conditions (1)	+ -
Business cycles (1)	+ -
Business cycles -- United States -- History -- 21st century (1)	+ -
Capital asset pricing model (1)	+ -
Capital market (1)	+ -
Capital market -- Psychological aspects (1)	+ -
Coastwise shipping (1)	+ -
Comparative advantage (International trade)--Econometric models (1)	+ -
Consumer behavior--Ireland (1)	+ -
Consumption (Economics) (1)	+ -
Consumption (Economics)--Mathematical models--Ireland (1)	+ -
Control theory (1)	+ -
Cournot, A A--(Antoine Augustin),--1801-1877--Researches into the mathematical principles of the theory of wealth (1)	+ -
Distribution (Probability theory) (1)	+ -
Econometric models (1)	+ -
Economic aspects (1)	+ -
Economic development--Mathematical models (1)	+ -
Economic forecasting--Florida--Broward County (1)	+ -
Economic forecasting--Florida--Dade County (1)	+ -
Economic forecasting--Florida--Monroe County (1)	+ -
Economic forecasting--Mathematical models (1)	+ -

Electronic Thesis or Dissertation (25)	+ -
thesis (1)	+ -

Florida Atlantic University (22)	+ -
College of Business (14)	+ -
Department of Economics (14)	+ -
Stronge, William B. (8)	+ -
Charles E. Schmidt College of Science (3)	+ -

Search In

Pages

Pages

Sort Results By:

Narrow results by:

Collection

Topical Subject

Geographic Subject

Genre

Type of Resource

Language

Creator

Format

Owner