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Modeling the Standard and Poor's 500 Index via Wave Analytics: Harnessing Lag for Intraday Utilizations
Title
Modeling the Standard and Poor's 500 Index via Wave Analytics: Harnessing Lag for Intraday Utilizations.
Creator
Cardenas, John, Morrow, Patricia Bockelman, Kaup, David, Akbas, Mustafa, University of Central Florida
Abstract / Description
ABSTRACT Modeling and simulation of financial instruments is accomplished from multiple approaches but most completely from an engineering perspective. Aeronautical engineering yields a wave model created for stock indices in the 1970s. This comprehensive methodology models stock markets as waves for the intention of trading or investing yet has not been applied on time periods smaller than daily or weekly, known as intraday. Stakeholders trading intraday waves need to utilize wave analysis...
Show moreABSTRACT Modeling and simulation of financial instruments is accomplished from multiple approaches but most completely from an engineering perspective. Aeronautical engineering yields a wave model created for stock indices in the 1970s. This comprehensive methodology models stock markets as waves for the intention of trading or investing yet has not been applied on time periods smaller than daily or weekly, known as intraday. Stakeholders trading intraday waves need to utilize wave analysis for price capture, analytics, and profitability. It is the purpose of this thesis to present a model to harness wave analytics for the needs of traders seeking price capture of the Standard and Poor's 500 Index on an hourly and minute time periods, or intraday. This paper applies wave analytics in time frames never accomplished before for the sufficing the needs of index day traders.
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Date Issued
2018
Identifier
CFE0007394, ucf:52055
Format
Document (PDF)
PURL
http://purl.flvc.org/ucf/fd/CFE0007394
Modeling the innovation ecosystem and development of a dynamic innovation index
Title
Modeling the innovation ecosystem and development of a dynamic innovation index.
Creator
Schoen, Henriette, Karwowski, Waldemar, Hoekstra, Robert, Shumaker, Randall, Akbas, Mustafa, University of Central Florida
Abstract / Description
The topic of innovation currently generates a tremendous amount of interest around the world. Innovation is considered an essential part of the solution to creating more jobs and improving the socio-economic conditions of many countries around the globe. Innovation comes about through the existence of many interrelated solutions to socio-economic problems in an extensively interconnected network, which create value for each other. Such a complex creativity and innovation value-creating...
Show moreThe topic of innovation currently generates a tremendous amount of interest around the world. Innovation is considered an essential part of the solution to creating more jobs and improving the socio-economic conditions of many countries around the globe. Innovation comes about through the existence of many interrelated solutions to socio-economic problems in an extensively interconnected network, which create value for each other. Such a complex creativity and innovation value-creating network is here called an Innovation Ecosystem (IE). The main objective of this dissertation research is to improve the current understanding of the IE by developing a simulation model that uses a broad set of relevant static and dynamic variables and incorporates the principles of system dynamics (SD). The proposed model, which is named the IECO-model is based on the relationships between 91 variables and the combined influences of the 43 parameters. Available data for 32 countries, representing a full span of GDP worldwide, was used to study the level of innovation in each of these countries. The result of the developed IECO-model is a novel ranking of the level of innovation through a dynamic innovation index, called the DII. The DII is a new tool to evaluate the innovation and entrepreneurship level of a given country in the context of the global economy. The most significant differentiator from other existing indices of innovation is that the DII is focusing more on the entrepreneurship qualities in 19 of the 43 parameters by looking at cultural values and belief systems, the social context, existing entrepreneurial culture, innovation attitudes, and mentality of each of the considered countries. According to DII-based ranking, the ten most innovative countries in the world are 1. Switzerland, 2. USA, 3. Finland, 4. Netherlands, 5. Iceland, 6. Sweden, 7. Germany, 8. Denmark, 9. The United Kingdom, and 10. Austria.
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Date Issued
2018
Identifier
CFE0007586, ucf:52537
Format
Document (PDF)
PURL
http://purl.flvc.org/ucf/fd/CFE0007586
Routing, Localization and Positioning Protocols for Wireless Sensor and Actor Networks
Title
Routing, Localization and Positioning Protocols for Wireless Sensor and Actor Networks.
Creator
Akbas, Mustafa, Turgut, Damla, Boloni, Ladislau, Georgiopoulos, Michael, Brust, Matthias, Bassiouni, Mostafa, Zhao, Yue, University of Central Florida
Abstract / Description
Wireless sensor and actor networks (WSANs) are distributed systems of sensor nodes and actors that are interconnected over the wireless medium. Sensor nodes collect information about the physical world and transmit the data to actors by using one-hop or multi-hop communications. Actors collect information from the sensor nodes, process the information, take decisions and react to the events.This dissertation presents contributions to the methods of routing, localization and positioning in...
Show moreWireless sensor and actor networks (WSANs) are distributed systems of sensor nodes and actors that are interconnected over the wireless medium. Sensor nodes collect information about the physical world and transmit the data to actors by using one-hop or multi-hop communications. Actors collect information from the sensor nodes, process the information, take decisions and react to the events.This dissertation presents contributions to the methods of routing, localization and positioning in WSANs for practical applications. We first propose a routing protocol with service differentiation for WSANs with stationary nodes. In this setting, we also adapt a sports ranking algorithm to dynamically prioritize the events in the environment depending on the collected data. We extend this routing protocol for an application, in which sensor nodes float in a river to gather observations and actors are deployed at accessible points on the coastline. We develop a method with locally acting adaptive overlay network formation to organize the network with actor areas and to collect data by using locality-preserving communication.We also present a multi-hop localization approach for enriching the information collected from the river with the estimated locations of mobile sensor nodes without using positioning adapters. As an extension to this application, we model the movements of sensor nodes by a subsurface meandering current mobility model with random surface motion. Then we adapt the introduced routing and network organization methods to model a complete primate monitoring system. A novel spatial cut-off preferential attachment model and center of mass concept are developed according to the characteristics of the primate groups. We also present a role determination algorithm for primates, which uses the collection of spatial-temporal relationships. We apply a similar approach to human social networks to tackle the problem of automatic generation and organization of social networks by analyzing and assessing interaction data. The introduced routing and localization protocols in this dissertation are also extended with a novel three dimensional actor positioning strategy inspired by the molecular geometry. Extensive simulations are conducted in OPNET simulation tool for the performance evaluation of the proposed protocols.
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Date Issued
2013
Identifier
CFE0005292, ucf:50564
Format
Document (PDF)
PURL
http://purl.flvc.org/ucf/fd/CFE0005292