Advisors

Professor Elsayed Elsayed and Professor Minge Xie, Rutgers University

Description

The global terrorism threat is especially relevant in the modern era of worldwide flow of goods and people. High density city areas are vulnerable to possible nuclear attacks because of the enormous number of people and the diversity of the products being shipped to the very heart of the city. Any possible extensive network of nuclear sensors that would encompass an entire city, with sensors placed in a grid of reasonably small grid step would have prohibitive cost. An alternative solution would be to use a small number of mobile sensors placed in police cars and taxi cabs. In that case, a number of questions arise: How many taxi and police cars do we need to equip with sensors? How important are sensor specications such as range and probability of error? How much time would it take to detect a mobile or stationary nuclear source? In order shed some light on these issues we have studied the effects of shielding nuclear materials and developed a discrete time computer simulation for urban nuclear detection.

Tools

VisualBasic.NET, Matlab

Advisors

Professor Elsayed Elsayed and Professor Minge Xie, Rutgers University

Description

More than a hundred million cargo containers cross international borders every year as a result of the world globalization. In view of the recent political emphasis on security, non-invasive cargo inspection which employs sensors capable of detecting nuclear materials, biological agents and other hazardous shipments has become an issue of great importance. Data generated from different inspection devices are often relied upon to make critical decisions with regard to the nature of the container and the appropriate response mechanism. The process of designing an efficient inspection system must be deliberate and well thought-out, taking into account technological, budget and time constraints. The order in which we apply the sensors, as well as their threshold levels could greatly influence the performance of the inspection system. In our work we developed several algorithms for optimization of sensor networks utilizing both deterministic and radomized inspection strategies.

Tools

Matlab, C++

Advisor

Professor Noah Aydin, Kenyon College

Description

Coding theory is an interdisciplinary field that deals with data transmission in the presence of noise. Error correcting codes(ECCs) are mathematical languages for communication over noisy channels. As such, they find countless applications in the modern world - from correcting the scratches on your CD's to ensuring reliable communication with deep-space satellites. In this project we studied several classes of ECCs and developed new methods and algorithms for the construction of codes with better parameters than previously known. In addition, we also developed the first database for codes over Z4, which can be found at z4codes.net

Tools

MAGMA, Matlab, C++, Asp.NET, MS Access

Advisor

Professor William Melick, Kenyon College

Description

It is quite commonplace to use Federal Funds futures prices to solve for the probabilities associated with potential target rates that might be chosen at upcoming FOMC meetings. Using the futures price to recover the ex ante probability associated with an FOMC target rate decision requires several restrictive assumptions, in particular the assumption that the FOMC will only consider two possible target rates in its deliberations. If option prices across several strikes are available, ex ante probabilities can be recovered without resorting to this restrictive assumption. Intuitively, the variation in option prices across the different strikes provides more information than does the single futures price. This additional information allows for the recovery of more than just the ex ante probabilities associated with a single pair of possible FOMC target rate choices. Further, the implied probability density can be computed in an efficient manner. The objective of the project was to design and develop an application which runs on a Bloomberg terminal and computes the probability densities for the outcomes of upcoming FOMC meetings in real time.

Tools

Excel, Bloomberg Add-In for Excel

Instructor

Professor Chris LaSota

Description

The Mandelbrot Set download
The Koch Curve download
The Sine Map download

Tools

C++