The Math Citadel

Here are some of our current projects and interests

Implementation of Stochastic Optimization Algorithms

Participants: R. Traylor

Implementing various stochastic optimization algorithms for Markov decision processes for use in manufacturing and retail establishments

Disintegration of Measures and Structural Dependence

Participants: J. Hathcock, R. Traylor, M. Kukla

This project is more theoretical in nature. We are trying to adapt our structural dependence probability models into a more general measure-theoretic framework.

Fuzzy Time Series

Participants: R. Traylor and M. Kukla

We propose a new type of time series modeling called fuzzy ARIMA, in which we aggregate high granularity data sets into fuzzy numbers, thus avoiding the typical loss of information when aggregation is performed.