Digital Commons Network^™

Cost-Risk Analysis Of The Ercot Region Using Modern Portfolio Theory, Megan Sickinger

Master's Theses

In this work, we study the use of modern portfolio theory in a cost-risk analysis of the Electric Reliability Council of Texas (ERCOT). Based upon the risk-return concepts of modern portfolio theory, we develop an n-asset minimization problem to create a risk-cost frontier of portfolios of technologies within the ERCOT electricity region. The levelized cost of electricity for each technology in the region is a step in evaluating the expected cost of the portfolio, and the historical data of cost factors estimate the variance of cost for each technology. In addition, there are several constraints in our minimization problem to …

Multi-Objective Radiological Analysis In Real Environments, David Raji

Doctoral Dissertations

Designing systems to solve problems arising in real-world radiological scenarios is a highly challenging task due to the contextual complexities that arise. Among these are emergency response, environmental exploration, and radiological threat detection. An approach to handling problems for these applications with explicitly multi-objective formulations is advanced. This is brought into focus with investigation of a number of case studies in both natural and urban environments. These include node placement in and path planning through radioactivity-contaminated areas, radiation detection sensor network measurement update sensitivity, control schemes for multi-robot radioactive exploration in unknown environments, and adversarial analysis for an urban nuclear …

The Mathematics Of Financial Portfolio Optimization Incorporating Environmental, Social, And Governance Score Information, Ian Driskill

Master's Theses

We numerically investigate the effects that Environmental, Social, and Governance (ESG) scores have on portfolio optimization with Modern Portfolio Theory assumptions and how ESG scores correlate with the market returns of a rated company's stock. Additionally, we review and analyze a research paper published in the Journal of Financial Economics regarding ESG investing titled “Responsible investing: The ESG-efficient frontier” by Pedersen, Fitzgibbons, and Lukasz. Our overall goal is provide insight for socially responsible inclined investors, to help them understand what ESG scores tell us and how those scores may effect their overall investment returns."

Modeling And Numerical Analysis Of The Cholesteric Landau-De Gennes Model, Andrew L. Hicks

LSU Doctoral Dissertations

This thesis gives an analysis of modeling and numerical issues in the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs) with cholesteric effects. We derive various time-step restrictions for a (weighted) $L^2$ gradient flow scheme to be energy decreasing. Furthermore, we prove a mesh size restriction, for finite element discretizations, that is critical to avoid spurious numerical artifacts in discrete minimizers that is not well-known in the LC literature, particularly when simulating cholesteric LCs that exhibit ``twist''. Furthermore, we perform a computational exploration of the model and present several numerical simulations in 3-D, on both slab geometries and spherical …

Basins Of Attraction And Metaoptimization For Particle Swarm Optimization Methods, David Ma

Honors Projects

Particle swarm optimization (PSO) is a metaheuristic optimization method that finds near- optima by spawning particles which explore within a given search space while exploiting the best candidate solutions of the swarm. PSO algorithms emulate the behavior of, say, a flock of birds or a school of fish, and encapsulate the randomness that is present in natural processes. In this paper, we discuss different initialization schemes and meta-optimizations for PSO, its performances on various multi-minima functions, and the unique intricacies and obstacles that the method faces when attempting to produce images for basins of attraction, which are the sets of …

An Unsupervised Machine Learning Algorithm For Clustering Low Dimensional Data Points In Euclidean Grid Space, Josef Lazar

Senior Projects Spring 2024

Clustering algorithms provide a useful method for classifying data. The majority of well known clustering algorithms are designed to find globular clusters, however this is not always desirable. In this senior project I present a new clustering algorithm, GBCN (Grid Box Clustering with Noise), which applies a box grid to points in Euclidean space to identify areas of high point density. Points within the grid space that are in adjacent boxes are classified into the same cluster. Conversely, if a path from one point to another can only be completed by traversing an empty grid box, then they are classified …

Multi-Commodity Flow Models For Logistic Operations Within A Contested Environment, Isabel Strinsky

All Theses

Today's military logistics officers face a difficult challenge, generating route plans for mass deployments within contested environments. The current method of generating route plans is inefficient and does not assess the vulnerability within supply networks and chains. There are few models within the current literature that provide risk-averse solutions for multi-commodity flow models. In this thesis, we discuss two models that have the potential to aid military planners in creating route plans that account for risk and uncertainty. The first model we introduce is a continuous time model with chance constraints. The second model is a two-stage discrete time model …

Distributed Control Of Servicing Satellite Fleet Using Horizon Simulation Framework, Scott Plantenga

Master's Theses

On-orbit satellite servicing is critical to maximizing space utilization and sustainability and is of growing interest for commercial, civil, and defense applications. Reliance on astronauts or anchored robotic arms for the servicing of next-generation large, complex space structures operating beyond Low Earth Orbit is impractical. Substantial literature has investigated the mission design and analysis of robotic servicing missions that utilize a single servicing satellite to approach and service a single target satellite. This motivates the present research to investigate a fleet of servicing satellites performing several operations for a large, central space structure.

This research leverages a distributed control approach, …

Deep Hybrid Modeling Of Neuronal Dynamics Using Generative Adversarial Networks, Soheil Saghafi

Dissertations

Mechanistic modeling and machine learning methods are powerful techniques for approximating biological systems and making accurate predictions from data. However, when used in isolation these approaches suffer from distinct shortcomings: model and parameter uncertainty limit mechanistic modeling, whereas machine learning methods disregard the underlying biophysical mechanisms. This dissertation constructs Deep Hybrid Models that address these shortcomings by combining deep learning with mechanistic modeling. In particular, this dissertation uses Generative Adversarial Networks (GANs) to provide an inverse mapping of data to mechanistic models and identifies the distributions of mechanistic model parameters coherent to the data.

Chapter 1 provides background information on …

Creating The Optimal Wedding Seating Chart, Madison Lane

Theses/Capstones/Creative Projects

The purpose of this project is to develop an effective seating arrangement for a wedding reception that enhances the comfort of guests. The ultimate aim is to create a harmonious and enjoyable atmosphere for all attendees. To achieve this, an integer program was designed to optimize the seating arrangement for the author’s upcoming wedding on May 27th, 2023. To ensure accuracy and feasibility, actual feedback was gathered from the guests to evaluate their compatibility and preferences. The proposed seating chart optimization not only addresses the placement of guests but also determines the number of tables required for the reception. The …

Multilevel Optimization With Dropout For Neural Networks, Gary Joseph Saavedra

Mathematics & Statistics ETDs

Large neural networks have become ubiquitous in machine learning. Despite their widespread use, the optimization process for training a neural network remains com-putationally expensive and does not necessarily create networks that generalize well to unseen data. In addition, the difficulty of training increases as the size of the neural network grows. In this thesis, we introduce the novel MGDrop and SMGDrop algorithms which use a multigrid optimization scheme with a dropout coarsening operator to train neural networks. In contrast to other standard neural network training schemes, MGDrop explicitly utilizes information from smaller sub-networks which act as approximations of the full …

Debiasing Cyber Incidents – Correcting For Reporting Delays And Under-Reporting, Seema Sangari

Doctor of Data Science and Analytics Dissertations

This research addresses two key problems in the cyber insurance industry – reporting delays and under-reporting of cyber incidents. Both problems are important to understand the true picture of cyber incident rates. While reporting delays addresses the problem of delays in reporting due to delays in timely detection, under-reporting addresses the problem of cyber incidents frequently under-reported due to brand damage, reputation risk and eventual financial impacts.

The problem of reporting delays in cyber incidents is resolved by generating the distribution of reporting delays and fitting modeled parametric distributions on the given domain. The reporting delay distribution was found to …

An Optimization Model For Minimization Of Systemic Risk In Financial Portfolios, Zachary Alexander Gelber

Master's Theses

In this thesis, we study how sovereign credit default swaps are able to measure systemic risk as well as how they can be used to construct optimal portfolios to minimize risk. We define the clustering coefficient as a proxy for systemic risk and design an optimization problem with the goal of minimizing the mean absolute deviation of the clustering coefficient on a group of nine European countries. Additionally, we define a metric we call the diversity score that measures the diversification of any given portfolio. We solve this problem for a baseline set of parameters, then spend the remainder of …

Sensitivity Analysis Of Basins Of Attraction For Nelder-Mead, Sonia K. Shah

Honors Projects

The Nelder-Mead optimization method is a numerical method used to find the minimum of an objective function in a multidimensional space. In this paper, we use this method to study functions - specifically functions with three-dimensional graphs - and create images of the basin of attraction of the function. Three different methods are used to create these images named the systematic point method, randomized centroid method, and systemized centroid method. This paper applies these methods to different functions. The first function has two minima with an equivalent function value. The second function has one global minimum and one local minimum. …

Variational Data Assimilation For Two Interface Problems, Xuejian Li

Doctoral Dissertations

“Variational data assimilation (VDA) is a process that uses optimization techniques to determine an initial condition of a dynamical system such that its evolution best fits the observed data. In this dissertation, we develop and analyze the variational data assimilation method with finite element discretization for two interface problems, including the Parabolic Interface equation and the Stokes-Darcy equation with the Beavers-Joseph interface condition. By using Tikhonov regularization and formulating the VDA into an optimization problem, we establish the existence, uniqueness and stability of the optimal solution for each concerned case. Based on weak formulations of the Parabolic Interface equation and …

Dynamic Nonlinear Gaussian Model For Inferring A Graph Structure On Time Series, Abhinuv Uppal

CMC Senior Theses

In many applications of graph analytics, the optimal graph construction is not always straightforward. I propose a novel algorithm to dynamically infer a graph structure on multiple time series by first imposing a state evolution equation on the graph and deriving the necessary equations to convert it into a maximum likelihood optimization problem. The state evolution equation guarantees that edge weights contain predictive power by construction. After running experiments on simulated data, it appears the required optimization is likely non-convex and does not generally produce results significantly better than randomly tweaking parameters, so it is not feasible to use in …

Sensitivity Analysis Of Basins Of Attraction For Gradient-Based Optimization Methods, Gillian King

Honors Projects

This project is an analysis of the effectiveness of five distinct optimization methods in their ability in producing clear images of the basins of attraction, which is the set of initial points that approach the same minimum for a given function. Basin images are similar to contour plots, except that they depict the distinct regions of points--in unique colors--that approach the same minimum. Though distinct in goal, contour plots are useful to basin research in that idealized basin images can be inferred from the steepness levels and location of extrema they depict. Effectiveness of the method changes slightly depending on …

Target Control Of Networked Systems, Isaac S. Klickstein

Mechanical Engineering ETDs

The control of complex networks is an emerging field yet it has already garnered interest from across the scientific disciplines, from robotics to sociology. It has quickly been noticed that many of the classical techniques from controls engineering, while applicable, are not as illuminating as they were for single systems of relatively small dimension. Instead, properties borrowed from graph theory provide equivalent but more practical conditions to guarantee controllability, reachability, observability, and other typical properties of interest to the controls engineer when dealing with large networked systems. This manuscript covers three topics investigated in detail by the author: (i) the …

Hybrid Electric Vehicle Energy Management Strategy With Consideration Of Battery Aging, Bin Zhou

Dissertations, Master's Theses and Master's Reports

The equivalent consumption minimization strategy (ECMS) is a well-known energy management strategy for Hybrid Electric Vehicles (HEV). ECMS is very computationally efficient since it yields an instantaneous optimal control. ECMS has been shown to minimize fuel consumption under certain conditions. But, minimizing the fuel consumption often leads to excessive battery damage. The objective of this dissertation is to develop a real-time implementable optimal energy management strategy which improves both the fuel economy and battery aging for Hybrid Electric Vehicles by using ECMS. This work introduces a new optimal control problem where the cost function includes terms for both fuel consumption …

Optimal Sampling Paths For Autonomous Vehicles In Uncertain Ocean Flows, Andrew J. De Stefan

Dissertations

Despite an extensive history of oceanic observation, researchers have only begun to build a complete picture of oceanic currents. Sparsity of instrumentation has created the need to maximize the information extracted from every source of data in building this picture. Within the last few decades, autonomous vehicles, or AVs, have been employed as tools to aid in this research initiative. Unmanned and self-propelled, AVs are capable of spending weeks, if not months, exploring and monitoring the oceans. However, the quality of data acquired by these vehicles is highly dependent on the paths along which they collect their observational data. The …

An Information Theory Model For Optimizing Quantitative Magnetic Resonance Imaging Acquisitions, Drew Mitchell

Dissertations & Theses (Open Access)

Quantitative magnetic resonance imaging (qMRI) is a powerful group of imaging techniques with a growing number of clinical applications, including synthetic image generation in post-processing, automatic segmentation, and diagnosis of disease from quantitative parameter values. Currently, acquisition parameter selection is performed empirically for quantitative MRI. Tuning parameters for different scan times, tissues, and resolutions requires some measure of trial and error. There is an opportunity to quantitatively optimize these acquisition parameters in order to maximize image quality and the reliability of the previously mentioned methods which follow image acquisition.

The objective of this work is to introduce and evaluate a …

Paper Structure Formation Simulation, Tyler R. Seekins

Electronic Theses and Dissertations

On the surface, paper appears simple, but closer inspection yields a rich collection of chaotic dynamics and random variables. Predictive simulation of paper product properties is desirable for screening candidate experiments and optimizing recipes but existing models are inadequate for practical use. We present a novel structure simulation and generation system designed to narrow the gap between mathematical model and practical prediction. Realistic inputs to the system are preserved as randomly distributed variables. Rapid fiber placement (~1 second/fiber) is achieved with probabilistic approximation of chaotic fluid dynamics and minimization of potential energy to determine flexible fiber conformations. Resulting digital packed …

Second-Order Generalized Differentiation Of Piecewise Linear-Quadratic Functions And Its Applications, Hong Do

Wayne State University Dissertations

The area of second-order variational analysis has been rapidly developing during the recent years with many important applications in optimization. This dissertation is devoted to the study and applications of the second-order generalized differentiation of a remarkable

class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to optimization and stability.

The first goal of this dissertation is to compute the second-order subdifferential of the functions described above, which will be applied in the study of the stability of composite optimization problems associated with piecewise linear-quadratic functions, known as extended …

Optimization Approaches For Open-Locating Dominating Sets, Daniel Blair Sweigart

Dissertations, Theses, and Masters Projects

An Open Locating-Dominating Set (OLD set) is a subset of vertices in a graph such that every vertex in the graph has a neighbor in the OLD set and every vertex has a unique set of neighbors in the OLD set. This can also represent where sensors, capable of detecting an event occurrence at an adjacent vertex, could be placed such that one could always identify the location of an event by the specific vertices that indicated an event occurred in their neighborhood. By the open neighborhood construct, which differentiates OLD sets from identifying codes, a vertex is not able …

Developing Optimization Techniques For Logistical Tendering Using Reverse Combinatorial Auctions, Jennifer Kiser

Electronic Theses and Dissertations

In business-to-business logistical sourcing events, companies regularly use a bidding process known as tendering in the procurement of transportation services from third-party providers. Usually in the form of an auction involving a single buyer and one or more sellers, the buyer must make decisions regarding with which suppliers to partner and how to distribute the transportation lanes and volume among its suppliers; this is equivalent to solving the optimization problem commonly referred to as the Winner Determination Problem. In order to take into account the complexities inherent to the procurement problem, such as considering a supplier’s network, economies of scope, …

Optimization Studies And Applications: In Retail Gasoline Market, Daero Kim

Electronic Thesis and Dissertation Repository

The study of the retail gasoline market is of great interest in financial economics, since it allows many theories about price formation, oligopolistic markets, and consumer search to be tested. In addition, the risk management of gasoline prices is an important instance of the management of any consumable commodity cost. For the retailer, the tool of dynamic pricing may be found to be useful.

This thesis contributes to the study of retail gasoline markets in three main ways, each in its own paper. The first paper tests various economic models to confirm earlier results about pricing behavior in retail gasoline …

Optimization And Control Of An Array Of Wave Energy Converters, Jianyang Lyu

Dissertations, Master's Theses and Master's Reports

This study explored optimal configuration of both the array layout and the dimension of each WEC in the array. The array contains heaving buoys with full interaction and exact hydrodynamics. Optimization of dimension was done on each WEC in the array with a given optimal layout, and a higher q-factor was achieved. Both impedance matching optimal control and derivative control were employed, which provides both theoretical maximum energy and a more realistic case. Then the work was expanded to optimization of both the array layout and the dimension of each WEC in the array. An average of 39.21% higher q-factor …

Deterministic And Probabilistic Methods For Seismic Source Inversion, Juan Pablo Madrigal Cianci

Mathematics & Statistics ETDs

The national Earthquake Information Center (NEIC) reports an occurrence of about 13,000 earthquakes every year, spanning different values on the Richter scale from very mild (2) to "giant earthquakes'' (8 and above). Being able to study these earthquakes provides useful information for a wide range of applications in geophysics. In the present work we study the characteristics of an earthquake by performing seismic source inversion; a mathematical problem that, given some recorded data, produces a set of parameters that when used as input in a mathematical model for the earthquake generates synthetic data that closely resembles the measured data. There …

Network Analytics For The Mirna Regulome And Mirna-Disease Interactions, Joseph Jayakar Nalluri

Theses and Dissertations

miRNAs are non-coding RNAs of approx. 22 nucleotides in length that inhibit gene expression at the post-transcriptional level. By virtue of this gene regulation mechanism, miRNAs play a critical role in several biological processes and patho-physiological conditions, including cancers. miRNA behavior is a result of a multi-level complex interaction network involving miRNA-mRNA, TF-miRNA-gene, and miRNA-chemical interactions; hence the precise patterns through which a miRNA regulates a certain disease(s) are still elusive. Herein, I have developed an integrative genomics methods/pipeline to (i) build a miRNA regulomics and data analytics repository, (ii) create/model these interactions into networks and use optimization techniques, motif …

A General Framework Of Large-Scale Convex Optimization Using Jensen Surrogates And Acceleration Techniques, Soysal Degirmenci

McKelvey School of Engineering Theses & Dissertations

In a world where data rates are growing faster than computing power, algorithmic acceleration based on developments in mathematical optimization plays a crucial role in narrowing the gap between the two. As the scale of optimization problems in many fields is getting larger, we need faster optimization methods that not only work well in theory, but also work well in practice by exploiting underlying state-of-the-art computing technology.

In this document, we introduce a unified framework of large-scale convex optimization using Jensen surrogates, an iterative optimization method that has been used in different fields since the 1970s. After this general treatment, …