Management Sciences and Quantitative Methods Commons^™

Hospital-Physician Integration And Physician Collaboration: Implications For Care Efficiency And Outcomes, Hui Jia

Doctoral Dissertations

This thesis focuses on healthcare operations management and consists of two essays that investigate empirically how the relationship between physicians and hospitals and the relationship between peer physicians, respectively, affect clinical care outcomes and care efficiency.

In the first essay, I study hospital-physician integration as a type of organization-service provider relationship. Many prior studies have provided insights into the benefits of a tight collaboration between hospitals and physicians. However, neutral and even negative effects of this relationship on healthcare performance have been observed and discussed in the literature. This mixed evidence points to a need for further study to elucidate …

Essays On Supply Chain Economic Networks For Disaster Management Inspired By The Covid-19 Pandemic, Mojtaba Salarpour

Doctoral Dissertations

The COVID-19 pandemic, which was declared by the World Health Organization on March 11, 2020, negatively impacted virtually all economic and social activities across the globe. As of March 7, 2022, more than 6 million deaths have been associated with COVID-19 disease. This health disaster, unlike many other disasters, is not limited to time or location. It has resulted in intense global competition for many essential products, from Personal Protective Equipment (PPE) to ventilators and vaccines and food products. In this dissertation, I construct, analyze, and quantitatively solve a spectrum of supply chain economic network models inspired by realities in …

Sparse Model Selection Using Information Complexity, Yaojin Sun

Doctoral Dissertations

This dissertation studies and uses the application of information complexity to statistical model selection through three different projects. Specifically, we design statistical models that incorporate sparsity features to make the models more explanatory and computationally efficient.

In the first project, we propose a Sparse Bridge Regression model for variable selection when the number of variables is much greater than the number of observations if model misspecification occurs. The model is demonstrated to have excellent explanatory power in high-dimensional data analysis through numerical simulations and real-world data analysis.

The second project proposes a novel hybrid modeling method that utilizes a mixture …

Effects Of Economic Development Status And Eco-Product On Consumption Values: From The Perspective Of Us Consumers, Mostafa Zaman

Doctoral Dissertations

Consumers select a product based on numerous product characteristics. Numerous studies conducted earlier revealed that consumers in developing countries preferred products made in western or developed countries because their product quality is better than the quality of local products (Lee & Nguyen, 2017; Dao & Heidt, 2018; Rodrigo et al., 2019). Moreover, consumers are increasingly concerned about manufacturers’ environmental issues. Although ethical consumers believe that eco-products could save the environment, some consumers are not concerned about the eco-products and thus select products based on other product attributes (Joshi & Rahman, 2015). Hence, it becomes very challenging for retailers to select …

Essays On Competitive Perishable Food Supply Chain Networks: From The Impacts Of Tariffs And Quotas To Integration Of Quality, Deniz Besik

Doctoral Dissertations

Food, in the form of fresh produce, meat, fish, and/or dairy, is necessary for maintaining life. In this dissertation, I focus on the modeling and analysis of some of the inherent issues in competitive perishable food supply chain networks. I investigate the impacts of trade policies such as tariffs, quotas, and their combination – tariff-rate quotas, as well as the integration of food quality deterioration into food supply chains. The research is especially timely given the prevalence of trade wars and tariffs in todays global political environment. The work is multidisciplinary with constructs from food science integrated into the economics …

Blood Supply Chain Networks In Healthcare: Game Theory Models And Numerical Case Studies, Pritha Dutta

Doctoral Dissertations

A crucial component of every healthcare system is the safe and steady supply of the life-saving product, blood. In order to meet the demand for blood consistently, it is imperative to maintain a robust supply chain. The blood banking industry in the United States, faced with emerging challenges, which include, an increase in operating costs, rise in competition among blood centers, insufficient reimbursement from payers such as insurance companies and government programs, in addition to inherent challenges such as donor motivation, seasonal shortages, perishability, is trying to adapt to the changing dynamics to sustain itself economically. The altruistic nature of …

Managing Information Security Investments Under Uncertainty: Optimal Policies For Technology Investment And Information Sharing, Yueran Zhuo

Doctoral Dissertations

Information systems are an integral part of today's business environment. Businesses, government organizations, and the society rely on these systems for various transactions, most of which have huge financial implications. Hence, attacks that breach information systems result in interruption of operations, loss of data and customer confidence, constituting a significant threat to firms. The losses due to attacks on information systems can be mitigated through investments in information security technologies and services. In this thesis we study three practical problems related to information system security investment management: (1) Optimal policies for technology investment in information system security; (2) Optimal policies …

The Linkages Among Market Structure, Market Conduct, And Service Quality: Analysis Of The U.S. Domestic Airline Industry, Amirhossein Alamdar Yazdi

Doctoral Dissertations

As supported by the dynamic structure-conduct-performance (S-C-P) paradigm, market structure affects conduct, and conduct determines firms’ performance (Mckinsey & Company Quarterly, 2008). Several researchers have looked at the S-C-P relationship with focus on price. Boreinstein, 1990; Beutel and McBride, 1992; Kim and Singal, 1993; Morrison, 1996; Veldhuis, 2005; Peters, 2006; Zhang and Round, 2009 looked at the effect of airline mergers on fares; some others have looked at the linkage between the imposition of fees and stock values (Barone, et al., 2012), ticket prices (Henrickson & Scott, 2012; Brueckner, et al., 2015); and some examine the effects of low-cost carriers …

Game Theory For Security Investments In Cyber And Supply Chain Networks, Shivani Shukla

Doctoral Dissertations

In a constantly and intricately connected world that is going digital, cybersecurity is imperative to not just the success but also the survival of a business. The ubiquitous digital transformation is fueled by a convulsive growth of devices and data that are leading important innovations in the domain of cyber-physical systems. However, this growth has also enabled internal and external threats to skyrocket, depicting the inherent dichotomy. With an evolving threat landscape, a perpetrator has to be successful once, while the defenders have to continually succeed in fending-off attacks to protect critical infrastructure and digital assets. Businesses are facing a …

Theory And Practice Of Supply Chain Synchronization, Michael Prokle

Doctoral Dissertations

In this dissertation, we develop strategies to synchronize component procurement in assemble-to-order (ATO) production and overhaul operations. We focus on the high-tech and mass customization industries which are not only considered to be very important to create or keep U.S. manufacturing jobs, but also suffer most from component inventory burden. In the second chapter, we address the deterministic joint replenishment inventory problem with batch size constraints (JRPB). We characterize system regeneration points, derive a closed-form expression of the average product inventory, and formulate the problem of finding the optimal joint reorder interval to minimize inventory and ordering costs per unit …

Statistical Methods On Risk Management Of Extreme Events, Zijing Zhang

Doctoral Dissertations

The goal of the dissertation is the investigation of financial risk analysis methodologies, using the schemes for extreme value modeling as well as techniques from copula modeling. Extreme value theory is concerned with probabilistic and statistical questions re- lated to unusual behavior or rare events. The subject has a rich mathematical theory and also a long tradition of applications in a variety of areas. We are interested in its application in risk management, with a focus on estimating and forcasting the Value-at-Risk of financial time series data. Extremal data are inherently scarce, thus making inference challenging. In order to obtain …

Economic Forecasting With Many Predictors, Fanning Meng

Doctoral Dissertations

The dissertation is focused on the analysis of economic forecasting with a large number of predictors.

The first chapter develops a novel forecasting method that minimizes the effects of weak predictors and estimation errors on the accuracy of equity premium forecasts. The proposed method is based on an averaging scheme applied to quantiles conditional on predictors selected by LASSO. The resulting forecasts outperform the historical average, and other existing models, by statistically and economically meaningful margins.

In the second chapter, we find that incorporating distributional and high-frequency information into a forecasting model can produce substantial accuracy gains. Distributional information is …

Retail Analytics And Optimization For Store-Wide Shelf-Space Management, Tulay Flamand

Doctoral Dissertations

A major constituent of modern-time economies, retailing is a vibrant business sector that is marked by high competition, tight profit margins, novel business strategies in online and in-store environments, and demanding consumers. Driven by massive volumes of point-of-sale data, retail analytics has become instrumental for unveiling better managerial practices. Our research falls under the umbrella of retail shelf space management. In self-service outlets, shelf space constitutes a scarce resource and its management is central to ensuring an attractive shopping experience and a profitable business. We investigate how, under a given store layout, the allocation of product categories can be optimized …

Service Improvement And Cost Reduction For Airlines: Optimal Policies For Managing Arrival And Departure Operations Under Uncertainty, Heng Chen

Doctoral Dissertations

Annual U.S. air travel demand has been growing steadily by 4-5% over the last decade, and it is estimated that the demand will nearly double in the next twenty years. It has also been estimated by the International Civil Aviation Organization that global demand for commercial aircraft will increase at an average annual rate of 4.1% by 2034 (IATA, 2014). However, airport expansions and aviation infrastructure upgrades have not kept pace with the increase in air traffic demand, as only 3% of all the new airport projects around the world are planned in the U.S. (CAPA, 2015). Thus, the operation …

Network Game Theory Models Of Services And Quality Competition With Applications To Future Internet Architectures And Supply Chains, Sara Saberi

Doctoral Dissertations

The Internet has transformed the way in which we conduct business and perform economic and financial transactions. One key challenge of the Internet is the inefficiency of the mechanisms by which technology is deployed and the business and economic models surrounding these processes (Wolf et al. (2014)). Equilibrium models for the Internet generally assume basic economic relationships. However, in new paradigms for the Internet and in supply chain networks, price is not the only factor; quality of service (QoS) is also of increasing importance. Supply chains networks, which give us the means to manufacture products and deliver them to points …

Joint Optimization Of Allocation And Release Policy Decisions For Surgical Block Time Under Uncertainty, Mina Loghavi

Doctoral Dissertations

The research presented in this dissertation contributes to the growing literature on applications of operations research methodology to healthcare problems through the development and analysis of mathematical models and simulation techniques to find practical solutions to fundamental problems facing nearly all hospitals.

In practice, surgical block schedule allocation is usually determined regardless of the stochastic nature of case demand and duration. Once allocated, associated block time release policies, if utilized, are often simple rules that may be far from optimal. Although previous research has examined these decisions individually, our model considers them jointly. A multi-objective model that characterizes financial, temporal, …

Quality Competition In Supply Chain Networks With Applications To Information Asymmetry, Product Differentiation, Outsourcing, And Supplier Selection, Dong Li

Doctoral Dissertations

The quality of the products produced and delivered in supply chain networks is essential for consumers' safety, well-being, and benefits, and for firms' profitability and reputation. However, because of the complexity of today's large-scale highly globalized supply chain networks, along with issues such as the growth in outsourcing and in global procurement, as well as the information asymmetry associated with quality, supply chain networks are more exposed to both domestic and international quality failures. In this dissertation, I contribute to the equilibrium and dynamic modeling and analysis of quality competition in supply chain networks under scenarios of information asymmetry, product …

Monte Carlo Methods In Finance, Je Guk Kim

Doctoral Dissertations

Monte Carlo method has received significant consideration from the context of quantitative finance mainly due to its ease of implementation for complex problems in the field. Among topics of its application to finance, we address two topics: (1) optimal importance sampling for the Laplace transform of exponential Brownian functionals and (2) analysis on the convergence of quasi-regression method for pricing American option. In the first part of this dissertation, we present an asymptotically optimal importance sampling method for Monte Carlo simulation of the Laplace transform of exponential Brownian functionals via Large deviations principle and calculus of variations the closed form …

Resource And Supply Allocation And Relief Center Location For Humanitarian Logistics, Guven Ince

Doctoral Dissertations

This dissertation examines two salient issues that arise in the strategic planning of disaster management operations for providing relief to populations that are impacted by a disaster, such as an earthquake. The first issue is the alleviation of destitution faced by affected populations in the immediate aftermath of a disaster. The second is the establishment of an infrastructure for provision of relief, for a much longer period of time, until normalcy is restored. Central to the alleviation of destitution is the avoidance of critical shortages in meeting the demand for relief supplies. The literature on pro-active and strategic planning of …

Optimizing Consumer-Centric Assortment Planning Under Cross-Selling Effects, Ameera Ibrahim

Doctoral Dissertations

Central to modern-time, consumer-focused retailing is the ability to provide attractive and reasonably-priced product assortments for different customer profiles. To this end, retailers can benefit from the use of data analytics in order to identify distinct customer segments, each characterized by their buying power, shopping behavior, and preferences. Further, retailers can also benefit from a careful examination of alternative procurement options and cost levers associated with products that are considered for inclusion in the assortment. Issues of assortment planning lie at the interface of operations and marketing. Profitable planning trade-offs can be identified using an optimization methodology and are simultaneously …

State Space Modelling Of Dynamic Choice Behavior With Habit Persistence, Kang Bok Lee

Doctoral Dissertations

In this dissertation, I present a new approach to capturing dependence across time in dynamic choice data. To achieve this, I develop a state space dynamic choice model and a novel algorithm to fit the data. Instead of capturing dependence in outcomes through lagged response variables, referred to as state dependence, I introduce a lagged utility term through the latent state equation. The lagged utility term captures habit persistence, which has not been explored directly in earlier models (Heckman, 1981b). The autoregressive nature of the lagged utility provides a significantly richer summary of prior utility than a lagged outcome variable. …

Indefinite Knapsack Separable Quadratic Programming: Methods And Applications, Jaehwan Jeong

Doctoral Dissertations

Quadratic programming (QP) has received significant consideration due to an extensive list of applications. Although polynomial time algorithms for the convex case have been developed, the solution of large scale QPs is challenging due to the computer memory and speed limitations. Moreover, if the QP is nonconvex or includes integer variables, the problem is NP-hard. Therefore, no known algorithm can solve such QPs efficiently. Alternatively, row-aggregation and diagonalization techniques have been developed to solve QP by a sub-problem, knapsack separable QP (KSQP), which has a separable objective function and is constrained by a single knapsack linear constraint and box constraints. …

A Simple, Practical Prioritization Scheme For A Job Shop Processing Multiple Job Types, Shuping Zhang

Doctoral Dissertations

The maintenance, repair, and overhaul (MRO) process is used to recondition equipment in the railroad, off-shore drilling, aircraft, and shipping industries. In the typical MRO process, the equipment is disassembled into component parts and these parts are routed to back-shops for repair. Repaired parts are returned for reassembling the equipment. Scheduling the back-shop for smooth flow often requires prioritizing the repair of component parts from different original assemblies at different machines. To enable such prioritization, we model the back-shop as a multi-class queueing network with a ConWIP execution system and introduce a new priority scheme to maximize the system performance. …

Real-Time Order Tracking For Supply Systems With Multiple Transportation Stages, Nana Bryan

Doctoral Dissertations

This dissertation studies a supply system consisting of a retailer, a manufacturer, and multiple transportation stages. The manufacturer fulfills the demand from the retailer for a single product. The replenishment process is not instantaneous. Orders may take more than one time period to be shipped from the manufacturer’s location, and shipped orders pass through multiple transportation stages until they reach the retailer. Each stage may represent a physical location or a step in the delivery process. Shipments are not allowed to cross over in time. The movement of each shipment depends on the congestion and movements of shipments ahead of …

Shopper Value: A Framework And Examination Of The Impact Of Importance, Shopping Context And Shopping Social Situation, Robert Paul Jones

Doctoral Dissertations

This dissertation is exploratory, examining a little studied part of retail, the shopper. Shoppers are defined as: actively engaged in the pursuit of a target purchase driven by a specific need requiring a solution. The objectives of this research are to clarify the differences between consumers and shoppers, justifying the need for further study. This research also seeks to develop a values based framework of shopper behavior in order to facilitate future research. An extensive review of the literature provides a foundation for the differences between shoppers and consumers. The theory of reasoned action provides the foundation for the shopper …

Data Mining With Multivariate Kernel Regression Using Information Complexity And The Genetic Algorithm, Dennis Jack Beal

Doctoral Dissertations

Kernel density estimation is a data smoothing technique that depends heavily on the bandwidth selection. The current literature has focused on optimal selectors for the univariate case that are primarily data driven. Plug-in and cross validation selectors have recently been extended to the general multivariate case.

This dissertation will introduce and develop new and novel techniques for data mining with multivariate kernel density regression using information complexity and the genetic algorithm as a heuristic optimizer to choose the optimal bandwidth and the best predictors in kernel regression models. Simulated and real data will be used to cross validate the optimal …

The Generalized Dea Model Of Fundamental Analysis Of Public Firms, With Application To Portfolio Selection, Xin Zhang

Doctoral Dissertations

Fundamental analysis is an approach for evaluating a public firm for its investmentworthiness by looking at its business at the basic or fundamental financial level. The focus of this thesis is on utilizing financial statement data and a new generalization of the Data Envelopment Analysis, termed the GDEA model, to determine a relative financial strength (RFS) indicator that represents the underlying business strength of a firm. This approach is based on maximizing a correlation metric between GDEA-based score of financial strength and stock price performance. The correlation maximization problem is a difficult binary nonlinear optimization that requires iterative re-configuration of …

Algorithms For Multi-Sample Cluster Analysis, Fahad Almutairi

Doctoral Dissertations

In this study, we develop algorithms to solve the Multi-Sample Cluster Analysis (MSCA) problem. This problem arises when we have multiple samples and we need to find the statistical model that best fits the cluster structure of these samples. One important area among others in which our algorithms can be used is international market segmentation. In this area, samples about customers’preferences and characteristics are collected from di¤erent regions in the market. The goal in this case is to join the regions with similar customers’characteristics in clusters (segments).

We develop branch and bound algorithms and a genetic algorithm. In these algorithms, …

Approximation Methods For The Standard Deviation Of Flow Times In The G/G/S Queue, Xiaofeng Zhao

Doctoral Dissertations

We provide approximation methods for the standard deviation of flow time in system for a general multi-server queue with infinite waiting capacity (G / G / s ). The approximations require only the mean and standard deviation or the coefficient of variation of the inter-arrival and service time distributions, and the number of servers.

These approximations are simple enough to be implemented in manual or spreadsheet calculations, but in comparisons to Monte Carlo simulations have proven to give good approximations (within ±10%) for cases in which the coefficients of variation for the interarrival and service times are between 0 …

Multivariate Nonnormal Regression Models, Information Complexity, And Genetic Algorithms: A Three Way Hybrid For Intelligent Data Mining, Minhui Liu

Doctoral Dissertations

This dissertation develops a novel computationally feasible intelligent data mining and knowledge discovery technique to select the best subset of predictors in multivariate re- gression (MR) models under the assumption that the random error terms of the model follow a general nonnormal family of distributions. Our approach builds an easy-to-use three way hybrid approach by integrating clever statistical modeling procedures based on the information-theoretic measure of complexity (ICOMP) criterion with genetic algorithm (GA) and multivariate nonnormal regression models with Power Exponential (PE) and fam- ily of elliptically contoured (EC) error distributions. This dissertation is composed of four major parts.

First, …