Engineering Commons^™

Generalized Relay Network Design And Collaborative Dispatching In Truckload Transportation, Amin Ziaeifar

Operations Research and Engineering Management Theses and Dissertations

The truckload industry faces a serious problem of high driver shortage and turnover rate which is typically around 100\%. Among the major causes of this problem are extended on-the-road times where drivers handle several truckload pickup and deliveries successively; non-regular schedules and get-home rates; and low utilization of drivers dedicated time. These are by-and-large consequences of the driver-to-load dispatching method, which is based on point-to-point dispatching or direct shipment from origin-to-destination, commonly employed in the industry. In this dissertation, we consider an alternative dispatching method that necessitates careful design of an underlying network. In this scheme, a truckload on its …

Big-Data Talent Analytics In The Public Sector: A Promotion And Firing Model Of Employees At Federal Agencies, Rabih Neouchi

Operations Research and Engineering Management Theses and Dissertations

Talent analytics is a relatively new area of focus to researchers working in analytics and data science. Talent Analytics has the potential to help companies make many informed critical decisions around talent acquisition, promotion and retention. This work investigates data science to predict “shiny star” employees in the U.S. public sector, defined as top-notch performers over the years of a given time span. Its scope falls within talent analytics, also called people analytics, a relatively new research area.

We clean a data set made available by the U.S. Office of Personnel Management (OPM) and present two models to predict the …

Improving Vix Futures Forecasts Using Machine Learning Methods, James Hosker, Slobodan Djurdjevic, Hieu Nguyen, Robert Slater

SMU Data Science Review

The problem of forecasting market volatility is a difficult task for most fund managers. Volatility forecasts are used for risk management, alpha (risk) trading, and the reduction of trading friction. Improving the forecasts of future market volatility assists fund managers in adding or reducing risk in their portfolios as well as in increasing hedges to protect their portfolios in anticipation of a market sell-off event. Our analysis compares three existing financial models that forecast future market volatility using the Chicago Board Options Exchange Volatility Index (VIX) to six machine/deep learning supervised regression methods. This analysis determines which models provide best …