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Full-Text Articles in Engineering

Hedge Fund Replication Using A Strategy Specific Modeling Approach, Sujit Subhash Jan 2014

Hedge Fund Replication Using A Strategy Specific Modeling Approach, Sujit Subhash

Masters Theses

"Institutional investors and wealthy individuals have in the past allocated a significant portion of their portfolios to hedge funds with the expectation of unconditional and uncorrelated returns to the market. However, the financial crisis of 2008 has heightened investor sensitivity to the high fees, illiquidity, and lockup periods typically associated with hedge funds. Hedge fund indexes showing excellent returns and low volatility contain funds that are closed to new investments, while the performance of investable funds have been shown to be inferior to their non-investable counterparts. The lack of transparency and extreme variation in the performance of hedge funds make …


Workplace Sleepiness: Causes, Consequences And Countermeasures, Neda Khalafi Jan 2014

Workplace Sleepiness: Causes, Consequences And Countermeasures, Neda Khalafi

Masters Theses

"Sleep deprivation is an epidemic problem in our society that adversely affects the quality and safety of our daily lives. At home and on the job, inadequate sleep is associated with considerable social, financial, and health-related costs, due to instability of waking functions. Research has shown that, sleep deprivation among workers, whether from sleep disorders, lifestyle or shift work, can hinder the proper performance, and in extreme cases may pose hazard to the workers themselves and their environment. Deficits in daytime performance can have profound effects in the processing industry where workers are often required to perform monotonous tasks that …


Data Classification And Forecasting Using The Mahalanobis-Taguchi Method, Adebolaji A. Jobi-Taiwo Jan 2014

Data Classification And Forecasting Using The Mahalanobis-Taguchi Method, Adebolaji A. Jobi-Taiwo

Masters Theses

"Classification and forecasting are useful concepts in the field of condition monitoring. Condition monitoring refers to the analysis and monitoring of system characteristics to understand and identify deviations from normal operating conditions. This can be performed for prediction, diagnosis, or prognosis or a combination of any these purposes. Fault identification and diagnosis are usually achieved through data classification, while forecasting methods are usually used to accomplish the prediction objective. Data gathered from monitoring systems often consists of multiple multivariate time series and is fed into a model for data analysis using various techniques. One of the data analysis techniques used …


The Use Of Statistics And Its Analysis In Resolving Transportation Related Problems, Venkat Sravan Kothapalli Jan 2014

The Use Of Statistics And Its Analysis In Resolving Transportation Related Problems, Venkat Sravan Kothapalli

Masters Theses

"Statistical methods are traditionally used to summarize or describe a collection of data. This can be termed as descriptive statistics. This research focuses on application of certain statistical approaches, tools to solve transportation related problems. This research focuses on usage of statistical analysis in determine some of the significant factors and assumptions which should be taken into consideration while developing safety and maintenance related measures by transportation agencies. This research mainly focuses on; testing null hypothesis and frequency analysis. The research therefore is presented in two different case studies: 1) Statistical analysis of the work zone crash historical raw data …


Quantifying Economic Benefits For Rail Infrastructure Projects, Akhilesh Ojha Jan 2014

Quantifying Economic Benefits For Rail Infrastructure Projects, Akhilesh Ojha

Masters Theses

"Investment in rail infrastructure is necessary to maintain existing service and to cater for future growth in freight and passenger services. Many communities have realized the importance of investment in rail infrastructure projects and set up goals and visions to achieve economic development through investing in such projects. Due to limited funds available, communities have to select a single or very few projects from a variety of projects. It is very critical that right projects must be selected at the right time for a community to realize economic development. The limited methods for quantifying the economic benefits to the stakeholders …


Use On Multinomial Logistic Regression In Work Zone Crash Analysis For Missouri Work Zones, Paul Robin Jan 2014

Use On Multinomial Logistic Regression In Work Zone Crash Analysis For Missouri Work Zones, Paul Robin

Masters Theses

"This study focuses on the use of statistical data analysis procedures in identifying factors which affect the severity of crashes in work zones. Work zones are unsafe for the traffic passing through as well as the workers. Multinomial Logistic Regression has been used to analyse Missouri work zone crash data to identify significant factors which affect the severity of crashes. This particular type of regression analysis was used due to the mixed nature of data. Multinomial regression was used to compare crashes with severity Property Damage Only against crashes with Minor Injuries and Disabling Injuries/ Fatal. The factors considered were …


Economic And Environmental Comparison Of Different Ordering Policies For An Integrated Inventory Control And Supplier Selection Problem, Sepideh Almasi Monfared Jan 2014

Economic And Environmental Comparison Of Different Ordering Policies For An Integrated Inventory Control And Supplier Selection Problem, Sepideh Almasi Monfared

Masters Theses

"This study analyzes an integrated inventory control and supplier selection problem in stochastic demand environment under carbon emissions regulations. In particular, a continuous review inventory model with multiple suppliers is investigated under carbon taxing and carbon trading regulations. We analyze and compare the optimal supplier selection and order splitting decisions with single sourcing and two alternative delivery structures for multi-sourcing, namely, sequential ordering and sequential delivery. For each of the three ordering policies, a solution method is proposed and these policies are compared in terms of their economic as well as environmental performances. A numerical study is conducted to demonstrate …