Engineering Commons^™

An Exploration In The Tools Of Options Pricing - Data, Ryan Hinson, Chris Schroeder

2021 Celebration of Student Scholarship - Oral Presentations

Stock options can be a useful tool in any investor’s portfolio. They allow the skilled investor to increase their leverage and possibility for a higher payout with less risk. However, they are only beneficial if the investor knows how to use them, and if they accurately reflect the price of the option. This presentation hopes to offer some insight into the binomial method of options pricing along with new adjustments to the model in hopes of reflecting a more accurate options price. This, along with the Monte Carlo simulation presented, will hopefully offer some insight into the mathematical investor ...

Ps Series, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘PS’ and ‘PF’ spreadsheets are the data of the prediction and calibration tests. (The data in this series are overall stress and strain information).

Supporting information

Pf7, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘PS’ and ‘PF’ spreadsheets are the data of the prediction and calibration tests. (The data in this series are overall stress and strain information).

Supporting information

T111, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

Pf6, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘PS’ and ‘PF’ spreadsheets are the data of the prediction and calibration tests. (The data in this series are overall stress and strain information).

Supporting information

T154, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

Dem, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘DEM’ spreadsheet is the simulation results. The test information of the numerical samples is included in it.

Supporting information

T113, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T314, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T144, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T414, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T112, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T134, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T124, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

Pf5, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘PS’ and ‘PF’ spreadsheets are the data of the prediction and calibration tests. (The data in this series are overall stress and strain information).

Supporting information

T214, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

T114, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

Pf Series, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘PS’ and ‘PF’ spreadsheets are the data of the prediction and calibration tests. (The data in this series are overall stress and strain information).

Supporting information

T514, Pingxin Xia, Longtan Shao, Wen Deng

Stress-State Dependency of the Deformation Ratio of Quasi-Elastic Granular Soils under Cyclic Loading -- Raw Data

‘T’ series spreadsheets are the raw data of all tests. (The data in this series are overall stress and strain information).

Supporting information

Unsteady-State Contact Angle Hysteresis During Droplet Oscillation In Capillary Pores: Theoretical Model And Vof Simulation -- Data, Chao Zeng, Wen Deng, Lichun Wang

Unsteady-State Contact Angle Hysteresis during Droplet Oscillation in Capillary Pores: Theoretical Model and VOF Simulation -- Data

Spreadsheet - Data of Figures 2 through 11.

Supporting information

Real-Time Early Detection And Monitoring Of Flooding Using Low-Cost Highly Sensitive Ultrasound Sensing Of Water Level, Suyun Ham Ph.D, Seongjin Noh Ph.D, Dong-Jun Seo Ph.D, Sanggoo Kang, Dafnik Saril Kumar David

Data

Flooding poses safety hazards to motorists, emergency and maintenance crews and may cause costly damage to transportation infrastructure and its operation. Flash flooding, in particular, causes the most flood-related deaths According to NOAA, in 2017 alone, flash flooding also caused $60.7 billion worth of economic damage. Low-water crossings are among the first places where deaths and significant damages to vehicles occur during flooding. With flash flooding, when a critical corridor is blocked by a high level of water, it affects the safety of the general public. To keep the critical corridors open as long as possible, and to minimize ...

Abq Streets: Creating Alternative Residential Street Designs, Nick N. Ferenchak Ph.D, Gregory Rowangould Ph.D

Data

This research evaluates opportunities for retrofitting residential streets with alterative designs with the overall goal of improving their function, reducing their negative impacts and reducing maintenance costs. This is accomplished through three main research tasks. First, we conduct a comprehensive review of the street design literature with a focus on studies that report how alterative or unique designs that are relevant to the residential street context affect travel behavior, traffic flow, safety, crime and environmental impacts. We then survey residential streets in several study neighborhoods to measure typical design features and cross sections. With this information we then evaluate which ...

Selecting The Most Feasible Construction Phasing Plans For Urban Highway Rehabilitation Projects, Kunhee Choi Ph.D, H. David Jeong Ph.D, Yong-Cheol Lee, Yangtian Yin

Data

Despite the abundance of research that has aimed to understand the effects of highway work zones, very little definitive information is available concerning the determination of work zone length (WZL). Quantitative studies that holistically model WZL are very rare. To fill this gap, this study identifies critical factors affecting WZL and develops decision support models that determine the optimal WZL in a balanced tradeoff between motorists’ inconvenience due to traffic disruption and their opportunity cost. A high-confidence dataset was created by conducting a series of scheduling and traffic simulations and analyses. The results revealed that traffic loading and work zone ...

Enhancing Evaluation Of Wildlife Detection Systems, Nick N. Ferenchak Ph.D

Data

Every year in the United States, wildlife-vehicle collisions (WVCs) cause 200 human fatalities, 26,000 human injuries, and substantial harm to wildlife populations, resulting in approximately $8.4 billion in total costs. The research team examined two US 64 bridges located near Lumberton, New Mexico that were designed to allow wildlife to cross underneath. Monitoring stations were positioned at each of the crossings so that both wildlife approaches and passages were observed. Special mounting brackets were designed and fabricated to allow for the installation of monitoring equipment. Wildlife observations were supplemented with WVC counts. Over seven months of study, nearly ...

Optimizing The Geometric Configuration And Manufacturing Process Of High Mast Illumination Poles, Arturo Montoya Ph.D, Adolfo Matamoros Ph.D, Reza Nasouri, Echizeni Ikpah, Arsalan Majlesi

Data

This work presents the development of a high-fidelity model that accounts for the cumulative effect of welding and hot- dip galvanizing on the determining the resulting residual stresses and deformations induced during the manufacturing process of high mast illumination poles (HMIPs). This model is meant to elucidate the root causes of weld toe cracks in HMIPs. A TxDOT pole-to-base plate connection detail was used as the reference model in the analysis. Welding was modeled using the plug-in Abaqus Welding Interface (AWI), which automatically implements a series of sequential thermal and mechanical analyses. Then, the welding stress results were used as ...

Detection And Estimation Of Inundation And Associated Risks Using Traffic And Monitoring Cameras And Image Processing Under Extreme Flooding Conditions, Suyun Ham Ph.D, Seongjin Noh Ph.D, Dong-Jun Seo Ph.D, Yin Chao Yu, Sangoo Kang

Data

The main objective of this project is to develop an inundation detection and evaluation framework using images from traffic monitoring cameras and reliable flood monitoring under extreme precipitation conditions. This study presents a comparative assessment of image enhancement and segmentation techniques to automatically identify the flash flooding from the low-resolution images taken by traffic-monitoring cameras. Due to inaccurate equipment in severe weather conditions (e.g., raindrops or light refraction on camera lenses), low-resolution images are subject to noises that degrade the quality of information. De-noising procedures are carried out for the enhancement of images by removing different types of noises ...

Assessment Of Compatibility Of Mineral Aggregates And Binders Used In Highway Construction And Maintenance Projects, Zahid Hossain, Ashraf Elsayed, Tandra Bagchi, Sumon Roy

Data

Stripping and delamination have been deemed as some of the major premature pavement distresses to most state Departments of Transportations (DOTs) and highway agencies including the Arkansas Department of Transportation (ARDOT). It is believed that the poor compatibility between asphalt binders and aggregates is one of the major reasons behind this. This study aims to analyze the compatibility of selected asphalt binders and aggregates used in Arkansas. Asphalt binders used in this study include PG 64-22, PG 70-22, and PG 76-22; each prepared from two different crude courses. Additionally, four different types of aggregates (sandstone, limestone, gravel, and dolomite) from ...

Development, Education, And Implementation Of A Low-Cost Audio Sensor-Based Autonomous Surveillance System For Smart And Connected Transportation Infrastructure Construction And Maintenance, Yong-Cheol Lee, Jin-Woo Choi Ph.D

Data

Each DOT has to govern and oversee an enormous number of transportation construction and maintenance projects. However, since a transportation construction project entails several miles of a job site including numerous work tasks and equipment operations, it has been increasingly challenging for each DOT to consistently monitor progress of all projects in each State as well as efficiently evaluate work performance. In particular, with limited human resources and time, DOTs in Region 6 States have managed large-scale transportation construction and maintenance projects by a human inspection and recovered direct and indirect damages of transportation infrastructure systems caused from the recent ...

Real-Time Work Zone Traffic Management Via Unmanned Air Vehicles, Charles Malveaux Ph.D, Marcio De Queiroz Ph.D, Xin Li Ph.D, Hanny Hassan Ph.D, Zewei He Ph.D

Data

Highway work zones are prone to traffic accidents when congestion and queues develop. Vehicle queues expand at a rate of 1 mile every 2 minutes. Back-of-queue, rear-end crashes are the most common work zone crash, endangering the safety of motorists, passengers, and construction workers. The dynamic nature of queuing in the proximity of highway work zones necessitates traffic management solutions that can monitor and intervene in real time. Fortunately, recent progress in sensor technology, embedded systems, and wireless communication coupled to lower costs are now enabling the development of real-time, automated, “intelligent” traffic management systems that address this problem. The ...

The Impacts Of Increased Adverse Weather Events On Freight Movement, Kyung "Kate" Hyun Ph.D, Stephen P. Mattingly Ph.D, Mehrdad Arabi

Data

Freight transportation is a major economic backbone of the United States and is vital to sustaining the nation’s economic growth. Ports, as one of the primary components of freight transportation and important means of integrating into the global economic system, have experienced significant growth and increased capacity during the past two decades. The study addresses an important national freight mobility goal to enhance the resilience of the port transportation operations in the event of extreme weather events. This study develops an adaptable resilience assessment framework that evaluates the impact of a disruptive event on transportation operations. The framework identifies ...