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Full-Text Articles in Engineering

Predicting The Daily Return Direction Of The Stock Market Using Hybrid Machine Learning Algorithms, X. Zhong, David Lee Enke Dec 2019

Predicting The Daily Return Direction Of The Stock Market Using Hybrid Machine Learning Algorithms, X. Zhong, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have focused on forecasting daily stock market returns, especially when using powerful machine learning techniques, such as deep neural networks (DNNs), to perform the analyses. DNNs employ various deep learning algorithms based on the combination of network structure, activation function, and model parameters, with their performance depending on the format of the data representation. This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P ...


Hedge Fund Replication Using Strategy Specific Factors, Sujit Subhash, David Lee Enke Dec 2019

Hedge Fund Replication Using Strategy Specific Factors, Sujit Subhash, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Hedge funds have traditionally served wealthy individuals and institutional investors with the promise of delivering protection of capital and uncorrelated positive returns irrespective of market direction, allowing them to better manage portfolio risk. However, the financial crisis of 2008 has heightened investor sensitivity to the high fees, illiquidity, lack of transparency, and lockup periods typically associated with hedge funds. Hedge fund replication products, or clones, seek to answer these challenges by providing daily liquidity, transparency, and immediate exposure to a desired hedge fund strategy. Nonetheless, although lowering cost and adding simplicity by using a common set of factors, traditional replication ...


Vision Sensor Based Action Recognition For Improving Efficiency And Quality Under The Environment Of Industry 4.0, Zipeng Wang, Ruwen Qin, Jihong Yan, Chaozhong Guo May 2019

Vision Sensor Based Action Recognition For Improving Efficiency And Quality Under The Environment Of Industry 4.0, Zipeng Wang, Ruwen Qin, Jihong Yan, Chaozhong Guo

Engineering Management and Systems Engineering Faculty Research & Creative Works

In the environment of industry 4.0, human beings are still an important influencing factor of efficiency and quality which are the core of product life cycle management. Hence, monitoring and analyzing humans' actions are essential. This paper proposes a vision sensor based method to evaluate the accuracy of operators' actions. Each action of operators is recognized in real time by a Convolutional Neural Network (CNN) based classification model in which hierarchical clustering is introduced to minimize the effects of action uncertainty. Warnings are triggered when incorrect actions occur in real time and applications of action analysis of workers on ...


Routing Algorithm For The Ground Team In Transmission Line Inspection Using Unmanned Aerial Vehicle, Yu Li Jan 2019

Routing Algorithm For The Ground Team In Transmission Line Inspection Using Unmanned Aerial Vehicle, Yu Li

Masters Theses

"With the rapid development of robotics technology, robots are increasingly used to conduct various tasks by utility companies. An unmanned aerial vehicle (UAV) is an efficient robot that can be used to inspect high-voltage transmission lines. UAVs need to stay within a data transmission range from the ground station and periodically land to replace the battery in order to ensure that the power system can support its operation. A routing algorithm must be used in order to guide the motion and deployment of the ground station while using UAV in transmission line inspection. Most existing routing algorithms are dedicated to ...


Quantifying Restoration Costs In The Aftermath Of An Extreme Event Using System Dynamics And Dynamic Mathematical Modeling Approaches, Akhilesh Ojha Jan 2019

Quantifying Restoration Costs In The Aftermath Of An Extreme Event Using System Dynamics And Dynamic Mathematical Modeling Approaches, Akhilesh Ojha

Doctoral Dissertations

"Extreme events such as earthquakes, hurricanes, and the like, lead to devastating effects that may render multiple supply chain critical infrastructure elements inoperable. The economic losses caused by extreme events continue well after the emergency response phase has ended and are a key factor in determining the best path for post-disaster restoration. It is essential to develop efficient restoration and disaster management strategies to ameliorate the losses from such events. This dissertation extends the existing knowledge base on disaster management and restoration through the creation of models and tools that identify the relationship between production losses and restoration costs. The ...


The Tabu Ant Colony Optimizer And Its Application In An Energy Market, David Donald Haynes Jan 2019

The Tabu Ant Colony Optimizer And Its Application In An Energy Market, David Donald Haynes

Doctoral Dissertations

"A new ant colony optimizer, the 'tabu ant colony optimizer' (TabuACO) is introduced, tested, and applied to a contemporary problem. The TabuACO uses both attractive and repulsive pheromones to speed convergence to a solution. The dual pheromone TabuACO is benchmarked against several other solvers using the traveling salesman problem (TSP), the quadratic assignment problem (QAP), and the Steiner tree problem. In tree-shaped puzzles, the dual pheromone TabuACO was able to demonstrate a significant improvement in performance over a conventional ACO. As the amount of connectedness in the network increased, the dual pheromone TabuACO offered less improvement in performance over the ...


Freeform Extrusion Fabrication Of Advanced Ceramics And Ceramic-Based Composites, Wenbin Li Jan 2019

Freeform Extrusion Fabrication Of Advanced Ceramics And Ceramic-Based Composites, Wenbin Li

Doctoral Dissertations

"Ceramic On-Demand Extrusion (CODE) is a recently developed freeform extrusion fabrication process for producing dense ceramic components from single and multiple constituents. In this process, aqueous paste of ceramic particles with a very low binder content ( < 1 vol%) is extruded through a moving nozzle to print each layer sequentially. Once one layer is printed, it is surrounded by oil to prevent undesirable water evaporation from the perimeters of the part. The oil level is regulated just below the topmost layer of the part being fabricated. Infrared radiation is then applied to uniformly and partially dry the top layer so that the yield stress of the paste increases to avoid part deformation. By repeating the above steps, the part is printed in a layer-wise fashion, followed by post-processing. Paste extrusion precision of different extrusion mechanisms was compared and analyzed, with an auger extruder determined to be the most suitable paste extruder for the CODE system. A novel fabrication system was developed based on a motion gantry, auger extruders, and peripheral devices. Sample specimens were then produced from 3 mol% yttria stabilized zirconia using this fabrication system, and their properties, including density, flexural strength, Young's modulus, Weibull modulus, fracture toughness, and hardness were measured. The results indicated that superior mechanical properties were achieved by the CODE process among all the additive manufacturing processes. Further development was made on the CODE process to fabricate ceramic components that have external/internal features such as overhangs by using fugitive support material. Finally, ceramic composites with functionally graded materials (FGMs) were fabricated by the CODE process using a dynamic mixing device"--Abstract, page iv.