Operations Research, Systems Engineering and Industrial Engineering Commons^™

Application Of A Polynomial Affine Method In Dynamic Portfolio Choice, Yichen Zhu

Electronic Thesis and Dissertation Repository

This thesis develops numerical approaches to attain optimal multi-period portfolio strategies in the context of advanced stochastic models within expected utility and mean-variance theories. Unlike common buy-and-hold portfolio strategies, dynamic asset allocation reflects the investment philosophy of a portfolio manager that benefits from the most recent market conditions to rebalance the portfolio accordingly. This enables managers to capture fleeting opportunities in the markets thereby enhancing the portfolio performance. However, the solvability of the dynamic asset allocation problem is often non-analytical, especially when considering a high-dimensional portfolio with advanced models mimicking practical asset's return. To overcome this issue, this thesis presents …

Multi-Objective Optimization Of Green Transportation Operations In Supply Chain Management, Nayera Elgharably

Electronic Thesis and Dissertation Repository

Supply chain is the integration of manufacturing process where raw materials are converted into final products, then delivered to customers. Supply chains consists of two basic integrated process that interact together: (1) production and inventory and (2) distribution and logistics. Maximizing competitiveness and profitability are of the main goals of a supply chain. Accounting only for economic impacts as variable and fixed costs does not serve the main goal of the supply chain. Therefore, considering customer satisfaction measures in distribution models is essential in supply chain management. Models that addressed the three objectives simultaneously handled one of the objectives as …

The Effects Of Customer Segmentation, Borrowers' Behaviours And Analytical Methods On The Performance Of Credit Scoring Models In The Agribusiness Sector, Daniela Lazo, Raffaella Calabrese, Cristian Bravo Roman

Statistical and Actuarial Sciences Publications

The main aim of this study is to analyse the joint effects of customer segmentation, borrowers' characteristics and modelling techniques on the classification accuracy of a scoring model for agribusinesses. To this end, we used data provided by a Chilean company on 161,163 loans from January 2007 to December 2013. We considered random forest, neural network and logistic regression models as analytical methods. Regarding the borrowers' profiles, we examined the effects of socio-demographic, repayment-behaviour, agribusiness-specific and credit-related variables. We also segmented the customers as individuals, SMEs and large holdings. As the segments show different risk behaviours, we obtained a better …

Optimization And Management Techniques For Geo-Distributed Sdn-Enabled Cloud Datacenters' Provisioning, Khaled M. Alhazmi

Electronic Thesis and Dissertation Repository

Cloud computing has become a business reality that impacts technology users around the world. It has become a cornerstone for emerging technologies and an enabler of future Internet services as it provides on-demand IT services delivery via geographically distributed data centers. At the core of cloud computing, virtualization technology has played a crucial role by allowing resource sharing, which in turn allows cloud service providers to offer computing services without discrepancies in platform compatibility.

At the same time, a trend has emerged in which enterprises are adopting a software-based network infrastructure with paradigms, such as software-defined networking, gaining further attention …

Optimal Trading Of A Storable Commodity Via Forward Markets, Behzad Ghafouri

Electronic Thesis and Dissertation Repository

A commodity market participant trading via her inventory has access to both spot and forward markets. To liquidate her inventory, she can sell at the spot price, take a short forward position, or do a combination of both. A trade is proposed in which there is always a hedging forward contract, which can be considered a dynamic cash and carry arbitrage. The trader can adjust the maturity of the forward contract dynamically until the inventory is depleted or a time constraint is reached. In the first setup, the storage contract (to carry inventory) is assumed to have a constant cost …

Development Of An Autonomous Robotic Mushroom Harvester, Nikita Alexeevich Kuchinskiy

Electronic Thesis and Dissertation Repository

The process of development of a new robot is one of the modern technological arts. This process involves multiple complex steps and recursive approach. In this project, a solution for automatic harvesting of mushrooms is developed. In order to design an effective solution, it is necessary to explore and take into consideration the limitations of grasping very soft and fragile objects (particularly mushrooms). We will elaborate several strategies of picking and analyze each strategy to formulate the design requirements, develop a solution, and finally, evaluate the efficiency of the proposed solution in actual farm conditions for real mushrooms. The mushroom …

Automated Image Interpretation For Science Autonomy In Robotic Planetary Exploration, Raymond Francis

Electronic Thesis and Dissertation Repository

Advances in the capabilities of robotic planetary exploration missions have increased the wealth of scientific data they produce, presenting challenges for mission science and operations imposed by the limits of interplanetary radio communications. These data budget pressures can be relieved by increased robotic autonomy, both for onboard operations tasks and for decision- making in response to science data.

This thesis presents new techniques in automated image interpretation for natural scenes of relevance to planetary science and exploration, and elaborates autonomy scenarios under which they could be used to extend the reach and performance of exploration missions on planetary surfaces.

Two …

Economic Evaluation Of Potential Applications Of Gene Expression Profiling In Clinical Oncology, Malek Hannouf

Electronic Thesis and Dissertation Repository

Histopathological analysis of tumor is currently the main tool used to guide cancer management. Gene expression profiling may provide additional valuable information for both classification and prognostication of individual tumors. A number of gene expression profiling assays have been developed recently to inform therapy decisions in women with early stage breast cancer and help identify the primary tumor site in patients with metastatic cancer of unknown primary. The impact of these assays on health and economic outcomes, if introduced into general practice, has not been determined. I aimed to conduct an economic evaluation of regulatory-approved gene expression profiling assays for …