Social and Behavioral Sciences Commons^™

Computational Environment For Modeling And Analysing Network Traffic Behaviour Using The Divide And Recombine Framework, Ashrith Barthur

Open Access Dissertations

There are two essential goals of this research. The first goal is to design and construct a computational environment that is used for studying large and complex datasets in the cybersecurity domain. The second goal is to analyse the Spamhaus blacklist query dataset which includes uncovering the properties of blacklisted hosts and understanding the nature of blacklisted hosts over time.

The analytical environment enables deep analysis of very large and complex datasets by exploiting the divide and recombine framework. The capability to analyse data in depth enables one to go beyond just summary statistics in research. This deep analysis is …

Spread Trading In Corn Futures Market, Ryan D. Napier

Graduate Theses and Dissertations

The non-linear relationship between old crop – new crop year spreads in corn futures market and stock-to-use (S-U) ratios published by the United States Department of Agriculture is analyzed. Using a non-linear logarithmic smooth transition regression (LSTR) model, we capture asymmetric market behaviors in high and low S-U regimes. Capturing this relationship and understanding the non-linear aspects of the relationship is of interest of grain merchandizers and speculators in the market. A spread trading strategy is simulated for the sample period, January 1985 through April 2015, to determine if the non-linear relationship is a profitable arbitrage opportunity in the market.

Solubility And Detectability Of Hydrocarbons On The Surface Of Titan, Sandeep Singh

Graduate Theses and Dissertations

Titan’s thick atmosphere is enriched with organic compounds and its surface holds reservoirs of hydrocarbons. This makes Titan the only other candidate in our solar system (apart from Earth) to have stable liquid at the surface. The stability and characteristics of liquid and ices on the surface of Titan are of high importance in understanding its surface-atmosphere interactions. Titan’s hydrological cycle is similar to what we see on Earth, with the exception of methane (CH4) and ethane (C2H6) taking the place of water. The smoggy atmosphere veils the surface of Titan from the view of Cassini spacecraft, except at seven …

Application Of Bayesian Networks In Consumer Service Industry, Yuan Gao

Open Access Theses

Gao, Yuan. M.S.I.E., Purdue University. December 2014. Application of Bayesian Networks in Consumer Service Industry. Major professor: Vincent G. Duffy The purpose of the present study is to explore the application of Bayesian networks in the consumer service industry to model causal relationships within complex risk factor structures using aggregate data. An analysis of the Hawaii tourism market was conducted to find out how visitor characteristics affect their behavior and experience as consumers during the trips, and influence the tourism market outcomes represented by measurable factors. Two hypotheses were proposed regarding the use of aggregate data and the influence of …

An Experimental And Computational Evaluation Of The Importance Of Molecular Diffusion In Gas Gravity Currents, Jeremy Jac Herman

Graduate Theses and Dissertations

The accidental release of hazardous, denser-than-air gases during their transport or manufacture is a vital area of study for process safety researchers. This project examines the importance of molecular diffusion on the developing concentration field of a gas gravity current released into a calm environment. Questions which arose from the unexpectedly severe explosion in 2005 at Buncefield, England were of particular interest. The accidental overfilling of a large tank with gasoline on a completely calm morning led to a massive open air explosion. Forensic evidence showed that at the time of ignition, a vapor cloud, most of which now appears …

Stochastic Modeling Of Retail Mortgage Loans Based On Past Due, Prepaid, And Default States, Chang Liu

Doctoral Dissertations

Stochastic models were developed that provide important measures related to retail mortgages and credit cards for the management of a bank. Based on Markov theory, two models were developed that predict mortgage portfolio size and expected duration of stay in each of the states, which are defined according to the criteria of Basel Accord II and the Federal Reserve Bank. Also, to facilitate comparisons among different types of credit products and different time periods, a model was developed to generate a health index for a retail mortgage. This model could be easily extended, using multivariate regression or multivariate time series …

Modeling And Simulation Of Value -At -Risk In The Financial Market Area, Xiangyin Zheng

Doctoral Dissertations

Value-at-Risk (VaR) is a statistical approach to measure market risk. It is widely used by banks, securities firms, commodity and energy merchants, and other trading organizations. The main focus of this research is measuring and analyzing market risk by modeling and simulation of Value-at-Risk for portfolios in the financial market area. The objectives are (1) predicting possible future loss for a financial portfolio from VaR measurement, and (2) identifying how the distributions of the risk factors affect the distribution of the portfolio. Results from (1) and (2) provide valuable information for portfolio optimization and risk management.

The model systems chosen …