Digital Commons Network^™

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 …

A Systematic Approach For Automatically Answering General-Purpose Objective And Subjective Questions, Lok Prasad Acharya

Theses and Dissertations

In this era of information explosion, people generally rely on the Internet, and more precisely, the search engines to get answers to their questions. However, what a search engine can do is just retrieve documents. Given some keywords, it only returns the relevant ranked documents that contain the keywords. Although users often want a precise answer to a question, they are left to extract answers from the documents themselves. This is where Automatic Question Answering (AQA) systems come into play. An AQA system takes questions in natural language as input and searches related answers in the set of documents and …

Sensing Place And Presence In An Intimal Long-Distance Improvisation, Ximena Alarcon Diaz, Paul Boddie, Cagri Erdem, Eigil Aandahl, Elias Sukken Andersen, Eirik Dahl, Mari Lesteberg, Alexander Refsum Jensenius

Journal of Network Music and Arts

INTIMAL is an interactive system for relational listening, which integrates physical-virtual interfaces for people to sonically improvise between distant locations. The aim is to embrace two key aspects in the context of human migration: the sense of place and the sense of presence. This paper reflects on the use of INTIMAL in a long-distance improvisation between the cities of Oslo, Barcelona and London in May 2019. This improvisation was performed by nine Colombian migrant women, who had been involved in a research process using the Deep Listening® practice developed by Pauline Oliveros. Here we describe the performance setting and the …

Extending Lifetime Of Sensor Networks Based On Sleep-Scheduled Routing Algorithm, Zhuojin Pan, Stuart D., Luo Zhen, Yang Hua

Journal of System Simulation

Abstract: In order to minimize energy consumption of sensor nodes in wireless sensor networks, this paper presents an Energy Efficient Sleep-Scheduled Tree-Based Routing Protocol (EESSTBRP) that modifies the chain formation in PEGASIS to create a set of paired and unpaired nodes in the network based on a distance and sensing range threshold. The paired nodes switch between active and sleep modes so as to remove redundant data and save battery power. To minimize energy consumption as nodes switching between the modes, this scheme considers the transitioning to be done based on a point of near depletion of the nodes’ residual …

Land Surface Temperature Variability Across India: A Remote Sensing Satellite Perspective, Satya Prakash, Hamidreza Norouzi

Publications and Research

Land surface temperature (LST) plays a key role in the surface energy budget computation and land surface process studies. The Moderate Resolution Imaging Spectroradiometer (MODIS) sensors onboard the Aqua and Terra satellites provide comprehensive global LST estimates at a fine spatial resolution. The MODIS products were recently upgraded to Collection 6, and shown to be more accurate than its predecessor Collection 5 products. In this study, LST and its variability have been examined across India from Collection 6 of the Aqua MODIS data at 0.05° spatial resolution for the period of 2003 to 2017. All-India mean LST characteristics show distinctive …

Monitoring Historic Concrete And Associated Cementitious Repair- A Case Study Of Boathouse 4, Portsmouth Historic Dockyard, Uk, Ahmed Alwaal, Stepanie Barnett, Robert Inkpen, Linley Hastewell

International Conference on Durability of Concrete Structures

This study presents a method of monitoring historic concrete and associated repairs. A case study of Boathouse 4, Portsmouth Historic Dockyard, UK is presented. Boathouse 4 is an iconic building within Portsmouth Historic Dockyard which was constructed during the 1930’s rearmament period. It was used during World War ll to construct the three-man midget X-Craft submarine. The building was restored and converted into a Boatbuilding Skills Training Centre in 2015. A field investigation was conducted to analyse the concrete damage and to monitor microscale changes to the surface of the original concrete and repairs over a period of three years. …

Sustainable Solutions, Fall/Winter 2020, Issue 41

Sustain Magazine

No abstract provided.

Climate Resilient Concrete Structures In Marine Environment Of Bangladesh, Sudarshan Srinivasan, Ian Gibb

International Conference on Durability of Concrete Structures

Bangladesh has a vast coastal infrastructure seriously affected by climate change and associated extreme environmental conditions. The rural construction sector in Bangladesh will be undergoing rapid growth in the next 10 years through rural infrastructure development programmes funded by the Asian Development Bank and the World Bank. The Local Government Engineering Department (LGED in Bangladesh), owns the rural concrete infrastructure, maintains around 380, 000 linear metres of concrete bridges or culverts in the rural coastal areas and are planning to build more than 200,000 linear metres during the next ten years. In order to design and construct durable concrete structures …

Exploratory Study On Applying Systems Thinking To Examine Safety In Navy / Coast Guard / Commercial Shipping Operations, Seth Anthony Dzakpasu

World Maritime University Dissertations

No abstract provided.

The Importance Of Integrating “Biosecurity Policies” In The Peruvian Maritime Sector, Christian Velarde Morillas

World Maritime University Dissertations

No abstract provided.

Computing Without Computing: Dna Version, Vladik Kreinovich, Julio C. Urenda

Departmental Technical Reports (CS)

The traditional DNA computing schemes are based on using or simulating DNA-related activity. This is similar to how quantum computers use quantum activities to perform computations. Interestingly, in quantum computing, there is another phenomenon known as computing without computing, when, somewhat surprisingly, the result of the computation appears without invoking the actual quantum processes. In this chapter, we show that similar phenomenon is possible for DNA computing: in addition to the more traditional way of using or simulating DNA activity, we can also use DNA inactivity to solve complex problems. We also show that while DNA computing without …

Stormwater Management Actions Under Regulatory Pressure: A Case Study Of Southeast Wisconsin, Walter M. Mcdonald, Joseph Naughton

Civil and Environmental Engineering Faculty Research and Publications

In the United States, new legislation has given regulatory authorities greater oversight of municipal stormwater management programs. However, estimating the impact of greater oversight on municipal actions is difficult due to the uncertainty in current compliance efforts and their associated costs. This paper seeks to fill this gap through a case study of NPDES stormwater runoff permit reports from municipalities in Southeast Wisconsin. Specifically, this study evaluates the reported actions and expenditures against socioeconomic variables to identify the relationships between cost, socioeconomics, and the best management practices (BMPs) used for compliance. Results indicate that there are distinct differences between municipalities …

Soil Erosion Analysis Of The Monroe County’S Watersheds In Indiana, Danielli De Melo Moura, Jie Shan

Purdue GIS Day

This study was carried out to spatially predict the amount of soil loss (tons/ha/year ) of Monroe County’s watersheds using Geographic Information System (GIS). Revised Universal Soil Loss Equation (RUSLE) was used to estimate potential soil losses by using information such as rainfall data for calculating the rainfall erosivity (R) , soil map for calculating the soil erodibility (K), digital elevation model for obtaining the topography factor (LS) and vegetation/cropland cover for calculating the cover management factor (C) and support practice factor (P). The result of the analysis depicted that the soil loss rate in Moroe’s watersheds ranges from 0 …

Seeing A Better World From Space, Carly Sakumura

Purdue GIS Day

Understanding change is essential to addressing our most pressing global challenges. Organizations need actionable insight to make critical decisions that affect communities, economies, and national security. As a global leader of advanced geospatial and space-based technology solutions, Maxar has an unprecedented ability to observe, analyze, and monitor these global changes. In this talk, I’ll discuss the cutting-edge research, technological capabilities, and imagery products and analytics we develop at Maxar to unlock the power of geospatial data to understand and navigate our changing world.

Power Law Growth And Delayed Feedbacks In Socio‐Hydrological Systems, Anthony J. Parolari, Gabriele Manolia

Civil and Environmental Engineering Faculty Research and Publications

Water infrastructure dynamics result from coupled social and physical hydrological processes embedded in “socio‐hydrological systems” (SHSs). Freshwater fuels socioeconomic activity, which in turn exerts pressure on water resources through increased water demand and water quality degradation. Many factors emphasize the need for quantitative tools to predict the future of these systems, including SHS failures due to growing water scarcity from population growth and climate change. However, unfolding the interactions between social and hydrological factors continues to resist theoretical treatment, impeding progress toward a predictive framework. To resolve this issue, we propose and evaluate time delays as surrogates for the social …

Enviromentally Conscious Industrial Renewable Energy Storage Design, Kouroush Jenab, Travis C. Porter

Posters-at-the-Capitol

The storage of energy on an industrial scale is the biggest obstacle we face regarding renewable energy sources; which, until the past decade has been at a miniscule scale. Since 2012, the capability and emphasis on finding solutions to this problem have grown exponentially, fueled by a spike in technology advancements. This has led to a growth of over fifteen hundred percent in scalable renewable energy storage, globally. Finding an easily scalable solution to industrial scale renewable energy storage is an important issue that needs to be addressed to mitigate the effect on our environment. This would be a massive …

Spatio-Temporal Analysis Of Highway Congestion And Accidents: A Case Study Of Interstate 285 In Georgia, Melodi Zhan-Moodie

Master of Science in Civil Engineering Theses

Road traffic crashes threaten thousands of drivers every day and significant efforts have been put forth to reduce the number of traffic crashes and their impact. Traffic congestion could be both a result of and a contributing factor to traffic crashes. The aim of this study is to investigate spatio-temporal traffic congestion and crash patterns to gain a better understanding of the causation of congestion and accidents, and their interaction. The Interstate 285 (I-285) in Georgia was used as a case study. With the aid of Geographic Information Systems (GIS), spatial clustering and densities of accidents were performed by following …

Usgs 104(B) Grant Program: Kentucky’S Fy 2018 Projects, Emily Koyagi, Steve Evans, Lindell Ormsbee

KWRRI Annual Technical Reports (USGS’s 104b Grant Program)

The Kentucky Water Resources Research Institute (KWRRI) is one of 54 federally authorized water resource institutes or centers throughout the United States and its territories. It operates under the authority of the Water Resources Research Act of 1964 (P.L. 88-379 codified at 42 U.S.C. 10301 et seq.) through the Water Resources Research Institutes Program administered by the United States Geological Survey (USGS). KWRRI’s annual base grant program under section 104(b) supports the following objectives specified in the Water Resources Research Act:

1. Plan, conduct, or otherwise arrange for competent applied and peer reviewed research that fosters: a. improvements in water …

Simulation Of The Impact Of Connected And Automated Vehicles At A Signalized Intersection, Hamad Bader Almobayedh, Deogratias Eustace, Philip Appiah-Kubi

Civil and Environmental Engineering and Engineering Mechanics Faculty Publications

Intersections are locations with higher likelihood of crash occurences and sources of traffic congestion as they act as bottlenecks compared with other parts of the roadway networks. Consequently, connected and automated vehicles (CAVs) can help to improve the efficiency of the roadways by reducing traffic congestion and traffic delays. Since CAVs are expected to take control from drivers (human control) in making many important decisions, thus they are expected to minimize driver (human) errors in driving tasks. Therefore, CAVs potential benefits of eliminating driver error include an increase in safety (crash reduction), smooth vehicle flow to reduce emissions, and reduce …

Leveraging Geographical And Spectral Information For Efficient Cellular Systems, Matthew Tonnemacher

Electrical Engineering Theses and Dissertations

With the unprecedented increase in mobile data demand and limited usable spectrum to provide for it, a paradigm shift towards spectrum sharing is a promising solution. However, there are many challenges that limit current spectrum sharing practices. One challenge is that proper spectrum sharing requires engaging devices to have an understanding of the impact they have on the ecosystem while transmitting in terms of spacial interference footprint and the implications to devices in their interference range. Another is that operators, especially licensed ones, have strict quality of service requirements for their subscribers, discouraging them from allowing unlicensed access of their …

The Professional Constructor, Full Issue, Volume 44, Number 02

The Professional Constructor

No abstract provided.

Numerical Modeling Of Shoreline Response To Storm Tides And Sea Level Rise, Akash Sahu

Civil & Environmental Engineering Theses & Dissertations

In this study, an integrated hydrodynamic, wave, and sediment transport modeling approach is developed for predicting the spatiotemporal variation of erosion of a sandy shoreline due to storm surge, wave action, tidal variations, and relative sea level rise (RSLR). The study site is located at the northern most portion of the city of Norfolk, Virginia, and it is of importance to the city, both in terms of tourism and for the protection that it provides for upland properties against storms. The region, in general, experiences the highest rate of RSLR on the U.S. East Coast which should result in high …

A Framework For Integrating Transportation Into Smart Cities, Susan Shaheen, Adam Cohen, Mark K. Dowd, Richard Davis

Mineta Transportation Institute

In recent years, economic, environmental, and political forces have quickly given rise to “Smart Cities” -- an array of strategies that can transform transportation in cities. Using a multi-method approach to research and develop a framework for smart cities, this study provides a framework that can be employed to:

1. Understand what a smart city is and how to replicate smart city successes;
2. The role of pilot projects, metrics, and evaluations to test, implement, and replicate strategies; and
3. Understand the role of shared micromobility, big data, and other key issues impacting communities.

This research provides recommendations for policy and professional practice …

Impact Of Hurricane Harvey On The Results Of Regional Flood Frequency Analysis, Walter M. Mcdonald, Joseph Naughton

Civil and Environmental Engineering Faculty Research and Publications

Hurricane Harvey was an unprecedented event that resulted in immense damage to life and property. As a result, it is important to determine how this event, as well as past and future events like it, will impact engineering design equations that are based upon historical data, such as flood frequency analysis equations. This study seeks to contribute to this discussion by evaluating the extent to which Harvey influenced estimations of instantaneous peak discharges in rural ungauged basins in southeast Texas. Results indicate that Harvey significantly increased the computations of design floods using Log‐Pearson Type III analysis (e.g., 3–55% for 2‐year …

Strategic Implications For The United States Of The Belt And Road Initiative In Africa, Alec Monnie

Independent Study Project (ISP) Collection

The belt and road initiative is one of the most significant developments of the twenty-first century, which the United States will need to learn to adapt to. Much of the academic literature regarding the belt and road initiative mentions that Africa is a significant participant in this policy development, but fail to elaborate as to why that is, or what the implications for this are for the United States. This article expands upon the strategic significance of the African continent, and explains the implications thereof for the United States and China. This article argues that the belt and road initiative …

Mining’S Impact On Environmental And Human Health: A Case Study Of Ramba County’S Gold Mine, Vivika Fernes

Independent Study Project (ISP) Collection

This research project aims to gain a greater understanding of the health implications that Ramba County’s goldmine has on miners, their families, and the environment. While this study observes the community-at-large, inclusive of visiting miners and extended family members of workers, it will focus on women who engage in artisanal and small-scale gold mining (ASGM). Millions of people in the developing word depend on ASGM for their livelihood, evident in this case study in Ramba County. However, while gold is associated with wealth, there is great irony in the fact that those working within the mining industry are being exploited …

Melpf Version 1: Modeling Error Learning Based Post-Processor Framework For Hydrologic Models Accuracy Improvement, Rui Wu, Lei Yang, Chao Chen, Sajjad Ahmad, Sergiu M. Dascalu, Frederick C. Harris Jr.

Civil and Environmental Engineering and Construction Faculty Research

This paper studies how to improve the accuracy of hydrologic models using machine-learning models as post-processors and presents possibilities to reduce the workload to create an accurate hydrologic model by removing the calibration step. It is often challenging to develop an accurate hydrologic model due to the time-consuming model calibration procedure and the nonstationarity of hydrologic data. Our findings show that the errors of hydrologic models are correlated with model inputs. Thus motivated, we propose a modeling-error-learning-based post-processor framework by leveraging this correlation to improve the accuracy of a hydrologic model. The key idea is to predict the differences (errors) …

Inter-Comparison Of Reflectivity Measurements Between Gpm Dpr And Nexrad Radars, Munsung Keem, Bong Chul Seo, Witold F. Krajewski, K. Robert Morris

Civil, Architectural and Environmental Engineering Faculty Research & Creative Works

This study demonstrates the potential use of the NASA's Global Precipitation Measurement (GPM) Dual-frequency Precipitation Radar (DPR) to examine ground radar (GR) miscalibration and other uncertainty sources (e.g., partial beam blockage). We acquired the GPM Ground Validation System Validation Network reflectivity matchups between the DPR and three GRs (two in Iowa and one in South Dakota) for 2014–2017. We then refined the matching parameters (e.g., time separation) to reduce uncertainty in the matchup samples by analyzing the sensitivity of the matchup statistical properties to changes in these parameters. To reconcile the same observables (i.e., reflectivity) with different observational properties among …

Being In Uncertainties: An Inquiry-Based Model Leveraging Complexity In Teaching-Learning, Diane Rosen

Northeast Journal of Complex Systems (NEJCS)

Education is traditionally structured as a closed system, privileging result-driven methods that offer control and predictability. In recent decades this reductionist approach has been effectively challenged by interdisciplinary work in complex systems theory, revealing myriad levels of orderly disorder that make either-or, linear instruction an inadequate norm. Narrowing the broad implications of a complexity lens on education, this paper focuses on generative uncertainty in teaching-learning, a paradoxical state of epistemological and creative growth described by English poet John Keats as "the negative capability of being in uncertainties, mysteries, doubts." Opportunities to advance this potentiating capacity are especially abundant in constructivist …

Environmentally Responsible Land Use, Spring/Summer 2010, Issue 22

Sustain Magazine

No abstract provided.