Digital Commons Network^™

Computational Finance Models, Michael Gene Hilgers

Business and Information Technology Faculty Research & Creative Works

The author discusses his involvement in developing computational finance software. These computational finance models attempt to model the randomness of a stock's price. At a fixed future time, a stock's price is modeled as a random variable with a normal distribution centered about the current price adjusted with a simple growth multiplier. The standard deviation of this normal distribution depends on the length of time into the future one peers and the volatility of the market. As the market becomes more volatile and we look further ahead, the less likely the stock will have a price near the adjusted current …

Adaptive Information Filtering: Evolutionary Computation And N-Gram Representation, Daniel R. Tauritz, Ida G. Sprinkhuizen-Kuyper

Computer Science Faculty Research & Creative Works

Adaptive Information Filtering (AIF) is concerned with filtering information streams in changing environments. The changes may occur both on the transmission side (the nature of the streams can change) and on the reception side (the interests of a user can change). The research described in this paper details the progress made in a prototype AIF system based on weighted n-gram analysis and evolutionary computation. A major advance is the design and implementation of an n-gram class library allowing experimentation with different values of n instead of solely with 3-grams as in the past. The new prototype system was tested on …

Detecting And Representing Relevant Web Deltas Using Web Join, Sanjay Kumar Madria, Wee Keong, Ee-Peng Lim, Sourav S. Bhowmick

Computer Science Faculty Research & Creative Works

We show how to detect and represent Web deltas, i.e., changes in Web information, that are relevant to a user's query in the context of our Web warehousing system called WHOWEDA (Warehouse of Web Data). In WHOWEDA, Web information are materialized views stored in Web tables and can be manipulated and analyzed using a set of Web algebraic operators. We present a mechanism to detect relevant Web deltas using Web join and outer Web join. We show how to represent these changes using delta Web tables.

Reducing Cognitive Overheads In A Web Warehouse Using Reverse-Osmosis, Sanjay Kumar Madria, Wee Keong Ng, Ee-Peng Lim, Sourav S. Bhowmick

Computer Science Faculty Research & Creative Works

This paper provides a quantitative analysis of reducing cognitive overheads in a Web warehouse using an important class of operation called reverse osmosis. The analysis is used to examine two different cognitive overheads of locating relevant nodes or information and display time of a Web table. A reverse-osmosis operation enables us to eliminate in relevant information from a collection of Web documents stored in the form of a Web table. We call such an operation reverse-osmosis because it is analogous to the reverse osmosis process in the field of water purification. We discuss a formal algorithm of the reverse-osmosis operation

Applicability Of Ozone In Small Drinking Water Systems, Craig D. Adams, Justin Sutherland

Civil, Architectural and Environmental Engineering Faculty Research & Creative Works

The use of ozone in water treatment plants is expanding rapidly in the United States. Ozone offers excellent disinfection properties (including chlorine-resistant pathogens) and does not form trihalomethanes. Additionally, ozone can be used to achieve or control many other water quality parameters such as color, taste and odor, and inorganic and organic contaminant concentrations. Control of ozone's disinfection byproducts such as bromate (formed in high bromide waters) is required. This presentation will review the synergistic effects of ozone applicable to use in small water treatment plants.

Crystal And Magnetic Structures Of Lani₅₋ₓmnₓ, Chiu-Ying Tai, G. K. Marasinghe, Oran Allan Pringle, William Joseph James, Muguo Chen, William B. Yelon, I. Dubenko, Naushad Ali, Ph. I'Héritier

Physics Faculty Research & Creative Works

The crystallographic and magnetic properties of LaN_5-xMn_x with x = 1, 1.5, and 2, have been investigated using x-ray and neutron diffraction, vibrating sample magnetometer and superconducting quantum interference device measurements. All the samples crystallize in the hexagonal CaCu₅-type (P6/mmm) structure. Manganese atoms preferentially occupy the 3 g site in the LaNi₅ structure. The bulk magnetization of the LaNi_5-xMn_x powder samples decreases rapidly as nickel is replaced by manganese. A ferrimagnetic model is applied to describe the magnetic structure of the LaNi_5-xMn_x samples for x = 1.5 and …

Dolomitization And Dolomite Neomorphism: Trenton And Black River Limestones (Middle Ordovician) Northern Indiana, U.S.A., M. I N Chan, Jay M. Gregg, Kevin L. Shelton

Geosciences and Geological and Petroleum Engineering Faculty Research & Creative Works

The Trenton and Black River Limestones are dolomitized extensively along the axis of the Kankakee Arch in Indiana, with the proportion of dolomite decreasing to the south and southeast of the arch. Planar and nonplanar dolomite replacement textures and rhombic (type 1) and saddle (type 2) void-filling dolomite cements are present. Three stages of dolomitization, involving different fluids, are inferred on the basis of petrographic and geochemical characteristics of the dolomites. Nonferroan planar dolomite has relatively high δ18O values (-1.8 to -6.1‰ PDB) and has ⁸⁷Sr/⁸⁶Sr ratios (0.70833 to 0.70856) that overlap those of Middle Ordovician seawater. …

Application Of Electron-Attachment Reactions To Enhance Selectivity Of Electron-Capture Detector For Nitroaromatic Explosives, Mark Gehrke, Shubhender Kapila, V. J. Flanigan

Chemistry Faculty Research & Creative Works

The differences in the extent of electron-attachment reactions between thermal electrons and selected classes of organic molecules with high electron affinities were investigated. the investigations showed that interactions of thermal electrons with nitroaromatic compounds lead to the formation of neutral products with very low electron affinities. by contrast, a number of other analytes with high electron affinities such as polyhalogenated organic compounds, lead to products with high electron affinities. This difference was exploited to differentiate between nitroaromatic and polychlorinated organic compounds with a tandem arrangement consisting of two electron-capture detectors connected in series with an electron-attachment reactor.

Pyrolysis-Mass Spectrometry For Rapid Classification Of Oysters According To Rearing Area, J. Krupcík, P. Oswald, I. Spánik, P. Májek, M. Bajdichová, P. Sandra, Daniel W. Armstrong

Chemistry Faculty Research & Creative Works

Current concern for the safety and traceability of food, as well as the desire of oyster farmers, for marketing reason, to emphasize the geographical origin of their production, requires new methods to make possible a real product identification. In this study, 181 oyster samples were analyzed to determine their origin area. These samples were collected in nine French rearing areas at four different times of the year (spring, summer, and the beginning and end of autumn) and from four to eight sites in each area to provide a variability parameter. Analysis of fingerprints after Curie point pyrolysis-mass spectrometry, by an …

Enantiomeric High-Performance Liquid Chromatographic Separation Of Β- Substituted Tryptophan Analogues, G. Török, A. Péter, E. Vékes, J. Sápi, M. Laronze, J. Y. Laronze, Daniel W. Armstrong

Chemistry Faculty Research & Creative Works

The high-performance liquid chromatographic enantioresolution of β- substituted tryptophan analogues by direct and indirect methods is reported. The direct separation was carried out on chiral crown ether-bonded, on the macrocyclic antibiotic teicoplanin-bonded or on different derivatized β- cyclodextrin-bonded phases. The indirect resolution was achieved by applying pre-column derivatization with the chiral reagents 1-fluoro-2,4- dinitrophenyl-5-L-alanine amide (FDAA) and 2,3,4,6-tetra-O-acetyl-β-D- glucopyranosyl isothiocyanate (GITC). In the separation of all four isomers of the analytes, the indirect methods seemed to be more efficient than the direct methods. In most cases, the FDAA derivatives of the stereoisomers could be separated with better selectivity in methanol-containing …

Adaptive Critic Based Neurocontroller For Turbogenerators With Global Dual Heuristic Programming, Ganesh K. Venayagamoorthy, Donald C. Wunsch, Ronald G. Harley

Electrical and Computer Engineering Faculty Research & Creative Works

Turbogenerators are nonlinear time varying systems. This paper presents the design of a neurocontroller for such a turbogenerator that augments/replaces the traditional automatic voltage regulator (AVR) and the turbine governor using a novel technique based on the adaptive critic designs (ACDs) with emphasis on global dual heuristic programming (GDHP). Simulation results are presented to show that the neurocontroller derived with the GDHP approach is robust and its performance is better when compared with that derived with other neural network technique, especially when system conditions and configuration changes.

Computerised Evaluation Of Cognitive And Motor Function, B. Kisačanin, G. C. Agarwal, J. Taber, D. (Daniel) Hier

Chemistry Faculty Research & Creative Works

In This Paper, We Present a Clinical Study of Computerized Tracking in the Evaluation of Cognitive and Motor Function. We Investigate its Use in the Assessment of Effectiveness of Antiepileptic Drugs (AEDs) as Well as in the Process of Following the Progress of Alzheimer's Disease (AD). to Simplify the Experiments, We Introduce Real-Time Adaptation of the Target Speed. in the Study with Epileptic Patients, Three Result Groups Are Compared: Blood Levels of AEDs, Scores on Standard Neuropsychological Tests, and Scores on Computerized Tracking and Reaction Time Tests. It is Found that the Computerized Tests Are Repeatable, Reliable and Sensitive and …

Electron Correlations Observed Through Intensity Interferometry, Michael Schulz, Robert Moshammer, Wayne M. Schmitt, Holger Kollmus, Bernold Feuerstein, Rido Mann, Siegbert Hagmann, Joachim Hermann Ullrich

Physics Faculty Research & Creative Works

Intensity interferometry was applied to study electron correlations in doubly ionizing ion-atom collisions. In this method, the probability to find two electrons emitted in the same double ionization event with a certain momentum difference is compared to the corresponding probability for two uncorrelated electrons from two independent events. The ratio of both probabilities, the so-called correlation function, is found to sensitively reveal electron correlation effects, but it is rather insensitive to the collision dynamics.

Assessing The Classification Accuracy Of Digitized National Aerial Photography Program Imagery: Comparison With Botanical Data, Mark Arthur Alexander

Dissertations and Theses @ UNI

The ability to acquire and use remotely sensed data has revolutionized large-scale ecological studies by reducing dependence on difficult and expensive field survey techniques for acquisition of land use and land cover data. Multispectral satellite imagery, typically from the Landsat Multispectral Scanner (MSS), Thematic Mapper (TM) and the SPOT High Resolution Visible (HRV) instruments, has proven particularly valuable in surveying and classifying vegetation cover (Frank & Thorn, 1985). Further studies have concluded that alpine vegetation communities and habitats can be mapped successfully by including the geomorphic parameters of elevation, slope, and incidence when classifying remotely sensed data.

This research analyzes …

Photodecomposition Of Crystal Violet Dye In Water Solution And Suspensions Of Metal Oxides, Tatiana Yurievna Zakharian

Dissertations and Theses @ UNI

Photodecomposition and photodecolorization of crystal violet dye were studied in water solution, hydrogen peroxide solution and suspensions of metal oxides. Spectroscopic evidence for the formation of methylated pararosanilines and demethylated derivatives of Michler's ketone as the reaction intermediates was obtained for the photodecomposition of crystal violet in water solution. The mechanism of formation of the intermediates was discussed in terms of charges of individual atoms calculated using Spartan software.

Photooxidation of crystal violet was shown to occur faster in hydrogen peroxide solution due to the higher oxidation potential of hydrogen peroxide and hydroxyl radicals. A mechanism similar to photooxidation in …

A Model For Production Scheduling And Sequencing Using Constraints Management And Genetic Algorithm, Ahmad Nadeem Choudhry

Dissertations and Theses @ UNI

Production planning and control (PP&C) are among the most critical activities in manufacturing. Proper use of PP&C methods can give organizations a competitive advantage in the global economy. The expected results of this research will allow manufacturing organizations to maximize the effectiveness of PP&C methods, thereby improving their competitive position in the global economy.

This research was an extension of a previous unpublished study, which investigated the PP&C methods being used at a midwestern manufacturer of agricultural equipment (MMAE). The current research study identified the constraints inherent in the production planning and control system and then developed and validated a …

An Analysis Of Manufacturing Facility Characteristics And Four-Year Manufacturing Engineering Technology Competencies For Abet Accredited Programs In North Carolina, Richard Eugene Temple

Dissertations and Theses @ UNI

The purpose of this study was to determine the degree of correlation between four-year ABET/MET competencies and company demographics of plant location and plant size and usage of manufacturing technologies, and to determine the overall rating per SIC classification of validated MET competencies. This purpose is reflective of the literature, which indicated that there is a need for further development of manufacturing engineering technology competencies to meet the industry needs of a region or state.

A questionnaire was used to collect data. It was mailed to 440 randomly selected practicing manufacturing engineers in North Carolina. The sample size was 50. …

Analogue-To-Digital Conversion And Image Enhancement Using Neuron-Mos Technology, Joseph W. Austin-Crowe

Theses: Doctorates and Masters

This thesis describes the development of two novel circuits that use a newly developed technology, that of neuron-MOS, for the purposes of analogue-to-digital conversion and image enhancement. Neuron-MOS has the potential to reduce both the complexity and number of transistors required for analogue and digital circuits. A reduced area, low transistor-count- analogue-to-digital converter that is suitable for inclusion in a massively parallel array of identical image processing elements is developed. Supporting the function of the array some fundamental image enhancement operations, such as edge enhancement, are examined exploiting the unique features of neuron-MOS technology.

Analysis Of The Population Genetics Of The Han And Hui Of Liaoning Province, Peoples Republic Of China, Michael L. Black

Theses: Doctorates and Masters

Throughout recorded Chinese history, regions of the country populated by persons of non-Han ancestry often fluctuated significantly in population numbers and in their political and commercial influence. However, at all times they were considered as important contributors to the nation. Many of these peoples had moved from their homelands, settled in China and had intermarried with Han Chinese. Over the generations they became accepted as fully-fledged Chinese citizens although, in many instances, they retained their traditional customs and religious practices, and frequently their own language. The Hui Muslims are a good example of this process of integration, and today they …

University Baccalaureate Curriculum Analysis For Safety And Health In The United States Of America (Usa) Toward A Model University Baccalaureate Curriculum, Margie L. Kolbe-Mims

Theses: Doctorates and Masters

The goal of this research was to determine a model safety and health baccalaureate curriculum. A secondary target was to ascertain if safety and health practitioners and safety and health educators would concur on course offerings. To simplify this study effort, a search of literature was conducted on the Occupational Safety and Health field. There were no in-depth studies of this type for such a general population; therefore no instrument was available for this study. The perusal of literature indicated that most such studies had been conducted using a more specific target group of subjects. That is, faculties or former …

The Professional Development Of Beginning Teachers Of Primary Mathematics, Robert Leonard Sparrow

Theses: Doctorates and Masters

Recent documents have recommended a style of teaching for primary classrooms that favours a constructivist viewpoint of learning. The actuality of mathematics classrooms is different from this vision. Newly trained teachers while exposed to, and expounding, a constructivist philosophy are, in many cases, implementing a more traditional, teacher-centred approach to classroom practice. The purpose of this study was twofold: to investigate factors which influence the pedagogical practices and beliefs of beginning teachers of mathematics in primary classrooms and secondly to evaluate a professional development support model for beginning primary mathematics teachers. A model for professional development and support of beginning …

The Relevance And Application Of Public Relations Theories To Australian Diplomatic Communications Management, Renae Michelle Brockman

Theses : Honours

Communication, in the form of diplomatic discourse between nation-states, has long been considered an effective tool of foreign affairs and international relations. The management of international government communication (whether it is through the foreign affairs department of the government of a nation-state, or by the embassies and high commissions that represent that nation) comes under pressure from various internal and external forces acting in the international political environment such as impending war, economic and financial crises, natural disasters, political instability and the approaching millennium. Arguably, it is possible that an alternative method of communications management could be considered to ensure …

Detecting The Cause Of Acidification At A Seasonal Wetland On The Swan Coastal Plain, Western Australia, Through Laboratory And Field Mesocosm Experiments, Kelli O'Neill

Theses : Honours

Acidification (pH< 4.5) was detected at Lake Jandabup, a shallow, seasonal wetland on the Swan Coastal Plain. Western Australia. Concern has been raised because populations of invertebrate species have declined or disappeared since acidification, potentially compromising the status of the lake as a nature reserve. The Jake bed is underlain with pyrite (feS₂), which oxidises when dry producing sulfates, hydrogen ions and ferrous iron. Being seasonal, Lake Jandabup would be expected to be naturally acidic, but the more recent trend has been a prolonged (> 1 year) and extreme acidification (pH < 4.0). This study endeavoured to explain why the Jake may have undergone an acidic change, why it may have recovered and whether it will happen again. It was hypothesised that the acidification may have been caused by prolonged drying of the lake causing excessive oxidation of pyrite which produced more acid than the wetland could neutralise through buffering. The hypothesis was tested through laboratory and field experiments. The laboratory experiment involved taking intact sediment cores from around the lake, drying them for various lengths of time, and measuring pH, sulfate, total iron, total alkalinity and total aridity upon rehydration. Dried sediment from diatomaceous earth under Fe(OH)₃ precipitate gave the lowest pH of less than 4.0. High sulfates, low alkalinity and low pH were interrelated. While drying in its own right produced low pH, generally there was no significant difference between drying times for release of selected variables. The field experiment involved the establishment of small in situ mesocosms to test for the effects …

The Use Of Stable Isotopic Signatures Of Marine Biota To Map Sewage Effluent Disposed Into The Marine Environment, Adam Gartner

Theses : Honours

Recent work indicates that nitrogen stable isotopic signatures of aquatic biota can be used to link nutrient inputs in the marine environment to terrestrial sources. While this technique of tracing nutrients has been shown to be effective in environments that are not nutrient limited, it has not been proved that this method is effective in oligotrophic environments. This study examined whether nitrogen stable isotopic signatures of marine biota can be used to trace the distribution of sewage effluent in highly mixed, nitrogen limited waters, by examining the δ¹⁵N values of marine biota situated close to and distant from …

Identification Of Wetland Plant Hydrotypes On The Swan Coastal Plain Western Australia, Robyn Loomes

Theses : Honours

The hydrology of 19 Swan Coastal Plain wetlands was described in relation to its influence on the composition and stn1cturc of wetland vegetation. Sixty species were identified as ‘wetland’ plants. The water depth ranges, or hydrological envelopes, of these species were determined and species grouped together based on the water regimes they experienced. Descriptions of wetland hydrology suggested that the surface and groundwater levels of the majority of study wetlands had declined in both the short (3-5 years) and long-term (20-50 years). Wetlands belonging to the Bibra Suite did not follow this trend as surface water levels either increased or …

The Influence Of Gender-Role On Upper Primary School Students' Graphic Representations, Tamara Frederiks

Theses : Honours

The aim of this research was to study the effect of gender-rule on Year Six students' graphic representations completed during a visual transformation task. The influence of gender on learning has become a significant issue in primary schools and research in the area is needed to inform teachers about gender differences. The significance of the issue relates to the equality of opportunity for girls and boys in the classroom. Drawings are of significance because they provide teachers and parents with a glimpse of the developing child in terms of his or her creative and mental growth, feelings, emotions and world-view. …

Machine Tool Spindle Design, Jamie Hoyt

Theses

In modern machine tool applications the performance of a machine tool is judged by its ability to produce work-pieces accurately and efficiently. The stiffness of the machine tool spindle has a profound impact on the overall machine performance. The work presented here provides a tool for machine tool spindle designers to develop spindles that are sufficiently stiff to meet their needs. The analysis presented here is divided into three main sections. The first portion is a static analysis. The static analysis calculates the lateral deflection of the spindle-bearing system. AMatlab program was developed that aiiows the user to enter the …

Optimization Of Particle Image Velocimetry Measurements Using The In-Cylinder Velocity Flow Fields In An Optical Engine, David Chmiel

Theses

Research work was performed in cooperation with Delphi Automotive Systems to optimize Particle Image Velocimetry (PIV) measurements using the in-cylinder velocity flow fields in Delphi's optical engine. It entailed comprehending PIV theory, making a purchased PIV system work on Delphi's optical engine, investigation of PIV seeding techniques, applying PIV to steady-state liquid and air flow fields, calibrating/validating the PIV system operation, understanding the operation of Delphi's optical engine, performing optical engine velocity flow field measurements, comparing measurement results with Delphi's computational fluid dynamic (CFD) model, and optimizing the measurement technique for varying 2-D velocity flow fields. All the mentioned targets …

The Perceptions Of Highereducation Administrators As They Relate To Student Retention Issues, Julia Bickel

All-Inclusive List of Electronic Theses and Dissertations

The purpose of this study was to determine the perceptions of the chief academic officer and the chief student affairs officers at public and private Indiana baccalaureate institutions, and to determine what programs, practices, and policies those four officers groups perceive as important, which ones are available at the officers' institutions, and then how effective the officers perceived them to be. A survey instrument was developed to determine those perceptions within response modes for important,” available,” and effective” as they affected eight topics related to retention. Those topics were (1) Mission and Policy, (2) Budgeting and Funding, (3) Institutional Awareness, …

Measurement Of The Spin-Density Matrix Elements In Exclusive Electroproduction Of Ρ0 Mesons At Hera, J. Breitweg, S. Chekanov, M. Derrick, D. Krakauer, S. Magill, B. Musgrave, A. Pellegrino, J. Repond, R. Stanek, R. Yoshida, Margarita C. K. Mattingly, G. Abbiendi, F. Anselmo, P. Antonioli, G. Bari, M. Basile, L. Bellagamba, D. Boscherini, A. Bruni, G. Bruni, G. Cara Romeo, G. Castellini, L. Cifarelli, F. Cindolo, A. Contin, N. Coppola, M. Corradi, S. De Pasquale, P. Giusti, G. Iacobucci, G. Laurenti

Faculty Publications

Exclusive electroproduction of ρ0 mesons has been measured using the ZEUS detector at HERA in two Q2 ranges, 0.25 < Q2 < 0.85 GeV2 and 3 < Q2 < 30 GeV2. The low-Q2 data span the range 20 < W < 90 GeV; the high-Q2 data cover the 40 < W < 120 GeV interval. Both samples extend up to four-momentum transfers of |t| = 0.6 GeV2. The distribution in the azimuthal angle between the positron scattering plane and the ρ0 production plane shows a small but significant violation of s-channel helicity conservation, corresponding to the production of longitudinally polarised (i.e. helicity zero) ρ0 mesons from transverse photons. Measurements of the 15 combinations of spin-density matrix elements which completely define the angular distributions are presented and discussed.