Digital Commons Network^™

Maximum Likelihood And Gaussian Estimation Of Continuous Time Models In Finance, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special cases, much attention has been devoted to the development of methods designed to approximate the likelihood. These approaches range from crude Euler-type approximations and higher order stochastic Taylor series expansions to more complex polynomial-based expansions and infill approximations to the likelihood based on a continuous time data record. The methods are discussed, their properties are outlined and their relative finite sample performance compared in a simulation experiment with the nonlinear CIR diffusion model, which …

Multivariate Stochastic Volatility, Manabu Asai, Michael Mcaleer, Jun Yu

Research Collection School Of Economics

The literature on multivariate stochastic volatility (MSV) models has developed significantly over the last few years. This paper reviews the substantial literature on specification, estimation and evaluation of MSV models. A wide range of MSV models is presented according to various categories, namely (i) asymmetric models; (ii) factor models; (iii) time-varying correlation models; and (iv) alternative MSV specifications, including models based on the matrix exponential transformation, Cholesky decomposition, Wishart autoregressive process, and the empirical range. Alternative methods of estimation, including quasi-maximum likelihood, simulated maximum likelihood, Monte Carlo likelihood, and Markov chain Monte Carlo methods, are discussed and compared. Various methods …

No One Flunks Museum: An Overview Of Learning Theory And Its Implementation In Formal And Informal History Education, Nichole D. Smith

Seton Hall University Dissertations and Theses (ETDs)

The transition of museums from institutions for the knowledgeable to places for those seeking knowledge has brought about a need for those educating in museums to better understand the ways in which people learn. This paper introduces and explains theories, psychological and educational, that are applicable to learning such as Constructivism, Multiple Intelligences, and the Contextual Model of Learning. Observations of informal and formal history and social studies lessons or programs presented to students ages 3-16 provide the framework for understanding how well these theories of learning are being implemented in the museum. Comparison of history museum programs (informal education) …

Formal Analysis And Systematic Construction Of Two-Factor Authentication Scheme, Guomin Yang, Duncan S. Wong, Huaxiong Wang, Xiaotie Deng

Research Collection School Of Computing and Information Systems

One of the most commonly used two-factor authentication mechanisms is based on smart card and user’s password. Throughout the years, there have been many schemes proposed, but most of them have already been found flawed due to the lack of formal security analysis. On the cryptanalysis of this type of schemes, in this paper, we further review two recently proposed schemes and show that their security claims are invalid. To address the current issue, we propose a new and simplified property set and a formal adversarial model for analyzing the security of this type of schemes. We believe that the …

On The Lower Bound Of Local Optimums In K-Means Algorithms, Zhenjie Zhang, Bing Tian Dai, Anthony K.H. Tung

Research Collection School Of Computing and Information Systems

No abstract provided.

Looking At The Overlooked: Portraits Of Law School Deans, Peter Goodrich

Articles

The article examines the role of portraits in law schools, arguing that these images are not merely decorative but serve as powerful symbols that shape institutional identity and the legal profession. Despite their ubiquity, these portraits are often overlooked, yet they function as megalographs, inscribing and disseminating the values, history, and authority of the institution. The author contends that these visual elements play a crucial role in the formation of legal identity and the symbolic order of law schools.

Tic: Term Intersection Clustering Of Text Documents, Casey R. Bartman

Masters Theses

Preliminary work performed by the author [3] investigated the clustering of text documents based upon the Boolean intersection of document term sets. In that algorithm, documents were associated with terms and the resulting sets of terms were intersected. If the intersection of the sets produced a set equal to or larger than a predefined minimum support level, that new set was considered a relevant cluster. The algorithm’s first intersections were carried out at a three term level, allowing overlap of clusters at this level. Documents that were clustered were removed from further consideration and the process repeated at the two …

Visual Intent Recognition In A Multiple Camera Environment, Matthew Erhard

Theses

Activity recognition is an active field of research with many applications for both industrial and home use. Industry might use it as part of a security surveillance system, while home uses could be in applications such as smart rooms and aids for the disabled. This thesis develops one component of a “smart system” that can recognize certain activities related to the subject’s intent, i.e. where subjects concentrate their attention. A visual intent activity recognition system that operates in near real-time is created, based on multiple cameras. To accomplish this, a combination of face detection, facial feature detection, and pose estimation …

A Clustering Approach In Sensor Network Time Synchronization, Ramesh Krishnaram

Theses

In recent years tremendous technological advances have led to the development of low-cost sensors capable of data processing activities. These sensor nodes are organized in to a network typically called wireless Sensor Network. WSN's are based on the principle of "Data Fusion" where the data collected from each sensor node is condensed into one meaningful result: Data Fusion is achieved by exchanging messages between the sensors. These messages are time stamped by each sensor node's local clock fuse reading. As noted in various references, Time Synchronization is a common feature used in networking in order to give the nodes a …

Accelerating The Development Of Adaptive Thinking In United States Army Captains, Scott B. Shadrick

All-Inclusive List of Electronic Theses and Dissertations

The contemporary operational environment, the war on terrorism, and the Army transformation effort are requiring officers in the U.S. Army to exhibit high levels of adaptive performance. The Army recognized the need to develop adaptive leaders and developed the Think Like a Commander (Shadrick & Lussier, 2001) training program. Prior to this research no attempt has been made to establish the construct validity of the training program or to measure the levels of adaptive performance exhibited throughout an officer's career. The current research investigated the construct validity of the training program by examining the differences in adaptive thinking behaviors between …

Duty In Tort Law: An Economic Approach, Keith N. Hylton

Faculty Scholarship

Theories of tort law have focused on the breach and causation components of negligence, saying little if anything about duty. This paper provides a positive economic theory of duty doctrine. The theory that best explains duty doctrines in tort law is the same as the theory that explains strict liability doctrine. The core function of both sets of doctrines is to regulate the frequency or scale of activities that have substantial external effects. Strict liability aims to suppress or tax activities that carry unusually large external costs. Duty doctrines, especially those relieving actors of a duty of care, serve several …

Personality Profiles Of Experienced U.S. Army Rotary-Wing Aviators Across Mission, Robert Grice

Doctoral Dissertations and Projects

Numerous studies have attempted to identify a relationship between personality traits and workplace performance. Workplace performance in this study was construed as including perceptions of congruence with the type of work and performance on the job. The Five-Factor Model (FFM) has been used to predict workplace performance across a number of vocations including aviation and the Revised NEO Personality Instrument (NEO-PI-R) is the most widely used FFM-based instrument. The NEO-PI-R has been used with commercial and military aviators to identify personality trait levels that are distinct from the general public and to predict performance in cockpit situations such as during …

The Integration Of Church And Home: A Strategic Partnership For Spiritual Formation, Michael B. Haynes

Doctoral Dissertations and Projects

The American family is deteriorating according to current research. This deterioration stems from the church’s inability to develop Christians who practice life according to the principles of the Bible. In a culture characterized by an atomic worldview, the church and family must work together to develop Christians who live according to the relational worldview of Scripture. This project describes how one church developed and implemented a strategy partnering the church and family for the spiritual formation of the next generation. This project is designed as a model for churches seeking to impact the culture one home at a time.

Three Perspectives On Neutrality And Drift In Molecular Evolution, Michael Dietrich

Dartmouth Scholarship

This article offers three contrasting cases of the use of neutrality and drift in molecular evolution. In the first, neutrality is assumed as a simplest case for modeling. In the second and third, concepts of drift and neutrality are developed within the context of population genetics testing and the development and application of the molecular clock.

Outsiders As Innovators In The Life Sciences, Michael Dietrich

Dartmouth Scholarship

An introduction to the book Outsider Scientists: Routes to Innovation in Biology edited by Oren Harman and Michael Dietrich

Current Account Balances, Financial Development And Institutions: Assaying The World “Saving Glut”, Menzie David Chinn, Hiro Ito

Economics Faculty Publications and Presentations

We critically assess several of the key assertions underlying the global saving glut hypothesis. First, we investigate whether the behavior of the U.S. current account behavior is anomalous in light of previous industrial country experience. Second, we determine whether East Asian current account balances are predictable using standard macroeconomic variables, augmented with institutional factors. Finally, we investigate whether higher levels of financial development in key East Asian economies would result in smaller current account surpluses. We find that a one percentage-point increase in the budget balance would increase the current account balance by 0.10 to 0.49 percentage-points for industrialized countries, …

Prior Experience As A Stimulus Category Confound: An Example Using Facial Expressions Of Emotion, Leah H. Somerville, Paul J. Whalen

Dartmouth Scholarship

Facial expressions of emotion represent a stimulus set widely used to assess a broad range of psychological processes. However, a consideration of systematic differences between expression categories, other than differences relating to characteristics of the expressions themselves, has remained largely unaddressed. By collecting experience rankings in a large sample of undergraduates, we observed that the amount of reported experience individuals have had with different facial expressions of emotion systematically differed between all expression categories. These findings shed light on the potential for identifying confounds inherent to comparing some stimulus categories and, in this case, may aid in the interpretation of …

Interview With Greg Sawyer, Providence Builders, 2006 (Audio), Greg Sawyer

All Sustainability History Project Oral Histories

Interview of Greg Sawyer by Amy Evangelista in NE Portland, Oregon on December 1st, 2006.

The interview index is available for download.

Tigard-Tualatin School District Enrollment Forecast Update, 2007-08 To 2011-12, Portland State University. Population Research Center, Charles Rynerson, Vivian Siu

School District Enrollment Forecast Reports

The Tigard-Tualatin School District (TTSD) enrolled 12,300 students in Fall 2006, an increase of 167 students (1.4 percent) from Fall 2005. Growth was concentrated in the elementary grades (K-5), which grew by 195 students (3.6 percent) between Fall 2005 and Fall 2006. This report presents the results of a demographic study conducted by the Portland State University Population Research Center (PRC). The study includes analysis of population, housing and enrollment trends affecting the District in recent years, estimates of the impacts of new housing development on TTSD enrollment, and forecasts of district-wide and individual school enrollments for the 2007-08 to …

Robust Estimation Of Mahalanobis Distance In Hyperspectral Images, Eduardo C. Meidunas

Theses and Dissertations

This dissertation develops new estimation methods that fit Johnson distributions and generalized Pareto distributions to hyperspectral Mahalanobis distances. The Johnson distribution fit is optimized using a new method which monitors the second derivative behavior of exceedance probability to mitigate potential outlier effects. This univariate distribution is then used to derive an elliptically contoured multivariate density model for the pixel data. The generalized Pareto distribution models are optimized by a new two-pass method that estimates the tail-index parameter. This method minimizes the mean squared fitting error by correcting parameter values using data distance information from an initial pass. A unique method …

Professor Elbert Gates: A Recollection, Charles M. Yablon

Cardozo Law Review

No abstract provided.

Which Constitution? Who Decides?: The Problem Of Judicial Supremacy And The Interbranch Solution, Robert Justin Lipkin

Cardozo Law Review

No abstract provided.

Exactions: Exploring Exactly When Nollan And Dolan Should Be Triggered, Jane C. Needleman

Cardozo Law Review

No abstract provided.

The Jurisdictional Heritage Of The Grand Jury Clause, Roger A. Fairfax

Scholarly Articles in Law Reviews & Journals

No abstract provided.

Finite Element Analysis Of Low-Profile Frp Bridge Deck (Prodeck 4), Siva Kumar Boyapati

Graduate Theses, Dissertations, and Problem Reports (ETD)

FRPs (Fiber Reinforced Polymers) are lightweight and an innovative alternative to conventional materials like steel and concrete in Structural engineering. Pultruded FRP bridge decks have many advantages compared to conventional concrete decks especially in bridge engineering. In this study a finite element model of a 4"-thick low profile FRP bridge deck made of E-glass fiber and vinyl ester resin, having a fiber volume fraction of approximately 50% and weighing about 10 lb/ft2 is developed using the finite element software ANSYS. The bridge deck modeled is subjected to a central patch load, and the finite element results such as deflections, strains …

A Comparison Of The Relative Efficiency Of Tracking Signals In Forecast Control, Balasubramanya Krishnamurthy

Graduate Theses, Dissertations, and Problem Reports (ETD)

An important aspect of forecasting system is monitoring the process for forecast accuracy. Tracking signals test is an effective detection method for occurrence of nonrandom changes. In this research, the relative efficiency of Cumulative Sum (CUSUM), Smoothed Error, Backward CUSUM, Autocorrelation and Parabolic CUSUM tracking signals were compared according to ARL1 criterion and percentage of trips detected within N periods. For simulating response to a step, 1,000 series of demands were generated, each covering run-ins of 40 periods and 75 periods after introduction of the step. The response of tracking signals to step sizes of 1sigma, 2sigma, 3sigma and a …

An Evaluation Of Current West Virginia Specifications And Construction Methods Regarding The Density Of Hot Mix Asphalt, Andrew Rudolph

Graduate Theses, Dissertations, and Problem Reports (ETD)

Pavement performance depends on the quality of the material, the mix design, and construction. The objectives of pavement construction are to place the material with a smooth surface, and compacted to the target density. Inadequate density permits water to enter the pavement leading to premature distress. It also can contribute to rutting as the pavement densify. A surface that is too dense is also prone to rutting.;This research evaluated methods for: measuring density, quality control, and longitudinal joint construction. Density specifications for West Virginia and surrounding states were reviewed to assess the compaction requirements for hot mix asphalt (HMA).;This research …

The Study Of Down-Hole Hydro-Cyclone Efficiency In Oil Wells Using Computational Fluid Dynamics, Ahmed A. Yusuf

Graduate Theses, Dissertations, and Problem Reports (ETD)

Water is by far the largest waste stream associated with oil and gas production and it is unimaginable to find an oil reservoir absolutely free from connate water. Water management has become an important issue of hydrocarbon production, since the produced water increases as the field grows older and the cost of water handling, such as separation, treatment and repair is dramatically increasing. Down-Hole Separation (DOWS) and re-injection results in the production of oil to the surface, while portions of water are injected to the underground formation without ever being lifted to the surface.;DOWS depends on geological characteristics of the …

Afferent Regulation Of A15 Dopamine Neurons In The Ewe, Adrienne L. Bogusz

Graduate Theses, Dissertations, and Problem Reports (ETD)

Ovine reproduction is characterized by a breeding season and an anestrous season. Seasonal anestrus is induced by increased responsiveness of the GnRH neurosecretory system to estrogen (E) negative feedback. Previous studies have shown that inhibitory A15 dopamine neurons mediate this increased sensitivity to E, however, these neurons lack E receptors. In this thesis we performed three experiments. For experiment 1 we looked at the specific sites of actions that thyroid hormones act to cause neuronal plasticity of A15 DA neurons, utilizing dual-labeled immunocytochemistry. The results of this study demonstrated no change in dendrite morphology or the number of close contacts …

Evaluation Of A Tube Feeding Decision Aid For Substitute Decision Makers, Emily H. Bower

Graduate Theses, Dissertations, and Problem Reports (ETD)

Substitute decision makers may be in a position to make "preference-sensitive" decisions for their patient, including whether to approve tube feeding. The present study evaluated the only known tube feeding decision aid for substitute decision makers (Mitchell, Tetroe, & O'Conner, 2001). Sixty adults completed a pre-questionnaire, read an active control brochure (control group) or decision aid (experimental group), and completed a post-questionnaire. Both groups demonstrated increased knowledge and decisional conflict at post-test, although the experimental group had higher scores in both. Participants who were either in favor or against tube feeding at pre-test rarely changed their decision at post-test. Control …