Digital Commons Network^™

First Passage Time Problem For Multivariate Jump-Diffusion Processes: Models, Computation, And Applications In Finance, Di Zhang

Theses and Dissertations (Comprehensive)

The first passage time (FPT) problems are ubiquitous in many applications, from physics to finance. Mathematically, such problems are often reduced to the evaluation of the probability density of the time for a process to cross a certain level, a boundary, or to enter a certain region. While in other areas of applications the FPT problems can often be solved analytically, in finance we usually have to resort to the application of numerical procedures, in particular when we deal with jump-diffusion stochastic processes (JDP). The application of the conventional Monte-Carlo procedure is possible for the solution of the resulting model, …

An Institutional Analysis Of Oil And Gas Sector Development And Environmental Management In The Yukon Territory, Jason C. May

Theses and Dissertations (Comprehensive)

This thesis investigates the ways in which oil and gas development priorities and concern for the environment are integrated within strategic planning and management frameworks, and how associated conflict is addressed, in a case study of the Yukon. Because substantial ground-based oil and gas activity is yet to occur in the territory, a thorough understanding of the institutions and institutional arrangements set to govern future oil and gas development is a valuable tool for gauging the capacity to integrate these priorities. Therefore, this thesis employs the Institutional Analysis and Development (IAD) framework to analyze the legislation, regulations, policies, and institutions …

Portfolio Selection In Gaussian And Non-Gaussian Worlds, Jing Wang

Theses and Dissertations (Comprehensive)

In the case of minimizing risk with a given level of expected return, we discuss the portfolio selection problem with the asset returns are characterized by a Gaussian distribution and heavy tailed distribution.

More specifically, under the Gaussian assupmtion, we give the explicit solutions to the problems of minimizing risk variance, CaR and EaR respectively. When a compound Poisson process is assumed, we derive explicit solutions to the variance, CaR and EaR. Furthermore, we give the explicit soultion for the CaR when a Lévy distribution is considered.

For the more realistic process-normal inverse process, we are able to obtain the …

An Analysis Of Social Aspects Of Forest Stewardship Council Forest Certification In Three Ontario Case Studies, Melanie Venne

Theses and Dissertations (Comprehensive)

Forest certification is a market-based tool whereby forest management is evaluated against a set of standards that consider environmental, economic and social elements of sustainability. Certificiation is therefore a means of providing customers with the assurance that forest products are originating from sustainability managed forests. It grew out of the ideal of sustainable forest management (SFM) and pulls from its predecessor the concept of multiple dimensions of sustainability. The focus of this project was the international forest certification scheme Forest Stewardship Council (FSC).

A comparative case study approach was used to examine the social implications of certification in three FSC …

Planting The Seeds: The Experiences Of Community Psychology Graduates As Agents Of Systemic Social Change, Peggy Ann Weston

Theses and Dissertations (Comprehensive)

Social change is a part of human existence, but other than charismatic individuals such as Dr. Martin Luther King Jr. and Gandhi, little has been published about the lived experience of social change agents. Time (era, passage of time, etc.) is often neglected as an important temporal factor of analysis in systemic social change (SSC) activities. The intent is to explore the experience of people working as SSC agents and discover what influences their work. A better understanding of this experience would contribute to more effective SSC work and perhaps address challenges facing change agents. The main research question, “What …

Instructional Design With Expertise In Mind (Part 1), Eric Frierson

LOEX Quarterly

No abstract provided.

Eogenetic Karst, Glacioeustatic Cave Pools And Anchialine Environments On Mallorca Island: A Discussion Of Coastal Speleogenesis, Angel Ginés, Joaquín Ginés

International Journal of Speleology

Coastal karst is characterized by special geomorphologic and hydrodynamic conditions as well as by peculiar sedimentary, geochemical, and biospeleological environments. Generally, the more distinctive karstic features produced near the coastline are strongly influenced by sea-level changes, which generate a broad set of interactions between littoral processes and karst development. The glacioeustatic rises and falls of sea level affected the littoral karst in different ways, namely: vertical and horizontal shifts in the shoreline position, changes in elevation of the local water table, and vertical displacements of the halocline. Most eogenetic karsts have been subjected over long time spans to repeated changes …

A Taxonomic Survey Of Lamp Flora (Algae And Cyanobacteria) In Electrically Lit Passages Within Mammoth Cave National Park, Kentucky, Thomas Smith, Rick Olson

International Journal of Speleology

A taxonomic survey of the lamp flora from electrically lit passages in Mammoth Cave, Mammoth Cave National Park, identified 28 species. Overall, cyanobacteria were dominant represented by 14 species (50% of the total), green algae had eight species (29%), and six diatoms species (21%) were present. There was not a correlation between species diversity and temperature, but there is a general trend of increasing diversity with warmer temperatures. There were two algal or cyanobacterial species identified in this study that overlapped with previous studies. There is a lack of continuity between previous studies only having one species identified in more …

Integrated Product And Its Extended Enterprise Network Design Using Lean Principles, Abhijit K. Choudhury

Masters Theses

"Recently, many system integration companies have begun to intensely focus on suppliers' involvement in the product realization process to enhance their competitiveness. The product architecture has a huge impact on the efficiency of the integrator's supplier network. One of the ways to enhance efficiency is to implement the lean principles while creating a collaborative design/manufacturing/supply chain environment. In this study, two distinct stages of the product realization process, namely, design stage and production stage are considered for determining the design and production supplier networks"--Abstract, page iv.

Manufacturing Of High Performance Composites Using Vacuum Assisted Resin Transfer Molding, V. G. K. Menta

Masters Theses

"The objective of this research is to establish and enhance the existing Vacuum Assisted Resin Transfer Molding (VARTM) process to manufacture high performance composite parts usable in the aerospace industry.

Flat, hat, pi and multi stiffened panels have been manufactured by the VARTM process using AS4-5HS and AS4-8HS carbon fabric, and SI-ZG-5A low viscosity epoxy resin. Silicone-based reusable molds have been designed and developed to manufacture stiffened panels. Dynamic mechanical analysis (DMA) and differential scanning calorimetry (DSC) experiments of the SI-ZG-5A resin system were conducted to determine the storage modulus, loss modulus, and the glass transition temperature. The density and …

A Gis-Based Inventory Of Terrestrial Caves In West-Central Florida: Implications On Sensitivity, Disturbance, Ownership, And Management Priority A Gis-Based Inventory Of Terrestrial Caves In West-Central Florida: Implications On Sensitivity, Disturbance, Ownership, And Management Priority, Grant L. Harley

USF Tampa Graduate Theses and Dissertations

Active cave management, which represents any continuous action to conserve, restore, or protect a cave environment, is virtually non-existent in west-central Florida. This study focuses on developing an inventory to rank terrestrial caves in west-central Florida by management priority. A GIS-based cave inventory system, including a cave sensitivity index and cave disturbance index, were used as a tool to gain an understanding of the management priority of west-central Florida caves. The inventory was applied to 36 terrestrial caves in west-central Florida, which demonstrated a wide range of sensitivity and disturbance. The results show that by relying solely on sensitivity and …

Modeling And Performance Estimation For Airborne Minefield Detection System, Saurabh Agarwal

Masters Theses

"Many programs aimed at airborne mine and minefield detection are being pursued and different algorithms are being developed and evaluated to achieve performance specifications. Thus far, no single algorithm or detection architecture has been able to fulfill the performance specifications for different mine and minefield detection scenarios...a need exists for a simulation based approach. One such simulation system is developed and evaluated in this thesis. The factors affecting the performance of an airborne detection system include physical parameters (type of background, time of day), data collection parameters (swath width, number of steps, in-step and in-flight overlap), and minefield scenarios. Data …

Toward Improving Performance Measurement In Public Sector Organizations, Matthew Thomas Kutz

Masters Theses

"The objective of this research is to investigate various means of improving the performance measurement methods for public sector organizations. A case study is conducted using data from the Missouri Department of Transportation (MoDOT). As a government organization, MoDOT must publish measurements of its performance for the general public and for the legislators who provide funding. Currently, MoDOT produces a quarterly publication, called the Tracker, for performance measurement reporting. This research hypothesizes that the Tracker is not an effective performance measurement system and stakeholders of MoDOT would benefit from a more concise and pointed report of MoDOT performance. A software …

It Devices And Energy Consumption, David Veal

Research outputs pre 2011

The need for energy conservation has been topical for many years and has gained importance with global warming scenarios and the increasing cost of energy. This paper examines energy consumption of common home IT devices such as routers, voice boxes, PCs and printers with respect to minimising standby power. Another problem of concern in energy usage as related to IT activity is the increasing electrical power consumption levels of data centres, along with data centre cooling problems and the attempts to enhance their energy efficiency. These scenarios illustrate small amounts of energy consumption used by vast numbers of device compared …

Evolving Players For An Ancient Game: Hnefatafl, Philip Hingston

Research outputs pre 2011

Hnefatafl is an ancient Norse game - an ancestor of chess. In this paper, we report on the development of computer players for this game. In the spirit of Blondie24, we evolve neural networks as board evaluation functions for different versions of the game. An unusual aspect of this game is that there is no general agreement on the rules: it is no longer much played, and game historians attempt to infer the rules from scraps of historical texts, with ambiguities often resolved on gut feeling as to what the rules must have been in order to achieve a balanced …

Sampled Fiber Gratings For High-Resolution And High-Speed Photonic Signal Processing, Mingya Shen, Kamal Alameh

Research outputs pre 2011

A novel sampled grating for high-resolution, highspeed signal processing is presented. Simulation based on Sinc2 sampled and rational sampled fiber grating modeling show that a large number of sub-ps time delay steps are attainable, corresponding to a sampling frequency in excess of 1THz. Design method is described for deriving sampling functions that meet specific true-time-delay profile requirements.

Wavelength-Encoded Ocdma System Using Opto-Vlsi Processors, Muhsen Aljada, Kamal Alameh

Research outputs pre 2011

We propose and experimentally demonstrate a 2.5 Gbits/sper user wavelength-encoded optical code-division multiple-access encoder-decoder structure based on opto-VLSI processing. Each encoder and decoder is constructed using a single 1D opto-very-large-scale-integrated (VLSI) processor in conjunction with a fiber Bragg grating (FBG) array of different Bragg wavelengths. The FBG array spectrally and temporally slices the broadband input pulse into several components and the opto-VLSI processor generates codewords using digital phase holograms. System performance is measured in terms of the autocorrelation and cross-correlation functions as well as the eye diagram.

Final Report : Bellevue Sustainable Industry Project, Beth Walker, Janice Redmond, Ute Goeft

Research outputs pre 2011

This report is the result of a grant from the W A Waste Management Board's Waste Management and Recycling Fund to investigate the attitudes and practices of Bellevue business owner-managers to environmental issues and waste management since 2005. In 2005 data was collected to provide baseline information of the level of business interest in the environment and waste management practices in the Bellevue industrial area. After. the analysis of that data was reported, an intervention program was implemented by the Swan Catchment Council. The intervention program included the following...

Primary Connections: Reforming Science Teaching In Australian Primary Schools, Mark Hackling, Shelley Peers, Vaughan Prain

Research outputs pre 2011

Concerns about the status and quality of science teaching in Australian primary schools led the Australian Academy of Science to develop Primary Connections over 2004-8 with funding from DEST and the support of states and territories. Primary Connections is a teacher professional learning program supported with curriculum resources that aims to enhance learning outcomes in science and the literacies of science by supporting both inservice and preservice primary teachers to teach science effectively. Primary Connections is a systematic, widespread and innovative reform that complements programs within states and territories. The program is based on an innovative teaching and learning approach …

State Model Diagrams As A Pedagogical Tool - An International Evaluation, Stanislaw Maj, David Veal

Research outputs pre 2011

State model diagrams (SMDs) have been successfully used as the pedagogical foundation of network technology curriculum. SMDs selectively integrate relevant output from network devices by means of tables. SMDs are modular and hierarchical, thereby providing top-down decomposition by means of levelling, allowing a complex network to be partitioned or structured into independent units of an amenable size so that the entire system can be more easily understood. An overview of the entire network or increasing levels of detail may be obtained while maintaining links and interfaces between the different levels. Furthermore, SMDs allow technical detail to be introduced in an …

Cylindrical Quasi-Cavity Waveguide For Static Wide Angle Pattern Projection, Kaveh Sahba, Kamal Alameh, Clifton Smith, Arie Paap

Research outputs pre 2011

Beam deflection methods such as rotary mirrors and motorized turning optical heads suffer from a variety of electro-mechanical related problems which affect laser scanning performance. These include wobble, jitter, wear, windage and synchronization issues. A novel optical structure consisting of two concentric and cylindrical interfaces with unique optical coating properties for the static projection of a laser spot array over a wide angle is demonstrated. The resulting ray trajectory through the waveguide is modeled using linear equations. Spot size growth is modeled using previously defined ray transfer matrices for tilted optical elements. The model is validated by comparison with experimental …

Importance Of Verification And Validation Of Data Sources In Attaining Information Superiority, Gautham Kasinath, Leisa J. Armstrong

Research outputs pre 2011

Information superiority has been defined as a state that is achieved when a competitive advantage is derived from the ability to exploit a superior information position. To achieve such a superior information position enterprises and nations, alike, must not only collect and record correct, accurate, timely and useful information but also ensure that information recorded is not lost to competitors due to lack of comprehensive security and leaks. Further, enterprises that aim to attain information superiority must also ensure mechanisms of validating and verifying information to reduce the chances of mis-information. Although, research has been carried out into ways to …

Triangulation Based Static Wide Angle Laser Scanning For Obstacle Detection, Kaveh Sahba, Kamal Alameh, Clifton Smith

Research outputs pre 2011

This paper demonstrates discrete laser spot projection over a wide angle using a novel cylindrical quasi-cavity waveguide, with no moving parts. Furthermore, the distance to each spot is calculated using active laser triangulation. The triangulation arrangement and the trajectory of principal rays are modelled using a system of linear equations based on optical geometry. Linear algebra is used to derive the unique baseline and outgoing angle of every projected beam. The system is calibrated by finding optimal values for uncertain instrumental parameters using constrained non-linear optimization. Distances calculated indoors result in accuracies of over 93%

Rerouting Technique For Faster Restoration Of Preempted Calls, Iftekhar Ahmad, Joarder Kamruzzaman, Daryoush Habibi

Research outputs pre 2011

In a communication network where resources are shared between instantaneous request (IR) and book-ahead (BA) connections, activation of future BA connections causes preemption of many on-going IR connections upon resource scarcity. A solution to this problem is to reroute the preempted calls via alternative feasible paths, which often does not ensure acceptably low disruption of service. In this paper, a new rerouting strategy is proposed that uses the destination node to initiate the rerouting and thereby reduces the rerouting time, which ultimately improves the service disruption time. Simulations on a widely used network topology suggest that the proposed rerouting scheme …

Use Of Online Tools To Aid Group Work, Martin Masek

Research outputs pre 2011

In this paper we examine the use of online tools – namely wikis and blogs in aiding group work for a large and diverse student-based team. The results suggest that while students see the generic skill of being able to work in a team as important for their future career, using blogs and wikis is not seen to be as important. It was also found that the flexibility of these tools provides more motivation for students than having assessment based on their use.

Proceedings Of The Sixth International Workshop For Applied Pkc (Iwap2007), Dongguang Li

Research outputs pre 2011

IWAP2007 will be the sixth of a series of successful international workshops with focus on research and engineering issues of the applied aspects of public key cryptosystems. The inaugural IWAP event was held in Korea in 2001, and was subsequently held in 2002, 2004, 2005 and 2006 respectively in Taipei, Japan, Singapore and China. The IWAP2003 was cancelled due to the SARS breakout. Theoreticians and practitioners interested in the applied issues of PKC were encouraged to participate and contribute to the continuous success of the IWAP workshop series. The host of the IWAP2007 is Edith Cowan University. It is my …

Heat Shock Protein 90: A Potential Therapeutic Target In Leukemic Progenitor And Stem Cells Harboring Mutant Bcr-Abl Resistant To Kinase Inhibitors, C Peng, Dongguang Li, L Shaoguang

Research outputs pre 2011

Development of drug resistance has become a major obstacle for tyrosine kinase inhibitors (TKIs) in the treatment of Philadelphia chromosome-positive (Ph+) chronic myelogenous leukemia (CML) and other cancers. The BCR-ABL-T315I mutant does not respond to clinically available TKIs, although some newly developed anti-BCR-ABL-T315I TKIs are now being tested in patients. TKIs transiently inhibit kinase activity of BCR-ABL, but do not reduce the level of the BCR-ABL protein. Elimination of mutant BCR-ABL protein would provide a new therapeutic strategy for treating Ph+ leukemia. We recently showed that inhibition of heat shock protein 90 (Hsp90) by a novel Hsp90 inhibitor, IPI-504, causes …

A Gui For The Deaf-Blind: An Additional Concepts Paper, David Veal

Research outputs pre 2011

People with some residual vision though still classified as blind may be able to read on screen patterns presented via a computer program whereby such a pattern can represent a textual character and a presentation of sequences of such patterns can represent words. These patterns can be adjusted to utilize the user’s remaining vision capacity. Previous research has shown that volunteers who where legally classified as blind could read simple sentences via such a system. This system is known as the Dynamic Pattern System (DPS) and is a test bed for research. Although this research involved a single pattern represented …

Using A Cultural Lens To Interpret The Success And Failure Of Regional Internet Community Portals In Promoting E-Commerce Adoption By Smes, Denise Gengatharen, Craig Standing

Research outputs pre 2011

In Western Australia (WA), efforts to increase SME e-commerce adoption have been integrated with some governmentlunded collaboratively-owned regional Internet community portals. This paper examines three such cases, two in regional WA and one in the metropolitan area, to determine the impact of cultural factors on the success of these portals. Results indicate that the collectivist culture of the communities in the two regional areas played an important role in initially sustaining the portals. Subsequently, legitimacy and mimetic pressure also contributed to SME involvement in these portals resulting in an overall increase in awareness by this sector of the benefits and …

Experiments With Monte Carlo Othello, Philip Hingston, Martin Masek

Research outputs pre 2011

In this paper, we report on our experiments with using Monte Carlo simulation (specifically the UCT algorithm) as the basis for an Othello playing program. Monte Carlo methods have been used for other games in the past, most recently and notably in successful Go playing programs. We show that Monte Carlo-based players have potential for Othello, and that evolutionary algorithms can be used to improve their strength.