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2011

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Forecasting Multivariate Realized Stock Market Volatility, Gregory H. Bauer, Keith Vorkink Jan 2011

Forecasting Multivariate Realized Stock Market Volatility, Gregory H. Bauer, Keith Vorkink

Faculty Publications

We present a new matrix-logarithm model of the realized covariance matrix of stock returns. The model uses latent factors which are functions of lagged volatility, lagged returns and other forecasting variables. The model has several advantages: it is parsimonious; it does not require imposing parameter restrictions; and, it results in a positive-definite estimated covariance matrix. We apply the model to the covariance matrix of size-sorted stock returns and find that two factors are sufficient to capture most of the dynamics.

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Why Did U.S. Banks Invest In Highly-Rated Securitization Tranches?, Isil Erel, Taylor Nadauld, René M. Stulz Jan 2011

Why Did U.S. Banks Invest In Highly-Rated Securitization Tranches?, Isil Erel, Taylor Nadauld, René M. Stulz

Faculty Publications

We estimate holdings of highly-rated tranches of mortgage securitizations of American deposit-taking banks ahead of the credit crisis and evaluate hypotheses that have been advanced to explain these holdings. We find that holdings of highly-rated tranches were economically trivial for the typical bank, but banks with greater holdings performed more poorly during the crisis. Though univariate comparisons show that banks with large trading books had greater holdings, the holdings of highly-rated tranches are not higher for banks with large trading books in regressions that control for bank size. The ratio of highly-rated tranches holdings to assets increases with bank assets, …

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Video Game Design In The Mba Curriculum: An Experiential Learning Approach For Teaching Design Thinking, James Gaskin, Nicholas Berente Jan 2011

Video Game Design In The Mba Curriculum: An Experiential Learning Approach For Teaching Design Thinking, James Gaskin, Nicholas Berente

Faculty Publications

In the spirit of design thinking, we have developed a ―hands-on‖ video game design workshop intended to be used for an MBA course on design thinking. This novel approach to teaching complex concepts and skills to business students has been received with enthusiasm, and it provides a unique and memorable experience for students to draw on as they encounter situations in which they will apply design thinking in the future. Additionally, student-produced games and student reflections on the workshops provide initial evidence of the value of teaching design thinking through this type of experiential method. In this article we review …

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Concert Recording 2011-09-29, Don Bailey, Donald Sulzen Jan 2011

Concert Recording 2011-09-29, Don Bailey, Donald Sulzen

Concert Recordings & Programs

Sonata for flute and piano. Allegretto malincolico ; Cantilena ; Presto giocoso / Francis Poulenc -- Barcarola et scherzo, Op. 4 / Alfred Casella -- Stepping out. Allegro, con brio ; Lento, con passione ; Allegro, con zelo / Cindy McTee -- Ballade / Frank Martin -- Sonata in F (K.V. 13). Allegro ; Andante ; Menuetto primo/Menuetto secondo / Wolfgang Amadeus Mozart -- Fantasie (Op. 79). Andantino ; Allegro / Gabriel Fauré -- Sweet simplicity / Rhonda Larson -- Hypnosis / Ian Clarke -- Sonata for flute and piano. Allegro deciso ; Scherzo ; Andante ; Allegro con moto …

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Leading From The Heart, Part 1b, J. Steven Harper Jan 2011

Leading From The Heart, Part 1b, J. Steven Harper

ATS Chapel Services

No abstract provided.

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Concert Recording 2011-11-27, Catalina Barraza, S. Michael Shuman Jan 2011

Concert Recording 2011-11-27, Catalina Barraza, S. Michael Shuman

Concert Recordings & Programs

Partita #3 / J. S. Bach -- Sonata for Violin and Piano No.1 Op. 105. / R. Schumann

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Modeling Incident And Emergency Management From A Regional Perspective, Ozge Cavusoglu Jan 2011

Modeling Incident And Emergency Management From A Regional Perspective, Ozge Cavusoglu

All ETDs from UAB

Traffic incidents and natural or man-made disasters can impose significant safety risks and disruptions on traffic flows, often resulting in non-recurring congestion. Congestion, in turn, may impede the ability of EMS (Emergency Medical Services) to provide timely response to those in need of medical attention. Thus, it is important to understand the potential impacts of incidents and emergencies on traffic network operations and develop response strategies with a potential of minimizing such impacts on traffic operations, emergency response and the safety of the traveling public. The objective of the dissertation was twofold: a. Study incident management options and benefits from …

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The Devil You Know, Laura M. Clements Jan 2011

The Devil You Know, Laura M. Clements

All ETDs from UAB

The Devil You Know is part of a larger work of creative nonfiction that chronicles an unprofessional relationship between a student and her undergraduate professor and advisor. While living with her professor over the course of a year, the student experiences and explains her participation in each of the seven deadly sins.

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Structural And Mechanistic Studies On Er Upr Sensor Perk And Mitochondrial Translocon Element Tim44, Wenjun Cui Jan 2011

Structural And Mechanistic Studies On Er Upr Sensor Perk And Mitochondrial Translocon Element Tim44, Wenjun Cui

All ETDs from UAB

The unfolded protein response is one mechanism utilized by endoplasmic reticulum (ER) to maintain the homeostasis between ER protein folding machinery and ER proteins. UPR is induced by three ER transmembrane sensors: IRE1, ATF6 and PERK. PKR-like ER kinase (PERK) can sense the ER stress signal through its luminal domain to activate its cytoplasmic kinase domain catalytic activity. PERK kinase domain belongs to the eIF2α family. Members in this family are activated after being autophosphorylated at their activation loops and then specifically phosphorylate eIF2α at its Ser51 position. Phosphorylation of eIF2α can shutdown the cytosol protein translation from the initiation …

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Academic Advising And Retention Of First-Generation College Students At A Research University In The Southeast, Hadyn K. Swecker Jan 2011

Academic Advising And Retention Of First-Generation College Students At A Research University In The Southeast, Hadyn K. Swecker

All ETDs from UAB

Student retention is an area of concern both academically and financially for higher education institutions. With the state of the current economy, finances are a critical component to higher education institutions. Retention rates, in addition to graduation rates, are used for assessing the overall success of an institution and in some instances future funding. According to Schneider (2010), only 60% of undergraduate students matriculate from four-year institutions within six years of initial enrollment. One population, first-generation college students, are 1.3 times more likely than their non-first-generation peers to leave an institution during their first year of college (Ishitani, 2006). The …

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Effects Of Estrogen On Hippocampal Function In Young Adult And Aged Female Rats, Lindsey Celeste Vedder Jan 2011

Effects Of Estrogen On Hippocampal Function In Young Adult And Aged Female Rats, Lindsey Celeste Vedder

All ETDs from UAB

In rodents, the ovarian estrogen 17b-estradiol (E2) is a potent modulator of hippocampal function and the hippocampus is critical for many types of learning and memory. Specifically, E2 increase the magnitude of long-term potentiation (LTP) at CA3-CA1 synapses, the density of dendritic spines in CA1 pyramidal cells and current mediated by NR2B-containing NMDA receptors. The E2-induced increase in LTP further requires NR2B-containing NMDARs. While considered a cellular correlate of learning and memory, enhanced LTP does not always predict enhanced learning. The first goal of this dissertation was to investigate the relationship between E2-enhanced LTP and learning and memory in young …

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Osteogenic Differentiation Of Human Mesenchymal Stem Cells Enhanced By Bone Ecm Analogous Nanomatrix Composites, Jeremy Benton Vines Jan 2011

Osteogenic Differentiation Of Human Mesenchymal Stem Cells Enhanced By Bone Ecm Analogous Nanomatrix Composites, Jeremy Benton Vines

All ETDs from UAB

A growing trend in the area of bone tissue engineering is the development of materials that mimic the native bone extracellular matrix (ECM). This need is typically met through the creation of composites, which attempt to recapitulate both the organic and inorganic components of the native bone ECM. However, few composites have been created with organic ECM analogous components that are functionalized to direct cellular behaviors. Furthermore, a majority of these studies do not investigate how the ratio of the inorganic and organic components affects cellular behaviors. To address this issue, hydroxyapatite nanoparticles (HANPs) were dispersed within peptide amphiphile (PA) …

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Role Of Nr4a3 Nuclear Receptor In Physiological Regulation Of Metabolism, Grace R. Walton Jan 2011

Role Of Nr4a3 Nuclear Receptor In Physiological Regulation Of Metabolism, Grace R. Walton

All ETDs from UAB

Nuclear receptor NR4A3 (NOR-1, MINOR) mediates transcriptional responses to ß-adrenergic signaling, is increased in insulin sensitive mice and humans, and enhances insulin-stimulated glucose transport in cultured adipocytes and myocytes. We therefore sought to determine the role of NR4A3 in in vivo adipose tissue and skeletal muscle physiology. Following adipose-specific NR4A3 over-expression in mice, we observed reduced circulating epinephrine due to enhanced catabolism of catecholamines in adipose tissue. Furthermore, this reduction in circulating epinephrine produced broad physiological consequences, including poor glucose tolerance, reduced insulin sensitivity, dyslipidemia, poor cardiac function, and behavioral alterations. In skeletal muscle, we show that NR4A3 protein associates …

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A Series Of Methods For The Systematic Reduction Of Phishing, Bradley Wardman Jan 2011

A Series Of Methods For The Systematic Reduction Of Phishing, Bradley Wardman

All ETDs from UAB

Phishing continues to expand as efforts to thwart attacks are ineffective and criminals behind these scams operate with apparent impunity. In order to address both issues, this research provides three steps towards the reduction of phishing: identifying phishing websites, collecting phishing evidence, and correlating the phishing incidents. The first step is to identify phishing websites automatically. Experimental results demonstrate that content-based algorithms can classify phishing websites with greater than 90% detection rates while maintaining low false-positive rates. Next, the development of custom software collects additional information and evidence about these phishing websites. In the final step, this research offers two …

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Strategies For Combined Screening And Imaging Of Breast Cancer, Jason Morgan Warram Jan 2011

Strategies For Combined Screening And Imaging Of Breast Cancer, Jason Morgan Warram

All ETDs from UAB

Successful treatment of breast cancer directly correlates with tumor stage and grade at diagnosis. Early diagnosis leads to a five-year relative survival rate of 96.8% as opposed to only a 22.5% five-year survival rate when diagnosed at late stage. Cancer-specific mechanisms need to be extended to enable cancer detection in an individual patient, in particular, the metastatic burden that currently cannot be assessed by conventional imaging. This approach for cancer detection would remove the biases of patient characteristics, permit immediate diagnostic feedback, improve sensitivity for early detection of small metastatic lesions, and be cost effective. Toward this goal, the cancer-specific …

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Sustainable Urban Design Practices That Mitigate Urban Heat Islands And Reduce Energy Consumption, Candace Joy Watson Jan 2011

Sustainable Urban Design Practices That Mitigate Urban Heat Islands And Reduce Energy Consumption, Candace Joy Watson

All ETDs from UAB

Urban cities are the largest consumers of energy. As global populations continue to increase in these areas, energy consumption is a growing concern for global leaders. Cities in developed countries are expanding beyond their central city-centers, resulting in increased natural resource consumption. This method of population management is referred to as urban sprawl and is the reason for increased consumption from expanding transportation networks, building materials, and fuel resources. In addition to increases in energy consumption, in recent years, built-up areas have experienced higher temperatures than surrounding rural areas. According to the Environmental Protection Agency, these differences can be as …

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Ecology And Transmission Of Eastern Equine Encephalitis Virus In The Southeastern United States, Gregory Scott White Jan 2011

Ecology And Transmission Of Eastern Equine Encephalitis Virus In The Southeastern United States, Gregory Scott White

All ETDs from UAB

The virus Eastern Equine Encephalitis virus (EEEV) is a highly pathogenic arthropod-borne virus (arbovirus) present in the US. The virus is listed as a reportable illness to the Centers of Disease Control and Prevention (CDC) and is also listed as a select agent by Human Health and Services (HHS). Studies on EEEV starting back in the 1930's have determined many important facets of the ecology, transmission and evolution of the virus. It is understood that in many endemic foci, the mosquito Culiseta melanura is the primary enzootic vector of the virus. EEEV is thus maintained in an enzootic cycle between …

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Conceptualization Of Cervical Cancer And Screening Experiences Among Zambian Women Attending A Cervical Screening Program, Heather Leah White Jan 2011

Conceptualization Of Cervical Cancer And Screening Experiences Among Zambian Women Attending A Cervical Screening Program, Heather Leah White

All ETDs from UAB

Invasive cervical cancer (ICC) is the second most commonly diagnosed malignancy worldwide, and approximately 85% of the disease burden occurs in underdeveloped countries. In 2006, the Zambian government launched a cervical screening program within primary health clinics using visual inspection with acetic acid (VIA) coupled with immediate treatment via cryotherapy. The objective of this dissertation was to determine whether the VIA screening program is responsive to the needs and concerns of Zambian women in an effort to improve screening uptake, and for human immunodeficiency virus (HIV) positive women who are potentially subject to increased ICC screening and treatment, increase long-term …

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Functional Interplay Between Trans Factors And Cis-Elements That Govern Il17a&F Transcription, Sarah Kern Whitley Jan 2011

Functional Interplay Between Trans Factors And Cis-Elements That Govern Il17a&F Transcription, Sarah Kern Whitley

All ETDs from UAB

Protective immunity against a variety of infections depends on the amplification and differentiation of naïve antigen-specific CD4 T cells. T helper 17 (Th17) cells are important for defending mucosal barriers from invading extracellular bacterial pathogens. This effector CD4 lineage is characterized by production of the cytokines IL-17A, IL-17F, IL-21, and IL-22, which elicit influx of inflammatory cells to promote pathogen clearance. The cytokines IL-6 and TGF&beta are the principal factors that initiate Th17 lineage development, and the STAT3-inducing cytokines IL-21 and IL-23 assist and/or maintain the Th17 developmental program. Recently, an additional cytokine has been demonstrated to encourage Th17 differentiation: …

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Pick It Up, Put It Down: A Grounded Theory Study Of How Low Income African American Patients In The Deep South Start Smoking And Quit Smoking, Jessica Hillman Williams Jan 2011

Pick It Up, Put It Down: A Grounded Theory Study Of How Low Income African American Patients In The Deep South Start Smoking And Quit Smoking, Jessica Hillman Williams

All ETDs from UAB

The purpose of this qualitative was to use data extracted from the narrative stories of African American patients to generate a grounded theory to explain the process and act of initiating and of quitting smoking among low income African American patients in the Deep South. This is important since African Americans are more likely to suffer from smoking-related illnesses, which are the leading cause of death among African Americans. Data were analyzed from interviews conducted in 2005 as part of the Stories Project and supplementary interviews conducted in 2011. Convenience sampling strategies guided participant recruitment for primary interviews and theoretical …

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Tear Component Interference In Bead-Based Biomarker Assays Using Magnetic Beads, Larezia Denise Williams Jan 2011

Tear Component Interference In Bead-Based Biomarker Assays Using Magnetic Beads, Larezia Denise Williams

All ETDs from UAB

Cytokines in tears can be biomarkers for ocular inflammation in dry eye subjects. Multiplex bead-based assays measure the concentration of multiple cytokines in a single tear sample. Bio-Rad® polystyrene bead-based assay kits have provided acceptable results for tear samples in this lab. Recently, Bio-Rad decided to replace polystyrene beads with magnetic beads. In earlier experiments in this laboratory, magnetic bead-based as-says did not produce results equivalent to polystyrene bead-based assays. The purpose of this investigation was to modify the magnetic bead-based tear cytokine assay to produce equivalent results to those obtained with the polystyrene bead-based assay. The modifications included running …

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Trust Or Consequences: The Relationship Between Faculty Trust And Faculty Learning Communities In Higher Education, Gaye R. Wilson Jan 2011

Trust Or Consequences: The Relationship Between Faculty Trust And Faculty Learning Communities In Higher Education, Gaye R. Wilson

All ETDs from UAB

The purpose of this study was to investigate relationships between FLC membership and faculty trust in higher education colleagues and faculty trust in higher education administration in public and private universities in the United States. This quantitative study examines trust in colleagues and trust in administration in higher education, two factors of faculty trust that Hoy, Tschannen-Moran and others have shown to contribute to the relationship of teacher trust in administration and colleagues, collaboration, and to positive student outcomes in K-12 public schools. Grounded in trust theory as conceptualized by Castelfranchi and Falcone (2010) and using Hoy and Miskel's (2008) …

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Measuring Aniseikonia Using Scattering Filters To Simulate Cataract, Jason Anthony Wilson Jan 2011

Measuring Aniseikonia Using Scattering Filters To Simulate Cataract, Jason Anthony Wilson

All ETDs from UAB

MEASURING ANISEIKONIA USING SCATTERING FILTERS TO SIMULATE CATARACT JASON WILSON DEPARTMENT OF VISION SCIENCE ABSTRACT The relationship between anisometropia and aniseikonia (ANK) is not well understood. Ametropic cataract patients provide a unique opportunity to study this relationship after undergoing emmetropizing lens extraction. Because light scatter may affect ANK measurement in cataract patients, its effect should also be evaluated. The Basic Aniseikonia Test (BAT) was evaluated using afocal size lenses to produce specific changes in retinal height. Several light scattering devices were then evaluated to determine which produced effects most similar to cataract. Contrast sensitivity and visual acuity (VA) losses were …

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Enamel Demineralization Around Bonded Orthdontic Appliances Using Resin Coatings, Michael Brett Wood Jan 2011

Enamel Demineralization Around Bonded Orthdontic Appliances Using Resin Coatings, Michael Brett Wood

All ETDs from UAB

Introduction: Orthodontists work to achieve a favorable esthetic and functional result, only to have the outcome tainted by the presence of demineralization upon appliance removal. The presence of WSL's is a disappointment to both orthodontists and patients. Several products have been developed to prevent this unfortunate damage to tooth structure, including "Opalseal" and "Ortho-coat". Opalseal is a 38% filled primer that releases and recharges fluoride. Ortho-coat is a fluoride releasing, light cure, hydrophilic resin that coats both the bracket and tooth surface preventing decalcification. The aim of this study was to investigate the barrier effect of Opalseal and Ortho-coat compared …

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Windowed Drop Spine Box, Donia J. Conn, Department Of Preservation And Conservation Jan 2011

Windowed Drop Spine Box, Donia J. Conn, Department Of Preservation And Conservation

Librarian Publications

Step-by-step instructions for measuring and assembling a drop-spine box for the housing or rare books and other materials. This variant of box features a clear spine area allowing the contents to be seen when the box is closed.

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Phase Box, Donia J. Conn, Peter D. Verheyen, Department Of Preservation And Conservation Jan 2011

Phase Box, Donia J. Conn, Peter D. Verheyen, Department Of Preservation And Conservation

Librarian Publications

The "phase box" is a simple, low-cost, enclosure made from 20pt acid-free folder stock. It is designed to protect brittle, deteriorated, "low priority" items.

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The Pickle Eaters, Laura Emily Pitts Jan 2011

The Pickle Eaters, Laura Emily Pitts

All ETDs from UAB

Late October during 1945, Linus Morgan anticipates the return of his father, an airman serving the country during WWII. However, before his dad returns, Linus has plenty to keep him occupied. The country fair is approaching and Linus has high hopes of entering the annual pickle eating contest with only one thing in mind - beating the class bully Tommy Thompson. But before that, Linus and his two best friends, Sam and Bo, journey down the river to pay the mysterious lady living in the old, white house a visit. A lady, it seems, who has more secrets up her …

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Regulation Of Neuronal Death By The Autophagy Lysosomal Pathway: Implications For Parkinson Disease, Violetta N. Pivtoraiko Jan 2011

Regulation Of Neuronal Death By The Autophagy Lysosomal Pathway: Implications For Parkinson Disease, Violetta N. Pivtoraiko

All ETDs from UAB

Parkinson Disease (PD) is the second most common age-related neurodegenerative disorder and is characterized pathologically by the loss of dopaminergic (DA) neurons in the stubstantia nigra pars compacta (SNpc). Mitochondrial dysfunction, increased oxidative stress, and accumulation of aggregated α-synuclein (α-syn), an intracellular protein involved in synaptic function, are all pathological hallmarks of PD have been implicated in PD pathogenesis. However, it is debated whether α-syn aggregates themselves are responsible for neurodegeneration in PD, cellular pathways involved in degradation of α-syn aggregates are believed to promote neuron survival. The autophagy lysosomal pathway (ALP), a physiological mechanism for recycling of intracellular components, …

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Examination Of Ideal Physical Parameter Choices For Efficacious Hyperthermic Treatment Of Cancer, Lauren Rast Jan 2011

Examination Of Ideal Physical Parameter Choices For Efficacious Hyperthermic Treatment Of Cancer, Lauren Rast

All ETDs from UAB

This dissertation presents results on the computational modeling of electromagnetic and thermal effects during the hyperthermic treatment of cancer using magnetic nanoparticles. Magnetic nanoparticle hyperthermia can be used for direct targeting and destruction of tumors through heat treatment or as a complement to chemotherapy. This method of treatment would be much less invasive than many current treatment options. Additionally, since these are nanoscale devices, the hyperthermic treatment of the cancer cells would be extremely localized. This would cause very minimal damage to surrounding tissue, making these systems superior to traditional hyperthermic treatment. The use of ferrofluids for cancer treatment requires …

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Myosin Ii In Hippocampal Synapses: Regulation Of Synaptic Plasticity, Strength And Actin Dynamics By Two Distinct Isoforms, Maria Dolores Rubio Jan 2011

Myosin Ii In Hippocampal Synapses: Regulation Of Synaptic Plasticity, Strength And Actin Dynamics By Two Distinct Isoforms, Maria Dolores Rubio

All ETDs from UAB

Cytoskeletal actin filaments underlie dendritic spine plasticity, critical for several forms of learning and memory. Therefore, understanding the mechanisms that regulate actin dynamics is essential to elucidate memory formation pathways. Myosins, a superfamily of actin binding proteins, have emerged as candidates for regulation of actin dynamics in the brain. Several myosin class II isoforms have been identified in brain, but their individual contribution to synaptic activity is still unknown. Based on the finding that myosin IIB regulates actin polymerization in the growth cone of developing neurons and that it is necessary for maintenance of dendritic spine structure, I hypothesized that …

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