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Robustly Optimal Reserve Price, Wei He, Jiangtao Li Apr 2019

Robustly Optimal Reserve Price, Wei He, Jiangtao Li

Research Collection School Of Economics

We study a robust version of the single-unit auction problem. The auctioneer has confidence in her estimate of the marginal distribution of a generic bidder's valuation, but does not have reliable information about the joint distribution. In this setting, we analyze the performance of second-price auctions with reserve prices in terms of revenue guarantee, that is, the greatest lower bound of revenue across all joint distributions that are consistent with the marginals. For any finite number of bidders, we solve for the robustly optimal reserve price that generates the highest revenue guarantee. Our analysis has interesting implications in large markets. …

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Random Coefficient Continuous Systems: Testing For Extreme Sample Path Behavior, Yubo Tao, Peter C. B. Phillips, Jun Yu Apr 2019

Random Coefficient Continuous Systems: Testing For Extreme Sample Path Behavior, Yubo Tao, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

This paper studies a continuous time dynamic system with a random persistence parameter. The exact discrete time representation is obtained and related to several discrete time random coefficient models currently in the literature. The model distinguishes various forms of unstable and explosive behavior according to specific regions of the parameter space that open up the potential for testing these forms of extreme behavior. A two-stage approach that employs realized volatility is proposed for the continuous system estimation, asymptotic theory is developed, and test statistics to identify the different forms of extreme sample path behavior are proposed. Simulations show that the …

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Rank Tests At Jump Events, Jia Li, Viktor Todorov, George Tauchen, Huidi. Lin Apr 2019

Rank Tests At Jump Events, Jia Li, Viktor Todorov, George Tauchen, Huidi. Lin

Research Collection School Of Economics

We propose a test for the rank of a cross-section of processes at a set of jump events. The jump events are either specific known times or are random and associated with jumps of some process. The test is formed from discretely sampled data on a fixed time interval with asymptotically shrinking mesh. In the first step, we form nonparametric estimates of the jump events via thresholding techniques. We then compute the eigenvalues of the outer product of the cross-section of increments at the identified jump events. The test for rank r is based on the asymptotic behavior of the …

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M-Estimators Of U-Processes With A Change-Point Due To A Covariate Threshold, Lili Tan, Yichong Zhang Apr 2019

M-Estimators Of U-Processes With A Change-Point Due To A Covariate Threshold, Lili Tan, Yichong Zhang

Research Collection School Of Economics

Economic theory often predicts a “tipping point” effect due to multiple equilibria. Linear threshold regressions estimate the “tipping point” by assuming at the same time that the response variable is linear in an index of covariates. However, economic theory rarely imposes a specific functional form, but rather predicts a monotonic relationship between the response variable and the index. We propose new, rank-based, estimators for both the “tipping point” and other regression coefficients, exploiting only the monotonicity condition. We derive the asymptotic properties of these estimators by establishing a more general result for M-estimators of U-processes with a change-point due to …

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Asymptotic Theory For Rough Fractional Vasicek Models, Weilin Xiao, Jun Yu Apr 2019

Asymptotic Theory For Rough Fractional Vasicek Models, Weilin Xiao, Jun Yu

Research Collection School Of Economics

This paper extends the asymptotic theory for the fractional Vasicek model developed in Xiao and Yu (2018) from the case where H ∈ (1/2, 1) to the case where H ∈ (0, 1/2). It is found that the asymptotic theory of the persistence parameter (k) critically depends on the sign of k. Moreover, if k > 0, the asymptotic distribution for the estimator of k is different when H ∈ (0, 1/2) from that when H ∈ (1/2, 1).

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Sieve Estimation Of Time-Varying Panel Data Models With Latent Structures, Liangjun Su, Xia Wang, Sainan Jin Apr 2019

Sieve Estimation Of Time-Varying Panel Data Models With Latent Structures, Liangjun Su, Xia Wang, Sainan Jin

Research Collection School Of Economics

We propose a heterogeneous time-varying panel data model with a latent group structure that allows the coefficients to vary over both individuals and time. We assume that the coefficients change smoothly over time and form different unobserved groups. When treated as smooth functions of time, the individual functional coefficients are heterogeneous across groups but homogeneous within a group. We propose a penalized-sieve-estimation-based classifier-Lasso (C-Lasso) procedure to identify the individuals’ membership and to estimate the group-specific functional coefficients in a single step. The classification exhibits the desirable property of uniform consistency. The C-Lasso estimators and their post-Lasso versions achieve the oracle …

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Illusion Of Gender Parity In Education: Intrahousehold Resource Allocation In Bangladesh, Sijia Xu, Abu S. Shonchoy, Tomoki Fujii Apr 2019

Illusion Of Gender Parity In Education: Intrahousehold Resource Allocation In Bangladesh, Sijia Xu, Abu S. Shonchoy, Tomoki Fujii

Research Collection School Of Economics

A target in the Millennium Development Goals—gender parity in all levels of education—is widely considered to have been attained. However, measuring gender parity only through school enrollment is misleading, as girls may lag behind boys in other educational measures. We investigate this with four rounds of surveys from Bangladesh by decomposing households’ education decisions into enrollment, education expenditure, and share of the education expenditure allocated for the quality of education like private tutoring. We find a strong profemale bias in school enrollment but promale bias in the other two decisions. This contradirectional gender bias is unique to Bangladesh and partly …

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Building An Equitable And Inclusive City Through Housing Policies: Singapore’S Experience, Sock Yong Phang Apr 2019

Building An Equitable And Inclusive City Through Housing Policies: Singapore’S Experience, Sock Yong Phang

Research Collection School Of Economics

Inequality is an age-old concern. In recent years, the rise of income inequality has received worldwide media and policy attention, beginning with the Occupy movement of 2011-2012 and a wave of notable scholastic books such as Stiglitz (2012), Piketty (2014), and Atkinson (2015). Piketty’s Capital in the 21st Century, an unlikely bestseller, contained a vast amount of data showing that the rich are taking rising shares of income and wealth in the advanced economies. Piketty’s approach towards capital and wealth is an aggregative one, and he does not treat real estate or land as a different or distinct form of …

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Detection And Characterization Of Actuator Attacks Using Kalman Filter Estimation, Yuqin Weng Apr 2019

Detection And Characterization Of Actuator Attacks Using Kalman Filter Estimation, Yuqin Weng

Master's Theses (2009 -)

In this thesis, two discrete-time control systems subject to noise, are modeled, analyzed and estimated. These systems are then subjected to attack by false signals such as constant and ramp signals. In order to find out how and when the control systems are being attacked by the false signals, several detection algorithms are applied to the systems. This work focuses on actuator attack detection. To detect the presence of false actuator signals, a bank of Kalman filters is set up which uses adaptive estimation and conditional probability density functions for detecting the false signals. The individual Kalman filters are each …

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The Relationship Between Identity Dimensions, Gender Conformity, And Satisfaction With Life, Alexandria Colburn Apr 2019

The Relationship Between Identity Dimensions, Gender Conformity, And Satisfaction With Life, Alexandria Colburn

Master's Theses (2009 -)

There is a large body of evidence indicating physical and mental health disparities among marginalized populations. The purpose of this study was to examine the relationship between identity dimensions, gender conformity, and well-being. I anticipated that identification with a marginalized identity group would predict poorer satisfaction with life, compared to identification with a privileged group. In addition, I investigated the role of gender conformity as a possible interaction variable in the relationship between identity factors (assigned sex, age, race, ethnicity, and sexual orientation) and outcomes of satisfaction with life. A hierarchical multiple regression was used to investigate these hypotheses. Results …

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The Design And Physical Properties Of An Optimized Chitosan Hydrogel For Potential Use In Endodontics, Hunter Housley Apr 2019

The Design And Physical Properties Of An Optimized Chitosan Hydrogel For Potential Use In Endodontics, Hunter Housley

Master's Theses (2009 -)

Introduction: The aim of this study was to synthesize an optimized chitosan/carbon dot hydrogel and measure its effects on the proliferation of dental pulp stem cells. Methods: 1.5% w/v chitosan hydrogel samples were fabricated with 300 mg/ml aqueous β-glycerol phosphate (β-GP) to create an optimized chitosan with a gelation onset temperature below 37°C. Spermidine-functionalized carbon dots (CDs) were added to test groups in concentrations of 25 µg/ml and 50 µg/ml. Complex shear viscosity of the prepared hydrogel samples was evaluated with a Kinexus pro+ shear rheometer (Malvern Panalytical). Samples were evaluated for cellular proliferation with dental pulp stem cells at …

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Shock Compaction Of Graphene Doped Yttria Stabilized Zirconia: An Experimental And Computational Study, Christopher Rueben Johnson Apr 2019

Shock Compaction Of Graphene Doped Yttria Stabilized Zirconia: An Experimental And Computational Study, Christopher Rueben Johnson

Master's Theses (2009 -)

Yttria stabilized zirconia (YSZ) is a broadly used ceramic due to its impeccable hardness and thermal stability. Limitations of the material, however, subsist within its fracture toughness. Literature indicates that shock consolidation may enable production of composite YSZ and graphene mixtures with improved fracture toughness and other material properties while maintaining the material’s nanostructure dimensionality. Therefore, investigation of the compaction phenomena at non-equilibrium states will provide informative results to be used in the fabrication of bulk graphene-YSZ composites. Computational molecular dynamics (MD) simulations and impact experiments are conducted to explore and characterize the dynamic response of the YSZ variants. Molecular …

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The Influence Of Full Coverage Restorations On Pulp Vitality: A Ten-Year Retrospective Study, Abby Yavorek Apr 2019

The Influence Of Full Coverage Restorations On Pulp Vitality: A Ten-Year Retrospective Study, Abby Yavorek

Master's Theses (2009 -)

INTRODUCTION: The incidence of pulpal disease after delivery of a full-coverage crown has been previously described as between 2-19%. The objective of this study was to identify and analyze the factors that contribute to the incidence of NS-RCT after the delivery of single-unit full-coverage restorations. MATERIALS AND METHODS: Insurance claims from 88,409 crown placements in the Delta Dental of Wisconsin Insurance database were analyzed from the years 2008 to 2017. The Cox Regression model was used to analyze the effect of the predictor variables on the survival of the tooth. Untoward events were defined as NS-RCT, tooth extraction, retreatment of …

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Injectable Gels With Potential Use In Endodontics, Maksim Montatskiy Apr 2019

Injectable Gels With Potential Use In Endodontics, Maksim Montatskiy

Master's Theses (2009 -)

Objective: To formulate a thermoreversible hydrogel using methyl-cellulose, carbon dots and inorganic salts to achieve physiologically compatible gelation temperature; to test cytotoxic effects of formulation against dental pulp stem cells.Materials/Methods: A 5% w/v methylcellulose (MC) solution was prepared and equal volumes of NaCl aqueous solution were added to make various sodium chloride salt concentrations and reach the final MC concentration of 2.5%. Samples were analyzed using a shear rheometer to monitor complex shear viscosity as a function of temperature to arrive at onset gelation temperature closest to targeted temperature. Carbon dots were synthesized by thermal method using ammonium citrate …

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Development Of A Quasi-Monte Carlo Method For Thermal Radiation, Joseph Farmer Apr 2019

Development Of A Quasi-Monte Carlo Method For Thermal Radiation, Joseph Farmer

Master's Theses (2009 -)

Radiative heat transfer in participating media is among the most challenging computational engineering problems due to the complex nonlinear, nonlocal nature of radiation transport. Many approximate methods have been developed in order to resolve radiative heat transfer in participating media; but approximate methods, by the nature of their approximations, suffer from various shortcomings both in terms of accuracy and robustness. The only methods that can resolve radiative transfer accurately in all configurations are the statistical Monte Carlo-based methods. While the Monte Carlo (MC) method is the most accurate method for resolving radiative heat transfer, it is also notoriously computationally prohibitive …

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Kinetic Analysis Of Biosolid Pyrolysis, William Regan Kreutter Apr 2019

Kinetic Analysis Of Biosolid Pyrolysis, William Regan Kreutter

Master's Theses (2009 -)

Waste reduction and energy recovery have been an environmental focus. Many of these solutions involve the thermal degradation of waste, such as household garbage or organic waste. To help reduce the negative environmental impact associated with processes like incineration, methods have been developed to utilize the carbonaceous material and energy contained in waste. Wastewater treatment plants are responsible for collecting and cleaning billions of gallons of sewage and stormwater each year. The water collected goes through multiple cleaning stages before being discharged into surface water. Sewage sludge, commonly referred to as biosolids, are produced during the process. Biosolids are carbon …

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The Characterization Of Char Particle Morphology And Its Effects On Combustion, Scott Jorgensen Apr 2019

The Characterization Of Char Particle Morphology And Its Effects On Combustion, Scott Jorgensen

Master's Theses (2009 -)

Char particle combustion typically occurs under internal diffusion control, which results in inter-particle reactant gradients. Reactant concentrations throughout the char’s carbon structure must be known in order to predict overall particle reaction rates. These concentrations can be predicted by analytical models; however, effects of char morphology are typically ignored within these simplified models. In order to incorporate these effects, the morphology of Illinois coal #6 was studied by visualizing their structure in three-dimensions through the use of micro-computed tomography. Morphological characteristics of macro-porosity, macro-porosity location, and wall thickness were then measured for the sampled char particles. The sampled char particles …

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Synthesis And Structural Analysis Of Macrocyclic Arenes: Experimental And Computational Insights, Saber Mirzaei Apr 2019

Synthesis And Structural Analysis Of Macrocyclic Arenes: Experimental And Computational Insights, Saber Mirzaei

Master's Theses (2009 -)

Synthesis, properties and applications of macrocyclic molecules have been one ofthe interesting branches of organic chemistry during the past century. Several classes ofmacrocyclic molecules, based on their repeating unit and connectivity pattern, have beendiscovered. Macrocyclic arenes, cyclo[n]veratrylenes, calix[n]arenes and pillar[n]arenes,were among the most interesting and studied molecules. The major difference betweenthese molecules is the methylene-bridged connectivity pattern. In the present thesis, Iattempted to synthesize these molecules using novel approach which has been developedin our group and performing some structural analysis using experimental andcomputational techniques.The first synthesized and investigated molecule is the …

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Electrocoagulation-Electrooxidation For Mitigating Trace Organic Compounds In Model Source Waters, Donald R. Ryan Apr 2019

Electrocoagulation-Electrooxidation For Mitigating Trace Organic Compounds In Model Source Waters, Donald R. Ryan

Master's Theses (2009 -)

Conventional coagulation and oxidation are well suited for many drinking water operations to meet regulatory requirements for safe drinking water. However, these processes require auxiliary chemicals and materials that must be transported from off-site, which increases complexity of operations, and can pose difficulties for small treatment systems. Electrochemistry offers an innovative method to induce coagulation and oxidation processes for water treatment. Electrocoagulation (EC) together with electrooxidation (EO) is an attractive option for drinking water treatment systems because these processes generate iron coagulants using iron EC electrodes and oxidants (e.g., free chlorine and reactive oxygen species) using boron-doped diamond EO electrodes. …

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Liquid Flowmeter Using Thermal Measurement; Design And Application, Woojae Chung Apr 2019

Liquid Flowmeter Using Thermal Measurement; Design And Application, Woojae Chung

Master's Theses (2009 -)

This thesis presents flowmeter devices which can measure flowrate, pressure and temperature offlowing liquid samples using thermal measurement method. Typical thermal mass flowmeter usesthermal properties of materials to obtain flow features only for gases. We designed and fabricatedflowmeter devices with various functionalities such as: measuring properties of flowing liquid andidentifying the type of liquid samples.Thermal measurement methods using temperature sensor is a key of our flowmeter’s workingprinciple. The thermal mass flowmeter consists of a glass capillary, a tungsten wire heater, and aresistance temperature detector (RTD) sensor. The heater and sensors are integrated on …

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Ergonomics Study Of A Helmet-Mounted Augmented Reality System For Coal Power Plant Workers, Ashley M. Toll Apr 2019

Ergonomics Study Of A Helmet-Mounted Augmented Reality System For Coal Power Plant Workers, Ashley M. Toll

Master's Theses (2009 -)

Augmented reality (AR) is a technology that combines real and virtual information presented to the user in an interactive way in real time. The Microsoft HoloLens and RealWear HMT-1 are two common types of head-mounted AR available to industrial field workers. These two AR systems were tested on how they affected indicators of eye strain and forces of the neck and shoulder muscles for electric utility power plant operators while they performed five routine inspection tasks using coal burning equipment. The inspection tasks were conducted under three conditions: HoloLens, HMT-1, and absence of AR (normal). The duration of the inspection …

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Computational Characterization Of The Cellular Origins Of Electroencephalography, Shane Hesprich Apr 2019

Computational Characterization Of The Cellular Origins Of Electroencephalography, Shane Hesprich

Master's Theses (2009 -)

Electroencephalography (EEG) is a non-invasive technique used to measure brain activity. Despite its near ubiquitous presence in neuroscience, very little research has gone into connecting the electrical potentials it measures on the scalp to the underlying network activity which generates those signals. This results in most EEG analyses being more macroscopically focused (e.g. coherence and correlation analyses). Despite the many uses of macroscopically focuses analyses, limiting research to only these analyses neglects the insights which can be gained from studying network and microcircuit architecture. The ability to study these things through non-invasive techniques like EEG depends upon the ability to …

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Improved Reliability Of Stormwater Detention Basin Performance Through Water Quality Data-Informed Real-Time Control, Sazzad Sharior Apr 2019

Improved Reliability Of Stormwater Detention Basin Performance Through Water Quality Data-Informed Real-Time Control, Sazzad Sharior

Master's Theses (2009 -)

The objective of stormwater detention basins is to capture stormwater runoff to reduce and delay peak flow and to improve the water quality. These objectives can be improved upon by actively controlling the outflow of the basins rather than traditional passive outflow structures. There are studies demonstrating the performance of the active controls that respond in real-time to basin hydraulics, detention time, and rainfall forecasts. We hypothesize that the performance of these active controls can be improved upon by incorporating real-time water quality data streams into the control algorithm. Furthermore, we hypothesize that performance of these active controls also depends …

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Impact Of Electrocoagulation Pretreatment On E. Coli Mitigation Using Electrooxidation, William Mcgregor Lynn Apr 2019

Impact Of Electrocoagulation Pretreatment On E. Coli Mitigation Using Electrooxidation, William Mcgregor Lynn

Master's Theses (2009 -)

Small drinking water systems serve approximately 20% of the US population, but they can struggle to comply with the Total Coliform Rule and the Disinfectant and Disinfection Byproduct Rule. Issues with insufficient funds to effectively treat the water and difficulties with the transportation of required chemicals can affect compliance. Electrochemical processes may offer an alternative approach for small water systems as they have demonstrated some advantages over traditional treatments, such as reduced handling and storage of chemicals and cost effectiveness. Sequential electrochemical processes have yet to be tested for the treatment of E. coli in drinking waters. In this study, …

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Detecting Abnormal Social Robot Behavior Through Emotion Recognition, Subhash Rajapaksha Rajapaksha Pathiranage Apr 2019

Detecting Abnormal Social Robot Behavior Through Emotion Recognition, Subhash Rajapaksha Rajapaksha Pathiranage

Master's Theses (2009 -)

Sharing characteristics with both the Internet of Things and the Cyber Physical Systems categories, a new type of device has arrived to claim a third category and raise its very own privacy concerns. Social robots are in the market asking consumers to become part of their daily routine and interactions. Ranging in the level and method of communication with the users, all social robots are able to collect, share and analyze a great variety and large volume of personal data.In this thesis, we focus the community’s attention to this emerging area of interest for privacy and security research. We …

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Profile Synthesis Of Prismatic-Prismatic Variable Joints For Use In Reconfigurable Mechanisms, Ryan Daniel Callahan Apr 2019

Profile Synthesis Of Prismatic-Prismatic Variable Joints For Use In Reconfigurable Mechanisms, Ryan Daniel Callahan

Master's Theses (2009 -)

Reconfigurable mechanisms provide increased flexibility in machine design and can be used in a variety of applications. Variable joints in reconfigurable mechanisms allow for machine designs that better optimize space and resources. This thesis uses a configuration space analysis to determine the motion profiles of Prismatic-Prismatic higher variable joints. Prismatic-Prismatic variable joints have never been analyzed or synthesized. In addition, no variable joints of any type have been considered with two-dimensional contact points. Variable joints enable the creation of Type II Mechanisms with Variable Topology, mechanisms whose topology changes due to changes in joint geometry. The goal of this synthesis …

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Evaluation Of Accuracy Of Static Computer-Guided Implant Placement Compared With Partially-Guided Or Free-Hand Placement, Laxmi Sukhtankar Apr 2019

Evaluation Of Accuracy Of Static Computer-Guided Implant Placement Compared With Partially-Guided Or Free-Hand Placement, Laxmi Sukhtankar

Master's Theses (2009 -)

Purpose: To evaluate precision and trueness of static computer-assisted implant surgery (sCAIS) in comparison with partially-guided and free-hand implant placement in vitro.Materials & Methods: The study was conducted on one hundred mandible replicas obtained from a cone beam computer tomography of a partially edentulous case for implant placement in mandibular right first molar site. First, the fully guided implant placement with different sleeve to bone distances (2mm = H2, 4mm = H4, 6mm= H6) was determined. Second, fully guided implant placement was compared with partially guided, and free implant placement. The achieved implant position was digitized and compared …

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Effect Of Different Implant Abutment Materials On Optical Properties Of Translucent Monolithic Zirconia Crowns, Nisha Patel Apr 2019

Effect Of Different Implant Abutment Materials On Optical Properties Of Translucent Monolithic Zirconia Crowns, Nisha Patel

Master's Theses (2009 -)

Purpose: The purpose of this study was to evaluate the effect of implant abutment color on the final shade of monolithic translucent zirconia crowns. The null hypothesis was that abutment color or brand of zirconia would have no effect on color of monolithic translucent zirconia crowns.Material and methods: A maxillary right central incisor implant (Nobel Replace Trilobe RP) in a dentoform model was used to mill customized abutments of titanium, gold-anodized titanium, pink-anodized titanium, and zirconium dioxide. An A2 dentin shade polymethyl methacrylate abutment was used as a control. Four types of zirconia systems (BruxZir Anterior; Glidewell Laboratories, LAVA …

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Power Divider Miniaturization With A Variable Load, Amanda Jensen Apr 2019

Power Divider Miniaturization With A Variable Load, Amanda Jensen

Master's Theses (2009 -)

A 3 Tesla (127.72 MHz) Magnetic Resonance system is able to scan with both the body coil and surface coil at the same time due to a technology called simultaneous acquisition, which uses a 4-port power divider, typically a quad hybrid. This functions at 127.72 MHz. The goal is to replicate this function at 1.5 Tesla field strength (63.86 MHz), but to do so would require the power divider to double in size. This space is not available, so methods of miniaturizing the design were investigated. It was found that slow wave structures cannot shrink the quadrature hybrid design enough …

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Effects Of A Postural Restoration Focused Intervention On Muscle Activation During Deadlifts, Caleb Richardson Apr 2019

Effects Of A Postural Restoration Focused Intervention On Muscle Activation During Deadlifts, Caleb Richardson

Human Movement Studies & Special Education Theses & Dissertations

The purpose of this study was to determine the efficacy of implementing two Postural Restoration exercises and relating principles on deadlifts using a hexagonal barbell. Specifically, we aimed to examine the effects of the intervention on muscle activation and the location of the ground reaction force (GRF) center of pressure. Sixteen subjects (age 18-35 yrs.; male (n=14); female (n=2)), with at least 1 year of deadlifting experience, were randomly assigned into a control and intervention group (both n=8). Both groups performed two sets of three repetitions of deadlifts at 50% and at 80% of their estimated one repetition maximum (1-RM). …

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