Business Commons^™

Essays On Time Series And Machine Learning Techniques For Risk Management, Michael Kotarinos

USF Tampa Graduate Theses and Dissertations

The Capital Asset Pricing Model combined with the Sharpe ratio is a standard method for choosing assets for selection in a portfolio. However, this method has many structural issues and was designed for a time when high dimensional computing was in its infancy. An alternative to these methods using a mix of Multi-Level Time Series Clustering, the MACBETH algorithm and traditional time series techniques was constructed that minimized data loss and allow for customized portfolio construction for investors with different risk profiles and specialized investment needs. It was shown that these methods are adaptable to cloud computing environments and allow …

Renewable Energy Investment Planning And Policy Design, Alireza Ghalebani

USF Tampa Graduate Theses and Dissertations

In this dissertation, we leverage predictive and prescriptive analytics to develop decision support systems to promote the use of renewable energy in society. Since electricity from renewable energy sources is still relatively expensive, there are variety of financial incentive programs available in different regions. Our research focuses on financial incentive programs and tackles two main problem: 1) how to optimally design and control hybrid renewable energy systems for residential and commercial buildings given the capacity based and performance based incentives, and 2) how to develop a model-based system for policy makers for designing optimal financial incentive programs to promote investment …

The Impact Of Organizations' Collaboration Strategies And Alliance Network Positions On Invention Performance, Fethullah Caliskan

USF Tampa Graduate Theses and Dissertations

This research investigates the impact of organizations' collaboration strategies and network positional variables on invention performance. Organizations, particularly those pursuing a differentiation strategy, are motivated to introduce novel products and services in order to remain competitive. Thus, two questions of interest to such organizations regarding the network dynamics of the invention process are: 1) What kind of strategies allow them to attain superior invention results? 2) What is the most advantageous structural positioning in a collaborative network of innovators? Three independent studies attempt to find answers to these questions by using three complementary study approaches.

In the first study, in …