Engineering Commons^™

An Analysis Of Extreme Price Shocks And Illiquidity Among Trend Followers, Bernard Lee, Shih-Fen Cheng, Annie Koh

Research Collection School Of Computing and Information Systems

We construct an agent-based model to study the interplay between extreme price shocks and illiquidity in the presence of systematic traders known as trend followers. The agent-based approach is particularly attractive in modeling commodity markets because the approach allows for the explicit modeling of production, capacities, and storage constraints. Our study begins by using the price stream from a market simulation involving human participants and studies the behavior of various trend-following strategies, assuming initially that their participation will not impact the market. We notice an incremental deterioration in strategy performance as and when strategies deviate further and further from the …

Making Sense Of Software Development And Personality Types, Luiz Fernando Capretz, Faheem Ahmed Dr.

Electrical and Computer Engineering Publications

No abstract provided.

The New Aviation Meteorology Specialization In The Graduate Aeronautics Program At Embry-Riddle, John M. Lanicci, Erin A. Roberts

School of Graduate Studies - Daytona Beach

The next 12 months will be an exciting time of growth in graduate aviation studies at Embry-Riddle Aeronautical University's Daytona Beach, FL campus. Beginning in Fall Semester 2009, a new Area of Concentration (AOC) in Aviation Meteorology will be added to the Master of Science in Aeronautics (MSA) program, and the new Doctoral program in Aviation will be starting in January 2010. The Aviation Meteorology AOC adds a crucial specialty to the existing MSA options in Air Traffic Management, Aviation/Aerospace Education Technology, Aviation/Aerospace Management, Aviation/Aerospace Operations, and Aviation/Aerospace Safety Systems.

The Aviation Meteorology AOC is designed to be a cross-disciplinary …

The Nucleus 2009-2010, Rosalie A. Richards

Science Education Center

No abstract provided.

Numerical Investigation Of Aeroelastic Mode Distribution For Aircraft Wing Model In Subsonic Air Flow, Marianna A. Shubov, Stephen B. Wineberg, Robert Holt

Mathematics & Statistics

In this paper, the numerical results on two problems originated in aircraft wing modeling have been presented. The first problem is concerned with the approximation to the set of the aeroelastic modes, which are the eigenvalues of a certain boundary-value problem. The affirmative answer is given to the following question: can the leading asymptotical terms in the analytical formulas be used as reasonably accurate description of the aeroelastic modes? The positive answer means that these leading terms can be used by engineers for practical calculations. The second problem is concerned with the flutter phenomena in aircraft wings in a subsonic, …

East Bay Energy Consortium Joint Committee Workshop At Bristol Town Hall, Burnside Building: Meeting Notes, April 19, 2010, East Bay Energy Consortium

East Bay Energy Consortium Documents

No abstract provided.

Challenges And Prospects Of Sustainable Groundwater Management In The Indus Basin, Pakistan, Asad Sarwar Qureshi, Peter G. Mccornick, A. Sarwar, Bharat R. Sharma

Daugherty Water for Food Global Institute: Faculty Publications

In Pakistan, on-demand availability of groundwater has transformed the concept of low and uncertain crop yields into more assured crop production. Increased crop yields have resulted in food security and improved rural livelihoods. However, this growth has also led to problems of overdraft, falling water tables, and degradation of groundwater quality, and yields generally remain well below potential levels. Over the last three decades, Pakistan has tried several direct and indirect management strategies for groundwater management. However the success has been limited. This paper argues that techno-institutional approaches such as introducing water rights, direct or indirect pricing, and permit systems …

The Challenges Of Wastewater Irrigation In Developing Countries, M. Qadir, D. Wichelns, L. Raschid-Sally, Peter G. Mccornick, P. Drechsel, A. Bahri, P. S. Minhas

Daugherty Water for Food Global Institute: Faculty Publications

The volume of wastewater generated by domestic, industrial, and commercial sources has increased with population, urbanization, improved living conditions, and economic development. The productive use of wastewater has also increased, as millions of small-scale farmers in urban and peri-urban areas of developing countries depend on wastewater or wastewater-polluted water sources to irrigate high-value edible crops for urban markets, often as they have no alternative sources of irrigation water. Undesirable constituents in wastewater can harm human health and the environment. Hence, wastewater irrigation is an issue of concern to public agencies responsible for maintaining public health and environmental quality. For diverse …

Spacecraft Coating-Induced Charging: A Materials And Modeling Study Of Environmental Extreme, Michelle M. Donegan, Jennifer L. Sample, John R. Dennison, R. Hoffman

All Physics Faculty Publications

As mankind reaches to explore extreme environments in space, the application of ceramics surface coatings is increasing. The 2005 mission concept for Solar Probe used a unique design to achieve the necessary thermal control for a very close approach to the solar corona, including the use of a highly refractory, electrically insulating ceramic coating over a carbon-carbon composite heat shield. The proposed trajectory takes the spacecraft from a Jovian fly-by to within 4 solar radii of the Sun, spanning 5 orders of magnitude in solar radiation and solar wind plasma density as well as spacecraft temperatures from <100 K to >2000 K. Using …

Funboe (Follow-Up Nucleate Boiling On-Flight Experiment), Getaway Special Team 2010

Education and Outreach

No abstract provided.

Gravitational Effects On Thin-Wire Subcooled Nucleate Boiling Dynamics, Justin Koeln, Andrew Fassmann, Troy Munro, Rob Barnett

Education and Outreach

No abstract provided.

Gravitational Effects On Thin-Wire Subcooled Nucleate Boiling Dynamics, Justin Koeln, Andrew Fassmann, Troy Munro, Rob Barnett

Presentations

No abstract provided.

Response-Calibration Techniques For Antenna-Coupled Infrared Sensors, Peter Krenz

Electronic Theses and Dissertations

Infrared antennas are employed in sensing applications requiring specific spectral, polarization, and directional properties. Because of their inherently small dimensions, there is significant interaction, both thermal and electromagnetic, between the antenna, the antenna-coupled sensor, and the low-frequency readout structures necessary for signal extraction at the baseband modulation frequency. Validation of design models against measurements requires separation of these effects so that the response of the antenna-coupled sensor alone can be measured in a calibrated manner. Such validations will allow confident extension of design techniques to more complex infrared-antenna configurations. Two general techniques are explored to accomplish this goal. The extraneous …

M&S Body Of Knowledge: Progress Report And Look Ahead, Andreas Tolk

Computational Modeling & Simulation Engineering Faculty Publications

No abstract provided.

Algae And Biodiesel: Patenting Energized As Green Goes Commercial, Matthew R. Priess, Stanley P. Kowalski

Law Faculty Scholarship

In the twenty-first century, predominant dependence on fossil fuels as energy resources will not be sustainable. Developing and commercializing green energy innovations will be an essential component of the transition to a more diversified energy economy. Algal biodiesel is one of the most promising green fuels because of its potential as a renewable and sustainable fuel source without displacing food crops. Algal biodiesel research and development are necessary early steps towards a transition to a green energy economy. The strategic use of strong patent portfolios will drive this by attracting investment, incentivizing innovation and accelerating commercialization. Whereas algal biodiesel research …

Oscillatory And Monotonic Modes Of Long-Wave Marangoni Convection In A Thin Film, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

We study long-wave Marangoni convection in a layer heated from below. Using the scaling k=O Bi, where k is the wave number and Bi is the Biot number, we derive a set of amplitude equations. Analysis of this set shows presence of monotonic and oscillatory modes of instability. Oscillatory mode has not been previously found for such direction of heating. Studies of weakly nonlinear dynamics demonstrate that stable steady and oscillatory patterns can be found near the stability threshold.

Ab Initio Simulations Of Hydrogen And Lithium Adsorption On Silicene, Tim H. Osborn

Browse all Theses and Dissertations

The energies and temperature-dependent dynamics of hydrogen and lithium chemisorption on a silicon nanosheet, called silicene, were studied using density functional theory and molecular-dynamics (MD) simulations. Silicene has a buckled honeycomb structure, and has been fabricated as suspended monolayer sheets and nanoribbons in recent experiments. We calculated the adsorption energies of hydrogen and lithium on silicene for different adsorption ratios between 3.1% and 100%. The studies will clarify the characteristics of these novel and promising nanomaterials, and pave the way for their applications.

For Hydrogen, the adsorption energy had a maximum of 3.01 eV/H for complete hydrogenation, and decreased by …

Software Test Automation, Phillip Laplante, Fevzi Belli, Jerry Gao, Greg Kapfhammer, Keith Miller, W. Wong, Dianxiang Xu

Education Sciences and Professional Programs Faculty Works

No abstract provided.

Fast-Response Liquid Crystal Displays, Meizi Jiao

Electronic Theses and Dissertations

After about five decades of extensive material research and device development, followed by massive investment in manufacturing technology, thin-film-transistor liquid-crystaldisplay (TFT-LCD) has finally become the dominant flat panel display technology. Nowadays, LCD performances, such as viewing angle, contrast ratio, and resolution, have reached acceptable levels. The remaining major technical challenges are response time, light efficiency, and sunlight readability. Fast response time is desired to reduce motion blur and to enable field sequential color displays using red (R), green (G), and blue (B) LEDs (light emitting diodes) without noticeable color breakup. Sequential RGB colors would eliminate the commonly used spatial color …

Genome-Scale Metabolic Analysis Of Clostridium Thermocellum For Bioethanol Production, Seth B. Roberts, Christopher M. Gowen, J. Paul Brooks, Stephen S. Fong

Chemical and Life Science Engineering Publications

Background

Microorganisms possess diverse metabolic capabilities that can potentially be leveraged for efficient production of biofuels. Clostridium thermocellum (ATCC 27405) is a thermophilic anaerobe that is both cellulolytic and ethanologenic, meaning that it can directly use the plant sugar, cellulose, and biochemically convert it to ethanol. A major challenge in using microorganisms for chemical production is the need to modify the organism to increase production efficiency. The process of properly engineering an organism is typically arduous.

Results

Here we present a genome-scale model of C. thermocellum metabolism, iSR432, for the purpose of establishing a computational tool to study the …

The Gas Team And Nasa (Aka Boil, Boil, Toil And Trouble), Get Away Special Team 2010

Education and Outreach

No abstract provided.

Stability And Dynamics Of Self-Similarity In Evolution Equations, Andrew J. Bernoff, Thomas P. Witelski

All HMC Faculty Publications and Research

A methodology for studying the linear stability of self-similar solutions is discussed. These fundamental ideas are illustrated on three prototype problems: a simple ODE with finite-time blow-up, a second-order semi-linear heat equation with infinite-time spreading solutions, and the fourth-order Sivashinsky equation with finite-time self-similar blow-up. These examples are used to show that self-similar dynamics can be studied using many of the ideas arising in the study of dynamical systems. In particular, the use of dimensional analysis to derive scaling invariant similarity variables is discussed, as well as the role of symmetries in the context of stability of self-similar dynamics. The …

Santa Clara Magazine, Volume 51 Number 4, Spring 2010, Santa Clara University

Santa Clara Magazine

14 - BENDING LIGHT By Steven Boyd Saum. They wanted to show that green living is not a compromise. So, for the international Solar Decathlon, the SCU-led Team California built a house of light and wonder. And it was dazzling enough to win No. 3 on the planet.

22 - CONNECT THE DOTS By Scott Brown '93. From border security to disaster preparedness, Secretary of Homeland Security Janet Napolitano '79 has one immense portfolio. She's also the point person on immigration. How to put those together?

28 - THIS PLACE WE CALL HOME By Kristina Chiapella '09 '09. Generations ago, …

Santa Clara Magazine, Volume 52 Number 1, Summer 2010, Santa Clara University

Santa Clara Magazine

16 - COURAGE IN THE FACE A photoessay from Haiti by Michael Lattimore. A journey to document humanitarian work by doctors in the wake of the January quake.

20 - PILGRIMAGE By Martha Stortz. Walking the Camino to Santiago de Compostela, and learning a few things along the way: about big questions, saints, direction, and feet.

28 - THE HISTORIANS An interview by Ron Hansen M.A '95. Between them, historians George Giacomini '56 and Tim O'Keefe can claim nearly a century of educating Santa Clara students. This year, both close the books on teaching in the classroom. But first they …

Oscillatory And Monotonic Modes Of Long-Wave Marangoni Convection In A Thin Film, Sergey Shklyaev, Mikhail Khenner, Alexei Alabuzhev

Mathematics Faculty Publications

We study long-wave Marangoni convection in a layer heated from below. Using the scaling k=O Bi, where k is the wave number and Bi is the Biot number, we derive a set of amplitude equations. Analysis of this set shows presence of monotonic and oscillatory modes of instability. Oscillatory mode has not been previously found for such direction of heating. Studies of weakly nonlinear dynamics demonstrate that stable steady and oscillatory patterns can be found near the stability threshold.

Task Analysis, Modeling, And Automatic Identification Of Elemental Tasks In Robot-Assisted Laparoscopic Surgery, Lavie Pinchas Golenberg

Wayne State University Dissertations

Robotic microsurgery provides many advantages for surgical operations, including tremor filtration, an increase in dexterity, and smaller incisions. There is a growing need for a task analyses on robotic laparoscopic operations to understand better the tasks involved in robotic microsurgery cases. A few research groups have conducted task observations to help systems automatically identify surgeon skill based on task execution. Their gesture analyses, however, lacked depth and their class libraries were composed of ambiguous groupings of gestures that did not share contextual similarities.

A Hierarchical Task Analysis was performed on a four-throw suturing task using a robotic microsurgical platform. Three …

Synthetic Levers Enabling Control Of Phase, Size And Morphology In Transition Metal Phosphide Nanoparticles (Fe, Ni), Elayaraja Muthuswamy

Wayne State University Dissertations

ABSTRACT

SYNTHETIC LEVERS ENABLING CONTROL OF PHASE, SIZE AND MORPHOLOGY IN TRANSITION METAL PHOSPHIDE NANOPARTICLES (FE, NI)

by

ELAYARAJA MUTHUSWAMY

May 2011

Advisor:Dr. Stephanie L. Brock

Major: Chemistry

Degree: Doctor of Philosophy

This dissertation study focuses on (1) development of a synthetic strategy to control phase in nanoscale iron phosphides; (2) extension of the developed phase control strategy to the nanoscale nickel phosphide system with simultaneous control on size and morphology and (3) illustration of the enhanced reactivity of nanoscale oxide systems.

A synthetic strategy to control phase in nanoscale iron phosphides was developed to prepare phase-pure samples of …

Identification Of Neuroblastoma And Its Prognostic Markers Using Raman Spectroscopy, Rachel Kast

Wayne State University Dissertations

Introduction: Neuroblastoma is the most common cancer of infancy. It is one of several peripheral nervous system tumors, including ganglioneuroma, peripheral nerve sheath tumor, and pheochromocytoma. It is commonly situated on the adrenal gland. It displays similar histology to other small round blue cell tumors, including non-Hodgkin lymphoma, rhabdomyosarcoma, and Ewing sarcoma. One method of judging neuroblastoma aggressiveness uses tumor histology factors, including mitosis-karyorrhexis index, Schwannian stromal development, degree of differentiation, and patient age. Tumor aggressiveness can also be judged based on the amplification of certain genes, including MYCN. Raman spectroscopy is a physics-based method which identifies the biochemical …

Generating System Requirements For A Mobile Digital Evidence Collection System: A Preliminary Step Towards Enhancing The Forensic Collection Of Digital Devices, Ibrahim Baggili

Electrical & Computer Engineering and Computer Science Faculty Publications

Collecting digital devices in a forensically sound manner is becoming more critical since 80% of all cases have some sort of digital evidence involved in them (Rogers, 2006, p. 1) .The process of documenting and tagging digital devices is cumbersome and involves details that might not apply to other types of evidence, since each evidence item has unique physical characteristics (Hesitis & Wilbon, 2005, p. 17). The process becomes less manageable when a large number of digital devices are seized. This paper examines the information and issues investigators should be aware of when collecting digital devices at crime scenes. Furthermore, …

Distributed Reasoning With El++ Using Mapreduce, Frederick Maier, Raghava Mutharaju, Pascal Hitzler

Computer Science and Engineering Faculty Publications

It has recently been shown that the MapReduce framework for distributed computation can be used effectively for large-scale RDF Schema reasoning, computing the deductive closure of over a billion RDF triples within a reasonable time. Later work has carried this approach over to OWL Horst. In this paper, we provide a MapReduce algorithm for classifying knowledge bases in the description logic EL⁺⁺, which is essentially the OWL 2 profile OWL 2 EL. The traditional EL⁺⁺ classification algorithm is recast into a form compatible with MapReduce, and it is shown how the revised algorithm can be realized within …