Risk Analysis Commons^™

Comparing Actively Managed Mutual Fund Categories To Index Funds Using Linear Regression Forecasting And Portfolio Optimization, Luke Weiner

Industrial Engineering Undergraduate Honors Theses

The global investment industry offers a wide variety of investment products especially for individual investors. One such product, index funds, which are younger than actively managed mutual funds, have typically outperformed managed funds. Despite this phenomenon, investors have displayed a tendency to continue investing in actively managed funds. Although only a small percentage of actively managed funds outperform index funds, the costs of actively managed funds are significantly higher. Also, managed fund performances are most often determined by their fund category such as growth or real estate. I wanted to answer the following question for individual investors: can we …

Geological Origin As An Input Variable In Reliability-Based Designs: For An Accurate Exploration In Geotechnical Engineering, Juan Camilo Viviescas, Juan Pablo Osorio

Conference papers

Soil is one of the most difficult materials to characterize realistically, which partly explains the uncertainty between the designs and the geostructures real behavior. Different recommendations have arisen with respect to carrying out field investigations in order to reduce the uncertainties inherent to the soil. However, the field exploration and the implementation of sophisticated geotechnical models have proven to be insufficient to mitigate the geotechnical uncertainty. Therefore, Reliability-Based Designs (RBD) emerge as a decision-making tool through the definition of the probability of failure in conjunction with the typical Factors of Safety. RBD requires a previous understanding of the most appropriate …

Probabilistic Analysis Of The Active Earth Pressure On Earth Retaining Walls For C‑Φ Soils According To The Mazindrani And Ganjali Method, Julian Osorio, Juan Camilo Viviescas, Juan Pablo Osorio

Articles

The determination of the earth pressure coefficients (K) in geotechnical engineering is one of the most critical procedures in designing earth retaining walls. However, most earth pressure theories are made for either clay or sands, where the c-ϕ soils are the least analysed. In this paper, an analysis of the earth pressure for drained mixed soils based in Mazindrani and Ganjali (J Geotech Geoenviron Eng 123:110–112, 1997) theory was carried out. Earth pressure coefficients are generally used in a deterministic way and can represent designs under an inadmissible risk. Therefore, Reliability-based design arises as an essential tool to deal with …

Study Of Fragility Functions For Assessing Damage To Water Pipe Networks Caused By Earthquake Loading, Dylan Joseph Merlo

Master's Theses

The performance of water lifelines during seismic events is an area of ongoing research. In this study we evaluate eight (8) different seismic events and the impact that ground shaking and ground deformations had on water pipeline systems. The overall goal of this work is to provide municipalities and utility providers with tools for mitigating the consequences of seismic hazards on water lifeline systems by analyzing the accuracy of damage estimation models. Three (3) different repair rate models are evaluated using data collected from the seismic events and compared to observed repair rate data. Results are analyzed to examine the …

Incorporating Shear Resistance Into Debris Flow Triggering Model Statistics, Noah J. Lyman

Master's Theses

Several regions of the Western United States utilize statistical binary classification models to predict and manage debris flow initiation probability after wildfires. As the occurrence of wildfires and large intensity rainfall events increase, so has the frequency in which development occurs in the steep and mountainous terrain where these events arise. This resulting intersection brings with it an increasing need to derive improved results from existing models, or develop new models, to reduce the economic and human impacts that debris flows may bring. Any development or change to these models could also theoretically increase the ease of collection, processing, and …

A Unified Risk-Based Framework For Assessing Sustainability And Resiliency Of Civil Infrastructure, Thomas Adam Robbins

Boise State University Theses and Dissertations

As of February 2019, the National Aeronautics and Space Administration (NASA) has reported since 1880 the average global temperature has increased 1°C, with the warmest year on record being 2016. As the years continue to pass, it is becoming more evident that climate change is occurring, which is known to be a catalyst for climatic weather events. Statistically speaking, these events are more prevalent, and catastrophic exemplified as hurricanes, earthquakes, flooding, and fires. In addition to the increase of potentially catastrophic events, society as a whole has become more conscientious in the use and preservation of natural resources, waste generation, …

Seismic Performance Of Earth Slopes Subjected To Earthquake Mainshock – Aftershock Sequences, Alisha Khanal

Civil Engineering Theses

Mainshocks are usually followed by aftershocks. Aftershocks continue over a period of time with a decreasing frequency and there is not sufficient time for repair and retrofit between a mainshock – aftershock sequence. Typically, aftershocks are smaller in magnitude; however, aftershock ground motion characteristics such as the intensity and duration can be greater than the mainshock due to the changes in the earthquake mechanism and location with respect to the site. The seismic performance of slopes is typically evaluated based on the sliding displacement predicted to occur along a critical sliding surface. Various empirical models are available that predict sliding …

Influence Of Limit Equilibrium Methods In The Design Of Contiguous Cantilever Sheet Pile Walls Through Reliability-Based Analysis, Alvaro J. Mattos, Juan Camilo Viviescas, Juan Pablo Osorio

Conference papers

In geotechnical engineering the design of bored- pile walls is commonly performed in terms of the embedment length (D) defined according to the limit equilibrium methods (also known as balance methods) formulated by Krey, Blum, Rowe, Hansen and the empirical method of Look in sandy soils. The limit equilibrium methods are calculations associated with the shape of the earth pressures distributions in the shaft, earth pressures theories, geotechnical properties and safety factors, while the empirical criteria establish that the relationship between embedment and the free height (H) is of the order of D/H = 1.5. These design methods are complemented …

Probabilistic Regional Landslide Hazard Assessment For The Enguri Dam (Jivari, Georgia), Maria Diletta Acciaro

Dissertations, Master's Theses and Master's Reports

The Enguri Dam forms a reservoir in a seismically active area in the foothills of the Caucasus Mountain range near Jvari, Georgia. The slopes are steep, highly fractured, and weathered, which make them at risk to failure during or following extreme rainfall events. Hydroelectricity produced by the water retained by the 271-m dam provides almost half of the electricity for the country. The reservoir perimeter is more than 40 km and the surrounding slopes span an area of more than 30 km2. The size of the area and paucity of slope data have made slope-failure hazard assessment of the broader …

Reliability-Based Designs Procedure Of Earth Retaining Walls In Geotechnical Engineering, Juan Camilo Viviescas, Juan Pablo Osorio, Julio E. Canon

Articles

The design and construction of foundations, retaining structures and slopes are usually based on deterministic formulations that do not allow the distinction between the natural variability and the inherent dispersion in the geotechnical parameters. Due to the inherent variability of the soil properties, there is a growing trend to implement reliability-based designs in geotechnical engineering to reduce design uncertainties by probabilistic methods. The reliability designs require the definition of the probability density functions of the geotechnical properties, as well as knowledge of the spatial variability of soils. This paper identifies the procedures, type of soil investigations, simulations and the most …

Guidance Index For Shallow Landslide Hazard Analysis, Cheila Cullen

Dissertations, Theses, and Capstone Projects

Rainfall-induced landslides are one of the most frequent hazards on slanted terrains. They lead to considerable economic losses and fatalities worldwide. Intense storms with high-intensity and long-duration rainfall have high potential to trigger rapidly moving soil masses due to changes in pore water pressure and seepage forces. Nevertheless, regardless of the intensity-duration of the rainfall, shallow landslides are influenced by antecedent soil moisture conditions. To the present day, no system exists that dynamically interrelates these two factors.

This work establishes a relationship between antecedent soil moisture and rainfall expressed in the form of a Shallow Landslide Index (SLI) at 1km …

Late Morning Concurrent Sessions: Innovations In Aviation Technologies: Presentation: Relative Material Loss: A Methodology For Assessing Island Airport Steel Marine Bulkheads, Robert Ernsting, Constantine M. Koursaris

Aviation / Aeronautics / Aerospace International Research Conference

A July 2015 report from the Airports Council International – North America (ACI-NA) states “U.S. airports are long overdue for [a] major structural improvement projects. Most U.S. airports are aging, … and because of budgetary restrictions, they’re not aging well.”(Garcia and Clampet, 2015). The average US age is 40 years old with the youngest (Denver International) recently turning 20 years old. As airports continue to age, airport commissioners will struggle to find creative ways to either fund airport replacements or extend the service life of existing airport facilities (commonly referred to as service life extension projects or SLEP). Due to …

A Method Of Mapping Sinkhole Susceptibility Using A Geographic Information System: A Case Study For Interstates In The Karst Counties Of Virginia, Alexandra L. Todd, Lindsay Ivey-Burden

Sinkhole Conference 2015

Karst terrain is landscape underlain by limestone that has been chemically dissolved by acidic groundwater, producing subsurface voids that pose risks for sinkholes if the overlaying soils can no longer support their own weight and collapse. The western counties of Virginia are heavy in karst due to their natural, geographic boundary of the western Ridge Province and the eastern Blue Ridge Mountain Range. As a result, the Commonwealth of Virginia Hazard Mitigation Plan recommends that the Virginia Department of Transportation (VDOT) develop a method to determine the roadways and regions most susceptible to experiencing sinkholes, in an effort to reduce …