Physical Sciences and Mathematics Commons^™

Arma-Garch Model Applied To Exchange-Traded Funds, Rebecca Davis

Open Access Theses & Dissertations

In this paper, time-varying volatility of some of the leading exchange-traded funds are studied. The ARMA mean equation with GARCH errors is used to model the series correlations and the conditional heteroscadesticity in the asset

returns. The conditional distributions of the standardized residuals are assumed to be skew-generalized error distribution. The high kurtosis and fat tail of the returns, were captured in all the data by fitting an ARMA-GARCH model with the conditional distribution of, skew-generalized error distribution.

Furthermore, the sample cross-correlations of these significant exchange-traded funds and the corresponding financial indices they mimic were computed. The empirical conclusion was …

Optimal Placement Of Wind Turbines On Non-Flat Terrain Using Cluster Identification And Multi-Objective Genetic Algorithm, Carlos Alejandro Garcia Rosales

Open Access Theses & Dissertations

To date, wind power has become very popular to produce electricity due to climate change, greenhouse gases and the fossil fuels crisis. Although using wind turbine technology to produce electricity is very mature, industries are looking to achieve the best utilization of the wind energy in order to fulfill the electrical needs for cities at a very affordable cost. In this thesis, a method entitled Cluster Identification Algorithm (CIA) and an optimization approach called a Multi-Objective Genetic Algorithm (MOGA) are integrated and implemented to maximize wind power efficiency and wind power in wind farms and minimize cost caused by the …

Phreatomagmatic Activity On The Moon: Possibility Of Pseudocraters At Mare Frigoris, Jose Humberto Garcia

Open Access Theses & Dissertations

The discovery of water on the Moon raises the possibility that lava-water, or phreatomagmatic, interactions have occurred on the lunar surface in the past. Such interactions may have formed pseudocraters, crater-like landforms that result from steam explosions that occur when lava flows come in contact with surface or near-surface water or ice. We present a study of Mare Frigoris, a volcanic plain just north of the Mare Imbrium impact basin on the Moon. Clusters of irregular, circular features on the basaltic lava flows in this area resemble pseudocrater fields in Iceland, and they are located in a region with inferred …

Recent Changes In The Growth And Nutrient Limitation Of Benthic And Pelagic Algae In Arctic Tundra Ponds, Christina Hernandez

Open Access Theses & Dissertations

Arctic ponds are a dominant feature in Barrow, Alaska. Ponds may function as carbon sinks during the growing season from production of photosynthetic organisms like algae; however, little work has been done on this topic. Environmental changes have been occurring in the Arctic stemming from climate change and human perturbations. The focus of this study was to assess a historically studied region for changes in algal primary production that may have been produced due to increases in temperature over the past 40 years and increased human development. Additionally, this study aimed to determine nutrient limitation of algal production in the …

Inverse Semigroups And Inverse Categories, Alexandra Macedo

Open Access Theses & Dissertations

The theory of inverse semigroups forms a major part of semigroup theory. This theory has deep connections with important mathematical disciplines, not only classical ones such as geometry, functional analysis, number theory, but also with more recent theories: the theory of algorithms, graph theory, the mathematical theory of automata, etc. The importance of inverse semigroups, first and foremost, is that they form an abstract class of algebraic structures which are isomorphic to semigroups of partial bijections.

This thesis is organized in two parts, inverse semigroups in Part 1, and inverse categories (that arises if we apply a basic property of …

Evaluation Of A Cash Award Program For Water Conservation, Robert Moss

Open Access Theses & Dissertations

This document is the final report of a water conservation study funded by the U.S. Bureau of Reclamation and The University of Texas at El Paso with cooperation from El Paso Water Utilities. The study period was from September, 1997 through January, 2000.

Use Of Environmental Isotope Tracer And Gis Techniques To Estimate Basin Recharge, Abdulganiu A.A. Odunmbaku

Open Access Theses & Dissertations

The extensive use of ground water only began with the advances in pumping technology at the early portion of 20th Century. Groundwater provides the majority of fresh water supply for municipal, agricultural and industrial uses, primarily because of little to no treatment it requires. Estimating the volume of groundwater available in a basin is a daunting task, and no accurate measurements can be made. Usually water budgets and simulation models are primarily used to estimate the volume of water in a basin.

Precipitation, land surface cover and subsurface geology are factors that affect recharge; these factors affect percolation which invariably …

Analysis And Modeling Of Dust Event Data From El Paso, Texas, Nancy Ivette Rivera Rivera

Open Access Theses & Dissertations

Wind erosion is a dynamic physical process that leads to environmental degradation when strong winds blow on loose, dry, bare soils, creating dust events that can impact human health, visibility and air quality. Since 1932, more than two thousand dust event days were recorded at El Paso, averaging 25 per year. This research analyzes and models data on dust events in the El Paso/Juarez metropolitan area for better understanding of their effects. The meteorological characteristics of these events are analyzed for variables such as the frequency, visibility, and average wind speeds associated with convective and non-convective events. These variables are …

The Topology Of Statistical Convergence, Khdiga Kalifa Tabib

Open Access Theses & Dissertations

A sequence {xn} is said to be statistically convergent to ℓ provided that "almost all" of the values of {xn} are arbitrarily close to ℓ. One can also define what is meant by statistical limit point, statistical limit superior, statistical limit inferior of a sequence and so forth and thus create a theory of convergence that includes ordinary convergence. In this work we investigate all these concepts and prove some new results. We also introduce a topology defined by this new convergence which we call statistical topology. Then we prove that both the statistical topology and the regular topology are …

A Multimodal Freight Collaborative Hub Location And Network Design Problem, Jiri Tylich

Open Access Theses & Dissertations

The study presents an analytical framework to explore the rail-road collaborative paradigm.

New collaborative technologies have been developed in recent years and they offer a potential solutions and opportunities for collaboration among all modes of transportation. The most progressive technologies that could fulfill the gap in rail-road collaborative paradigm are identified and presented in this research.

The research deals with current state and possible development of collaboration of rail and highway modes of transportation, referred to as rail-road collaboration. Multimodal transportation is the shipment of goods in a single transportation unit. The longest part of the route takes place by …

Organic Photovoltaics: A Charge Transfer Perspective In The Study Of Donor-Acceptor Pairs, Marco Olguin

Open Access Theses & Dissertations

The present research involves the study of donor-acceptor (D/A) dyad complexes from a charge transfer energy perspective. The aim is to provide insight and predictive understanding into the charge transfer processes of the molecular-level components in donor-acceptor based organic solar cells using computational methods to describe photochemical processes at the quantum mechanical level within the Density Functional Theory (DFT) approximation. Predictive understanding is anchored in reproducing experimental results, wherein the present work a perturbative excited-state DFT method is described in detail and shown to give CT energies in excellent agreement with benchmark experimental data. With an accurate excited state method …

Phase Evolution And Thermal Properties Of Yttria-Stabilized Hafnia Nano-Coatings Deposited On Alumina, Ernesto Javier Rubio

Open Access Theses & Dissertations

High-temperature coatings are critical to the future power-generation systems and industries. Thermal barrier coatings (TBCs), which are usually the ceramic materials applied as thin coatings, protect engine components and allow further increase in engine temperatures for higher efficiency. Thus, the durability and reliability of the coating systems have to be more robust compared to current natural gas based engines. While a near and mid-term target is to develop TBC architecture with a 1300 °C surface temperature tolerance, a deeper understanding of the structure evolution and thermal behavior of the TBC-bond coat interface, specifically the thermally grown oxide (TGO), is of …

Sustainable Riparian Restoration - The Utilization Of Sewage Effluent To Construct Wetlands Along The Rio Grande: A String Of Pearls Approach To Replenishment, Michael Earl Landis

Open Access Theses & Dissertations

The Rio Grande, from Elephant Butte Dam to El Paso, has been transformed from a free-flowing wild river into a highly engineered irrigation system. The Rio Grande Project, authorized by Congress in 1905, mandated the Bureau of Reclamation to store and deliver water exclusively to farmers. The river, maintained by the International Boundary and Water Commission, has been straightened and channelized between levees. The laws and policies governing the use of the waters of the Rio Grande are prohibitive to ecological restoration. Prior Appropriation doctrine allows for the exclusive use of these waters.

One sustainable tactic for replenishing the denuded …

Sustainable Water Management In The University Of Texas At El Paso, Cora Martinez

Open Access Theses & Dissertations

This thesis showed how to improve water and financial savings for UTEP and El Paso by improving water conservation and sustainability of the UTEP campus. The goals of this research were successfully accomplished by focusing in three principal objectives.

1. Analyze historical data of water consumption of the UTEP campus for the past decade.

2. Evaluate water consumption to quantify water consumption by buildings and type of use, as well as provide recommendations for water and cost savings.

3. Synthesize a water management framework within the UTEP Facilities' Geographic Information System (GIS) for long-term monitoring and evaluation

Hafnia-Based Nanostructured Thermal Barrier Coatings For Next Generation Gas Turbine Technology, Mohammed Noor-A-Alam

Open Access Theses & Dissertations

Extensive efforts have been directed in the last several decades towards improving thermodynamic efficiency of industrial gas turbines for power generation plants. The central theme of the efforts is to increase the turbine operating temperature and, thus, allowing higher efficiency. Thermal barrier coatings (TBC) constitute an advanced technology to protect the metallic surface from high temperature exposure for long time operation. The TBCs protect the gas turbine components from high temperature and allows further increase in engine operating temperature which subsequently increases the efficiency of the gas turbine power plant. However, the current TBC materials are capable of allowing the …

Secondary Structure Prediction Of Long Rna Sequences Based On Inversion Excursions And A Modularized Mapreduce Framework, Daniel Tesfai Yehdego

Open Access Theses & Dissertations

Ribonucleic acid (RNA) molecules and their secondary structures play important roles in many biological processes including gene expression and regulation. The genomes of many viruses are also RNA molecules. Since secondary structures are crucial for RNA functionality, computational predictions of the RNA secondary structures have been widely studied. However, the tremendous demands on computer memory and computing time for complex secondary structures limit the capability of existing thermodynamically based algorithms for structure predictions to handling only short RNA sequences with a few hundred bases. One approach to overcome this limitation is by first cutting long RNA sequences into shorter, non-overlapping …

Microscopic And Spectroscopic Analysis Of Wo3 And Ti-Doped Wo3 Thin Films, Young Taek Yun

Open Access Theses & Dissertations

Tungsten oxide (WO3) has been a subject of high interest for its unique properties, and recently for its importance in different types of industrial applications which ranges from non-emissive displays, optical, microelectronic, catalytic/photocatalytic, humidity, temperature, gas, and biosensor devices. In this study, WO3 and Ti doped thin films were prepared using radio frequency magnetron reactive sputtering at different substrate temperatures ranging from room temperature to 500 ºC in increments of 100 ºC. After forming a hypothesis based on knowledge of established WO3 properties, we attempt in this work to investigate how the doping influences the roughness and the mean grain …

Evaluation Of Soil Sustainability Along The Rio Grande In West Texas: Changes In Salt Loading And Organic Nutrients Due To Farming Practices, Christine L. Cox

Open Access Theses & Dissertations

Growing populations demand an increase in the amount of food being produced, which in turn, puts pressure on the productivity and sustainability of soils. The use of flood irrigation from the Rio Grande has greatly increased the salinity, sodicity, and enhanced leaching of nutrients in the Rio Grande Basin soils. To evaluate soil health, water and soil samples were collected from two pecan, one cotton, and one alfalfa field in western Texas. Each site was equipped with sensors to measure soil moisture, temperature, and electrical conductivity (EC), along with lysimeters at depths of 15, 30, and 60 cm to collect …

Adding Within-Utterance Emotion Decay For More Human-Like Dialog, Michael Hans Durcholz

Open Access Theses & Dissertations

While spoken dialog systems have been used for commercial applications for several decades, most commercial spoken dialog systems provide only simple information exchange capabilities. Emotion synthesis in spoken dialog systems has become an active research area recently, and use of emotion-adaptive dialog systems has demonstrated improvements in user experience and rapport. This thesis seeks to improve how emotions are conveyed in dialog systems to enable robust emotional support that improves user experiences with dialog systems and models human speech characteristics more accurately than current dialog systems.

Prior work with Gracie (GRAduate Coordinator with Immediate response Emotions), an emotion-adaptive dialog system, …

Analysis Of Aerosol Particle Size Distributions Observed During Aerose V Campaign, Mariana Guereque

Open Access Theses & Dissertations

The African continent is the principal contributor of mineral aerosols into the atmosphere. It is also a significant source of carbonaceous aerosols resulting from rampant biomass burning activities. Both aerosol types have a profound impact on climate change and are an important factor in climate modeling, regional weather forecasting, as well as health-impact studies. Due to their importance, it is beneficial to characterize the transport and evolution of these aerosols from their origins in Africa, across the Atlantic Ocean and into the Americas. In-situ aerosol number distributions were collected during the 2009 Aerosols and Ocean Science Expeditions (AEROSE) V campaign, …

A Robust Real Time Eye Tracking And Gaze Estimation System Using Particle Filters, Tariq Iqbal

Open Access Theses & Dissertations

Eye tracking and gaze estimation techniques have been extensively investigated by researchers in the computer vision and the psychology community for the last few decades. Still it remains a challenging task due to the individuality of the eyes, variability in shape, scale, location, and lighting conditions. Eye tracking has many applications in neuroscience, psychology, and human-computer interaction. Gaze estimation plays a vital role in the field of human attention analysis, human factors in industrial engineering, marketing and advertising, human cognitive state analysis, gaze-based interactive user interfaces, and monitoring driver vigilance systems.

Eye-tracking technology was originally a pioneer method in reading …

A Study Of Wo3 And W0.95ti0.05o3 Thin Films Using Comparative Spectroscopy, James Heyward Howard

Open Access Theses & Dissertations

Tungsten oxide (WO3) is important and well-studied in materials science, particularly for sensor applications. In this research work, we consider the innovation of adding Ti to thin films of this material. Since the characteristics of any such material are strongly dependent on the conditions and methods used in its deposition, the main objective of this project is to provide a detailed spectroscopic characterization by Raman scattering, infrared absorption, and X-ray photoelectron spectroscopy (XPS) of WO3 and of W0.95Ti0.05O3. This characterization will be based on comparison of the morphology and composition of WO3-based thin films, grown by radio frequency magnetron reactive …

Decision Rule Induction For Service Sector Using Data Mining- A Rough Set Theory Approach, Zhonghua Hu

Open Access Theses & Dissertations

Nowadays, data mining is more widely used than ever before; not only by the academic area, but also in the industry and business area. Apart from execution of business processes, the creation of knowledge base and its utilization for the benefit of the organization is becoming a strategy tool to compete. Despite of having ever growing data bases, the problem is that the finance company fails to fully capitalize the true benefits which can be gained from this great wealth of information. The data mining technology instead of classic statistical analysis is developed to help the people to discover the …

Stereo Matching: Evaluation Of Three Algorithms And Two Cost Functions, Victor Jacob Jordan

Open Access Theses & Dissertations

The stereo matching or correspondence problem, which consists of finding the disparity map of a pair of stereo images, is an integral part of many computer vision techniques. For instance, Digital Elevation Model (DEM) generation from Synthetic Aperture Radar (SAR) images uses stereoscopy to deal with steep mountain regions that contain forests, and stereo matching is an integral part of the stereoscopy technique. Furthermore, automatic stereo processing, for which stereo matching is a critical component, is heavily used in obstacle detection and avoidance for unmanned vehicles and automated manufacturing processes, among many other applications. Stereo matching algorithms perform a combination …

Grain Size Distribution With Geomorphology On Gypsum Dunes In The White Sands Erg, White Sands National Monument, New Mexico, Slade Jones

Open Access Theses & Dissertations

In order to examine grain size distribution over dunes at the White Sands dune field, 1214 geolocated surficial samples were collected and analyzed by laser diffraction. Local variations in dunes such as neighboring interdune types and the presence of vegetation, deflation features, and granule ripples on the dunes were noted. This study indicates that recrystallization of gypsum and the generation of fresh sediments is occurring in significant quantities within interdunes, providing both high and low anomalies in grain size distribution through much of the central portion of the dune field. Other local variations as previously mentioned such as scour surfaces …

Water Mass Balances For The Rio Grande/Bravo From Fort Quitman, Texas To Foster Ranch Near Langtry, Texas: An Assessment Of Factors, Ramiro Lujan

Open Access Theses & Dissertations

ABSTRACT

Water availability is declining in many regions of the planet, particularly in arid and semi-arid regions. Water bodies located in these regions, like the Rio Grande/Bravo at the U.S. - Mexico border, are subjected to high water demands. This research project makes an assessment of the spatial and temporal variability of elements intervening in the water mass balance for the section of the Rio Grande/Bravo between Fort Quitman and Langtry, Texas during the time period extending from January 1990 through December 2005. This document mentions the main Rio Grande/Bravo stakeholders from the U.S. and Mexico, and describes issues related …

Analysis Of Differential Item Functioning On Selected Items Assessing Conceptual Knowledge Of Descriptive Statistics For Spanish-Speaking Ell And Non-Ell College Students, Angelica Amy Monarrez Rodriguez

Open Access Theses & Dissertations

Recently, there has been growing interest in promoting conceptual understanding of statistical concepts in the classroom. The Assessment Resource Tools for Improving Statistical Thinking (ARTIST) project is a resource for maintaining and developing scales useful for measuring statistical conceptual knowledge. The focus of this study is to investigate whether items assessing conceptual knowledge of measures of center and variation from the (ARTIST) database show evidence of differential item functioning when administered to English Language Learners (ELLs). This is pertinent topic since the population of English Language Learners (ELL) in the United States has been growing rapidly in the past few …

Investigation Of Gas-Solid Fluidized Bed With Non-Spherical Particles, Mario Alberto Ruvalcaba

Open Access Theses & Dissertations

The number of experimental and numerical studies of multiphase flows has remarkably increased over the last several years. This research has abundant applications in energy, chemical, and conversion processes. Common use of these technologies includes catalytic cracking for petroleum refineries, fluidized bed reactors (type of chemical reactor), interface modification, and has been an important technology breakthrough in coal gasification. The present work will concentrate on the investigation and validation of gas-solid flows utilizing numerical methods. The gas-solid flows study on this research assumes the solid and gas phases as continua with averaged properties.

The fluid flow computation was achieved using …

Synthesis And Characterization Of Novel Pyridyl Silver (I) Lipid Complexes, Luis J. Andujo

Open Access Theses & Dissertations

Cationic surfactants are being used in many applications in industrial manufacture and medical technologies. Pyridinium salts come under the category of cationic surfactants. Surfactants have two distinct regions in their chemical structure, one of which is water-linking or hydrophilic and the other of which water-avoiding or hydrophobic. These molecules are referred to as amphiphilic or amiphipathic molecules or simply as surfactants or surface active agents. Depending on their charge the characteristics of the surface-active molecules may be anionic, cationic, zwitterionic (ampholytic) or non-ionic. These surfactants are used less for their wetting abilities than for their pronounced germicidal properties and their …

Measurement And Analysis Of Turbulent Syngas/Air And Methane Oxy-Combustion, Vishwanath Reddy Ardha

Open Access Theses & Dissertations

Development of a next generation gas turbine combustors for power production by using fossil fuels is increasing substantially in order to maintain energy sustainability. National Energy Technology Laboratory has made efforts for developing hydrogen and oxy-fuel based gas turbine combustors which could enhance plant efficiency and ensure low or zero NOx production without sacrificing operational advantages. The current experimental work aims to characterize the turbulent flow-field of premixed syngas/air flames, methane/oxy flames and syngas/oxy flames in a laboratory scaled burner by varying the Reynolds numbers, blockage ratios, firing inputs and blockage ratios in the upstream of the burner. The effects …