Physical Sciences and Mathematics Commons^™

Liquidity Commonality With Factor Models, Ernesto Garcia Iii

Dissertations, Theses, and Capstone Projects

Market microstructure research has recently devoted attention to a phenomenon called commonality in liquidity. In this dissertation, I will analyze commonality in liquidity using a novel factor model approach and a generalized definition of commonality in liquidity. This analysis will show that commonality in liquidity is rarely a marketwide phenomenon and is mostly restricted to stocks with a large market capitalization. Additionally, commonality in liquidity is a very recent phenomenon whose appearance coincides with a rise in passive investing after the Dotcom Bubble burst and, more so, after the 2008 Financial Crisis. I will present evidence that suggests commonality in …

Understanding The Proton Transport In Non-Aqueous Histidine-Based Nanostructures, Jiang Bian

Dissertations, Theses, and Capstone Projects

Over the past two decades, proton transport has been extensively studied because of the many applications to the development of new technological devices. In particular, understanding proton transport permits the design of new materials with desired properties for constructing effective proton exchange membranes (PEM) in fuel cells. Current PEM technology involves biocummulative perfluorinated membranes that operate under hydrated conditions, for which the proton conductivity is limited by the usually high temperature that fuel cells operate. Therefore, it is of great interest to study the alternative systems that have the potential to conduct protons, in particular, those that are able to …

Real-World Smartphone-Based Gait Recognition, Hind Alobaidi, Nathan Clarke, Fudong Li, Abdulrahman Alruban

Research outputs 2022 to 2026

As the smartphone and the services it provides are becoming targets of cybercrime, it is critical to secure smartphones. However, it is important security controls are designed to provide continuous and user-friendly security. Amongst the most important of these is user authentication, where users have experienced a significant rise in the need to authenticate to the device and individually to the numerous apps that it contains. Gait authentication has gained attention as a mean of non-intrusive or transparent authentication on mobile devices, capturing the information required to verify the authenticity of the user whilst the person is walking. Whilst prior …

Joint Bidding Decision Of Wind Farms And Energy Storage Based On Newsvendor Model, Xinyue Sun, Jian Liu, Meng Ou, Yanyan Liu

Electrical and Computer Engineering Faculty Research & Creative Works

Currently, renewable energy generation has received more and more attention. This article focuses on wind energy generation, one of the renewable energy sources. Aiming at the intermittent and unpredictable wind power problems, according to the day ahead bidding mechanism in the power market, this paper introduces the energy storage system to maximize wind power merchants profit based on the newsvendor model. First, this paper focuses on the wind farms combined with storage system to put forward the optimal bidding decision of selling or buying electricity to the market one day in advance and the optimal bidding amount. Then, we analyze …

Rate Maximization In A Uav Based Full-Duplex Multi-User Communication Network Using Multi-Objective Optimization, Syed Muhammad Hashir, Sabyasachi Gupta, Gavin Megson, Ehsan Aryafar, Joseph Camp

Computer Science Faculty Publications and Presentations

In this paper, we study an unmanned-aerial-vehicle (UAV) based full-duplex (FD) multi-user communication network, where a UAV is deployed as a multiple-input–multiple-output (MIMO) FD base station (BS) to serve multiple FD users on the ground. We propose a multi-objective optimization framework which considers two desirable objective functions, namely sum uplink (UL) rate maximization and sum downlink (DL) rate maximization while providing quality-of-service to all the users in the communication network. A novel resource allocation multi-objective-optimization-problem (MOOP) is designed which optimizes the downlink beamformer, the beamwidth angle, and the 3D position of the UAV, and also the UL power of the …

Towards Statistical Best Practices For Gender And Sex Data, Suzanne Thornton, D. Roy, S. Parry, D. Lalonde, W. Martinez, R. Ellis, D. Corliss

Mathematics & Statistics Faculty Works

Suzanne Thornton, Dooti Roy, Stephen Parry, Donna LaLonde, Wendy Martinez, Renee Ellis and David Corliss call for a more inclusive – and informative – approach to collecting data on human gender and sex.

Search Full Text Options Here 3 Of 3 Heat-Mitigated Design And Lorentz Force-Based Steering Of An Mri-Driven Microcatheter Toward Minimally Invasive Surgery, Martin Francis Phelan Iii, Mehmet Efe Tiryaki, Jelena Lazovic, Hunter Gilbert, Metin Sitti

Faculty Publications

Catheters integrated with microcoils for electromagnetic steering under the high, uniform magnetic field within magnetic resonance (MR) scanners (3-7 Tesla) have enabled an alternative approach for active catheter operations. Achieving larger ranges of tip motion for Lorentz force-based steering have previously been dependent on using high power coupled with active cooling, bulkier catheter designs, or introducing additional microcoil sets along the catheter. This work proposes an alternative approach using a heat-mitigated design and actuation strategy for a magnetic resonance imaging (MRI)-driven microcatheter. A quad-configuration microcoil (QCM) design is introduced, allowing miniaturization of existing MRI-driven, Lorentz force-based catheters down to 1-mm …

A Survey Of Blind Modulation Classification Techniques For Ofdm Signals, Anand Kumar, Sudhan Majhi, Guan Gui, Hsiao-Chun Wu, Chau Yuen

Faculty Publications

Blind modulation classification (MC) is an integral part of designing an adaptive or intelligent transceiver for future wireless communications. Blind MC has several applications in the adaptive and automated systems of sixth generation (6G) communications to improve spectral efficiency and power efficiency, and reduce latency. It will become a integral part of intelligent software-defined radios (SDR) for future communication. In this paper, we provide various MC techniques for orthogonal frequency division multiplexing (OFDM) signals in a systematic way. We focus on the most widely used statistical and machine learning (ML) models and emphasize their advantages and limitations. The statistical-based blind …

A Survey Of Blind Modulation Classification Techniques For Ofdm Signals, Anand Kumar, Sudhan Majhi, Guan Gui, Hsiao-Chun Wu, Chau Yuen

Faculty Publications

Blind modulation classification (MC) is an integral part of designing an adaptive or intelligent transceiver for future wireless communications. Blind MC has several applications in the adaptive and automated systems of sixth generation (6G) communications to improve spectral efficiency and power efficiency, and reduce latency. It will become a integral part of intelligent software-defined radios (SDR) for future communication. In this paper, we provide various MC techniques for orthogonal frequency division multiplexing (OFDM) signals in a systematic way. We focus on the most widely used statistical and machine learning (ML) models and emphasize their advantages and limitations. The statistical-based blind …

All-Atom Simulations Uncover Structural And Dynamical Properties Of Sting Proteins In The Membrane System, Rachel Payne, Silvia Crivelli, Masakatsu Watanabe Ph.D.

Chemistry Faculty Publications

Recent studies have shown that the stimulator of interferon gene (STING) protein plays a central role in the immune system by facilitating the production of Type I interferons in cells. The STING signaling pathway is also a prominent activator of cancer-killing T cells that initiates a powerful adaptive immune response. Since biomolecular signaling pathways are complicated and not easily identified through traditional experiments, molecular dynamics (MD) has often been used to study these biological pathways’ structural and dynamical responses. Here, we carried out MD simulations for full-length chicken and human STING (chSTING and hSTING) proteins. Specifically, we investigated ligand-bound closed …

Development Of Guidelines For Collecting Transit Ridership Data, Hong Yang, Kun Xie, Sherif Ishak, Qingyu Ma, Yang Liu

Computational Modeling & Simulation Engineering Faculty Publications

Transit ridership is a critical determinant for many transit applications such as operation optimizations and project prioritization under performance-based funding mechanisms. As a result, the quality of ridership data is of utmost importance to both transit administrative agencies and transit operators. Many transit operators in Virginia report their ridership data to the Department of Rail and Public Transportation (DRPT) and the National Transit Database (NTD). However, with no specific guidelines available to transit agencies in Virginia for collecting ridership data, the heterogeneous mixture of diverse data collection methods and technologies has often raised concerns about the consistency and quality of …

Adverse Reactions In A Phase 1 Trial Of The Anti-Malarial Dm1157: An Example Of Pharmacokinetic Modeling And Simulation Guiding Clinical Trial Decisions, Stephen J. Balevic, Shruti M. Raja, Rachel Randall, Gregory A. Deye, Thomas Conrad, Aya Nakamura, David H. Peyton, Sandra Shotwell, Katherine May Liebman, Multiple Additional Authors

Chemistry Faculty Publications and Presentations

Introduction: There is an urgent need to develop new drugs to treat malaria due to increasing resistance to first-line therapeutics targeting the causative organism, Plasmodium falciparum (P. falciparum). One drug candidate is DM1157, a small molecule that inhibits the formation of hemozoin, which protects P. falciparum from heme toxicity. We describe a first-in-human, phase 1 trial of DM1157 in healthy adult volunteers that was halted early because of significant toxicity.

Methods: Adverse events were summarized using descriptive statistics. We used pharmacokinetic modeling to quantitatively assess whether the DM1157 exposure needed for P. falciparum inhibition was achievable at safe doses.

Results: …

Phosphorylation Of The Aggregate-Forming Protein Alpha-Synuclein On Serine-129 Inhibits Its Dna-Bending Properties, Sydney E. Dent, Dennisha P. King, Valerie R. Osterberg, Eleanor K. Adams, Marilyn R. Mackiewicz, Tamily A. Weissman, Vivek K. Unni

Chemistry Faculty Publications and Presentations

Alpha-synuclein (aSyn) is a vertebrate protein, normally found within the presynaptic nerve terminal and nucleus, which is known to form somatic and neuritic aggregates in certain neurodegenerative diseases. Disease-associated aggregates of aSyn are heavily phosphorylated at serine-129 (pSyn), while normal aSyn protein is not. Within the nucleus, aSyn can directly bind DNA, but the mechanism of binding and the potential modulatory roles of phosphorylation are poorly understood. Here we demonstrate using a combination of electrophoretic mobility shift assay and atomic force microscopy approaches that both aSyn and pSyn can bind DNA within the major groove, in a DNA length-dependent manner …

Geologic Homogenization, Conditioning, & Reuse, University Of North Dakota. Energy And Environmental Research Center

EERC Brochures and Fact Sheets

Fact sheet about the Energy & Environmental Research Center project to evaluate the geologic homogenization, conditioning, and reuse (GHCR) concept of water management. Describes the GHCR concept and summarizes results of the multiyear project.

Metagratings For Efficient Wavefront Manipulation, Younes Ra'di, Andrea Alù

Advanced Science Research Center

Recently, it was revealed that conventional gradient metasurfaces are fundamentally limited on their overall efficiency to reroute the impinging waves towards arbitrary directions in reflection and transmission. Their efficiency is particularly limited for extreme wavefront transformations. In addition, due to the fastly varying impedance profiles that these surfaces require, they usually need high-resolution fabrication processes, limiting their applicability and overall bandwidth of operation. To address these issues, the concept of metagrating was recently introduced, enabling engineered surfaces capable of manipulating light with unitary efficiency even in the limit of extreme wavefront manipulation. Metagratings are periodic or locally periodic arrays operated …

Detecting Patches On Road Pavement Images Acquired With 3d Laser Sensors Using Object Detection And Deep Learning, Syed Ibrahim Hassan, Dympna O'Sullivan, Susan Mckeever, Kieran Feighan, David Power, Ray Mcgowan

Articles

Regular pavement inspections are key to good road maintenance and road defect corrections. Advanced pavement inspection systems such as LCMS (Laser Crack Measurement System) can automatically detect the presence of different defects using 3D lasers. However, such systems still require manual involvement to complete the detection of pavement defects. This paper proposes an automatic patch detection system using object detection technique. To our knowledge, this is the first time state-of-the-art object detection models Faster RCNN, and SSD MobileNet-V2 have been used to detect patches inside images acquired by LCMS. Results show that the object detection model can successfully detect patches …

In A Digitally Connected World Through Likes, Hashtags And Followers - Advancing Surgical Research Through A Social Media: A Narrative Review, Sabah Uddin Saqib, Qamar` Riaz, Russell Seth Martins, Amna Riaz, Hasnain Zafar

Department for Educational Development

In this era of modern information technology, the world is now digitally connected through various platforms on social media, which has changed the way medical professionals work, communicate and learn. The use of social media in surgery is expanding, and it is now becoming an essential tool for surgical training, research and networking. Articles, journal clubs and surgical conferences are within reach of everyone regardless of geographical location worldwide. Electronic publications have now resoundingly replaced printed editions of journals. Collaborative research through social media platforms helps collect diverse data, enhancing the research's global generalisability. The current narrative review was planned …

Belowground Mechanism Reveals Climate Change Impacts On Invasive Clonal Plant Establishment, Surendra Bam, Jacqueline P. Ott, Jack L. Butler, Lan Xu

Natural Resource Management Faculty Publications

Climate change and disturbance can alter invasion success of clonal plants by differentially affecting the clonal traits influencing their establishment as young plants. Clonal traits related to the vegetative reproduction of native Pascopyrum smithii and non-native Bromus inermis grass seedlings were evaluated under altered precipitation frequencies and a single grazing event. Pascopyrum smithii maintained similar vegetative reproduction under three simulated precipitation frequencies whereas B. inermis vegetative reproduction declined as precipitation became more intermittent. Vegetative reproduction of the non-native B. inermis was greater than the native P. smithii under all simulated precipitation frequencies except the most intermittent scenario. A single grazing …

Diagnosis Of Polypoidal Choroidal Vasculopathy From Fluorescein Angiography Using Deep Learning, Yu-Yeh Tsai, Wei-Yang Lin, Shih-Jen Chen, Paisan Ruamviboonsuk, Cheng-Ho King, Chia-Ling Tsai

Publications and Research

Purpose: To differentiate polypoidal choroidal vasculopathy (PCV) from choroidal neovascularization (CNV) and to determine the extent of PCV from fluorescein angiography (FA) using attention-based deep learning networks.

Methods: We build two deep learning networks for diagnosis of PCV using FA, one for detection and one for segmentation. Attention-gated convolutional neural network (AG-CNN) differentiates PCV from other types of wet age-related macular degeneration. Gradient-weighted class activation map (Grad-CAM) is generated to highlight important regions in the image for making the prediction, which offers explainability of the network. Attention-gated recurrent neural network (AG-PCVNet) for spatiotemporal prediction is applied for segmentation of PCV. …

Collaborative Curating For Discovery And Expansion Of Visual Clusters, Duy Dung Le, Hady W. Lauw

Research Collection School Of Computing and Information Systems

In many visually-oriented applications, users can select and group images that they find interesting into coherent clusters. For instance, we encounter these in the form of hashtags on Instagram, galleries on Flickr, or boards on Pinterest. The selection and coherence of such user-curated visual clusters arise from a user’s preference for a certain type of content as well as her own perception of which images are similar and thus belong to a cluster. We seek to model such curation behaviors towards supporting users in their future activities such as expanding existing clusters or discovering new clusters altogether. This paper proposes …

Active Learning Of Discriminative Subgraph Patterns For Api Misuse Detection, Hong Jin Kang, David Lo

Research Collection School Of Computing and Information Systems

A common cause of bugs and vulnerabilities are the violations of usage constraints associated with Application Programming Interfaces (APIs). API misuses are common in software projects, and while there have been techniques proposed to detect such misuses, studies have shown that they fail to reliably detect misuses while reporting many false positives. One limitation of prior work is the inability to reliably identify correct patterns of usage. Many approaches confuse a usage pattern’s frequency for correctness. Due to the variety of alternative usage patterns that may be uncommon but correct, anomaly detection-based techniques have limited success in identifying misuses. We …

Emerging App Issue Identification Via Online Joint Sentiment-Topic Tracing, Cuiyun Gao, Jichuan Zeng, Zhiyuan Wen, David Lo, Xin Xia, Irwin King, Michael R. Lyu

Research Collection School Of Computing and Information Systems

Millions of mobile apps are available in app stores, such as Apple’s App Store and Google Play. For a mobile app, it would be increasingly challenging to stand out from the enormous competitors and become prevalent among users. Good user experience and well-designed functionalities are the keys to a successful app. To achieve this, popular apps usually schedule their updates frequently. If we can capture the critical app issues faced by users in a timely and accurate manner, developers can make timely updates, and good user experience can be ensured. There exist prior studies on analyzing reviews for detecting emerging …

Post2vec: Learning Distributed Representations Of Stack Overflow Posts, Bowen Xu, Thong Hoang, Abhishek Sharma, Chengran Yang, Xin Xia, David Lo

Research Collection School Of Computing and Information Systems

Past studies have proposed solutions that analyze Stack Overflow content to help users find desired information or aid various downstream software engineering tasks. A common step performed by those solutions is to extract suitable representations of posts; typically, in the form of meaningful vectors. These vectors are then used for different tasks, for example, tag recommendation, relatedness prediction, post classification, and API recommendation. Intuitively, the quality of the vector representations of posts determines the effectiveness of the solutions in performing the respective tasks. In this work, to aid existing studies that analyze Stack Overflow posts, we propose a specialized deep …

Broken External Links On Stack Overflow, Jiakun Liu, Xin Xia, David Lo, Haoxiang Zhang, Ying Zou, Ahmed E. Hassan, Shanping Li

Research Collection School Of Computing and Information Systems

Stack Overflow hosts valuable programming-related knowledge with 11,926,354 links that reference to the third-party websites. The links that reference to the resources hosted outside the Stack Overflow websites extend the Stack Overflow knowledge base substantially. However, with the rapid development of programming-related knowledge, many resources hosted on the Internet are not available anymore. Based on our analysis of the Stack Overflow data that was released on Jun. 2, 2019, 14.2 percent of the links on Stack Overflow are broken links. The broken links on Stack Overflow can obstruct viewers from obtaining desired programming-related knowledge, and potentially damage the reputation of …

Field Study In Deploying Restless Multi-Armed Bandits: Assisting Non-Profits In Improving Maternal And Child Health, Aditya Mate, Lovish Madan, Aparna Taneja, Neha Madhiwalla, Shresth Verma, Gargi Singh, Aparna Hegde, Pradeep Varakantham, Milind Tambe

Research Collection School Of Computing and Information Systems

The widespread availability of cell phones has enabled non-profits to deliver critical health information to their beneficiaries in a timely manner. This paper describes our work to assist non-profits that employ automated messaging programs to deliver timely preventive care information to beneficiaries (new and expecting mothers) during pregnancy and after delivery. Unfortunately, a key challenge in such information delivery programs is that a significant fraction of beneficiaries drop out of the program. Yet, non-profits often have limited health-worker resources (time) to place crucial service calls for live interaction with beneficiaries to prevent such engagement drops. To assist non-profits in optimizing …

Multiscale Generative Models: Improving Performance Of A Generative Model Using Feedback From Other Dependent Generative Models, Changyu Chen, Avinandan Bose, Shih-Fen Cheng, Arunesh Sinha

Research Collection School Of Computing and Information Systems

Realistic fine-grained multi-agent simulation of real-world complex systems is crucial for many downstream tasks such as reinforcement learning. Recent work has used generative models (GANs in particular) for providing high-fidelity simulation of real-world systems. However, such generative models are often monolithic and miss out on modeling the interaction in multi-agent systems. In this work, we take a first step towards building multiple interacting generative models (GANs) that reflects the interaction in real world. We build and analyze a hierarchical set-up where a higher-level GAN is conditioned on the output of multiple lower-level GANs. We present a technique of using feedback …

Special Issue: Microbiota-Gut-Brain Axis, Mark Obrenovich, Prakash Reddy

Chemistry Faculty Research & Creative Works

No abstract provided.

A Novel Branched Polymer Gel System With Delayed Gelation Property For Conformance Control, Tao Song, Qi Feng, Thomas P. Schuman, Jie Cao, Baojun Bai

Chemistry Faculty Research & Creative Works

Excessive water production from oil reservoirs not only affects the economical production of oil, but it also results in serious environmental concerns. Polymer gels have been widely applied to decrease water production and thus improve oil production. However, traditional polymer gels such as partially hydrolyzed polyacrylamide (HPAM)/chromium (III) gel systems usually have a short gelation time and cannot meet the requirement of some conformance control projects. This paper introduces a novel polymer gel system of which crosslinking time can be significantly delayed. A branched polymer grafted from arginine by the surface initiation method is synthesized as the backbone, chromium acetate …

Automated Reverse Engineering Of Role-Based Access Control Policies Of Web Applications, Ha Thanh Le, Lwin Khin Shar, Domenico Bianculli, Lionel C. Briand, Cu Duy Nguyen

Research Collection School Of Computing and Information Systems

Access control (AC) is an important security mechanism used in software systems to restrict access to sensitive resources. Therefore, it is essential to validate the correctness of AC implementations with respect to policy specifications or intended access rights. However, in practice, AC policy specifications are often missing or poorly documented; in some cases, AC policies are hard-coded in business logic implementations. This leads to difficulties in validating the correctness of policy implementations and detecting AC defects.In this paper, we present a semi-automated framework for reverse-engineering of AC policies from Web applications. Our goal is to learn and recover role-based access …

Combatting Digital Addiction: Current Approaches And Future Directions, Deniz Cemiloglu, Mohamed Basel Almourad, John Mcalaney, Raian Ali

All Works

In recent years, the notion of digital addiction has become popular. Calls for solutions to combat it, especially in adolescents, are on the rise. Whilst there remains debate on the status of this phenomenon as a diagnosable mental health condition; there is a need for prevention and intervention approaches that encourage individuals to have more control over their digital usage. This narrative review examines digital addiction countermeasures proposed in the last ten years. By countermeasures, we mean strategies and techniques for prevention, harm reduction, and intervention towards addictive digital behaviours. We include studies published in peer-reviewed journals between 2010 and …