Applied Mathematics Commons^™

The Mathematics Of Financial Portfolio Optimization Incorporating Environmental, Social, And Governance Score Information, Ian Driskill

Master's Theses

We numerically investigate the effects that Environmental, Social, and Governance (ESG) scores have on portfolio optimization with Modern Portfolio Theory assumptions and how ESG scores correlate with the market returns of a rated company's stock. Additionally, we review and analyze a research paper published in the Journal of Financial Economics regarding ESG investing titled “Responsible investing: The ESG-efficient frontier” by Pedersen, Fitzgibbons, and Lukasz. Our overall goal is provide insight for socially responsible inclined investors, to help them understand what ESG scores tell us and how those scores may effect their overall investment returns."

Convergence Estimate Of Minimal Residual Methods And Random Sketching Of Krylov Subspace Methods, Peter Westerbaan

All Dissertations

This study concerns two main issues in numerical linear algebra: convergence estimate of minimal residual methods based on explicit construction of approximate min-max polynomials for in- definite matrices, and development and analysis of Krylov subspace methods using non-orthonormal basis vectors based on random sketching. For a matrix A with spectrum Λ(A), it is well known that the min-max polynomial problem min max |pk (z)| pk ∈Pk, pk (0)=1, z∈Λ(A) is used to bound the relative error of Krylov subspace minimum residual methods or similar methods. For a symmetric positive definite matrix A, the min-max polynomial for the Conjugate Gradient (CG) …

Domain Decomposition Methods For Fluid-Structure Interaction Problems Involving Elastic, Porous, Or Poroelastic Structures, Hemanta Kunwar

All Dissertations

We introduce two global-in-time domain decomposition methods, namely the Steklov-Poincare method and Schwarz waveform relaxation (SWR) method using Robin transmission conditions (or the Robin method), for solving fluid-structure interaction systems involving elastic, porous, or poroelastic structure. These methods allow us to formulate the coupled system as a space-time interface problem and apply iterative algorithms directly to the evolutionary problem. Each time-dependent fluid and the structure subdomain problem is solved independently, which enables the use of different time discretization schemes and time step sizes in the subsystems. This leads to an efficient way of simulating time-dependent multiphysics phenomena. For the fluid-porous …

Approximation Via Degree Reduction Of Nonlinearities With Applications To Turbulent Flows, Flame Fronts, And Magnetohydrodynamics, Matthew Enlow

Dissertations and Doctoral Documents, University of Nebraska-Lincoln, 2023–

We perform an analytical and computational investigation on the effectiveness of a locally bounded truncation function, which we call a calming function, when applied to the nonlinear terms of several dissipative partial differential equations. In particular, the 3D Navier-Stokes equations of incompressible fluid flow, the 2D Kuramoto-Sivashinsky equations of laminar flame fronts, and the 2D MHD-Boussinesq equations of magnetohydrodynamics. Each of these equations have open questions about the global existence and uniqueness of their solutions. These calming functions effectively reduce the algebraic degree of select nonlinear terms, thus one can verify global wellposedness for these "calmed systems." More specifically, in …

Deterministic Global 3d Fractal Cloud Model For Synthetic Scene Generation, Aaron M. Schinder, Shannon R. Young, Bryan J. Steward, Michael L. Dexter, Andrew Kondrath, Stephen Hinton, Ricardo Davila

Faculty Publications

This paper describes the creation of a fast, deterministic, 3D fractal cloud renderer for the AFIT Sensor and Scene Emulation Tool (ASSET). The renderer generates 3D clouds by ray marching through a volume and sampling the level-set of a fractal function. The fractal function is distorted by a displacement map, which is generated using horizontal wind data from a Global Forecast System (GFS) weather file. The vertical windspeed and relative humidity are used to mask the creation of clouds to match realistic large-scale weather patterns over the Earth. Small-scale detail is provided by the fractal functions which are tuned to …

System Identification For Motion Control Of Unmanned Aerial Vehicles Platform, Raj Ramesh Agarwal

Theses and Dissertations

Comprehensive research on Unmanned Aerial Vehicles (UAV) system identification for motion control parameters is presented in this thesis, with a focus on the necessity of precise control and improved performance. Using Pseudorandom Binary Sequence (PRBS) and Normally Distributed Random Numbers, it presents a unique technique for excitation of UAV dynamic systems. It also shows how effective random signals are in time-domain identification for precise control in a range of flying circumstances. The piece of research includes a thorough analysis and implementation of various approaches and its further improvements, highlighting the benefits and drawbacks of each. These approaches include the free …

Generalizations Of The Hardy Spaces And The Schwarz Boundary Value Problem, William L. Blair

Graduate Theses and Dissertations

We prove that many of the boundary properties associated with functions in the classic holomorphic Hardy spaces on the complex unit disk are present in Hardy classes of solutions to certain nonhomogeneous Cauchy-Riemann equations and higher-order generalizations of these equations. Also, we explicitly solve generalizations of the Schwarz boundary value problem on the complex unit disk and the upper-half plane when the boundary condition is in terms of boundary values in the sense of distributions.

Bidding Strategy For A Wind Power Producer In Us Energy And Reserve Markets, Anne Stratman

Department of Electrical and Computer Engineering: Dissertations, Theses, and Student Research

Wind power is one of the world's fastest-growing renewable energy resources and has expanded quickly within the US electric grid. Currently, wind power producers (WPPs) may sell energy products in US markets but are not allowed to sell reserve products, due to the uncertain and intermittent nature of wind power. However, as wind’s share of the power supply grows, it may eventually be necessary for WPPs to contribute to system-wide reserves. This paper proposes a stochastic optimization model to determine the optimal offer strategy for a WPP that participates in the day-ahead and real-time energy and spinning reserve markets. The …

Representation Learning For Generative Models With Applications To Healthcare, Astronautics, And Aviation, Van Minh Nguyen

Theses and Dissertations

This dissertation explores applications of representation learning and generative models to challenges in healthcare, astronautics, and aviation.

The first part investigates the use of Generative Adversarial Networks (GANs) to synthesize realistic electronic health record (EHR) data. An initial attempt at training a GAN on the MIMIC-IV dataset encountered stability and convergence issues, motivating a deeper study of 1-Lipschitz regularization techniques for Auxiliary Classifier GANs (AC-GANs). An extensive ablation study on the CIFAR-10 dataset found that Spectral Normalization is key for AC-GAN stability and performance, while Weight Clipping fails to converge without Spectral Normalization. Analysis of the training dynamics provided further …

Models Of Functional Redundancy In Ecological Communities, Sandra Annie Tsiorintsoa

All Dissertations

Functional redundancy is the number of taxa that perform a given function within a given community. In most systems, high levels of functional redundancy are important, because they contribute to ecosystem stability. However, we currently have very little understanding of why functional redundancy varies among communities. One possible factor that could affect functional redundancy is environmental complexity. Many studies show that simplified ecosystems harbor communities with lower taxon diversity. What is less clear is if this simplicity and lower taxon diversity also affects functional redundancy. To answer this question, we use metacommunity models to explore the connection between environmental complexity …

Interpreting Shift Encoders As State Space Models For Stationary Time Series, Patrick Donkoh

Electronic Theses and Dissertations

Time series analysis is a statistical technique used to analyze sequential data points collected or recorded over time. While traditional models such as autoregressive models and moving average models have performed sufficiently for time series analysis, the advent of artificial neural networks has provided models that have suggested improved performance. In this research, we provide a custom neural network; a shift encoder that can capture the intricate temporal patterns of time series data. We then compare the sparse matrix of the shift encoder to the parameters of the autoregressive model and observe the similarities. We further explore how we can …

Thermogravimetric Analysis And Chemical Kinetics Of Waste Tires, Mahir Mohammed Said

Tanzania Journal of Engineering and Technology (TJET)

The focus of this paper is to analyse the pyrolysis reaction of waste tires. The pyrolysis was studied experimentally using thermal and chemical kinetics. The tires were pyrolyzed using thermogravimetry at a temperature range of 200 to 600°C, with heating rates of 10, 20, and 50°C/min. The activating energy was observed to increase with increased temperature. The highest activating energy was 101.02 kJ/mol at a heating rate of 50°C/min.

Enhanced Post Deposition Annealing Conditions On The Fabrication Of High Quality Thermochromic Vanadium Dioxide Films, Nuru R. Mlyuka

Tanzania Journal of Engineering and Technology (TJET)

Sputter deposition of thermochromic VO2 thin films for smart window applications has been faced with several challenges including the need for high deposition temperature, extremely precise and narrow range of oxygen/argon flow ratio and target poisoning during sputtering. Deposition of VO2 at room temperature without oxygen followed by post-deposition annealing has been cited as one of the potential mitigations to the challenge. In this study, the effects of post-deposition annealing conditions on the structural, electrical and optical properties of VO2 thin films are reported. The films were prepared on soda lime glass substrates using DC magnetron sputtering of metallic vanadium …

Causes And Consequences Of Inefficient Drilling And Blasting In Mine Development Headings: A Case Study Of Hard Rock Gold Mining Operations In Northern Tanzania, George Bennett

Tanzania Journal of Engineering and Technology (TJET)

Despite the introduction of the perimeter blasting technique at the Tulawaka Gold Mine, the mine continued to suffer from an overbreak of mine development headings, with an average overbreak of 24% every 22 m, which is approximately twice the acceptable 10% overbreak. The causes of this problem include ineffective drilling practices and uneven and excessive charging of explosives, resulting in a slightly high powder factor of 3.94 kg/m3 instead of 3.8 kg/m3, as per the design. The problem of overbreak resulted in ore dilution, a longer mine development cycle time and additional costs of approximately US$ 45 per cut, especially …

Design And Optimization Of An Azeotropic Distillation Pilot Plant For The Production Of Pure Ethanol, Samwel V. Manyele

Tanzania Journal of Engineering and Technology (TJET)

This study aimed to design an azeotropic distillation plant using Aspen Plus® V10 software and determine optimal process conditions for producing pure ethanol greater than 95% from pre-concentrated near-azeotropic ethanol-water solution. The non-random two-liquid Redlich-Kwong thermodynamic model was the base method for property analysis and performance prediction. Modelling and simulation of the converged process were conducted for fixed column variables (R = 5, N = 12 and p = 1 atm). Plant operating parameters were varied in the range of 0 to 1 for the pre-heater vapour fraction, 2 to 10 for the column feed plates (NFP), 2 to 6 …

Optimization Pump As Turbine Coupled To A Self-Excited Induction Generator Using Multi-Objective Genetic Algorithm, Emanuel J. Nyirenda

Tanzania Journal of Engineering and Technology (TJET)

As a way of accelerating the deployment of affordable and clean renewable energy generation technologies, applying a pump working as a turbine coupled to a self-excited induction generator is gaining popularity in various areas including energy recovery and micro hydro systems. However, it is currently challenging to predict the performance of the PAT-SEIG system and there is no agreed-upon rule on the selection of the appropriate system to be installed at a particular site. This paper has presented multi-objective optimization to select the best operating point of the PAT-SEIG system. The results show that the peak efficiencies for the PAT …

Evaluation Of Cybersecurity In Remote Working Settings For Mobile Network Operators, Victoria Mahabi

Tanzania Journal of Engineering and Technology (TJET)

Cybersecurity has increasingly been a primary concern to people as technology advances and allows them to work remotely. This study thus evaluated the cybersecurity posture for organisations that have opted for remote working culture, whereas emerging cyber threats, practices to combat them, and appropriate guidelines for managing cyber threats were discussed. The study used a descriptive design with a quantitative approach from 118 information technology personnel working for Tanzania's three major mobile network operators (MNOs). SPSS analysed the collected data. The study revealed that predominant cyber-threats affecting MNOs in remote working include human errors, phishing attacks, malicious domains, denial of …

Sol-Gel Synthesis And Microstructure Characterization Of Nio-Tio2 Semiconductor, Godlisten N. Shao

Tanzania Journal of Engineering and Technology (TJET)

NiO-TiO2 is a fascinating p-n semiconducting binary metal oxide with unique electronic and optical properties. The NiO-TiO2 has been synthesized using complicated preparation methods and expensive precursors that hamper their large-scale production. The present study reports the preparation of NiO-TiO2 semiconductor with improved physicochemical properties. NiO-TiO2 samples were prepared through one-pot sol-gel synthesis process followed by sintering of the as-synthesized materials at temperatures ranging from 600 to 1000 °C. The role of thermal treatment and NiO content on the microstructures was exquisitely studied. The microstructure of the NiO-TiO2 samples was examined by Raman spectroscopy, XRD, XRF, SEM-EDAX, high resolution TEM, …

General Hydrogeochemical Characterization Of Groundwater In Coastal Aquifers Of Kilwa Kisiwani Oceanic Island, South East Tanzania, Simon R Melchioly

Tanzania Journal of Engineering and Technology (TJET)

The main objective of this study was to determine the hydrogeochemical processes controlling the groundwater chemistry on the Island and assess its suitability for human consumption and irrigation. The methodology used in the study include hydrogeological assessment of the study area and laboratory analysis for general physico-chemical parameters of groundwater. Other parameters such as Soluble sodium percentage (SSP) or % Na+, Sodium Adsorption Ratio (SAR), Magnesium adsorption ratio (MAR), Residual sodium carbonate (RSC), hydrochemical facies classification, and Water Quality Index (WQI) were calculated using empirical formulae. The effects of salinization of groundwater were classified using the chloride-Bicarbonate (Cl/HCO3) and the …

Optimal Load Shedding During Service Restoration In Electrical Secondary Distribution Network Based On Reinforcement Learning, Rukia J. Mwifunyi

Tanzania Journal of Engineering and Technology (TJET)

Increased stress in traditional power systems results in blackouts due to voltage instability attributed to a mismatch between available capacity and load demand, especially in distribution networks. Service restoration schemes are designed to return power supply to the affected parts of the networks. The availability of insufficient supply is a complex problem that requires operational experience or an automatic system. The stochastic nature of load demand significantly impacts service restoration as it results in increased restored demand in case a fault occurs during off-peak hours and helps reduce overload if the fault occurs during peak hours. The study adopts an …