Physical Sciences and Mathematics Commons^™

Approximate Methods For Dynamic Portfolio Allocation Under Transaction Costs, Nabeel Butt

Electronic Thesis and Dissertation Repository

The thesis provides robust and efficient lattice based algorithms for solving dynamic portfolio allocation problems under transaction costs. The early part of the thesis concentrates upon developing a toolbox based on multinomial trees. The multinomial trees are shown to provide a reasonable approximation for most popular transaction cost models in the academic literature. The tool, once forged, is implemented in the powerful Mathematica based parallel computing environment. In the second part of the thesis we provide applications of our framework to real world problems. We show re-balancing portfolios is more valuable in an investment environment where the growth and volatility …

Analysis Of Adp-Ribosylation And Protein Sample Preparation By Capillary Electrophoresis, Ming Huang

Electronic Thesis and Dissertation Repository

ADP-ribosylation is one of many biologically important protein post-translational modifications (PTMs) that received considerable research interest in the past decade. The first part of this work presents the analysis of ADP-ribosylation, with special focus on the catalytic domain of an enzyme ARTD-10. The application of capillary electrophoresis (CE) is proposed in this work to separate the in vitro enzymatic mono-ADP-ribosylated ARTD-10 catalytic domain and its unmodified form. Another exciting aspect of CE application with growing interest is the sample preparation. The effectiveness and efficiency for in-vial reaction, in-capillary mixed reaction and on-capillary-tip reaction by performing methyl esterification on phophopeptides were …

An Investigation Into Earthquake Ground Motion Characteristics In Japan With Emphasis On The 2011 M9.0 Tohoku Earthquake, Hadi Ghofrani

Electronic Thesis and Dissertation Repository

In this integrated study, ground-motion characteristics of one of the most devastating earthquakes in history, the 11^th March 2011 Tohoku-oki earthquake (moment magnitude (M) 9.0), are investigated. The investigation centers on developing empirical and simulated-based ground-motion prediction models for this earthquake. These models allow prediction of expected ground motions from large interface (mega-thrust) earthquakes and estimation of their variability due to variability in input parameters, specifically source characteristics (e.g. slip distributions), propagation path, and site effects.

This research work can be divided into two main parts. In the first part, the influence of regional geologic structure, in …

Investigations Of Zeolite Growth By Atomic Force Microscopy (Afm), Donghan Chen

Electronic Thesis and Dissertation Repository

Zeolites are microporous materials that have been used extensively in various fields. A better understanding on their crystallization process is important for their investigations. Atomic force microscopy (AFM) is a powerful tool for studying the growing traces on the crystal surface, providing information regarding the relation between surface events and framework structure. This thesis mainly focuses on the surface investigation of several zeolites and microporous materials. ZSM-11 single crystals were synthesized under hydrothermal conditions, and their crystallization process was monitored by AFM, PXRD, SEM, and SSNMR. SAPO-34 prepared under both HTS and DGC conditions showed morphological differences that are related …

Modeling Sequential Event Times Using Family Data, Balakumar Swaminathan

Electronic Thesis and Dissertation Repository

In genetic epidemiology, families harboring certain genetic mutations are predisposed to successive cancers in their lifetime. This thesis aims to provide reliable estimates of relative risk and age-dependent cumulative risks (penetrance) associated with the mutated gene for successive cancers. We develop a statistical framework for modeling sequential event times arising from family data. A shared frailty model is employed to incorporate the dependence between the two event times. Because families are ascertained through non-random sampling, an ascertainment-corrected retrospective likelihood approach is proposed to account for the non-ignorable sampling design. Simulation studies demonstrate that our proposed method provides unbiased and reliable …

Molecular Dynamics Studies Of Water Flow In Carbon Nanotubes, Alexander D. Marshall

Electronic Thesis and Dissertation Repository

We present classical molecular dynamics (MD) simulations providing insight into the behaviour of water. We focus on confined water, the properties of which are often significantly different from the properties of bulk water.

First, we performed several simulations investigating the handling of long-range interactions in GROMACS [1], a MD simulation package. Selection of simulation protocols such as handling of long-range interactions is often overlooked, sometimes to the significant detriment of the final result [2, 3, 4]. Ensuring that the chosen simulation protocols are appropriate is a critical step in computer simulation.

Second, we performed MD simulations where water flowed between …

Ionothermal Synthesis Of High Silica Zeolites In Deep Eutectic Solvents (Des), Zheng Sonia Lin

Electronic Thesis and Dissertation Repository

Phase-pure high silica zeolites have been synthesized using different deep eutectic solvents for the first time. ZSM-5 was made in tetrapropylammonium bromide/pentaerythritol. The reaction is affected by the amounts of seeding, water content, and organic structure-directing agent (SDA). Sodalite and ZSM-39 were prepared in tetramethylammonium chloride (TMACl)/1, 6-hexanediol by using the mineralizing agents NaOH and NH₄F, respectively. In urea/choline chloride, ZSM-5, Beta, ZSM-39, and ZSM-11 were made by using different organic SDAs in the presence of fluoride. The reaction temperature and the choice of organic SDA affect the type of structures being produced.

The crystallization of ZSM-39 in …

Late Archean Oceans: A Laboratory Model Of Oxygen Oases, Maija J. Raudsepp

Electronic Thesis and Dissertation Repository

A cyanobacterial mat, including associated aerobic and anaerobic heterotrophs, was grown in an airtight chamber to simulate the formation of an oxygen oasis in two different Archean-like environments. In the first experiment, methane added to the ecosystem was rapidly oxidized and then O_2(g) increased to 10%. Photosynthesis resulted in a pH of 9.5 and the precipitation of magnesium-manganese carbonates within the mat. In the second experiment, daily additions of ferrous iron were rapidly oxidized, resulting in ferric hydroxide encrusted mat. The growth of cyanobacteria and iron reducing bacteria resulted in an active redox cycle between ferrous and ferric iron. …

Scanning Electrochemical Microscopy Studies Of Nickel Surfaces And T24 Single Live Cells, Yu Sun

Electronic Thesis and Dissertation Repository

Scanning electrochemical microscopy offers a good insight into nickel surface analysis and human bladder cancer cell studies.

The surface microstructures are related with chemical reactivity by superimposing SECM, SEM and Tof-SIMS images together. Depth scans were exploited for studying chemical reactivity quantitatively by comparison with COMSOL simulation results. Simulation models are described.

Extracellular reactive oxygen species are detected by SECM. Quantitative results were demonstrated by simulation, and concentrations of H₂O₂ and O₂ were acquired. The interaction between cancer cells and vitamin C was investigated. The switch-type behaviour of vitamin C on the PMA-induced ROS burst of …

A Convexity Theorem For Symplectomorphism Groups, Seyed Mehdi Mousavi

Electronic Thesis and Dissertation Repository

In this thesis we study the existence of an infinite-dimensional analog of maximal torus in the symplectomorphism groups of toric manifolds. We also prove an infinite-dimensional version of Schur-Horn-Kostant convexity theorem. These results are extensions of the results of Bao-Raiu, Elhadrami, Bloch-Flachka-Ratiu and Bloch-El Hadrami-Flaschka-Raiu.

Assessing The Potential Health Risk Of Cyanobacteria Harmful Algal Blooms And Cyanotoxins In Lake Naivasha, Kenya, Melissa H. Raffoul

Electronic Thesis and Dissertation Repository

Cyanobacteria harmful algal blooms (cyanoHABs) pose a threat to water quality and human health. The Lake Naivasha, Kenya community expressed concern about these events which prompted this study of influences, characteristics and health impacts of cyanoHABs. While eutrophication of Lake Naivasha was caused by years of nutrient loading from agricultural activities, land use changes and improper sewage treatment, results suggest that lake-wide cyanoHAB formation was controlled by shifts from drought to flood conditions, followed by relative stability. Particulate concentrations of the liver toxin microcystin were less than provisional guidelines; however, our limited knowledge on long-term microcystin impacts is limited and …

A New Web Search Engine With Learning Hierarchy, Da Kuang

Electronic Thesis and Dissertation Repository

Most of the existing web search engines (such as Google and Bing) are in the form of keyword-based search. Typically, after the user issues a query with the keywords, the search engine will return a flat list of results. When the query issued by the user is related to a topic, only the keyword matching may not accurately retrieve the whole set of webpages in that topic. On the other hand, there exists another type of search system, particularly in e-Commerce web- sites, where the user can search in the categories of different faceted hierarchies (e.g., product types and price …

Preoperative Planning Of Robotics-Assisted Minimally Invasive Cardiac Surgery Under Uncertainty, Hamidreza Azimian

Electronic Thesis and Dissertation Repository

In this thesis, a computational framework for patient-specific preoperative planning of Robotics-Assisted Minimally Invasive Cardiac Surgery (RAMICS) is developed. It is expected that preoperative planning of RAMICS will improve the rate of success by considering robot kinematics, patient-specific thoracic anatomy, and procedure-specific intraoperative conditions. Given the significant anatomical features localized in the preoperative computed tomography images of a patient's thorax, port locations and robot orientations (with respect to the patient's body coordinate frame) are determined to optimize characteristics such as dexterity, reachability, tool approach angles and maneuverability. In this thesis, two approaches for preoperative planning of RAMICS are proposed that …

Generating Log File Analyzers, Ilse Leal Aulenbacher

Electronic Thesis and Dissertation Repository

Software testing is a crucial part of the software development process, because it helps developers ensure that the software works correctly and according to stakehold- ers’ requirements and specifications. Faulty or problematic software can cause huge financial losses. Automation of testing tasks can have a positive impact on software development, by reducing costs and minimizing human error. Software testing can be divided into three tasks: choosing test cases, running test cases on the software under test (SUT) and evaluating the test results. To evaluate test results, testers need to examine the output of the SUT to determine if it performed …

Synthesis Of Silicide Nanomaterials Using Chemical Vapour Deposition Method, Hamid Norouzi Banis

Electronic Thesis and Dissertation Repository

Recent research has evidenced that nanotechnology may bring about a material revolution which sweeps through different scientific fields and leads to dramatic changes in the use of natural resources and our everyday life. Compared to their bulk counterparts, the nanomaterials may exhibit significantly improved physical properties by shrinking their size to nanometer scale. Metal silicide are distinguished by their features of combining advantages of both metals and semiconductors which promises superior performance various fields. Despite the progress in the synthesis methods of nanomaterials, it still remains a big challenge in controlled synthesis of 1D silicide nanostructures due to the difficulties …

Security On Medical Wireless Sensor Networks, Eric D. Southern

Electronic Thesis and Dissertation Repository

Wireless technology is fast becoming a very important tool for all aspects of communication. An area that lacks a strong implementation for wireless communication is the medical field. Wireless systems could be used by clinicians to be better able to diagnose and monitor patients. The reason behind the lack of adoption in healthcare is due to the need to meet the legislated and perceived requirements of security and privacy when dealing with clinical information. The current methods of wireless authentication are investigated and an existing issue in mobile networks is described and solved with two novel solutions; one solution within …

The Development Of Organometallic Oboc Peptide Libraries For Use In Molecular Imaging, Dana R. Cruickshank

Electronic Thesis and Dissertation Repository

The discovery of peptide-based targeted imaging agents is hindered by the required addition of a radionuclide that can affect the binding properties of the peptide. Screening of peptide libraries is problematic because they do not take into account the presence of the imaging agent. Herein the development of an organometallic OBOC peptide library that contain a rhenium (I) tricarbonyl-based imaging entity surrogate incorporated directly onto the peptide chain, is reported. Additionally, MALDI tandem mass spectrometry is reported as a method to deconvolute organometallic peptides containing four different rhenium (I) tricarbonyl chelates on the N-terminus of octapeptides. Furthermore, an organometallic OBOC …

Reactivity Of Dimethylplatinum(Ii) Complexes With Peroxides, Kyle R. Pellarin

Electronic Thesis and Dissertation Repository

This thesis describes a study of dimethylplatinum(II) complexes containing bidentate nitrogen donor ligands. This work deals with the oxidative addition of peroxides and focuses on synthesis, characterization and reaction mechanisms of these complexes.

Dimethylplatinum(II) complexes were reacted with oxidants dimethyldioxirane (DMDO), meta-chloroperbenzoic acid (m-CPBA) and phthaloyl peroxide. The use of these oxidants has allowed for the synthesis of novel platinum(IV) complexes by oxidative addition and the formation of unique supramolecular networks. The formation of both trans- and cis-oxidative addition products was controlled by the type of oxidant utilized. By varying the ligand design of the …

Pricing And Trading American Put Options Under Sub-Optimal Exercise Policies, William Wei Xing

Electronic Thesis and Dissertation Repository

No analytical expression has been found for the optimal exercise boundary of finite maturity American put options. This thesis evaluates the performance of approximating the optimal boundary with a class of analytically tractable sub-optimal exercise boundaries which admit known first passage time density functions. The performance is evaluated in two steps, first by computing and comparing the value of the put option under the sub-optimal exercise policy to existing numerical approximation methods such as the binomial price, then by examining the profit/loss of a trader that would result from hedging and trading strategies based on the sub-optimal exercise policy. We …

Reactions Of Platinum Complexes With Dimethylamine-Borane, Shawn M. Robinson

Electronic Thesis and Dissertation Repository

This thesis describes a study of the reactions of platinum complexes with dimethylamine-borane (DMAB) as models for alkane activation. It is concluded that sigma-borane complexes of platinum(II) or platinum(IV) will be difficult to synthesize or even to detect as intermediates in hydride transfer from boranes to platinum.

The complex [PtMe(O₂CCF₃)(bpy)] reacts with DMAB to form an intermediate [PtMeH(bpy)] complex, which undergoes reductive elimination of methane with further degradation to give platinum(0) and free 2,2’-bipyridine. The addition of methyl acrylate to the reaction allowed the trapping of the platinum-hydride, producing [PtCl(CHMeCO₂Me)(bpy)] and [Pt(CHMeCO₂Me) …

Planetary Materials Science And Astrobiology, Matthew R. M. Izawa

Electronic Thesis and Dissertation Repository

Planetary materials contain signatures of diverse processes in their mineralogy, chemistry, textures and assemblages. The record contained in planetary materials reflects the complex and commonly overprinting relationships between many processes. Discerning what mechanisms have operated to produce the rocks we observe requires first a careful characterization of various properties. These include the chemical and structural makeup of the rocks (that is, the mineralogy and mineral chemistry), the textural relations within and between rocks (petrology) Therefore, the key to how the studies here hold together is also in the methodology and guiding philosophy: understanding what is there (what atoms and how …

Migration Behaviour Of Discontinuous Buffers In Capillary Electrophoresis During Protein Enrichment, Ting Li

Electronic Thesis and Dissertation Repository

To enrich protein at sub-microliter sample volumes, our group has developed a discontinuous buffer system which consists of an acid and a base inside a capillary. Upon voltage application, the protein moves towards and stacks at the pH junction. Prior to this work, we only focused on the protein enrichment and have not investigated the migration behaviour of various ions in this system. However, it is important to understand the mechanism of the migration of these ions, because the pH junction formation and further the protein enrichment are based on it. In this work, the ion migration patterns at the …

A Homotopy Theory For Diffeological Spaces, Enxin Wu

Electronic Thesis and Dissertation Repository

Smooth manifolds are central objects in mathematics. However, the category of smooth manifolds is not closed under many useful operations. Since the 1970's, mathematicians have been trying to generalize the concept of smooth manifolds. J. Souriau's notion of diffeological spaces is one of them. P. Iglesias-Zemmour and others developed this theory, and used it to simplify and unify several important concepts and constructions in mathematics and physics.

We further develop the diffeological space theory from several aspects: categorical, topological and differential geometrical. Our main concern is to build a suitable homotopy theory (also called a model category structure) on the …

Further Applications Of Higher-Order Markov Chains And Developments In Regime-Switching Models, Xiaojing Xi

Electronic Thesis and Dissertation Repository

We consider a higher-order hidden Markov models (HMM), also called weak HMM (WHMM), to capture the regime-switching and memory properties of financial time series. A technique of transforming a WHMM into a regular HMM is employed, which in turn enables the development of recursive filters. With the use of the change of reference probability measure methodology and EM algorithm, a dynamic estimation of model parameters is obtained. Several applications and extensions were investigated. WHMM is adopted in describing the evolution of asset prices and its performance is examined through a forecasting analysis. This is extended to the case when the …

The Multicomponent Synthesis Of Pyrroles From Cylcopropane S Using A One Pot Pd(0) Catalyzed Dehydrocarbonylation Protocol, William J. Humenny

Electronic Thesis and Dissertation Repository

Previous work done by the Kerr group has shown that tetrahydro-1,2-oxazines can be efficiently synthesized using a three component coupling reaction between a hydroxylamine, aldehyde and cyclopropane diester. This affords the desired heterocycle efficiently with a wide variety of substitution. When one esters bears an allyl group a Tsuji dehydrocarbonylation reaction may take place resulting in the formation of a 4,5-dihydro-1,2-oxazine. This motif contains a vinylogously acidic proton which is extremely labile and easily deprotonated. Under basic conditions this proton is removed and consequently the N-O bond is cleaved and subsequent condensation occurs forming a pyrrole. Using a sequence of …

The Construction Of Edmond Halley's 1701 Map Of Magnetic Declination, Lori L. Murray

Electronic Thesis and Dissertation Repository

Using the navigational instruments of his time, Edmond Halley collected data during sea voyages of the HMS Paramore. Following these voyages, in 1701 he published a map showing lines of equal magnetic declination. Magnetic declination or variation is the angular difference between magnetic north and geographical or true north for any point on the earth’s surface. The map has been held up by many as an early, and good, example of statistical graphics. Halley did not reveal the data analytic techniques that he used in his map construction and they remain unknown to this day. Using some mathematical tools of …

A Real Options Valuation Of Renewable Energy Projects, Natasha Burke

Electronic Thesis and Dissertation Repository

Due to climate change concerns, high oil prices and nuclear dangers there is increasing support for renewable energy. At the forefront of the debate for government support of renewable energy are wind energy and biofuels. Used primarily for power generation and transportation, respectively, there have been many debates surrounding the reliability and efficiency of these resources. These debates often address the uncertainty in the economic value of the resource through time, however it is often difficult to quantify this uncertainty, which stems from the random behavior of prices and the unpredictable nature of the resource itself.

In this thesis we …

Simultaneous Confidence Intervals For Risk Ratios In The Many-To-One Comparisons Of Proportions, Jungwon Shin

Electronic Thesis and Dissertation Repository

For many-to-one comparisons of independent binomial proportions using their ratios, we propose the MOVER approach generalizing Fieller's theorem to a ratio of proportions by obtaining variance estimates in the neighbourhood of confidence limits for each proportion. We review two existing methods of inverting Wald and score test statistics and compare their performance with the proposed MOVER approach with score limits and Jeffreys limits for single proportions. As an appropriate multiplicity adjustment incorporating correlations between risk ratios, a Dunnett critical value is computed assuming a common, constant correlation of 0.5 instead of plugging in sample correlation coefficients. The simulation results suggest …

Architecture And Stratigraphy Of The Lower Silurian Guelph Formation, Lockport Group, Southern Ontario And Michigan, Candace Brintnell

Electronic Thesis and Dissertation Repository

The Lower Silurian Lockport Group in Ontario and Michigan comprises, in ascending order: Gasport, Goat Island, Eramosa, and Guelph formations. Guelph facies architecture reveals deposition on an underlying carbonate ramp of Eramosa and/or Goat Island carbonates that dipped towards the Appalachian Basin. Temporally, Guelph facies reflect initial open marine transgressive phases that become increasingly restricted marine and karstic upward. Spatially, the facies display the most restricted marine and karstic fabrics in the central portion of the ‘Michigan Basin’ and are most open marine to the east. Newly acquired regional data supports the re-interpretation of the classic Guelph-pinnacle reef models as …

X-Ray Absorption Fine Structure And X-Ray Excited Optical Luminescence Studies Of One-Dimensional Nanomaterials, Lijia Liu

Electronic Thesis and Dissertation Repository

One dimensional nanomaterials have attracted extensive attention in recent years due to their superior electrical, optical, mechanical and chemical properties compared to their bulk counterparts. In this thesis, electronic structure and optical properties of three types of nanomaterials are investigated using synchrotron based X-ray absorption spectroscopy: X-ray absorption fine structure (XAFS) and X-ray excited optical luminescence (XEOL).

Si nanowire arrays are synthesized using electroless chemical etching, and coated with platinum and gold nanoparticles. The interaction between metal nanoparticles and the nanowire substrate is investigated using X-ray absorption near-edge structure (XANES). The luminescence properties of thermally oxidized Si nanostructures, such as …