Physical Sciences and Mathematics Commons^™

Modeling And Quasi-Monte Carlo Simulation Of Risk In Credit Portfolios, Bo Ren

Dissertations

Credit risk is the risk of losing contractually obligated cash flows promised by a counterparty such as a corporation, financial institution, or government due to default on its debt obligations. The need for accurate pricing and hedging of complex credit derivatives and for active management of large credit portfolios calls for an accurate assessment of the risk inherent in the underlying credit portfolios. An important challenge for modeling a credit portfolio is to capture the correlations within the credit portfolio. For very large and homogeneous portfolios, analytic and semi-analytic approaches can be used to derive limiting distributions. However, for portfolios …

Virtual World Commerce Adoption (Vwca) : A Case Study Of Second Life Investigating The Impacts Of Perceived Affordances, Trust, And Need Satisfaction, Kamolbhan Olapiriyakul

Dissertations

Virtual worlds are computer-simulated worlds in which multi-players can simultaneously interact in a rich graphical environment. The development of virtual worlds, along with the massive growth of users, creates opportunities for business organizations. This dissertation involves many studies regarding virtual world adoption in business by virtual consumers.

Most of the research in Information Systems (IS) was conducted investigating factors influencing technology adoption, such as ease of use and usefulness, subjective norms and behavioral controls, self-efficacy, performance and effort expectancy, flow, etc. However, most of these research studies focused neither on design aspects related to affordances nor users' goal-oriented behaviors, such …

Development Of Pharmacophore And Comfa Study Of Rigid And Flexible Sigma 2 Receptor Ligands, Hemantbhai Patel

Theses

In the present study a pharmacophore and CoMFA model was derived for sigma 2 (62) receptors by using Sybyl 7.2 Software Package. The CoMFA studies used 22 bioactive molecules as a training set and 4 molecules as a test set for the o2 receptor ligands. The geometries and electrostatic charges of all molecules were calculated using various levels of calculations. The geometry optimization and electrostatic charges of all 26 molecules were performed by using semiemprical AM1, ab initio HF/6-31G* and density functional B3LYP/6-31G* in Gaussian 98. The pharmacophore model was derived by using Distance Comparisions (DISCOtech) from 4 partially to …

Making Sense Of Software Development And Personality Types, Luiz Fernando Capretz, Faheem Ahmed Dr.

Electrical and Computer Engineering Publications

No abstract provided.

Social Group Discovery Using Using Co-Location Traces, Steve Mardenfeld

Theses

Social information can be used to enhance existing applications and services or can be utilized to devise entirely new applications. Examples of such applications include recommendation systems, peer-to-peer networks, opportunistic data dissemination in ad hoc networks, or mobile friend finder. Social information can be collected from either online or mobile sources.

This thesis focuses on identifying social groups based on data collected from mobile phones. These data can be either location or co-location traces. Unfortunately, location traces require a localization system for every mobile device, and users are reluctant to share absolute location due to privacy concerns. On the other …

The Bernstein Problem For Embedded Surfaces In The Heisenberg Group H, Donatella Danielli, Nicola Garofalo, Duy-Minh Nhieu, Scott D. Pauls

Dartmouth Scholarship

In the paper [13] we proved that the only stable C 2 minimal surfaces in the first Heisenberg group H 1 which are graphs over some plane and have empty characteristic locus must be vertical planes. This result represents a sub-Riemannian version of the celebrated theorem of Bernstein. In this paper we extend the result in [13] to C 2 complete em-bedded minimal surfaces in H 1 with empty characteristic locus. We prove that every such a surface without boundary must be a vertical plane. This result represents a sub-Riemannian coun-terpart of the classical theorems of Fischer-Colbrie and Schoen, [16], …

In Silico Prediction Of Non-Coding Rnas Using Supervised Learning And Feature Ranking Methods, Stephen J. Griesmer

Theses

This thesis presents a novel method, RNAMultifold, for development of a non-coding RNA (ncRNA) classification model based on features derived from folding the consensus sequence of multiple sequence alignments using different folding programs: RNAalifold, CentroidFold, and RSpredict. The method ranks these folding features according to a Class Separation Measure (CSM) that quantifies the ability of the features to differentiate between samples from positive and negative test sets. The set of top-ranked features is then used to construct classification models: Naive Bayes, Fisher Linear Discriminant, and Support Vector Machine (SVM). These models are compared to the performance of the same models …

U.S.-Globec: Nwa Georges Bank: Effects Of Climate Variability On Calanus Dormancy Patterns And Population Dynamics In The Northwest Atlantic, Jeffrey A. Runge

University of Maine Office of Research Administration: Grant Reports

Calanoid copepods are key organisms throughout the world's oceans, consuming primary and secondary production at high rates, and serving as prey for invertebrates, larval and small pelagic fish, seabirds, and marine mammals. Many of the most abundant copepods in temperate and high latitudes, including Calanus finmarchicus in the Northwest Atlantic, can spend part of their life cycle in dormancy, a state of suppressed development. During dormancy, copepods escape unproductive surface waters and reside in deep water for several months, after which they emerge and migrate to the surface, usually prior to the spring bloom. The timing and abundance of copepods …

Robustness Of Approaches To Roc Curve Modeling Under Misspecification Of The Underlying Probability Model, Sean Devlin, Elizabeth Thomas, Scott S. Emerson

UW Biostatistics Working Paper Series

The receiver operating characteristic (ROC) curve is a tool of particular use in disease status classification with a continuous medical test (marker). A variety of statistical regression models have been proposed for the comparison of ROC curves for different markers across covariate groups. A full parametric modeling of the marker distribution has been generally found to be overly reliant on the strong parametric assumptions. Pepe (2003) has instead developed parametric models for the ROC curve that induce a semi-parametric model for the marker distributions. The estimating equations proposed for use in these ROC-GLM models may differ from commonly used estimating …

On The Convergence Of An Implicit Iterative Process For Generalized Asymptotically Quasi-Nonexpansive Mappings, Ravi P. Agarwal, Xiaolong Qin, Shinmin Kang

Mathematics and System Engineering Faculty Publications

The purpose of this paper is to introduce and consider a general implicit iterative process which includes Schu's explicit iterative processes and Sun's implicit iterative processes as special cases for a finite family of generalized asymptotically quasi-nonexpansive mappings. Strong convergence of the purposed iterative process is obtained in the framework of real Banach spaces.

Starships & The Physics Of Interstellar Travel, Shane L. Larson

Public Talks

No abstract provided.

Identification And Quantitation Of 3,4-Methylenedioxy-N-Methylamphetamine (Mdma, Ecstasy) In Human Urine By 1h Nmr Spectroscopy. Application To Five Cases Of Intoxication, Jonathan Liu, John Decatur, Gloria Proni, Elise Champeil

Publications and Research

Identification of 3,4-methylenedioxy-N-methylamphetamine (MDMA, ecstasy) in five cases of intoxication using nuclear magnetic resonance (NMR) spectroscopy of human urine is reported. A new water suppression technique PURGE (Presaturation Utilizing Relaxation Gradients and Echoes) was used. A calibration curve was obtained using spiked samples. The method gave a linear response (correlation coefficient of 0.992) over the range 0.01–1 mg/mL. Subsequently, quantitation of the amount of MDMA present in the samples was performed. The benefit and reliability of NMR investigations of human urine for cases of intoxication with MDMA are discussed.

Poly[[(Μ-2,2'-Bipyrimidine-Κ4N1,N1':N3,N3')(Μ-Sulfato-Κ2O:O')Zinc(Ii)] Monohydrate], Aaron Oxendine, Jennifer Kelley, Leroy Peterson Jr., Mark D. Smith, Hans-Conrad Zur Loye

Faculty Publications

In the title compound, {[Zn(SO₄)(C₈H₆N₄)]·H₂O}_n, the Zn^II atom is in a distorted octahedral environment. The Zn^II atoms are bridged by both 2,2'-bipyrimidine and sulfate ligands, thus forming a three-dimensional polymeric metal-organic solid that contains uncoordinated water molecules in the interstitial space. O-HO hydrogen bonding consolidates the crystal structure.

Algal Biofuel, Jan. 29, 2010, Harry Reid Center, University Of Nevada, Las Vegas

Biofuels

News in Brief

1. Washington State University on track for $2 million algae research appropriation. (July 10, 2009)

2. $2 million for clean energy algae biofuels research at Washington State University in the fiscal year 2010 Senate Energy and Water Development appropriations bill has been included in the final version of the spending bill. (2010)

3. Department of Energy Announces Inaugural ARPA-E Energy Innovation Summit. Washington DC. March 1-3 (Jan 7, 2010)

4. Department of Energy to Invest $366M in Energy Innovation Hubs (Dec. 22, 2009)

5. Catilin Contributes Key Extraction, Sequestration and Conversion Technologies to NAABB Consortium Developing Algal …

Algal Biofuel, [Jan. 21, 2010], Harry Reid Center, University Of Nevada, Las Vegas

Biofuels

News in Brief

1. UVa engineers find significant environmental impacts with algae-based biofuel (Jan-21, 2010)

Connections To The Cosmos: The Search For Life Beyond Earth, Shane L. Larson

Public Talks

No abstract provided.

Kriging Puerto Rico Rainfall, Gary B. Hughes

Gary B. Hughes

In Earth science research, climatic conditions can have significant effects on dynamic processes. For example, the growth of forests is affected by temperature, rainfall and other climatic variables. However, these climate parameters are rarely measured at the forest stands whose growth is being investigated. The climate conditions are measured at nearby weather stations, though, and it is a common approach to use the weather station data to ‘predict’ the climate at the study site

Surviving Mass Extinction By Bridging The Benthic/Planktic Divide, Kate Darling, Ellen Thomas, Simone Kasemann, Heidi Seears, Christopher Smart, Christopher Wade

Ellen Thomas

Evolution of planktic organisms from benthic ancestors is commonly thought to represent unidirectional expansion into new ecological domains, possibly only once per clade. For foraminifera, this evolutionary expansion occurred in the Early–Middle Jurassic, and all living and extinct planktic foraminifera have been placed within 1 clade, the Suborder Globigerinina. The subsequent radiation of planktic foraminifera in the Jurassic and Cretaceous resulted in highly diverse assemblages, which suffered mass extinction at the end of the Cretaceous, leaving an impoverished assemblage dominated by microperforate triserial and biserial forms. The few survivor species radiated to form diverse assemblages once again in the Cenozoic. …

Superheating Of Ice Crystals In Antifreeze Protein Solutions, Yeliz Celik, Laurie A. Graham, Yee-Foong Mok, Maya Bar, Peter L. Davies, Ido Braslavsky

Physics Faculty Research

It has been argued that for antifreeze proteins (AFPs) to stop ice crystal growth, they must irreversibly bind to the ice surface. Surface-adsorbed AFPs should also prevent ice from melting, but to date this has been demonstrated only in a qualitative manner. Here we present the first quantitative measurements of superheating of ice in AFP solutions. Superheated ice crystals were stable for hours above their equilibrium melting point, and the maximum superheating obtained was 0.44 °C. When melting commenced in this superheated regime, rapid melting of the crystals from a point on the surface was observed. This increase in melting …

The Camassa-Holm Hierarchy And Soliton Perturbations, Georgi Grahovski, Rossen Ivanov

Conference papers

The theory of soliton perturbations is considered. The focus is on the usefulness of the so-called Generalised Fourier Transform (GFT). This is a method that involves expansions over the complete basis of “squared solutions” of the spectral problem, associated to the soliton equation. The Inverse Scattering Transform for the corresponding hierarchy of soliton equations can be viewed as a GFT where the expansions of the solutions have generalised Fourier coefficients given by the scattering data. The GFT provides a natural setting for the analysis of small perturbations to an integrable equation: starting from a purely soliton solution one can ’modify’ …

Segmentation Of Thermographic Images Of Hands Using A Genetic Algorithm, Payel Ghosh, Judith Gold, Melanie Mitchell

Computer Science Faculty Publications and Presentations

This paper presents a new technique for segmenting thermographic images using a genetic algorithm (GA). The individuals of the GA also known as chromosomes consist of a sequence of parameters of a level set function. Each chromosome represents a unique segmenting contour. An initial population of segmenting contours is generated based on the learned variation of the level set parameters from training images. Each segmenting contour (an individual) is evaluated for its fitness based on the texture of the region it encloses. The fittest individuals are allowed to propagate to future generations of the GA run using selection, crossover and …

Graph-Based Global Illumination, Brian C. Ricks

Theses and Dissertations

The slow render times of global illumination algorithms make them impractical in most commercial and academic settings. We propose a novel framework for calculating the computational complexity of global illumination algorithms and show that no other recent improvements have reduced this complexity. We further show that many algorithms use a tree as their rendering paradigm. We propose a new rendering algorithm, pipe casting, which calculates light paths using a graph instead of a tree. Pipe casting significantly reduces both computational complexity and actual render time of rendering. Using an L2 pixel-wise error comparison, on average our algorithm can render a …

Photodissociation Of Ozone In The Hartley Band: Potential Energy Surfaces, Nonadiabatic Couplings, And Singlet/Triplet Branching Ratio, Reinhard Schinke, George C. Mcbane

Peer Reviewed Articles

The lowest five ¹A'states of ozone, involved in the photodissociation with UV light, are analyzed on the basis of multireference configuration interaction electronic structure calculations with emphasis on the various avoided crossings in different regions of coordinate space. Global diabatic potential energy surfaces are constructed for the lowest four states termed X, A, B, and R. In addition, the off-diagonal potentials that couple the initially excited state B with states R and A are constructed to reflect results from additional electronic structure calculations, including the calculation of nonadiabatic coupling matrix elements. The A/X and A/R couplings are also …

Judy Reservoir Monitoring Project 2010 Final Report, Robin A. Matthews, Joan Vandersypen, Rachael D. (Rachael Dawn) Gravon, Jessie Rosanbalm

Judy Reservoir

The purpose of this study was to identify and count the phytoplankton in water samples collected from Judy Reservoir, and measure other standard biological and chemical parameters. Water quality data and algae counts have been collected on a weekly basis since October 2006; annual data summaries were sent to the Skagit Public Utility District No. 1 in 2007 and 2008.

(rev. Feb 18, 2010)

Evaluation Of Striped Bass Stocks In Virginia, Monitoring And Tagging Studies, 2005-2009 Annual Report, 1 September 2008 - 31 August 2009, Philip W. Sadler, Matthew W. Smith, John M. Hoenig, Robert E. Harris, Lydia M. Goins, Rebecca J. Wilk

Reports

This report presents the results of striped bass (Morone saxatilis) tagging and monitoring activities in Virginia during the period 1 September 2008 through 31 August 2009. It includes an assessment of the biological characteristics of striped bass taken from the 2009 spring spawning run, estimates of annual survival and fishing mortality based on annual spring tagging, and the results of the study that documents the prevalence of mycobacterial infections of striped bass in Chesapeake Bay. The information contained in this report is required by the Atlantic States Marine Fisheries Commission and is used to implement a coordinated management plan for …

Chasing Cosmic Bullets: The Pierre Auger Experiment, Angela Olinto

IMSA Great Minds Program ®

The most energetic particles in the universe are ultra-high energy cosmic rays. Millions of times more powerful than anything produced by man-made accelerators, their origin has been a mystery for about a century. Over the last several years, an international collaboration of 18 countries joined forces to solve this mystery by building the Pierre Auger Observatory. Spread over 3,000 square kilometers in western Argentina, the observatory was recently inaugurated. During its construction, the observatory gathered enough of these rare particles to find the first clues to their origin. The most energetic of these particles tend to point to cosmologically nearby …

The California Planet Survey. Ii. A Saturn-Mass Planet Orbiting The M Dwarf Gl 6491, John Asher Johnson, Andrew W. Howard, Geoffrey W. Marcy, Brendan P. Bowler, Gregory W. Henry, Debra A. Fischer, Kevin Apps, Howard Isaacson, Jason T. Wright

Information Systems and Engineering Management Research Publications

We report precise Doppler measurements of the nearby (d = 10.34 pc) M dwarf Gl 649 that reveal the presence of a planet with a minimum mass M_P sin i = 0.328 M_Jup in an eccentric (e = 0.30), 598.3 day orbit. Our photometric monitoring reveals Gl 649 to be a new variable star with brightness changes on both rotational and decadal timescales. However, neither of these timescales are consistent with the 600 day Doppler signal and so provide strong support for planetary reflex motion as the best interpretation of the observed radial velocity variations. Gl …

Simple, Efficient Estimators Of Treatment Effects In Randomized Trials Using Generalized Linear Models To Leverage Baseline Variables, Michael Rosenblum, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we …

Targeted Maximum Likelihood Estimation Of The Parameter Of A Marginal Structural Model, Michael Rosenblum, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Targeted maximum likelihood estimation is a versatile tool for estimating parameters in semiparametric and nonparametric models. We work through an example applying targeted maximum likelihood methodology to estimate the parameter of a marginal structural model. In the case we consider, we show how this can be easily done by clever use of standard statistical software. We point out differences between targeted maximum likelihood estimation and other approaches (including estimating function based methods). The application we consider is to estimate the effect of adherence to antiretroviral medications on virologic failure in HIV positive individuals.

Ordered Magnesium-Lithium Alloys: First-Principles Predictions, Richard H. Taylor, Gus L. W. Hart, Stefano Curtarolo

Faculty Publications

Magnesium-lithium (Mg-Li) alloys are among the lightest structural materials. Although considerable work has been done on the Mg-Li system, little is known regarding potential ordered phases. A first and rapid analysis of the system with the high-throughput method reveals an unexpected wealth of potentially stable low-temperature phases. Subsequent cluster expansions constructed for bcc and hcp superstructures extend the analysis and verify our high-throughput results. Of particular interest are those structures with greater than 13 at. % lithium, as they exhibit either partial or complete formation as a cubic structure. Order-disorder transition temperatures are predicted by Monte Carlo simulations to be …