Physical Sciences and Mathematics Commons^™

A Review On Derivative Hedging Using Reinforcement Learning, Peng Liu

Research Collection Lee Kong Chian School Of Business

Hedging is a common trading activity to manage the risk of engaging in transactions that involve derivatives such as options. Perfect and timely hedging, however, is an impossible task in the real market that characterizes discrete-time transactions with costs. Recent years have witnessed reinforcement learning (RL) in formulating optimal hedging strategies. Specifically, different RL algorithms have been applied to learn the optimal offsetting position based on market conditions, offering an automatic risk management solution that proposes optimal hedging strategies while catering to both market dynamics and restrictions. In this article, the author provides a comprehensive review of the use of …

The Electromagnetic Bayonet: Development Of A Scientific Computing Method For Aperture Antenna Optimization, Michael P. Ingold

Theses and Dissertations

The quiet zone of a radar range is the region over which a transmitted EM field approximates a uniform plane wave to within some finite error tolerance. Any target to be measured must physically fit within this quiet zone to prevent excess measurement error. Compact radar ranges offer significant operational advantages for performing RCS measurements but their quiet zone sizes are constrained by space limitations. In this work, a scientific computing approach is used to investigate whether equivalent-current transmitters can be designed that generate larger quiet zones than a conventional version at short range. A time-domain near-field solver, JefimenkoModels, was …

Green Data Analytics Of Supercomputing From Massive Sensor Networks: Does Workload Distribution Matter?, Zhiling Guo, Jin Li, Ram Ramesh

Research Collection School Of Computing and Information Systems

Energy costs represent a significant share of the total cost of ownership in high performance computing (HPC) systems. Using a unique data set collected by massive sensor networks in a peta scale national supercomputing center, we first present an explanatory model to identify key factors that affect energy consumption in supercomputing. Our analytic results show that, not only does computing node utilization significantly affect energy consumption, workload distribution among the nodes also has significant effects and could effectively be leveraged to improve energy efficiency. Next, we establish the high model performance using in-sample and out-of-sample analyses. We then develop prescriptive …

A Novel Covid-19 Herd Immunity-Based Optimizer For Optimal Accommodation Of Solar Pv With Battery Energy Storage Systems Including Variation In Load And Generation, Sumanth Pemmada, Nita Patne, Divyesh Kumar, Ashwini Manchalwar

Turkish Journal of Electrical Engineering and Computer Sciences

The world has now looked towards installing more renewable energy sources type distributed generation (DG), such as solar photovoltaic DG (SPVDG), because of its advantages to the environment and the quality of power supply it produces. However, these sources' optimal placement and size are determined before their accommodation in the power distribution system (PDS). This is to avoid an increase in power loss and deviations in the voltage profile. Furthermore, in this article, solar PV is integrated with battery energy storage systems (BESS) to compensate for the shortcomings of SPVDG as well as the reduction in peak demand. This paper …

Decomposition Rate As An Emergent Property Of Optimal Microbial Foraging, Stefano Manzoni, Arjun Chakrawal, Glenn Ledder

Department of Mathematics: Faculty Publications

Decomposition kinetics are fundamental for quantifying carbon and nutrient cycling in terrestrial and aquatic ecosystems. Several theories have been proposed to construct process-based kinetics laws, but most of these theories do not consider that microbial decomposers can adapt to environmental conditions, thereby modulating decomposition. Starting from the assumption that a homogeneous microbial community maximizes its growth rate over the period of decomposition, we formalize decomposition as an optimal control problem where the decomposition rate is a control variable. When maintenance respiration is negligible, we find that the optimal decomposition kinetics scale as the square root of the substrate concentration, resulting …

Crow Search Algorithm With Time Varying Flight Length Strategies For Feature Selection, Mohammed Abdullahi, Abdulhameed Adamu, Ibrahim Hayatu Hassan

Future Computing and Informatics Journal

Feature Selection (FS) is an efficient technique use to get rid of irrelevant, redundant and noisy attributes in high dimensional datasets while increasing the efficacy of machine learning classification. The CSA is a modest and efficient metaheuristic algorithm which has been used to overcome several FS issues. The flight length (fl) parameter in CSA governs crows' search ability. In CSA, fl is set to a fixed value. As a result, the CSA is plagued by the problem of being hoodwinked in local minimum. This article suggests a remedy to this issue by bringing five new concepts of time dependent fl …

Scheduling Electric Vehicle Charging For Grid Load Balancing, Zhixin Han, Katarina Grolinger, Miriam Capretz, Syed Mir

Electrical and Computer Engineering Publications

In recent years, electric vehicles (EVs) have been widely adopted because of their environmental benefits. However, the increasing volume of EVs poses capacity issues for grid operators as simultaneously charging many EVs may result in grid instabilities. Scheduling EV charging for grid load balancing has a potential to prevent load peaks caused by simultaneous EV charging and contribute to balance of supply and demand. This paper proposes a user-preference-based scheduling approach to minimize costs for the user while balancing grid loads. The EV owners benefit by charging when the electricity cost is lower, but still within the user-defined preferred charging …

Geo-Distributed Multi-Tier Workload Migration Over Multi-Timescale Electricity Markets, Sourav Kanti Addya, Anurag Satpathy, Bishakh Chandra Ghosh, Sandip Chakraborty, Soumya K. Ghosh, Sajal K. Das

Computer Science Faculty Research & Creative Works

Virtual machine (VM) migration enables cloud service providers (CSPs) to balance workload, perform zero-downtime maintenance, and reduce applications' power consumption and response time. Migrating a VM consumes energy at the source, destination, and backbone networks, i.e., intermediate routers and switches, especially in a Geo-distributed setting. In this context, we propose a VM migration model called Low Energy Application Workload Migration (LEAWM) aimed at reducing the per-bit migration cost in migrating VMs over Geo-distributed clouds. With a Geo-distributed cloud connected through multiple Internet Service Providers (ISPs), we develop an approach to find out the migration path across ISPs leading to the …

Personalizing Student Graduation Paths Using Expressed Student Interests, Nicolas Dobbins, Ali R. Hurson, Sahra Sedigh

Electrical and Computer Engineering Faculty Research & Creative Works

This paper proposes an intelligent recommendation approach to facilitate personalized education and help students in planning their path to graduation. The goal is to identify a path that aligns with a student's interests and career goals and approaches optimality with respect to one or more criteria, such as time-to-graduation or credit hours taken. The approach is illustrated and verified through application to undergraduate curricula at the Missouri University of Science and Technology.

Logistics Planning: Putting Math To Work In A Business Setting, Michael C. Hannan

Senior Projects Spring 2023

The optimization of business procedures benefits all aspects of the product. Maximizing efficiency can lead to more profits for the business, cheaper products for the consumer, and less fuel consumption for the environment. Tracing the history of optimization, we can see that people have always strived for the most efficient way to allocate scarce resources. However, the field of optimization did not blossom until innovations in mathematics allowed us to solve a majority of real world problems. The discovery of linear and nonlinear programming in the 1940s allowed us to optimize problems that were unsolvable before. This paper introduces how …

Peer-To-Peer Energy Trading In Smart Residential Environment With User Behavioral Modeling, Ashutosh Timilsina

Theses and Dissertations--Computer Science

Electric power systems are transforming from a centralized unidirectional market to a decentralized open market. With this shift, the end-users have the possibility to actively participate in local energy exchanges, with or without the involvement of the main grid. Rapidly reducing prices for Renewable Energy Technologies (RETs), supported by their ease of installation and operation, with the facilitation of Electric Vehicles (EV) and Smart Grid (SG) technologies to make bidirectional flow of energy possible, has contributed to this changing landscape in the distribution side of the traditional power grid.

Trading energy among users in a decentralized fashion has been referred …

Data-Driven Reachability Of Non-Linear Systems Via Optimization Of Chen-Fliess Series, Ivan Perez Avellaneda

Graduate College Dissertations and Theses

A reachable set is the set of all possible states produced by applying a set of inputs, initial states, and parameters. The fundamental problem of reachability is checking if a set of states is reached provided a set of inputs, initial states, and parameters, typically, in a finite time. In the engineering field, reachability analysis is used to test the guarantees of the operation’s safety of a system. In the present work, the reachability analysis of nonlinear control affine systems is studied by means of the Chen-Fliess series. Different perspectives for addressing the reachability problem, such as interval arithmetic, mixed-monotonicity, …

Particle Swarm Optimization For High Rigidity Spectrometer, Yicheng Wang

Honors Theses

The goal of this project is to find reliable parameter settings for a multi-dimensional global optimizer to optimize the performance of a large acceptance ion optical system for the requirements of nuclear physics experiments. We develop and test the Particle Swarm Optimization (PSO), a global optimization algorithm designed for continuous multi-dimensional problems, on a large acceptance particle beam separator, the High Rigidity Spectrometer (HRS) at the Facility for Rare Isotope Beams (FRIB), which is a laboratory specializing in the production and experimental study of short-lived nuclear matter. We split the HRS into two sections, the High-Transmission Beamline (HTBL) and the …

Dynamic Data Sample Selection And Scheduling In Edge Federated Learning, Mohamed Adel Serhani, Haftay Gebreslasie Abreha, Asadullah Tariq, Mohammad Hayajneh, Yang Xu, Kadhim Hayawi

All Works

Federated Learning (FL) is a state-of-the-art paradigm used in Edge Computing (EC). It enables distributed learning to train on cross-device data, achieving efficient performance, and ensuring data privacy. In the era of Big Data, the Internet of Things (IoT), and data streaming, challenges such as monitoring and management remain unresolved. Edge IoT devices produce and stream huge amounts of sample sources, which can incur significant processing, computation, and storage costs during local updates using all data samples. Many research initiatives have improved the algorithm for FL in homogeneous networks. However, in the typical distributed learning application scenario, data is generated …

Learning Large Neighborhood Search For Vehicle Routing In Airport Ground Handling, Jianan Zhou, Yaoxin Wu, Zhiguang Cao, Wen Song, Jie Zhang, Zhenghua Chen

Research Collection School Of Computing and Information Systems

Dispatching vehicle fleets to serve flights is a key task in airport ground handling (AGH). Due to the notable growth of flights, it is challenging to simultaneously schedule multiple types of operations (services) for a large number of flights, where each type of operation is performed by one specific vehicle fleet. To tackle this issue, we first represent the operation scheduling as a complex vehicle routing problem and formulate it as a mixed integer linear programming (MILP) model. Then given the graph representation of the MILP model, we propose a learning assisted large neighborhood search (LNS) method using data generated …

Extracting High-Molecular Weight Dna From Cyanobacteria Using Promega's Wizard® Hmw Dna Extraction Kit With A Modified Protocol, Metis, Megan A. Hept, Lesley H. Greene

Chemistry & Biochemistry Faculty Publications

Extraction of high molecular weight (HMW) DNA for long read sequencing with little to no fragmentation and high purity is difficult to acquire from cyanobacterial species. Here we describe a modified method of extraction using Promega's Wizard® HMW DNA Extraction Kit to acquire high molecular weight DNA from cyanobacterial species. The protocol used in the kit is the “3.D. Isolating HMW DNA from Gram-Positive and Gram-Negative Bacteria” protocol. During a key step in the protocol, the lingering remnants of the mucilage layer of the cyanobacterial species is removed, preventing it from sticking to the DNA pellet produced. This customized modification …

Quantum Computing And Its Applications In Healthcare, Vu Giang

OUR Journal: ODU Undergraduate Research Journal

This paper serves as a review of the state of quantum computing and its application in healthcare. The various avenues for how quantum computing can be applied to healthcare is discussed here along with the conversation about the limitations of the technology. With more and more efforts put into the development of these computers, its future is promising with the endeavors of furthering healthcare and various other industries.

Optimal Design And Operation Of Integrated Hydrogen Generation And Utilization Plants, Ijiwole Solomon Ijiyinka

Graduate Theses, Dissertations, and Problem Reports

There are considerable efforts worldwide for reducing the use of fossil fuel for energy production. While renewable energy sources are being increasingly used, fossil fuel still contribute about 80% of the energy used worldwide. As a result, the level of CO₂ is still increasing fast in the atmosphere currently exceeding about 410 parts per million (ppm). For reducing CO₂ build up in the atmosphere, various approaches are being investigated. For the electric power generation sector, two key approaches are post-combustion CO₂ capture and use of hydrogen as a fuel for power generation. These two solutions can also …

On Characterizing Efficient And Properly Efficient Solutions For Multi- Objective Programming Problems In A Complex Space, Alhanouf Alburaikan, Hamiden Abd El-Wahed Khalifa, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

In this paper, a complex non- linear programming problem with the two parts (real and imaginary) is considered. The efficient and proper efficient solutions in terms of optimal solutions of related appropriate scalar optimization problems are characterized. Also, the Kuhn-Tuckers' conditions for efficiency and proper efficiency are derived. This paper is divided into two independently parts: The first provides the relationships between the optimal solutions of a complex single-objective optimization problem and solutions of two related real programming problems. The second part is concerned with the theory of a multi-objective optimization in complex space.

Mitigating Popularity Bias In Recommendation With Unbalanced Interactions: A Gradient Perspective, Weijieying Ren, Lei Wang, Kunpeng Liu, Ruocheng Guo, Ee-Peng Lim, Yanjie Fu

Research Collection School Of Computing and Information Systems

Recommender systems learn from historical user-item interactions to identify preferred items for target users. These observed interactions are usually unbalanced following a long-tailed distribution. Such long-tailed data lead to popularity bias to recommend popular but not personalized items to users. We present a gradient perspective to understand two negative impacts of popularity bias in recommendation model optimization: (i) the gradient direction of popular item embeddings is closer to that of positive interactions, and (ii) the magnitude of positive gradient for popular items are much greater than that of unpopular items. To address these issues, we propose a simple yet efficient …

A Bilevel Optimization Model Based On Edge Computing For Microgrid, Yi Chen, Kadhim Hayawi, Meikai Fan, Shih Yu Chang, Jie Tang, Ling Yang, Rui Zhao, Zhongqi Mao, Hong Wen

All Works

With the continuous progress of renewable energy technology and the large-scale construction of microgrids, the architecture of power systems is becoming increasingly complex and huge. In order to achieve efficient and low-delay data processing and meet the needs of smart grid users, emerging smart energy systems are often deployed at the edge of the power grid, and edge computing modules are integrated into the microgrids system, so as to realize the cost-optimal control decision of the microgrids under the condition of load balancing. Therefore, this paper presents a bilevel optimization control model, which is divided into an upper-level optimal control …

Lemurs Optimizer: A New Metaheuristic Algorithm For Global Optimization, Ammar Kamal Abasi, Sharif Naser Makhadmeh, Mohammed Azmi Al-Betar, Osama Ahmad Alomari, Mohammed A. Awadallah, Zaid Abdi Alkareem Alyasseri, Iyad Abu Doush, Ashraf Elnagar, Eman H. Alkhammash, Myriam Hadjouni

Machine Learning Faculty Publications

The Lemur Optimizer (LO) is a novel nature-inspired algorithm we propose in this paper. This algorithm’s primary inspirations are based on two pillars of lemur behavior: leap up and dance hub. These two principles are mathematically modeled in the optimization context to handle local search, exploitation, and exploration search concepts. The LO is first benchmarked on twenty-three standard optimization functions. Additionally, the LO is used to solve three real-world problems to evaluate its performance and effectiveness. In this direction, LO is compared to six well-known algorithms: Salp Swarm Algorithm (SSA), Artificial Bee Colony (ABC), Sine Cosine Algorithm (SCA), Bat Algorithm …

An Empirical Analysis Of Automl Tools And Techniques With Automated Feature Engineering, Kevin Shi

Electronic Theses and Dissertations

Automated machine learning is an approach to automate the creation of machine learning pipelines and models. The ability to automatically create a machine learning pipeline would allow users without machine learning knowledge to create and use machine learning systems. Existing machine learning practitioners can also use these automated approaches to simplify the creation of machine learning systems. As with any tool, effective evaluations of AutoML tools are necessary to ensure users can select the correct tool for their machine learning task.

Current evaluations of automated machine learning are performed on simple general purpose datasets, and these datasets may be unable …

Low-Reynolds-Number Locomotion Via Reinforcement Learning, Yuexin Liu

Dissertations

This dissertation summarizes computational results from applying reinforcement learning and deep neural network to the designs of artificial microswimmers in the inertialess regime, where the viscous dissipation in the surrounding fluid environment dominates and the swimmer’s inertia is completely negligible. In particular, works in this dissertation consist of four interrelated studies of the design of microswimmers for different tasks: (1) a one-dimensional microswimmer in free-space that moves towards the target via translation, (2) a one-dimensional microswimmer in a periodic domain that rotates to reach the target, (3) a two-dimensional microswimmer that switches gaits to navigate to the designated targets in …

Reconfigurable Intelligent Surfaces And Capacity Optimization: A Large System Analysis, Aris L. Moustakas, George C. Alexandropoulos, Mérouane Debbah

Machine Learning Faculty Publications

Reconfigurable Intelligent Surfaces (RISs), comprising large numbers of low-cost and almost passive metamaterials with tunable reflection properties, have been recently proposed as an enabling technology for programmable wireless propagation environments. In this paper, we present asymptotic closed-form expressions for the mean and variance of the mutual information metric for a multi-antenna transmitter-receiver pair in the presence of multiple RISs, using methods from statistical physics. While nominally valid in the large system limit, we show that the derived Gaussian approximation for the mutual information can be quite accurate, even for modest-sized antenna arrays and metasurfaces. The above results are particularly useful …

Design And Analysis Of Strategic Behavior In Networks, Sixie Yu

McKelvey School of Engineering Theses & Dissertations

Networks permeate every aspect of our social and professional life.A networked system with strategic individuals can represent a variety of real-world scenarios with socioeconomic origins. In such a system, the individuals' utilities are interdependent---one individual's decision influences the decisions of others and vice versa. In order to gain insights into the system, the highly complicated interactions necessitate some level of abstraction. To capture the otherwise complex interactions, I use a game theoretic model called Networked Public Goods (NPG) game. I develop a computational framework based on NPGs to understand strategic individuals' behavior in networked systems. The framework consists of three …

Model-Based Deep Learning For Computational Imaging, Xiaojian Xu

McKelvey School of Engineering Theses & Dissertations

This dissertation addresses model-based deep learning for computational imaging. The motivation of our work is driven by the increasing interests in the combination of imaging model, which provides data-consistency guarantees to the observed measurements, and deep learning, which provides advanced prior modeling driven by data. Following this idea, we develop multiple algorithms by integrating the classical model-based optimization and modern deep learning to enable efficient and reliable imaging. We demonstrate the performance of our algorithms by validating their performance on various imaging applications and providing rigorous theoretical analysis.

The dissertation evaluates and extends three general frameworks, plug-and-play priors (PnP), regularized …

Geometric Algorithms For Modeling Plant Roots From Images, Dan Zeng

McKelvey School of Engineering Theses & Dissertations

Roots, considered as the ”hidden half of the plant”, are essential to a plant’s health and pro- ductivity. Understanding root architecture has the potential to enhance efforts towards im- proving crop yield. In this dissertation we develop geometric approaches to non-destructively characterize the full architecture of the root system from 3D imaging while making com- putational advances in topological optimization. First, we develop a global optimization algorithm to remove topological noise, with applications in both root imaging and com- puter graphics. Second, we use our topology simplification algorithm, other methods from computer graphics, and customized algorithms to develop a high-throughput …

Abm Simulation Model Of A Pandemic For Optimizing Vaccination Strategy, Gibeom Park

Theses and Dissertations

This study presents a process-oriented hybrid model for individuals' immune responses and interactions involving vaccination to describe the trend of contagious disease and estimate the future societal cost. The model considers "recovery" as a non-absorbing state and incorporates various infection stage states including two symptomatic states. To model contagiousness to be consistent with the current pandemic and include that the spread of a disease depends on the mobility of people, we developed an Agent-Based Simulator that fitted to the particular model used in this study and can test various what-if scenarios. We improved the simulator considerably by appying data structures …

Debiasing Cyber Incidents – Correcting For Reporting Delays And Under-Reporting, Seema Sangari

Doctor of Data Science and Analytics Dissertations

This research addresses two key problems in the cyber insurance industry – reporting delays and under-reporting of cyber incidents. Both problems are important to understand the true picture of cyber incident rates. While reporting delays addresses the problem of delays in reporting due to delays in timely detection, under-reporting addresses the problem of cyber incidents frequently under-reported due to brand damage, reputation risk and eventual financial impacts.

The problem of reporting delays in cyber incidents is resolved by generating the distribution of reporting delays and fitting modeled parametric distributions on the given domain. The reporting delay distribution was found to …