Index Catalog // ScholarsArchive@OSU

A power comparison of mutual fund timing and selectivity models under varying portfolio and market conditions

Creator:: Azimi-Zonooz, Aydeen
Abstract:: The goal of this study is to test the accuracy of various mutual fund timing and selectivity models under a range of portfolio managerial skills and varying market conditions. Portfolio returns in a variety of skill environments are generated using a simulation procedure. The generated portfolio returns are based on...
Resource Type:: Dissertation
Full Text:: model achieves the best results in selectivity environments in which managers do not possess timing

Ruin Problems with Risky Investments

Creator:: Loke, Sooie-Hoe
Abstract:: In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses at a constant rate and earns random positive gains at random times. When the surplus is invested in a risky asset following a geometric Brownian...
Resource Type:: Dissertation
Full Text:: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2. CLASSICAL DUAL RISK MODEL

Parameter estimation in system modeling using man-machine interaction and computer learning

Creator:: Wagner, John Arthur
Abstract:: In certain cases in system modeling, parameter search problems are complicated by the availability of scanty and corrupt physical system data and a large number of model parameters. An algorithm using man-machine interaction is presented to attack this type of parameter search problem with the objective of efficiency in the...
Resource Type:: Dissertation
Full Text:: of the parameters of a mathematical system model by comparing real sys- tem data with the system

Urbanization under uncertainty and land use regulations : theory and estimation

Creator:: Cho, Seong-Hoon
Abstract:: This dissertation consists of three papers on land use economics and policies. The first two papers focus primarily on local land use policies and urban development. The third paper addresses the question how environmental amenities affect households' residential choices in a metropolitan area. In the first paper, an option value...
Resource Type:: Dissertation

Numerical simulation of cavitating bubble-laden turbulent flows

Creator:: Shams Sobhani, Ehsan
Abstract:: Many engineering devices and propulsion systems suffer from undesirable effects of cavitation; such as degradation in the efficiency of pumps and turbines, generation of noise and vibration on ship propeller, increased drag and erosion of propeller blade, etc. In spite of decades of research on this problem, detailed study of...
Resource Type:: Dissertation
Full Text:: unstructured grid finite volume solver. Large Eddy Simulation technique with dynamic Smagorinsky subgrid model

The plume model for large utility scale atmospheric fluidized bed combustors

Creator:: Park, Dalkeun
Abstract:: The atmospheric fluidized bed combustor (AFBC) is an alternative to the pulverized coal burner. The size of a utility scale AFBC would be enormous so that the use of large particles is necessary to reduce its size. In modeling the combustion of coal and capture of sulfur released from the...
Resource Type:: Dissertation
Full Text:: The plume model for large utility scale atmospheric

Coupled dynamics of bouys and mooring tethers

Creator:: Idris, Krisnaldi
Abstract:: Time-domain models were developed to predict the response of a tethered buoy subject to hydrodynamic loadings. A coupled analysis of the interaction of a buoy and its mooring is included and three-dimensional response is assumed. External loadings include hydrodynamic forces, tethers tensions, wind loadings and the weight of both cable...
Resource Type:: Dissertation
Full Text:: . Application of the present model to solve a multi-leg/multi-point mooring system is also provided

Unstable jet flow along zonal ridge topography

Creator:: Witter, Donna Lynn
Abstract:: Motivated by observations of locally enhanced sea level variability near steep topographic slopes in regions of strong time-mean flows, effects of zonal ridge topography on zonal oceanic jet flow are investigated. Unstable wave properties and the dynamics of eddy-mean flow interaction are evaluated as a function of topographic geometry using...
Resource Type:: Dissertation

Temporal scale, cover type and climate effects on surface energy and mass exchange

Creator:: Kimball, John S.
Resource Type:: Dissertation
Full Text:: deviated from other models at hourly time-scales, especially on clear days. Model differences were

Steam reforming of hydrocarbons in a microreactor : experiment and modeling

Creator:: Alkhaldi, Khaled H. A. E.
Abstract:: See pdf
Resource Type:: Dissertation
Full Text:: process. The mathematical model was used to unvail the reaction rate parameters. The results confirmed

ScholarsArchive@OSU

A power comparison of mutual fund timing and selectivity models under varying portfolio and market conditions

Ruin Problems with Risky Investments

Parameter estimation in system modeling using man-machine interaction and computer learning

Urbanization under uncertainty and land use regulations : theory and estimation

Numerical simulation of cavitating bubble-laden turbulent flows

The plume model for large utility scale atmospheric fluidized bed combustors

Coupled dynamics of bouys and mooring tethers

Unstable jet flow along zonal ridge topography

Temporal scale, cover type and climate effects on surface energy and mass exchange

Steam reforming of hydrocarbons in a microreactor : experiment and modeling

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