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...
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...
Directional wave spectra have been estimated in this study based
upon simultaneous subsurface measurements of current and pressure.
Two previously developed methods, the stochastic and deterministic
approaches, have been reviewed and restudied. It is demonstrated by
means of the Correlation Theorem that the stochastic and deterministic
approaches are, under certain...
Quantitative habitat models of wildlife-habitat relationships are developed to
formalize our current understanding about an ecological system. A habitat
association model is one of these models that is useful for answering questions
about how the habitat is occupied, how much growth habitat is required by the
animal, or how the...
A new second order accurate nonuniform grid spacing technique which does not
depend on supraconvergence is developed for Finite Difference Time Domain (FDTD)
simulation of general three dimensional structures. The technique is useful for FDTD
simulations of systems which require finer details in small regions of the simulation space by...
In this thesis, we investigate the problem of simulating Maxwell's equations in dispersive dielectric media. We begin by explaining the relevance of Maxwell's equations to
21st century problems. We also discuss the previous work on the numerical simulations of
Maxwell's equations. Introductions to Maxwell's equations and the Yee finite difference...
Occurrence of human error in highly complex systems, such as a cockpit, can be
disastrous and/or overwhelmingly costly. Mismanagement of multiple concurrent
tasks has been observed by researchers to be a type of repetitive human error in
previous studies of accidents and incidents. This error may occur in the form...