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Title: INFORMATION OF MARKET EFFICIENCY, VOLATILITY, VOLUME, AND TREND FROM LIMIT ORDER BOOK
Creator: LI, SHOUHAO
Date: 2019
Description: This study mainly focuses on a series of topics within high frequency data of aprivate limit order book from NASDAQ. The interest of our...
Show moreThis study mainly focuses on a series of topics within high frequency data of aprivate limit order book from NASDAQ. The interest of our research first comes from thefamous classical theory “Efficient Market Hypothesis (EMH)”. Given the existence of aseparate market in which high frequency traders compete together under today’senvironment, we show that this market is quite adaptive rather than efficient since thestatistical quantity measuring market efficiency will have fluctuating values in differenttime point, confirmed in our study. Then we explore the linkage between high frequency cancelling activity and marketshort-term volatility (quote volatility). The findings for this topic until now are rather notconclusive yet. In our design, we first use Grange Causality test. It turns out realizedvolatility and cancelling activity granger cause each other, and cancelling activitycontributes tremendously to volatility forecasting. Then we fit our data in a generic ofARCH models to establish the predictability of realized volatility by cancellinginformation. Finally, we take advantage of the cancelling activity to predict real timetrading. We use the VIXY which is an ETF of VIX and focuses on short term performance.We find that the ask side of high frequency trading activities has far more significant impactfor both the level of VIXY and return of VIXY, while the bid side seems to be trivial. At last, we analyze the role of traded volume and trend in technical analysis. Theusefulness of technical analysis has been confirmed in the beginning part of this study byrejecting EMH, then a continuing topic for we to discuss is possible variables which couldcontribute to technical analysis. As known to finance literature, volume is frequently takento validify the trend of stock or discover the reversal of the trend. But now there is oppositeopinion maintaining that the role of volume has become trivial. Our findings complementprevious researches and confirm both the usefulness and the fading of such usefulness oftraded volume.
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Title: ACTIVE LEARNING WITH RICH FEEDBACK
Creator: Sharma, Manali
Date: 2017, 2017-07
Description: One of the goals of artificial intelligence is to build predictive models that can learn from examples and make predictions. Predictive models...
Show moreOne of the goals of artificial intelligence is to build predictive models that can learn from examples and make predictions. Predictive models are useful in many domains and applications such as predicting fraud in credit card transactions, predicting whether a patient has heart-disease, predicting whether an email is a spam, predicting crime, recognizing images, recognizing speech, and many more. Building predictive models often requires supervision from a human expert. Since there is a human in the loop, the supervision needs to be as resource-efficient as possible to save the human’s time, cost, and effort in providing supervision. One solution to make the supervision resource-efficient is active learning, in which the active learner interacts with the human to acquire supervision, usually in the form of labels, for a few selected examples to effectively learn a function that can be used to make predictions. In this thesis, I explore more intuitive and effective use of human supervision through richer interactions between the human expert and the learner, so that the human can understand the learner’s reasoning for querying examples, and provide information beyond just the labels for examples. Traditional active learning approaches select informative examples for labeling, but the human does not get to know why those examples are useful to the learner. While interacting with the learner to annotate examples, humans can provide rich feedback, such as provide their prior knowledge and understanding of the domain, explain certain characteristics of the data, suggest important attributes of the data, give rationales for why an example belongs to a certain category, and provide explanations by pointing out features that are indicative of certain labels. The challenge, however, is that traditional supervised learning algorithms can learn from labeled examples, but they are not equipped to readily absorb the rich feedback. In this thesis, we enable the learner to explain its reasons for selecting instances and devise novel methods to incorporate rich feedback from humans into the training of predictive models. Specifically, I build and evaluate four novel active learning frameworks to enrich the interactions between the human and learner. First, I introduce an active learning framework to reveal the learner’s perception of informative instances. Specifically, we enable the learner to provide its reasons for uncertainty on examples and utilize the learner’s perception of uncertainty to select better examples for training the predictive models. Second, I introduce a framework to enrich the interaction between the human and learner for document classification task. Specifically, we ask the human to annotate documents and provide rationales for their annotation by highlighting phrases that convinced them to choose a particular label for a document. Third, I introduce a framework to enrich the interaction between the human and learner for the aviation domain, where we ask subject matter experts to examine flights and provide rationales for why certain flights have safety concerns. Fourth, I introduce a framework to enrich the interaction between the human and learner for document classification task, where we ask humans to provide explanations for classification by highlighting phrases that reinforce their belief in the document’s label and striking-out phrases that weaken their belief in the document’s label. We show that enabling richer interactions between the human and learner and incorporating rich feedback into learning lead to more effective training of predictive models and better utilization of human supervision.
Ph.D. in Computer Science, July 2017
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Title: REPLENISHiE THE VOID
Creator: Monteleagre, Ryan
Date: 2012-12-02, 2012-12
Description: When a site’s program becomes detrimental to the area, should it be deconstructed and completely rebuilt? Or could the celebration,...
Show moreWhen a site’s program becomes detrimental to the area, should it be deconstructed and completely rebuilt? Or could the celebration, preservation and integration of the site’s history yield a much more sustainable, successful and ultimately satisfying result? If the area has fallen into urban blight, can this serve as a catalyst for urban renewal? Can focusing on such projects eventually lead to more sustainable and safer cities while cutting down on urban sprawl? The Union Stock Yards in Chicago was once the center of the meat packing industry in America, at one point the most productive in the world. Famous for its massive size, terrible working conditions and struggle for labor rights, the Stockyards had enormous effects on its surrounding neighborhoods which are still being felt today. The site has since been gutted and is currently an industrial park. This has created a gaping hole in the urban fabric, and much of it is still abandoned, resulting in an urban wasteland. This project uses the troubled history of the site positively and adaptively reuses the Chiappetti Lamb and Veal building. Taking cues from the site’s history as a food producer, an urban farm will offer both fresh produce and jobs for residents of the area. An on site market will be added which will sell locally grown produce, create more jobs and act as a potential draw for residents within and outside the district. Given the infamous history of the stockyards, a Museum of Labor Rights is an appropriate addition. This will attract people from outside the site’s immediate surroundings and preserve the gradually disappearing history of the district. This catalyst for urban renewal in the New City neighborhood of Chicago will be the first phase of the masterplan envisioned for the Union Stock Yard site.
M.S. in Architecture, December 2012
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Title: ANYTIME ACTIVE LEARNING DISSERTATION
Creator: Ramirez Loaiza, Maria E.
Date: 2016, 2016-05
Description: Machine learning is a subfield of artificial intelligence which deals with algorithms that can learn from data. These methods provide...
Show moreMachine learning is a subfield of artificial intelligence which deals with algorithms that can learn from data. These methods provide computers with the ability to learn from past data and make predictions for new data. A few examples of machine learning applications include automated document categorization, spam detection, speech recognition, face detection and recognition, language translation, and self-driving cars. A common scenario for machine learning is supervised learning where the algorithm analyzes known examples to train a model that can identify a concept. For instance, given example documents that are pre-annotated as personal, work, family, etc., a machine learning algorithm can be trained to automate organizing your documents folder. In order to train a model that makes as few mistakes as possible, the algorithm needs many training examples (e.g., documents and their categories). Obtaining these examples often involves consulting the human user/expert whose time is limited and valuable. Hence, the algorithm needs to utilize the human’s time as efficiently as possible by focusing on the most cost-effective and informative examples that would make learning more efficient. Active learning is a technique where the algorithm selects which examples would be most cost-effective and beneficial for consultation with the human. In a typical active learning setting, the algorithm simply chooses the examples that should be asked to the expert. In this thesis, we take this one step further: we observe that we can make even better use of the expert’s time by showing not the full example but only the relevant pieces of it, so that the expert can focus on what is relevant and can provide the answer faster. For example, in document classification, the expert does not need to see the full document to categorize it; if the algorithm can show only the relevant snippet to the expert, the expert should be able to categorize the document much faster. However, automatically finding the relevant snippet is not a trivial task; showing an incorrect snippet can either hinder the expert’s ability to provide an answer at all (if the snippet is irrelevant) or even cause the expert to provide incorrect information (if the snippet is misleading). For this to work, the algorithm needs to find a snippet to show the expert, estimate how much time the expert will spend on that snippet, and predict if the expert will return an answer at all. Further, the algorithm would estimate the likelihood of the expert returning the correct answer. Similar to anytime algorithms that can find better solutions as they are given more time, we call the proposed set of methods anytime active learning where the experts are expected to give better answers as they are shown longer snippets. In this thesis, we focus on three aspects of anytime active learning: i) anytime active learning with document truncation where the algorithm assumes that the first words, sentences, and paragraphs of the document are most informative and it has to decide on the snippet length, i.e., where to truncate the document, ii) given a document, the algorithm optimizes for both snippet location and length, and lastly, iii) the algorithm chooses not only the snippet location and size but also chooses which documents to choose snippets from so that the snippet length, the correctness of the expert’s response, and the informativeness of the document are all optimized in a unified framework.
Ph.D. in Computer Science, May 2016
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Title: RAPID ESTIMATION OF INDUCTION MACHINE STATOR CORE LOSSES
Creator: Narayana Pillai, Sreekanth
Date: 2015, 2015-05
Description: This thesis presents a technique for the rapid estimation of induction machine stator core losses using a series of magneto-static finite...
Show moreThis thesis presents a technique for the rapid estimation of induction machine stator core losses using a series of magneto-static finite element analyzes. The methodology is based on partially uniting two previously developed techniques. The first technique allows for the rapid estimation of steady state three phase induction machine properties under field oriented conditions using an iterative magneto-static finite element analysis approach where sinusoidally distributed currents are imposed on the rotor. The second technique utilized was originally developed to characterize the steady state time domain behavior of a three phase synchronous machine using a series of magneto-static finite element simulations with the rotor through one phase belt. In the induction machine analysis application, the rotor is rotated through one phase belt with sinusoidally distributed rotor currents imposed and adjusted to maintain field oriented condition at each rotor position. Stator flux densities are sampled at each rotor position. Exploiting the magnet symmetries, the radial and tangential flux density waveforms in the stator tooth tip, stator tooth, stator tooth yoke and stator yoke regions are reconstructed for one electrical cycle using a minimum number of rotor positions per simulation steps. From the reconstructed stator flux density waveforms, the stator core losses can be estimated using a number of loss models. In this thesis what is known as the CAL2 method is utilized to estimate the loss in each stator region. The rapid estimation of induction machine stator core losses was implemented in MATLAB to script the behavior of FEMM, an open source finite element analysis program. To enable the technique to be used for a wide range of induction machine geometries and make possible future population based design optimization, a flexible parametric geometry was created. To verify the accuracy of the proposed rapid estimation technique, a comparison was carried out on a 2 HP, 3-phase, 4 pole, 60 Hz induction machine with 36 stator slots and 28 rotor slots, between the proposed technique and a transient element analysis carried out in JMAG, a commercial finite element package, for aveerage torque, stator flux densities and total stator core losses.
M.S. in Electrical Engineering, May 2015
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Title: DEVELOPMENT OF SITE-SPECIFIC SEISMIC HAZARD MODEL FOR THE STABILITY ANALYSIS OF AN EMBANKMENT DAM
Creator: Simanjuntak, Nico Aditya
Date: 2017, 2017-05
Description: Time-history dynamic analysis requires proper selections of earthquake records based on the design earthquake and site-specific...
Show moreTime-history dynamic analysis requires proper selections of earthquake records based on the design earthquake and site-specific characteristics. The selected earthquake records, most of the time, must be scaled to match the design response spectrum. The design response spectrum was a derivation of a seismic hazard model with consideration of site-specific effect. The hazard model was developed by combining the deterministic seismic hazard analysis (DSHA) and the probabilistic seismic hazard analysis (PSHA). Considering that the observed structure in this study is an embankment dam located at seismically active region, the deterministic hazard model was represented by the 84th percentile (median-plus-one standard deviation) spectra while the probabilistic hazard model provided a uniform hazard spectrum (UHS) with 1% probability of being exceeded in 100 years of structure’s lifetime. The combined hazard model shows the response at the bedrock, thus, the propagation to ground surface was also analyzed by assuming several scenarios of soil deposit. The study assumed four scenarios of site-specific classes A&B, C, D, and E, with three ground motion records were selected for each scenario were selected. Each ground motion was scaled to meet the design response spectrum of each scenario. Performance of the dam against each ground motion was analyzed to evaluate parameters such as stability by using factor of safety, and deformation at the crest to check the freeboard status after earthquake event. The results show that the model remains stable after experiencing seismic force on site class C or lower, while site class D yielded nearly fail condition (average FOS 1.06) and all motions in site class E have failed the dam.
M.S. in Civil Engineering, May 2017
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Title: ENVIRONMENTAL PERFORMANCE VS. FINANCIAL PERFORMANCE, MARKET INEFFICIENCY AND INVESTMENTS
Creator: He, Chaohua
Date: 2014, 2014-07
Description: It is challenging to de ne corporate environmental performance or corporate nancial performance. In this study, a company is considered to...
Show moreIt is challenging to de ne corporate environmental performance or corporate nancial performance. In this study, a company is considered to have good environmental performance (namely, be green, environment-friendly or environmentally responsible) if it is among the Top 100 of the 500 US greenest companies ranked by Newsweek, or has environmental strength(s) and no environmental concern in terms of the KLD ratings. A company is regarded to have good nancial performance if it has a high raw return, Sharpe ratio, and excess (or abnormal) return over various benchmarks. Preference will be given to excess return estimated using the Carhart four-factor model [14]. A previous published longitudinal study, co-authored with my advisor [13], unveils that: 1) environmentally responsible companies tend to experience signi cantly positive abnormal performance in the long horizon (e.g. from the fourth to seventh year after being selected); 2) the value-adding e ect and the market's upward price adjustments on undervalued intangible environmental strength(s) might have resulted in the long-term outperformance. Would environmentally responsible companies still outperform during shorter horizons, such as the event period of an environmental disclosure? Using event study methodologies, this paper investigates market responses to independent Newsweek environmental disclosures by analyzing cross-sectional and time-series abnormal security returns. Results suggest that the Top 100 greenest companies tend to display signi cant abnormal returns within 4 days after a disclosure, and the signi cant abnormal returns generally persist for no more than 3 trade days. e.g., the Carhart four-factor abnormal return, with statistical signi cance, is averaged at 0.50% per day over the four disclosure events. The ndings are robust to di erentmodels of normal return, removal of outliers, elimination of confounding e ects, controlling for characteristic factors, and adjusting for cross-sectional correlation and volatility shift on test statistics using BMP-adjusted technology[56]. Signi cant abnormal returns over the event period may indicate ine ciency of the nancial market. Fama-Macbeth regressions further reveal that short-horizon abnormal returns could be explained by a spectrum of characteristic variables, green investing, arbitrage trading, and/or various psychological biases. Complementing the cited longitudinal study, a portfolio-level comparison reveals that an actively managed green portfolio outperforms an actively managed nongreen portfolio in terms of raw return and risk-adjusted measures such as Sharpe ratio, Jensen's alpha and Fama-French alpha in the long horizon. The results are robust to di erent portfolio weighting technologies and the consideration of turnover costs. In addition, the green portfolio's outperformance is driven by a bunch of small, aggressive and relatively inactive stocks that have better performance than the market predicts. No evidence shows that the ever-increasing demand on green securities leads to the green portfolio's outperformance, because green stocks are actually less actively traded. Panel regressions further indicate that long-horizon corporate economic performance positively correlates to historical corporate environmental performance.
Ph.D. in Management Science, July 2014
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Title: STRUCTURAL SEISMIC PERFORMANCE EVALUATION WITH CONSIDERATION OF ECONOMIC VULNERABILITY
Creator: Romero, Daniela Zuloaga
Date: 2014, 2014-05
Description: Performance evaluation of structures has until now been based on evaluation of maximum displacements, interstory drifts, deformation patterns,...
Show morePerformance evaluation of structures has until now been based on evaluation of maximum displacements, interstory drifts, deformation patterns, ductility and other similar parameters; a relative economic loss estimation as a performance measure for the structure is the next step that follows, and is what has been investigated in this work. For this study a steel mid-rise structure was designed according to code provisions using modal spectral analysis, after which it was subjected to an Incremental Dynamic Analysis (IDA) procedure to evaluate the capacity curve of the building. The capacity analysis was then used to determine damage states and compute fragility curves. Finally, economic relative loss values were assigned to represent each designated damage state, for which the mean damage ratio was computed (in terms of economic loss relative to total replacement cost) as a function of spectral displacement.
M.S. in Civil Engineering, May 2014
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Title: SIZE AND VALUE RISK IN FINANCIAL FIRMS
Creator: Baek, Seungho
Date: 2013, 2013-12
Description: Although the Fama and French’s three factor model is now the most popular replacement for CAPM in corporate finance and investment management,...
Show moreAlthough the Fama and French’s three factor model is now the most popular replacement for CAPM in corporate finance and investment management, the exclusion of financial firms can be questioned on both theoretical and empirical grounds. Financial firms are around 19 percent of the value of the U.S. stock market. The financial service industry is the major industry in many large U.S. cities including New York, Chicago, Los Angeles and Miami in that their GDPs of financial services for each city are more than 23 percent. Also, there is no theoretical reason for excluding financial firms. Modigliani and Miller [31] [32] suggest that leverage affects beta, but it does not invalidate the capital asset pricing model. It would therefore be more satisfying if the pricing model applied generally, rather than being restricted to nonfinancial corporations. From this consideration, this paper assesses the validity of size and value risk as common risk factors to measure of expected equity returns in financial companies based on the fact that Fama and French [11] [12] excluded financial firms in their study of the cross-section of expected stock returns. The findings from empirical asset pricing tests suggest that size and value risk premia commonly exist in both nonfinancial and financial firms even if two factors are less explicable in financial firms, that an interest rate risk premium (ΔL/L) which defined as a financial firm specific risk factor only appears in financial companies.
PH.D in Management Science, December 2012
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Title: NON-NEWTONIAN EFFECTS IN HEMODYNAMIC SIMULATIONS OF THE CEPHALIC VEIN IN END STAGE RENAL DISEASE PATIENTS
Creator: Mahmoudzadeh Akherat, Seyed Mohammad Javid
Date: 2013, 2013-12
Description: The objective of this research is the determination of Hemodynamic Parame- ters (HDP) in End Stage Renal Disease (ESRD) patients which is done...
Show moreThe objective of this research is the determination of Hemodynamic Parame- ters (HDP) in End Stage Renal Disease (ESRD) patients which is done via implemen- tation of Computational Fluid Dynamics (CFD) in a two dimensional computational domain which provides a non-invasive and cost e ective means of studying the pa- tient population. The medical procedure needed for these patients is essential for the success of chronic hemodialysis. The most common medical procedure currently in this eld for creating vascular access (VA) are arteriovenous stulae (AVF). However, there are many access failures reported in these patients mainly due to Cephalic Arch Stenosis (CAS), which is related to the progression of intimal hyperplasia. Although various access techniques have been developed to address this issue, still hemodialysis access dysfunctions remains one of the main causes of mortality in the hemodialysis patient population. The expense of providing medical care to this patients population for the placement and maintenance of the vascular access was estimated to be 23.9 billion dollars in 2007 in the United States alone according to United States Renal Database System (USRDS). As stated above, it is our intention to observe a cohort of ESRD patients who received VA and simulate their blood ow through their cephalic vein with their spe- ci c HDP and characteristics. In order to perform these simulations, proper viscosity models have to be taken into consideration to increase the accuracy of the outcome of the numerical solution to Navier-Stokes equations. Many articles have been published to address the proper use of constitutive functions in simulation of blood ow. However, the choice of adequate viscosity function for CFD blood ow simulation in ESRD patients receiving AVF and a ma- nipulated vascular system in general has not received proper attention. Furthermore, it was discerned that the correct choice of viscosity function to capture the non- xii Newtonian behavior of blood is of utmost importance in this context since the ESRD patient population experience drastic alteration in blood viscosity throughout the hemodialysis treatment. Various viscosity functions have been tested for this pur- pose, namely, Quemada, Walburn-Schenck and Modi ed Cross. The results exhibit no major di erences in the velocity eld and general ow characteristics compared to a corresponding identical Newtonian blood ow simulation for Reynolds of 500. The results indicate that the choice of Newtonian viscosity to simulate the blood ow in ESRD patients with VA is acceptable. However, the Newtonian simulation of these ows may over predict the sites prone to stenosis and Intimal Hyperplasia (IH) since these simulations tend to exhibit lower Wall Shear Stress (WSS) values in the recircu- lation regions compared to non-Newtonian simulations. Sites of low WSS are thought to be contributory factors to IH. Hence, the use of proper non-Newtonian constitu- tive models is suggested in this context. The di erences between non-Newtonian and Newtonian assumptions are further ampli ed when unsteady cases with Reynolds of 1000 are concerned. Navier-Stokes solutions obtained from CFD simulations re- vealed that the discrepancies between the two assumptions are very appreciable for unsteady cases. In light of the results for unsteady cases, it was concluded that for non-physiological ows in curved vessels that are encountered in this study, the non-Newtonian assumptions is the correct choice. Further investigation is required to simulate the blood ow in a three di- mensional domain. In addition, a more thorough comprehension has to be obtained regarding the correlation of HDP with the onset and progression of CAS, particu- larly in unsteady hemodynamic ows. The etiology of stenosis in cephalic veins is of scienti c and clinical importance and needs to be separately investigated.
M.S. in Mechanical and Aerospace Engineering, December 2013
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Title: COMPUTATIONAL ACCESS FLOW REDUCTION EFFECT ON WALL SHEAR STRESS IN BRACHIOCEPHALIC FISTULAE
Creator: Wlodarczyk, Marta P.
Date: 2017, 2017-05
Description: The population of patients with end stage renal disease (ESRD) is growing at a rate higher than the global population. The only viable...
Show moreThe population of patients with end stage renal disease (ESRD) is growing at a rate higher than the global population. The only viable treatment for these patients is a kidney transplant. However, in the absence of a suitable kidney donor, renal patients are left with hemodialysis as a renal replacement therapy. Hemodialysis is facilitated through arteriovenous fistula (AVF), and the particular interest in this investigation is brachiocephalic fistula (BCF). The survival of dialysis patients depends on maintaining patency of fistula over a prolonged period of time. The extreme hemodynamic environment that is created by BCF triggers the onset of neointimal hyperplasia (NH) in most renal dialysis patients, which leads to access failure via stenosis. This is because the hemodynamics in AVF are well outside the normal physiological range. Computational fluid dynamics (CFD) along with shape optimization allows for the study of the hemodynamic parameters such as wall shear stress that have been shown to be detrimental in the future occurrence of cephalic arch stenosis. In this study, CFD modeling and identification of hemodynamic patterns was possible in three dimensions due to advanced post processing of IVUS patient-specific geometries. A method utilizing 3D CFD and shape optimization has been developed to implement Miller’s banding method used in clinical practice to evaluate its impact on WSS and onset of neointimal hyperplasia. The level of banding represented by a constriction is in fact a patient specific value and is not a trivial solution of minimum flow rate necessary to conduct hemodialysis; hence suggesting that even restoring the inlet velocity to the velocity pre-fistula creation might not reduce incidence of cephalic arch stenosis. The findings of this study support the previous hypothesis that non-homeostatic WSS distributions trigger neointimal hyperplasia and resulting venous stenosis. The important outcome is that the presented computational framework allows for evaluation of Miller's banding method for reducing the blood flow rate via surgical constriction and identification of a patient-specific banding level that restores the WSS to the normal physiological range.
M.S. in Mechanical and Aerospace Engineering, May 2017
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Title: NEOVASCULARIZAnON WITHIN POROUS PEG HYDROGELS
Creator: Chiu, Yu-chieh
Date: 2011-11, 2011-12
Description: Development of engineered tissues of clinically relevant size requires the ability to control vascularization within biomaterial scaffolds....
Show moreDevelopment of engineered tissues of clinically relevant size requires the ability to control vascularization within biomaterial scaffolds. Poly(ethylene glycol) (PEG) hydrogels have been extensively investigated for use as synthetic scaffolds to support engineered tissue formation. The goal of this work described was to develop techniques that can be used to enhance vascularized tissue formation in PEG-based hydrogels. In the first part of the study a technique was developed to generate porous PEG hydrogels using a salt leaching technique. This technique was then used to examine the role of pore size on vascularization and tissue remodeling in porous PEG hydrogel in vitro and in vitro. Both in vitro and in vivo studies showed that vessel invasion was pore size dependent. In addition, a thin layer of inflammatory tissue was observed between PEG hydrogel and blood vessels that formed within the gels. This layer suggested that inflammatory cells, not vascular cells, interacted with the surface of the material. This suggests that peptides covalently incorporated within PEG may not directly interact with endothelial cells (ECs) following implantation. The porous PEG hydrogels were very stable in vitro and in vivo and did not exhibit any signs of degradation. Hydrogels used in tissue engineering need to exhibit controlled degradation. In order to address the stability of PEG hydrogels, porous hydrogels were rendered using degradable PEG-co-(L-Lactic acid) diacrylate PEG-PLLA-DA. This polymer is degraded via hydrolysis of the PLLA chains. The porous PEG-PLLA-DA hydrogels were generated by solvent casting, photopolymerization, and particulate leaching. The influence of polymer conditions on the architecture, degradation, and mechanical properties of the hydrogels were investigated in vitro. The hydrogels were found to exhibit autofluorescence that allowed for the unique ability to nondestructively image hydrogel structure under fully swelled conditions using confocal microscopy. Initial pore size was a function of particulate size and independent of polymer concentration. Interestingly, pore size remained stable though out the study, and was not a function of degradation. In addition, degradation time of porous PEG-LLA-DA hydrogels was influenced by polymer concentration. Compressive modulus was a function of polymer concentration and pore size and decreased during hydrogel degradation. The incorporation of cell adhesion sequences into the hydrogel showed that they can support cell adhesion with morphology varying with pore size. This technique could be used to tailor porous biodegradable scaffolds for tissue engineering applications. In the final portion of this thesis a poly-lysine (PLL) molecule was synthesized in order to allow clustering of adhesion sequences in PEG hydrogels. Clusters of peptide sequences have been shown to enhance cell interactions with substrate surfaces. The sequence was synthesized and purified by high performance liquid chromatography (HPLC) and characterized by mass spectrometry. The side chains of the PLL molecule was used to attach peptide sequences. Cysteine contained within the PLL allowed incorporation into the PEG hydrogel by mixed mode polymerization. Cells were observed to adhere to hydrogels containing the RGD clusters and not to the control gels. The results presented here describe various techniques that can be used to optimize the design of polymer scaffolds for tissue engineering. In addition, the data provide insight into the process of vascularization in porous hydrogels and the influence of synthesis conditions and degradation on properties of porous hydrogels. Future studies should investigate the optimization of these material techniques for control of neovascularization within PEG hydrogels for tissue engineering applications.
Ph.D. in Biomedical Engineering, December 2011
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Title: DEVELOPMENT OF NANOPARTICLE APPLICATIONS IN CELL IMAGING, BIOASSAY AND REACTIVE OXYGEN SPECIES DETECTION BASED ON SURFACE-ENHANCED RAMAN SPECTROSCOPY
Creator: Yiming, Huang
Date: 2011-08, 2011-07
Description: After mid-1970, the exploration of surface-enhanced Raman scattering (SERS) has been studied by many research groups. Compared to traditional...
Show moreAfter mid-1970, the exploration of surface-enhanced Raman scattering (SERS) has been studied by many research groups. Compared to traditional Raman spectroscopy, enormous cross section of molecules can be obtained in SERS by placing the molecules within the electromagnetic field present in metal surfaces. This enhancement is due to resonance between the optical field and surface plasmon of the metal substrate. Nanoshells which are composed of a silica core and a thin gold shell can greatly enhance Raman scattering without the need to pre-aggregate the particles, due to their tunable optical property. In our study, we synthesized nanoshells as our SERS substrates for Raman tags. The stability of nanoshells coated with three different self-assembled monolayers containing poly(ethylene glycol) (PEG) molecules has been studied. Probes with Raman active PEG molecules have been delivered and imaged in macrophage cells and MCF7 cells, based on SERS technique. The benefits of this imaging technique we developed here are: 1) it is faster; 2) it requires less preparation; 3) it can provide the information of nanoshells in a semi-quantitative way in vitro. We also developed a rapid and easy-to-execute half-sandwich bioassay for the detection of low volumes (< 2 μL) of antigens on nitrocellulose membrane, based on SERS. Multiple antibodies with MW from 18.2 kDa to 170 kDa were bioconjugated to polymers and grafted to nanoshell surface to detect antigens on the membrane. SERS-based biosensors were tagged with Raman active PEGs for recognition and quantification. Here, the bioassay showed great sensitivity to very low concentration x viii of antigens and multiplexed testing have been successfully conducted on different antigens simultaneously. Moreover, SERS-based novel reactive oxygen species (ROS) sensors were designed by establishing mixed-monolayer consisting of poly(ethylene) glycol thiol (PEGSH) and either 4-nitrobenzenethiol (4-NBT) or 4-mercaptophenol (4-MP) on the surface of nanoshells. By analyzing the changes in the molecular Raman spectrum, we were able to track the production of hydroxyl radicals in low concentrations (~ 10 μM). The sensors have been delivered into the cells and did not show significant oxidative stress to the cells. Therefore, these designed sensors are very promising for tracking ROS produced by cells when they are under oxidative stress.
Ph.D. in Chemistry, July 2011
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Title: A UNIFIED BOUNDARY CONTROL LAW FOR DC-DC CONVERTERS USING A NORMALIZED STATE PLANE
Creator: Nie, Yue
Date: 2015, 2015-05
Description: This thesis proposes a unified boundary control law for DC-DC converters (Buck, Boost, and Buck-Boost) which improves both the transient and...
Show moreThis thesis proposes a unified boundary control law for DC-DC converters (Buck, Boost, and Buck-Boost) which improves both the transient and steady state response in comparison to boundary control laws using first or second order switching surface. A new set of switching zones on normalized state plane are defined to decide switching behavior every sample period. Additionally, non-ideal operations and a parameter self-adaptive algorithm are proposed and verified in simulation. The parameter self-adaptive algorithm enhances the system robustness and reduces the parameter sensitivity. The transient bandwidth for the load disturbance rejection and command tracking approaches the physical limits of DC-DC converters. Simulation results are presented to illustrate the major benefits of the proposed uni ed boundary control law.
M.S. in Electrical Engineering, May 2015
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Title: PROPOSITION AND EVALUATION OF A NEW DAMPER, CALLED ROTATIONAL CYLINDRICAL FRICTION DAMPER (RCFD)
Creator: Divani, Abbass
Date: 2013, 2013-12
Description: The objective of this study is to propose and evaluate an innovative frictional damper for structural systems, called Rotational Cylindrical...
Show moreThe objective of this study is to propose and evaluate an innovative frictional damper for structural systems, called Rotational Cylindrical Friction Damper (RCFD), which does not bear limitation of previously proposed systems and yet maintains their advantages. Different kinds of energy dissipaters have been studied and used in structural systems in recent years. They perform more effectively compared to structures without any energy dissipater. Each of previously employed devices has its advantages and limitations. In this report, applicability of previous energy dissipaters will be investigated; then the proposed damper, RCFD, will be introduced, and the performance of RCFD will be evaluated under lateral load using ABAQUS software. RCFD consists of a shaft, a cylinder and proper assembly of braces so that the bracing members make the cylinder and shaft move in opposite circular directions under defined load. The assemblage of braces depends on type of bracing system that is employed. When load in bracing member exceeds the buckling load of the member, it overcomes the friction between the shaft and inner surface of the cylinder and while providing the ductility demand of the structure, it absorbs the energy of the seismic load, and it will work like a safety valve to protect main structural members from inelastic deformation. In spite of other types of frictional dampers, RCFD does not use and reduces the construction cost of high strength bolts. There is no limitation for the size and fitness of the bracing members more than that is for conventional design of braced frames. When we prove the performance of RCFD, some of the requirements of conventional design such as requirement of section F2 of Seismic Provisions for Structural Steel Buildings, AISC 341-10, will be eliminated. The pressure needed for developing friction is provided by heating the shaft and placing it into the cylinder with slightly smaller xiii diameter. It is simple to design and construct and does not have the limitation of other kinds of frictional damper systems. It can also be installed with little or no modification on any kind of Braced Frames or to retrofit Moment Frames. In this study, RCFD will be installed and evaluated on an Inverted V Concentrically Braced Frame, although installation of the RCFD on X Braced frame will be illustrated.
M.S. in Civil Engineering, December 2013
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Title: 35TH BRONZEVILLE·IIT SOCIAL CONDENSER
Creator: Hyesun, Jeong
Date: 2012-11-19, 2012-12
Description: The transit station at IIT is mono-functional, lacking connections to place or programs that engage flows of people passing in and out of the...
Show moreThe transit station at IIT is mono-functional, lacking connections to place or programs that engage flows of people passing in and out of the neighborhood. Due to this fact, campus areas around the transit station become desolate and lackluster giving no motivation for people to remain at the station other than just to take train and bus. IIT’s campus lacks engagement with Bronzeville, although both the institution and neighborhood share the transit station. My proposal for these problems is to design a transit station and cultural complex that provides a social condenser for the larger community of Bronzeville. This will create a rich mixture of programs and amenities to be shared by both audiences
M.S. in Architecture, December 2012
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Title: DEVELOPMENT OF A NEW EMERGENCY EVACUATION SYSTEM FOR MINES
Creator: Qian, Qingyi
Date: 2011-08, 2011-07
Description: Underground mining is a very high risk industry. There are many potential hazards in the underground mining these include fire, explosion,...
Show moreUnderground mining is a very high risk industry. There are many potential hazards in the underground mining these include fire, explosion, inundation, roof collapse, toxic gases, chemical pollution, etc. Over past centuries, in US alone, more than 100,000 miners lost their life in different accidents. The primary safety methods used in underground mines concentrate on the monitoring of the hazardous gases, fire detection and ventilation. Using advanced instruments and monitoring techniques have significantly reduced the accidents in the modern mines. However despite the advancement of these monitoring facilities, accidents still occur in underground mining annually around the world, and many miners were killed because they were trapped and unable to escape due to blocked of exit access. This thesis describes a new development of an emergency evacuation system in underground mines and analyzes the advantages and disadvantages of the system. It is expected that the new system will greatly improve the emergency exit methods and save more lives in the future. The new emergency evacuation system consists of vertical concrete mineshaft, high capacity mineshaft elevators, surface terminal and underground support structures. In addition, the study of numerical simulation was carried out to observe the ground response during excavation. A typical ground profiles for underground mining in south part of China was used in this analysis. The results selected from shaft excavation simulation indicate that fluid drilling method effectively prevents the soil around mineshaft from collapse hazard. Compared to soil strength, soil stiffness has a significant influence on the soil response induced by excavating shafts.
Ph.D. in Civil Engineering, July 2011
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Title: CELL-MATRIX INTERACTIONS IN ADIPOSE TISSUE FUNCTION
Creator: Vaicik, Marcella K.
Date: 2015, 2015-07
Description: The overall goal of this work is to apply in vivo and in vitro models to study the basement membrane protein laminin α4 (lama4) in adipocyte...
Show moreThe overall goal of this work is to apply in vivo and in vitro models to study the basement membrane protein laminin α4 (lama4) in adipocyte function. Adipose tissue accumulation, lipogenesis, and structure were examined in mice with a null mutation of the lama4 gene (Lama4−/−) and compared to wild-type animals (Lama4+/+). The Lama4−/−mice phenotype was investigated to evaluate if the differences were due specifically to the adipose tissue function. Physical activity and food intake does not differ between Lama4+/+ and Lama4−/− mice. However, Lama4−/− mice have a significantly increased metabolic rate at 25°C and 16°C compared to Lama4+/+ mice. In contrast, in thermoneutral conditions at 30°C both Lama4+/+ and Lama4−/− mice exhibit equivalent metabolic rates. Interestingly, when room temperature housed mice fat pads were evaluated with immunohistochemistry, Lama4−/− mice exhibit significantly increased UCP-1 expression in subcutaneous adipose. These results suggest that beiging, white to brown adipocytes, in subcutaneous adipose tissue in Lama4−/− mice may lead to decreased adipose tissue accumulation and improved metabolic function. While animal models indicate the absence of lama4 results in more beiging in subcutaneous adipose tissue, an in vitro tissue engineered model was developed to study the adipocyte function in a controlled microenvironment. Primary cell spheroids developed from Lama4+/+ and Lama4−/− were incorporated into synthetic poly(ethylene glycol) (PEG) hydrogels within a range of stiffnesses. When the cells were given the same chemical cues their functions differed depending upon microenvironment stiffness. Beige function in adipocyte cells in 3D can be influenced by matrix stiffness. In conclusion, the laminin alpha 4 basement membrane protein absence in adipose tissue results in adipocyte functional changes in vivo. The Lama4−/− mice have resistance to diet induced weight gain and increased metabolic rate at room temperature and when cold challenged. The Lama4−/− mice had increased beiging in the subcutaneous depot. Additionally, a tissue engineered model was developed to further study cell-ECM interactions first identified in an animal model. These in vivo findings and the engineered model of adipose tissue have great potential for studying obesity and other adipose related diseases. Future work will require continued interdisciplinary collaboration towards the successful identification and screening of novel therapeutics using engineered tissue models.
Ph.D. in Biomedical Engineering, July 2015
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Title: SYSTEMATIC FINANCE: ESSAYS ON ETHICS, METHODOLOGY AND QUALITY CONTROL IN HIGH FREQUENCY TRADING
Creator: Van Vliet, Benjamin Edward
Date: 2012-04-18, 2012-05
Description: A firm is in a state of strategic competitiveness if it has a plan that it rationally and responsibly believes is capable of success. In the...
Show moreA firm is in a state of strategic competitiveness if it has a plan that it rationally and responsibly believes is capable of success. In the age of automation, what justifies a trading firm’s belief in its strategic competitiveness has changed. Rational and responsible belief in the capability of the firm’s trading strategies can be justified by a prudent process that defines conditions for both initial and sustained belief. The process of developing trading systems is itself systematic and a source of competitive advantage. In this thesis, I present three chapters that address strategic competitiveness in automated trading—ethics, methodology and quality control. These chapters examine responsibility, and develop processes for both initial and sustained belief in the competitiveness of trading systems and the trading firm.
Ph.D. in Management Science, May 2012
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Title: An Examination of the Bidirectional Associations between Sleep Quality and Binge Eating Using Ecological Momentary Assessment
Creator: Johnson, Nicole Kathryn
Date: 2024
Description: Binge eating (BE) is associated with impairments in psychosocial functioning and poor treatment response, and BE commonly occurs in at-risk...
Show moreBinge eating (BE) is associated with impairments in psychosocial functioning and poor treatment response, and BE commonly occurs in at-risk populations including female adults. BE occurs transdiagnostically across the ED spectrum and maintains other ED behaviors (e.g., dietary restriction, purging). Thus, it is important to research factors that maintain BE over time. Research suggests that poor sleep quality (e.g., difficulty falling or staying asleep, restless sleep) could contribute to BE persistence due to potential bidirectional associations between sleep quality and BE and that negative affect (NA) and the time that BE occurs could explain the BE-sleep association. To extend this research, the current study used ecological momentary assessment (EMA) to examine 1) between- and within-person bidirectional associations between BE and sleep quality and 2) if momentary NA (assessed between sleep and BE) mediates and if the timing of BE moderates the within-person BE-sleep quality associations. For the current study, adults assigned female at birth (N=57) with recurrent BE (at least twice a week for the past three months) self-reported BE, sleep quality, and NA at baseline and over a 14-day EMA period. Hierarchical regression analyses found that higher BE severity at baseline significantly predicted lower sleep quality averaged over the EMA period (p=0.02) but was only approaching significance after controlling for baseline sleep quality and depression (p=0.06). Between-person aggregated BE severity over the EMA period was not significantly associated with aggregated sleep quality and sleep quality at baseline and aggregated was not significantly associated with aggregated BE severity or more frequent BE over the EMA period (p’s>0.05). Multilevel models found significant bidirectional associations within-person higher BE severity and poor sleep quality, such that higher BE severity predicted worse sleep quality later that night (p=0.03) and worse sleep quality predicted higher BE severity later that day (p=0.03). In contrast, poor sleep quality did not significantly predict an increased likelihood of BE and there were not significant differences in sleep quality between BE and non-BE days (p’s>0.05). Multilevel modeling also found that intermediate ratings of NA did not mediate the within-person associations between sleep quality and BE severity, sleep quality did not mediate the within-person association in which NA predicted BE severity, and BE timing did not significantly predict sleep quality or moderate within-person BE severity predicting poor sleep quality (p’s>0.05). This study was the first to use EMA to test the bidirectional associations between BE and sleep quality while also accounting for NA and BE timing. Results suggest that among AFAB adults BE severity may lead to worse sleep quality, independent of NA and BE timing, and worse sleep quality may lead to higher BE severity on days with BE, independent of NA. Findings from the current study support integrating interventions for sleep disturbances into treatments for BE-spectrum EDs.
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