Open Access. Powered by Scholars. Published by Universities.®

Operations Research, Systems Engineering and Industrial Engineering Commons

Open Access. Powered by Scholars. Published by Universities.®

8,106 Full-Text Articles 9,649 Authors 3,873,057 Downloads 139 Institutions

All Articles in Operations Research, Systems Engineering and Industrial Engineering

Faceted Search

8,106 full-text articles. Page 1 of 241.

Predicting The Daily Return Direction Of The Stock Market Using Hybrid Machine Learning Algorithms, X. Zhong, David Lee Enke 2019 Missouri University of Science and Technology

Predicting The Daily Return Direction Of The Stock Market Using Hybrid Machine Learning Algorithms, X. Zhong, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have focused on forecasting daily stock market returns, especially when using powerful machine learning techniques, such as deep neural networks (DNNs), to perform the analyses. DNNs employ various deep learning algorithms based on the combination of network structure, activation function, and model parameters, with their performance depending on the format of the data representation. This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P ...


Hedge Fund Replication Using Strategy Specific Factors, Sujit Subhash, David Lee Enke 2019 Missouri University of Science and Technology

Hedge Fund Replication Using Strategy Specific Factors, Sujit Subhash, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

Hedge funds have traditionally served wealthy individuals and institutional investors with the promise of delivering protection of capital and uncorrelated positive returns irrespective of market direction, allowing them to better manage portfolio risk. However, the financial crisis of 2008 has heightened investor sensitivity to the high fees, illiquidity, lack of transparency, and lockup periods typically associated with hedge funds. Hedge fund replication products, or clones, seek to answer these challenges by providing daily liquidity, transparency, and immediate exposure to a desired hedge fund strategy. Nonetheless, although lowering cost and adding simplicity by using a common set of factors, traditional replication ...


Learning Streams: A Case Study In Curriculum Integration, Mani Mina, Arun K. Somani, Akhilesh Tyagi, Diane T. Rover, Matthew Feldmann, Mack C. Shelley 2019 Iowa State University

Learning Streams: A Case Study In Curriculum Integration, Mani Mina, Arun K. Somani, Akhilesh Tyagi, Diane T. Rover, Matthew Feldmann, Mack C. Shelley

Mani Mina

During 2004-2005, the Departments of Electrical and Computer Engineering and Mechanical Engineering at Iowa State University in collaboration with educational colleagues in the Research Institute for Studies in Education piloted a new curricula model to improve student learning through vertical integration of educational activities using new program structures. We offered an experimental course sequence during Fall 2004 and Spring 2005, defined as a “learning stream.” A learning stream is a basic element of a novel program structure designed specifically to vertically integrate subject matter across courses. A learning stream merges and re-organizes material to more effectively present and reinforce key ...


Learning Streams: A Case Study In Curriculum Integration, Mani Mina, Arun K. Somani, Akhilesh Tyagi, Diane T. Rover, Matthew Feldmann, Mack C. Shelley 2019 Iowa State University

Learning Streams: A Case Study In Curriculum Integration, Mani Mina, Arun K. Somani, Akhilesh Tyagi, Diane T. Rover, Matthew Feldmann, Mack C. Shelley

Diane Rover

During 2004-2005, the Departments of Electrical and Computer Engineering and Mechanical Engineering at Iowa State University in collaboration with educational colleagues in the Research Institute for Studies in Education piloted a new curricula model to improve student learning through vertical integration of educational activities using new program structures. We offered an experimental course sequence during Fall 2004 and Spring 2005, defined as a “learning stream.” A learning stream is a basic element of a novel program structure designed specifically to vertically integrate subject matter across courses. A learning stream merges and re-organizes material to more effectively present and reinforce key ...


Work In Progress - Preparation Creating Effective Faculty Of Engineering: A Technological Literacy Approach, Mani Mina, Diane T. Rover, Mack C. Shelley 2019 Iowa State University

Work In Progress - Preparation Creating Effective Faculty Of Engineering: A Technological Literacy Approach, Mani Mina, Diane T. Rover, Mack C. Shelley

Diane Rover

This paper reviews the framework and provides new result for the implementation of a new program designed to develop more effective future faculty in engineering. The core of the proposed program will be based on our efforts regarding the recently developed Minor in Engineering Studies (MES). This program will team up effective engineering faculty to train, mentor, and evaluate a select group of graduate students to teach classes in our MES program. The goal is to help the engineering graduate students (the graduate educators) become better communicator and better educators by training non-engineering students in technological literacy classes. This practice ...


A Novel Interdisciplinary Course In Gerontechnology For Disseminating Computational Thinking, Hen-I Yang, Peter Martin, Debra Satterfield, Ryan Babbitt, Johnny S. Wong, Mack C. Shelley, Carl K. Chang 2019 Iowa State University

A Novel Interdisciplinary Course In Gerontechnology For Disseminating Computational Thinking, Hen-I Yang, Peter Martin, Debra Satterfield, Ryan Babbitt, Johnny S. Wong, Mack C. Shelley, Carl K. Chang

Peter Martin

While specialized knowledge and skills are the hallmark of modern society, the size and complexity of contemporary problems often require cooperative effort to analyze and solve. Therefore, experiences with skills, methodologies, and tools for effective interdisciplinary collaboration and structured problem solving are vital for preparing students for future academic and professional success. Meanwhile, computational systems have permeated much of modern professional and personal life, making computational thinking an essential skill for members of modern society. However, formal training in these techniques is primarily limited to students within computer science, mathematics, management of information systems, and engineering. At Iowa State University ...


A Multi-Stage Optimization Model For Flexibility In Engineering Design, Ramin Giahi, Cameron A. MacKenzie, Chao Hu 2019 Iowa State University

A Multi-Stage Optimization Model For Flexibility In Engineering Design, Ramin Giahi, Cameron A. Mackenzie, Chao Hu

Cameron A. MacKenzie

Engineered systems often operate in uncertain environments. Understanding different environments under which a system will operate is important in engineering design. Thus, there is a need to design systems with the capability to respond to future changes. This research explores designing a hybrid renewable energy system while taking into account long-range uncertainties of 20 years. The objective is to minimize the expected cost of the hybrid renewable energy system over the next 20 years. A design solution may be flexible, which means that the design can be adapted or modified to meet different scenarios in the future. The value of ...


Adaptive Randomized Rounding In The Big Parsimony Problem, Sangho Shim, Sunil Chopra, Eunseok Kim 2019 Northwestern University

Adaptive Randomized Rounding In The Big Parsimony Problem, Sangho Shim, Sunil Chopra, Eunseok Kim

Annual Symposium on Biomathematics and Ecology: Education and Research

No abstract provided.


Identifying Relationships Of Interest In Complex Environments By Using Channel Theory, Andreas Bildstein, Junkang Feng 2019 Fraunhofer IPA

Identifying Relationships Of Interest In Complex Environments By Using Channel Theory, Andreas Bildstein, Junkang Feng

Communications of the IIMA

Complex environments show a high degree of dynamics caused by vital interactions between objects within those environments and alterations through which the set of objects and their characteristics within those environments go over time. Within this work, we show that we can tame the level of complexity in dynamic environments by identifying relationships of interest between objects in such environments. To this end, we apply the theory of Information Flow, also known as Channel Theory, to the application area of smart manufacturing. We enhance the way how the Channel Theory has been applied so far by using an iterative approach ...


Vaccine Distribution Strategies Against Polio: An Analysis Of Turkey Scenario, Elif Elçin Günay, Kijung Park, Sena Aydoğan, Gül E. Okudan Kremer 2019 Iowa State University and Sakarya University

Vaccine Distribution Strategies Against Polio: An Analysis Of Turkey Scenario, Elif Elçin Günay, Kijung Park, Sena Aydoğan, Gül E. Okudan Kremer

Gül Okudan-Kremer

As a result of the ongoing Syrian civil war, almost 3 million refugees moved to Turkey since 2011 because of security reasons. However, the government operated refugee camps have been largely inadequate to accommodate this huge number of refugees. Therefore, almost 91% of the Syrian refugees live out of government-operated camps. According to a Turkish Disaster and Emergency Management Agency (AFAD) report, 45.4% of the children under 5 years old who live out of camps are not vaccinated against polio. This presents a serious health threat to the local population and the whole region. In order to deal with ...


Assessing Values-Based Sourcing Strategies In Regional Food Supply Networks: An Agent-Based Approach, Caroline C. Krejci, Michael C. Dorneich, Richard T. Stone 2019 Iowa State University

Assessing Values-Based Sourcing Strategies In Regional Food Supply Networks: An Agent-Based Approach, Caroline C. Krejci, Michael C. Dorneich, Richard T. Stone

Richard T. Stone

The recent increase in demand for regionally produced food has resulted in a need for more efficient distribution methods. To connect regional food producers and consumers, intermediated regional food supply networks have developed. The intermediary, known as a regional food hub, serves as an aggregation point for products and information. It may also act as a filter to ensure that the requirements of both producers and consumers are consistently met. This paper describes an empirically based agent-based model of a regional food network in central Iowa that is intermediated by a food hub. The model was used to test a ...


Systems Approach To Evaluating Mih-Cp (Mobile Integrated Healthcare – Community Paramedicine): A Case Study Of East Baton Rouge Parish (Ebrp) Emergency Medical Services (Ems) Community Paramedicine Program Initiative, Oluwakemi Aiyedun 2019 Louisiana State University and Agricultural and Mechanical College

Systems Approach To Evaluating Mih-Cp (Mobile Integrated Healthcare – Community Paramedicine): A Case Study Of East Baton Rouge Parish (Ebrp) Emergency Medical Services (Ems) Community Paramedicine Program Initiative, Oluwakemi Aiyedun

LSU Doctoral Dissertations

This study applied a holistic method of healthcare program assessment, known as systems approach, to evaluate the efficacy of the East Baton Rouge Parish (EBRP) EMS Community-integrated Health Program (CIHP). The author developed assessment metrics following the Quadruple Aim Framework: IHI (Institute for Healthcare Improvement) Triple Aim + Provider Experience.

Results showed that the CP program in this study delivers high ratings on patient experience and provided a 51% return on investment (ROI) through reduced emergency service utilization, ED visits and inpatient hospital admissions. However, findings did not demonstrate meaningful improvement in patients’ health-related quality of life (HRQoL) and self-efficacy (SE ...


The Use Of Sacrificial Support Structures In A Rapid Machining Process, Wutthigrai Boonsuk, Matthew C. Frank 2019 Iowa State University

The Use Of Sacrificial Support Structures In A Rapid Machining Process, Wutthigrai Boonsuk, Matthew C. Frank

Wutthigrai Boonsuk

Rapid prototyping techniques for CNC machining have been developed in an effort to produce functional prototypes in appropriate materials. One of the major challenges is to develop an automatic fixturing system for the part during the milling process. The current proposed method, sacrificial support fixturing, is similar to the support structures used in existing rapid processes, such as Stereolithography. During the machining process, the sacrificial supports emerge incrementally and, at the end of the process, are the only entities connecting the part to the stock material. In this paper, we propose methodologies for the design of sacrificial support structures for ...


Effects Of Three Dry Powder Inhalers On Deposition Of Aerosolized Medicine In The Human Oral-Pharyngeal-Laryngeal Regions, Mohammed Ali 2019 The University of Texas at Tyler

Effects Of Three Dry Powder Inhalers On Deposition Of Aerosolized Medicine In The Human Oral-Pharyngeal-Laryngeal Regions, Mohammed Ali

Mohammed Ali

The dry powder inhaler (DPI) is a popular, effective and convenient drug delivery device for inhalation therapy to treat asthma. However, a large quantity (approximately 54%) of inhaled aerosols deposit in the oropharyngeal region. Deposition in this region is undesirable because it provides minimum therapeutic benefits and has adverse localized or systemic side effects. This study reports a method of examining electrostatic charge effects on deposition of three DPI aerosols (Spiriva Handihaler, Advair Diskus, and Pulmicort Turbohaler) in a cadaver-based cast of the human oral-pharyngeal-laryngeal (OPL) regions. Experimental aerosols were generated from the three commercially available DPIs by means of ...


Composition Of Templates For Transitional Pedipulation Behaviors, Thomas T. Topping, Vasileios Vasilopoulos, Avik De, Daniel E. Koditschek 2019 University of Pennsylvania

Composition Of Templates For Transitional Pedipulation Behaviors, Thomas T. Topping, Vasileios Vasilopoulos, Avik De, Daniel E. Koditschek

Departmental Papers (ESE)

Abstract. We document the reliably repeatable dynamical mounting and dismounting of wheeled stools and carts, and of fixed ledges, by the Minitaur robot. Because these tasks span a range of length scales that preclude quasi-static execution, we use a hybrid dynamical systems framework to variously compose and thereby systematically reuse a small lexicon of templates (low degree of freedom behavioral primitives). The resulting behaviors comprise the key competences beyond mere locomotion required for robust implementation on a legged mobile manipulator of a simple version of the warehouseman’s problem.


Assessing Values-Based Sourcing Strategies In Regional Food Supply Networks: An Agent-Based Approach, Caroline C. Krejci, Michael C. Dorneich, Richard T. Stone 2019 Iowa State University

Assessing Values-Based Sourcing Strategies In Regional Food Supply Networks: An Agent-Based Approach, Caroline C. Krejci, Michael C. Dorneich, Richard T. Stone

Michael C. Dorneich

The recent increase in demand for regionally produced food has resulted in a need for more efficient distribution methods. To connect regional food producers and consumers, intermediated regional food supply networks have developed. The intermediary, known as a regional food hub, serves as an aggregation point for products and information. It may also act as a filter to ensure that the requirements of both producers and consumers are consistently met. This paper describes an empirically based agent-based model of a regional food network in central Iowa that is intermediated by a food hub. The model was used to test a ...


Maize Yield And Nitrate Loss Prediction With Machine Learning Algorithms, Mohsen Shahhosseini, Rafael A. Martinez-Feria, Guiping Hu, Sotirios Archontoulis 2019 Iowa State University

Maize Yield And Nitrate Loss Prediction With Machine Learning Algorithms, Mohsen Shahhosseini, Rafael A. Martinez-Feria, Guiping Hu, Sotirios Archontoulis

Mohsen Shahhosseini

Pre-season prediction of crop production outcomes such as grain yields and N losses can provide insights to stakeholders when making decisions. Simulation models can assist in scenario planning, but their use is limited because of data requirements and long run times. Thus, there is a need for more computationally expedient approaches to scale up predictions. We evaluated the potential of five machine learning (ML) algorithms as meta-models for a cropping systems simulator (APSIM) to inform future decision-support tool development. We asked: 1) How well do ML meta-models predict maize yield and N losses using pre-season information? 2) How many data ...


Optimizing Ensemble Weights And Hyperparameters Of Machine Learning Models For Regression Problems, Mohsen Shahhosseini, Guiping Hu, Hieu Pham 2019 Iowa State University

Optimizing Ensemble Weights And Hyperparameters Of Machine Learning Models For Regression Problems, Mohsen Shahhosseini, Guiping Hu, Hieu Pham

Mohsen Shahhosseini

Aggregating multiple learners through an ensemble of models aims to make better predictions by capturing the underlying distribution more accurately. Different ensembling methods, such as bagging, boosting and stacking/blending, have been studied and adopted extensively in research and practice. While bagging and boosting intend to reduce variance and bias, respectively, blending approaches target both by finding the optimal way to combine base learners to find the best trade-off between bias and variance. In blending, ensembles are created from weighted averages of multiple base learners. In this study, a systematic approach is proposed to find the optimal weights to create ...


Backhaul Profit Maximization Problem Instances, Yuanyuan Dong, Yulan Bai, Eli V. Olinick, Andrew Junfang Yu 2019 Southern Methodist University

Backhaul Profit Maximization Problem Instances, Yuanyuan Dong, Yulan Bai, Eli V. Olinick, Andrew Junfang Yu

Engineering Management, Information, and Systems Research

This archive contains data for the problem instances described in the technical report "An Empirical Study of Mixed Integer Programming Formulations of the Backhaul Profit Maximization Problem" by Yulan Bai and Eli V. Olinick.


An Empirical Study Of Mixed Integer Programming Formulations Of The Backhaul Profit Maximization Problem, Yulan Bai, Eli V. Olinick 2019 Southern Methodist University

An Empirical Study Of Mixed Integer Programming Formulations Of The Backhaul Profit Maximization Problem, Yulan Bai, Eli V. Olinick

Engineering Management, Information, and Systems Research

Solving an instance of the Backhaul Profit Maximization Problem (BPMP) requires simultaneously solving two problems: (1) determining how to route an empty delivery vehicle back from its current location to its depot by a scheduled arrival time, and (2) selecting a profit-maximizing subset of delivery requests between various locations on the route subject to the vehicle's capacity. We propose and test a series of enhancements to the node-arc and triples mixed integer programming formulations of BPMP found in the literature and develop a multi-criteria Composite Index Method (CIM) to evaluate the results. We find that CPLEX takes 5 to ...


Digital Commons powered by bepress