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Estimating the term structure with a semi-parametric Bayesian population model: An application to corporate bonds.
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Document Overview:
The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a new framework for estimating the term structure of interest rates for corporate bonds. The proposed model jointly estimates term structures by means of a Bayesian hierarchical model with a non-parametric prior probability model based on Dirichlet process mixtures. The main advantage of our framework is its ability to produce reliable estimators at the company level even when there are only a few bonds per company. The modeling methodology borrows strength across similar term structures for purposes of estimation. After describing the new approach, we discuss an empirical application in which the term structure of 197 individual companies is estimated. The sample of 197 consists of 143 companies with only one or two bonds. In-sample and out-of-sample tests indicate superior performance of our method as compared with the popular approach of grouping the corporate bonds by credit rating.
Study on the transport processes of electrolyte solutions through microscopic pores by molecular dynamics simulations and theoretical analysis.
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THERE IS NO ABSTRACT FOR THIS ITEM
New statistical methods for analyzing fixed effects in fixed or mixed models with unbalanced data.
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THERE IS NO ABSTRACT FOR THIS ITEM
Multicomponent salt partitioning in a Nafion 117 cation exchange membrane.
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THERE IS NO ABSTRACT FOR THIS ITEM
Analysis of the cellular basis for immunologic protection against enteric fever.
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THERE IS NO ABSTRACT FOR THIS ITEM
Induction of cytochrome P450: {\it Ex vivo\/} analysis in cynomolgus monkeys and {\it in vitro\/} analysis in cultured rat hepatocytes.
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THERE IS NO ABSTRACT FOR THIS ITEM
Point-of-use instruction of MEDLINE (RTM) in academic health sciences libraries: A multiple-case study.
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THERE IS NO ABSTRACT FOR THIS ITEM
Transformational leadership taught and practiced: A study of an educational leadership doctoral cohort program.
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Document Overview:
This study explored the perceptions of faculty members and student participants in an Educational Leadership doctoral cohort program at Indiana University Bloomington. There were three research questions examined in this study and the faculty members and students were randomly selected to participate in semi-structured interviews to respond to these questions: what were their experiences with the cohort process, how did they perceive the methods of instructional delivery, and how did the goals outlined in the program Mission Statement meet with the precepts of transformational leadership by J. Burns. Through qualitative analysis, the data was compiled and coded with attention to confirming and disconfirming responses from faculty and students. Attitudes, behaviors, and opinions of cohort participants and faculty members were examined for themes, similarities and differences. The data presented positive responses from both faculty and students about the cohort experience and the way the cohort process related to Burns's collaborative leadership.
Dependency upon public assistance as a social problem of adults reared in dysfunctional families.
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THERE IS NO ABSTRACT FOR THIS ITEM
Enantiopure beta-lactam synthesis via intramolecular Wolff rearrangement employing alpha-amino acids.
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Document Overview:
In Chapters 1 through 3, chemistry directed at developing a stereospecific intramolecular Wolff rearrangement towards the formation of enantiopure beta-lactams derived from alpha-amino acids is examined. From the experimental findings, photolysis of alpha-diazo N-methoxy-N-methyl (Weinreb) beta-ketoamides derived from alpha-amino acids (L-serine and L-aspartic acid) afforded the corresponding enantiomerically pure beta-lactams in high yield (81--90%), the structures of which were confirmed by X-ray diffraction data. Photolysis using a continuous-flow photochemical reactor expedited reaction times and made the process amenable to scale-up. By exploiting the epimerization at the C-3 (alpha-proton) of the cis-diastereomer, high yields of the thermodynamically more stable trans beta-lactam could be achieved. Selective crystallization of the trans beta-lactam from the crude reaction mixture permitted the direct isolation of this compound in both high yield and high purity following recrystallization.
Regolith radiative transfer model; applications to Saturn's icy rings.
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Document Overview:
In this dissertation I first present work on scattering properties of icy granular aggregates in an application to Saturn's F ring in the mid IR. This work helped us gain a deeper understanding of how multiple interfaces present in a granular object affects important spectral features. The granular aggregate study has naturally led us to studying scattering from more complex system of granular particles packed on an extended surface otherwise known as regolith. Due to major shortcomings of current readiative transfer models for regolith surfaces we have developed a regolith radiative transfer model (RRT) based on a first-principles approach to regolith modeling that is essential for near-to-far infrared observations of grainy surfaces, and is readily configured to answer fundamental questions about popular models with which all remote observations of all airless solar system bodies with granular surfaces are currently interpreted. Our model accounts for wavelength-size regolith particles which are closely packed and can be heterogeneous in composition and arbitrarily shaped.
Enhancing gene expression signatures in cancer prediction models: Understanding and managing classification complexity.
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Document Overview:
Cancer can develop through a series of genetic events in combination with external influential factors that alter the progression of the disease. Gene expression studies are designed to provide an enhanced understanding of the progression of cancer and to develop clinically relevant biomarkers of disease, prognosis and response to treatment. One of the main aims of microarray gene expression analyses is to develop signatures that are highly predictive of specific biological states, such as the molecular stage of cancer. This dissertation analyzes the classification complexity inherent in gene expression studies, proposing both techniques for measuring complexity and algorithms for reducing this complexity.
A resolution of the Specht module over a Hecke algebra of the symmetric group.
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Document Overview:
For every composition lambda of a positive integer r, we construct a finite chain complex of modules whose terms are direct sums of tensor products of homomorphism spaces between modules over the Hecke algebra of the symmetric group Sr. The construction is combinatorial and can be carried out over every integral domain R. We conjecture that for every partition the chain complex has homology concentrated in one degree (at the end of the complex) and that it is isomorphic to the dual of the Specht module. We prove the exactness in special cases.
The capacity of wireless ad hoc networks.
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Document Overview:
This thesis studies the fundamental limits on the capacity of wireless ad hoc networks. First, Multi-Packet Reception (MPR) is proposed to increase the capacity under both protocol and physical models. By defining power efficiency, it is also shown that, in order to achieve higher capacity, there is a cost to pay in terms of the network power consumption efficiency.
Understanding saltwater tolerance and marine resource use in the Crocodylia: A stable isotope approach.
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Document Overview:
Today, crocodylians are primarily freshwater-adapted today, though estuarine populations of Crocodylus acutus and C. porosus are notable exceptions. But beginning in the 1980s scientific work involving phylogeny, biogeography and osmoregulatory physiology suggested that Crocodylia had been more adept in coastal and marine environments in the past. Here I use stable isotopes as natural tracers of inputs to modern and fossil crocodylians to explore their current and past reliance on marine resources. Using carbon and oxygen isotope ratios from the carbonate portion of tooth bioapatite, I estimate the marine resource use of modern coastal populations of C. acutus and Alligator mississippiensis by comparing them to marine reptiles and inland populations of A. mississippiensis . Coastal A. mississippiensis and C. acutus feed from marine foodwebs in roughly equal percentages (∼60% and ∼70% respectively). I estimate the amount of seawater ingestion for C. acutus to be 80% on average (A. mississippiensis is an obligate freshwater drinker). Thus, many of the osmoregulatory behaviors assumed to be necessary for C. acutus (such as actively seeking out fresh drinking water) may not be necessary.
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