Faculty Publications: Nguyet Nguyen

Paper Title: “Hidden Markov Model for Portfolio Management with Mortgage-Backed Securities Exchange-Traded Fund” was published on the Society of Actuaries website in April. This project was funded by the finance research grants from SOA, from June 2016-June 2017.

https://www.soa.org/research-reports/2017/2017-hidden-markov-model-portfolio-mgmt/

Abstract:

The hidden Markov model (HMM) is a regime-shift model that assumes observation data were driven by hidden regimes (or states). The model has been used in many fields, such as speech recognition, handwriting recognition, biomathematics and financial economics. In this paper, we describe HMM and its application in finance and actuarial areas. We then develop a new application of HMM in mortgage-backed securities exchange-traded funds (MBS ETFs). We begin with a primer on the hidden Markov model, covering main concepts, the model’s algorithms and examples to demonstrate the concepts. Next, we introduce some applications of the model in actuarial and financial areas. We then present applications of HMM on MBS ETFs. Finally, we establish a new use of HMM for a portfolio management with MBS ETFs: predicting prices and trading some MBS ETFs. Data, algorithms and codes generated in this paper can be used for future research in actuarial science and finance.

Paper Title: “Using the Hidden Markov Model to Improve the Hull-White Model for Short Rate”, a collaboration work with Thomas Wakefield, YSU, and Dung Nguyen, Ned Davis Research Group, was accepted to publish in the International Journal of Trade, Economics and Finance.

Recent Publication: Abdullah Kuraan, Stefan Moldovan, Kyosung Choo

Abdullah M. Kuraan, Stefan I. Moldovan, Kyosung Choo, “Heat transfer and hydrodynamics of free water jet impingement at low nozzle-to-plate spacings,” International Journal of Heat and Mass Transfer 108 (2017) 2211-2216.

Abstract

In this study, heat transfer and hydrodynamics of a free water jet impinging a flat plate surface are experimentally investigated. The effects of the nozzle-to-plate spacing, which is equal to or less than one nozzle diameter (H/d = 0.08–1), on the Nusselt number, hydraulic jump diameter, and pressure at the stagnation point are considered. The results show that the normalized stagnation Nusselt number, pressure, and hydraulic jump diameter are divided into two regions: Region (I) jet deflection region (H/d ⩽ 0.4) and Region (II) inertia dominant region (0.4 < H/d ⩽ 1). In region I, the normalized stagnation Nusselt number and hydraulic jump diameter drastically increase with decreasing the nozzle-to-plate spacing, since the stagnation pressure increases due to the jet deflection effect. In region II, the effect of the nozzle-to-plate spacing is negligible on the normalized stagnation Nusselt number and hydraulic jump diameter since the average velocity of the jet is constant, which means the jet deflection effect disappears. Based on the experimental results, new correlations for the normalized hydraulic jump diameter, stagnation Nusselt number, and pressure are developed as a function of the nozzle-to-plate spacing alone.

Faculty Faction: Dr. Eric MacDonald

Eric MacDonald

photo credit: YSU News Center

Dr. Eric MacDonald is a professor of electrical engineering and YSU’s Friedman Chair in Engineering. He holds a BS, MS, and PhD in Electrical Engineering from the University of Texas at Austin.

He worked as a professor at the University of Texas at El Paso for 15 years after leaving industry as a chip designer. He created microprocessors for products including computers and game systems and he worked for companies like IBM and Motorola.

In 2003, Dr. MacDonald teamed up with a mechanical engineer at UTEP to experiment with the mixing of 3D printing and electronics, which was almost unheard of at that time.

“So you could make a ball that’s a circuit board for instance, or you could make a prosthetic hand,” said Dr. MacDonald. “We ended up getting a lot of interest from NASA and the National Science Foundation, the Department of Defense, the intelligence community even.”

He had strong ties to Youngstown before he even considered coming here to teach.

“In 2011, President Obama in his State of the Union address basically said that he was going to invest in manufacturing by setting up institutes, the first of which was additive manufacturing… and it came to Youngstown,” said Dr. MacDonald.

A grant from this institute based in Youngstown brought him and Dr. Brett Conner together for collaboration.

Dr. MacDonald was very interested in coming to Youngstown through a recent endowment. He is now the first Morris and Phyllis Friedman Chair in Engineering at Youngstown State University.

He plans to continue his hands-on research with 3D printing and electronics while also incorporating Youngstown’s history of metal manufacturing.

Last semester, Dr. MacDonald published a paper in the journal Science along with former colleague Ryan Wicker of UTEP. Science is a highly prestigious magazine and it is very difficult to be accepted for publication.

A frequent traveler, Dr. MacDonald has been to many different countries all over the world. Even so, he still thinks Ohio is a beautiful place to live.

STEM Faculty Awarded Research Professorships

In accordance with the YSU-OEA Agreement, at least eighteen faculty members shall be designated “Research Professors” each year. The language in the agreement specifies that:

“The Research Professorship Committee may award a minimum of six (6) hours to a maximum of nine (9) hours; the total number of hours distributed will be no less than 162 hours.”

Proposals from thirty-two faculty members, submitted for research professorships, were reviewed and evaluated by a seven-member committee. Graduate faculty members representing all six colleges were on the committee which awarded 22 research professorships for the 2017-2018 academic year. Congratulations to the research professors.

Research Professorship Committee
Dr. Rebecca Badawy
Mr. Michael Hripko (Chair)
Dr. Daniel Keown
Dr. Mary LaVine
Dr. Susan Lisko
Dr. Dolores Sisco
Dr. Tom Wakefield

STEM Research Professors

Dr. Snjezana Balaz, Physics and Astronomy – Awarded 6 Hours
“Investigation of Charge Transfer in Organic Interfaces”

Dr. Ganesaratnam Balendiran, Chemistry – Awarded 9 Hours
“Role of Fibrates and Like Molecules in Diabetes and Metabolic Diseases”

Dr. Kyosung Choo, Mechanical and Industrial Engineering – Awarded 6 Hours
“Heat Transfer Enhancement of Steel Pipe”

Dr. Douglas Genna, Chemistry – Awarded 9 Hours
“Removal of Common Water Contaminants using Select Porous Materials”

Dr. Johanna Krontiris-Litowitz, Biology – Awarded 9 Hours
“Inserting Quantitative Literacy into the Human Physiology Lab Curriculum”

Dr. Xiangjia Min, Biological Sciences – Awarded 6 Hours
“Expanding the plant alternative splicing database”

Dr. Moon Nguyen, Mathematics and Statistics – Awarded 6 Hours
“Ohio Extreme Weather Forecast using Hidden Markov Model”

Dr. Jae Joong Ryu, Mechanical Engineering – Awarded 9 Hours
“Influence of biochemical environment on synovial lubrication and surface wear of prosthetic knee joints”

Dr. Bonita Sharif, CSIS – Awarded 9 Hours
“An eye tracking experiment summarizing API elements using code and documentation”

Dr. Suresh Sharma, Civil/Environmental and Chemical Engineering – Awarded 9 Hours
“Investigating Temporal and Spatial Variability of Flow and Salinity Level in the Mentor Marsh Watershed”

Recent Publication: Biology Faculty & Students

STEM faculty members on the paper: Xiangjia “Jack” Min, Feng Yu, Chester Cooper
STEM graduate students:  Brian Powell, Vamshi Amerishetty, John Meinken
STEM undergraduate student: Geneva Knott

Powell B., Amerishetty V., Meinken J., Knott G., Feng Y., Cooper C., and Min X.J., 2016, “ProtSecKB: the protist secretome and subcellular proteome knowledgebase,” Computational Molecular Biolog 6(4): 1-12.

Abstract:

Kingdom Protista contains a large group of eukaryotic organisms with diverse lifestyles. We developed the Protist Secretome and Subcellular Proteome Knowledgebase (ProtSecKB) to host information of curated and predicted subcellular locations of all protist proteins. The protist protein sequences were retrieved from UniProtKB, consisting of 1.97 million entries generated from 7,024 species with 101 species including 127 organisms having complete proteomes. The protein subcellular locations were based on curated information and predictions using a set of well evaluated computational tools.  The database can be searched using several different types of identifiers, gene names or keyword(s). Secretomes and other subcellular proteomes can be searched or downloaded. BLAST searching against the complete set of protist proteins or secretomes is available.  Protein family analysis of secretomes from representing protist species, including Dictyostelium discoideum, Phytophthora infestans, and Trypanosoma cruzi, showed that species with different lifestyles had drastic differences of protein families in their secretomes, which may determine their lifestyles. The database provides an important resource for the protist and biomedical research community. The database is available at http://bioinformatics.ysu.edu/secretomes/protist/index.php.

Recent Publication: Dr. Jai K. Jung

Editors’ Choice – Canadian Geotechnical Journal – December 201

Jai K. Jung, Thomas D. O’Rourke, Christina Argyrou“Multi-directional force–displacement response of underground pipe in sand,” Canadian Geotechnical Journal, 2016, 53(11): 1763-1781.

This paper is part of a Special Issue entitled “Pipeline geotechnics”.

Abstract:

A methodology is presented to evaluate multi-directional force–displacement relationships for soil–pipeline interaction analysis and design. Large-scale tests of soil reaction to pipe lateral and uplift movement in dry and partially saturated sand are used to validate plane strain, finite element (FE) soil, and pipe continuum models. The FE models are then used to characterize force versus displacement performance for lateral, vertical upward, vertical downward, and oblique orientations of pipeline movement in soil. Using the force versus displacement relationships, the analytical results for pipeline response to strike-slip fault rupture are shown to compare favorably with the results of large-scale tests in which strike-slip fault movement was imposed on 250 and 400 mm diameter high-density polyethylene pipelines in partially saturated sand. Analytical results normalized with respect to maximum lateral force are provided on 360° plots to predict maximum pipe loads for any movement direction. The resulting methodology and dimensionless plots are applicable for underground pipelines and conduits at any depth, subjected to relative soil movement in any direction in dry or saturated and partially saturated medium to very dense sands.

Recent Publication: Dr. Kyosung Choo

Brian K. Friedrich, Tamira D. Ford, Aspen W. Glaspell, Kyosung Choo, “Experimental study of the hydrodynamic and heat transfer of air-assistant circular water jet impinging a flat circular disk,” International Journal of Heat and Mass Transfer Volume 106 (March 2017) 804-809.

Abstract:

Hydrodynamic and heat transfer characteristics of the circular hydraulic jump by air-assistant water jet impingement was experimentally investigated using water and air as the test fluid. The effects of volumetric quality (β = 0–0.9) on the hydraulic jump radius, local Nusselt number and, pressure at the stagnation point were considered under fixed water-flow-rate condition. The results showed that the dimensionless hydraulic jump radius increased with volumetric quality, attained a maximum value at around 0.8 of the volumetric quality, and then decreased. The hydraulic jump of two phase impinging jet is governed by the stagnation pressure and the lateral variation of Nusselt number is governed by hydraulic jump radius. Based on the experimental results, a new correlation for the normalized hydraulic jump radius of the impinging jet are developed as a function of the normalized stagnation pressure alone.

Recent Publications: John Martin

John Martin, an assistant professor of engineering technology at Youngstown State University, has recently presented for the American Society for Engineering Education and the American Society of Mechanical Engineers. Martin holds a bachelor’s and master’s degree in mechanical engineering and his research area is in engineering education.

Work in Progress: The Effects of Concurrent Presentation of Engineering Concepts and FEA Applications”, Martin, J., Martin, A., Proceedings of the 2016 ASEE Annual Conference and Expo, New Orleans, LA, June, 2016.

“CFD Analysis Comparing Steady Flow and Pulsatile Flow through the Aorta and its Main Branches”, Martin, J., Proceedings for the 2016 ASME International Mechanical Engineering Congress & Exposition, Phoenix, AZ, November, 2016.

Faculty Research – Dr. Suresh Sharma

Dr. Suresh SharmaOriginally from Nepal, Dr. Suresh Sharma is an assistant professor in the Civil/Environmental and Chemical Engineering Department at Youngstown State University.

He worked for several years in Nepal as a government engineer before joining a PhD study in 2008. In 2012, he completed his PhD in Civil Engineering (Water Resources) from Auburn University, USA. Dr. Sharma worked as a Post-doctoral Research Associate at Purdue University for a year before joining the faculty ranks at YSU in 2013.

Dr. Sharma is interested both in hydrologic and water quality modeling. He has diverse research experiences working with data-driven modelling such as wavelet analysis, neural network, fuzzy logic, and semi-distributed and distributed watershed models.

Currently, Dr. Sharma is working on research projects including hydrologic investigation in wetlands, climate change impact on flooding, low flows, ice jams and snow fall in the northern belt of the United States. He is also conducting field-based research by collecting data from wetlands to develop various scenarios using a watershed model.

Dr. Sharma teaches graduate and undergraduate level courses such as Water Quality Modeling (graduate level), Hydrology (graduate level), Hydraulic Design, Fluid Mechanics and Statics. He will also teach Watershed Modelling (graduate level) beginning in spring 2017.

Dr. Sharma participates in regional and international conferences, typically 2 to 3 times a year. He is involved in various scientific committees and also represents the college as an editorial board member of some peer-reviewed journals.

In addition to his academic pursuits, Dr. Sharma is interested in social service such as donating blood, which he tries to do every two to three months. Dr. Sharma hopes to serve society in a unique way after retirement. For more information on Dr. Sharma’s research and publications, visit his page on the YSU website.

Recent Publication: Faculty and Students in Physics & Astronomy

Michael Crescimanno and Jim Andrews, Professors in Physics & Astronomy, together with students Brandon Latronica and Maddie Smotzer, co-authored the paper “Linear distributed Bragg cavity effects on optical limiting in two- and three-level media,” to appear in a special December issue of the Journal of the Optical Society of America on the topic “Nonlinear Optics near the Fundamental Limit.” This work was funded through grants from the National Science Foundation. 

Abstract:

A lumped distributed Bragg reflector (DBR)-nonlinear layer-DBR system is used to explore how nonlinear optical effects (in particular, optical limiting) are modulated by the dispersive character of the (optically linear) DBR. A three-level quantum optics model of the nonlinear layer is used to find self-consistent numerical solutions to the (nonlinear) optical transport in the composite system. We find that the intensity dependence of the real part of the index can be combined with the dispersion in the (linear) DBR to cause optical limiting even for materials that have only a saturated absorber (two-level) response.

Recent Publication: Dr. Eric MacDonald

“Multiprocess 3D printing for increasing component functionality”
Published in Science Vol. 353, Issue 6307.

Abstract:

Science Magazine coverLayer-by-layer deposition of materials to manufacture parts—better known as three-dimensional (3D) printing or additive manufacturing—has been flourishing as a fabrication process in the past several years and now can create complex geometries for use as models, assembly fixtures, and production molds. Increasing interest has focused on the use of this technology for direct manufacturing of production parts; however, it remains generally limited to single-material fabrication, which can limit the end-use functionality of the fabricated structures. The next generation of 3D printing will entail not only the integration of dissimilar materials but the embedding of active components in order to deliver functionality that was not possible previously. Examples could include arbitrarily shaped electronics with integrated microfluidic thermal management and intelligent prostheses custom-fit to the anatomy of a specific patient. We review the state of the art in multiprocess (or hybrid) 3D printing, in which complementary processes, both novel and traditional, are combined to advance the future of manufacturing.

Recent Publications: Janet Gbur

Promoting Technical Standards Education in Engineering
2016 ASEE Annual Conference & Exposition

Abstract:

The United States Standards Strategy, the framework developed by the American National Standards Institute (ANSI) to guide the U.S. standards system, recognizes the need for standards education programs as a high priority and recommends initiatives that address the significance and value of standards. To this intent, a novel workshop was developed in partnership with the library and the School of Engineering to raise the level of awareness of technical standards and standards usage on campus. The effort was a result of a campus-wide collaboration that provided a low-cost method of introducing technical standards and providing a foundation to develop a series of online tools accessible to the campus community. The event featured guest speakers representative of six major national and international standards bodies in addition to faculty, staff and students. The panels provided discussions on the background of the various types of standards and industries impacted, the development and implementation of these documents, the ways in which students and faculty can become more familiar with these documents and the benefit to becoming actively involved with standards organizations. The presentations and question-and-answer sessions provided a venue to learn about technical standards and to talk about ways to improve standards education within the campus community. The event was well received as shown by strong attendance and follow up to online materials continues to show activity five months following the event. This paper summarizes the implementation of the workshop, its impact, and strategies to further improve standards education on campus.

Fatigue and fracture of wires and cables for biomedical applications
International Materials Reviews

Abstract:

Fine wires and cables play a critical role in the design of medical devices and subsequent treatment of a large array of medical diagnoses. Devices such as guide wires, catheters, pacemakers, stents, staples, functional electrical stimulation systems, eyeglass frames and orthodontic braces can be comprised of wires with diameters ranging from 10s to 100s of micrometres. Reliability is paramount as part of either internal or external treatment modalities. While the incidence of verified fractures in many of these devices is quite low, the criticality of these components requires a strong understanding of the factors controlling the fracture and fatigue behaviour. Additionally, optimisation of the performance and reliability of these devices necessitates characterisation of the fatigue and fracture properties of its constituent wires. A review of cable architecture and stress states experienced during testing is followed by an overview of the effects of changes in material composition, microstructure, processing and test conditions on fracture and fatigue behaviour of wire and cable systems used in biomedical applications.The review concludes with recommendations for future work.

Faculty Research: Dr. Caguiat

Dr. CaguiatDr. Jonathan Caguiat, an associate professor in the Department of Biological Sciences at Youngstown State University, can trace his research on metal-resistant bacteria back to his time spent as a graduate student at Michigan State University.

He explained the history of the Y-12 plant in Oakridge, TN, and how toxic metals like uranium and mercury contaminated the soil and water there during World War II and the Cold War.

“My PhD advisor went down to Oakridge in 1989 and he dug up some soil samples right next to the plant and then a mile downstream,” said Dr. Caguiat. “So I work with bacteria that has been isolated from this creek. I look at different metal resistances.”

After his PhD advisor brought back the samples, Dr. Caguiat added a growth medium and spread the samples on plates. He froze the bacteria that grew to preserve them for later study.

“So we’ll expose them to different types of metal like mercury, maybe cadmium or zinc, looking for genes that are involved in [metal resistance],” said Dr. Caguiat. “We have isolated some bacterial metal resistance genes and can search for them in other bacterial strains.”

Some of the practical outcomes of this research are bioremediation—“cleaning up” in nature—and human medicine. Different metal resistances have different applications, and much of this is still being studied.

Dr. Caguiat earned his bachelor’s degree in biology with a concentration in molecular biology, and his PhD is in microbiology.

He uses his research as a valuable classroom tool to get students working hands-on and prepared for their own future research.

Recent Publications: Kyosung Choo

Dr. Kyosung Choo, assistant professor in the Department of Mechanical and Industrial Engineering, has produced three publications this year in two different scientific journals.

Below is information on each publication followed by an abstract.

Friedrich B. K., A.W. Glaspell, K. Choo, The Effect of Volumetric Quality on Heat Transfer and Fluid Flow Characteristics of Air-assistant Jet Impingement, Int. Journal of Heat and Mass Transfer 101 (2016) 261-266.

Heat transfer characteristics of air-assistant water jet impingement was experimentally investigated under a fixed water flow rate condition. Water and air were used as the test fluids. The effects of volumetric quality (β = 0–0.9) on the Nusselt number and pressure were considered. The results showed that the stagnation Nusselt number increased with volumetric quality, attained a maximum value at around 0.8 of the volumetric quality, and then decreased. The stagnation Nusselt number of the air-assistant water jet impingement is governed by the stagnation pressure. Based on the experimental results, a new correlation for the normalized stagnation Nusselt number is developed as a function of the normalized stagnation pressure alone. In addition, the lateral variation of Nusselt number is governed by hydraulic jump radius.

K. Choo, Friedrich B. K., A.W. Glaspell, K. Schilling, The Influence of Nozzle-to-plate Spacing on Heat Transfer and Fluid Flow of Submerged Jet Impingement, Int. Journal of Heat and Mass Transfer 97 (2016), 66 69.

In this study, heat transfer and fluid flow characteristics of a submerged jet impinging on a flat plate surface are experimentally investigated. The working fluids are air and water. The effects of a wide range of nozzle-to-plate spacing (H/= 0.1 − 40) on the Nusselt number and pressure at stagnation point are considered. The results show that the Nusselt number and pressure are divided into three regions; region (I) jet deflection region (H/⩽ 0.6), region (II) potential core region (0.6 < H/⩽ 7), and region (III) free jet region (7 < H/⩽ 40). In region I, the Nusselt number and pressure drastically increase with decreasing the nozzle-to-plate spacing. In region II, the effect of the nozzle-to-plate spacing is negligible on the Nusselt number and pressure. In region III, the Nusselt number and pressure monotonically decrease with increasing the nozzle-to-plate spacing. Based on the experimental results, new correlations for the normalized stagnation Nusselt number and pressure are developed as a function of the nozzle-to-plate spacing alone.

K. Choo, and S. J. Kim, The influence of nozzle diameter on the circular hydraulic jump of liquid jet impingement,” Experimental Thermal and Fluid Science 72 (2016) 12-17.

In this study, the circular hydraulic jump of jet impingement cooling was experimentally investigated using water as the test fluid. The effects of nozzle diameter (0.381, 0.506, 1, 2, 3.9, 6.7, 8 mm) on the hydraulic jump radius were considered. The results indicate that the dimensionless hydraulic jump radius (rhj/d) is independent of the nozzle diameter under fixed impingement power conditions, while the dimensionless hydraulic jump radius increases with decreasing nozzle diameter under fixed jet Reynolds number conditions. Based on the experimental results, a new correlation for the hydraulic jump radius is proposed as a function of the impingement power alone. It is shown that the proposed empirical correlation for the dimensionless hydraulic jump radius has the same form as that derived from a dimensional analysis of the conservation equations. In addition, the results clearly show that the dimensionless hydraulic jump radius depends on two dimensionless groups, jet Reynolds and Froude numbers, rather than just one, jet Reynolds number.

Dr. Crescimanno is Awarded a Materials Research Grant

Youngstown State University’s Dr. Michael Crescimanno, in conjunction with Dr. Kenneth Singer at Case Western Reserve University, has been awarded a grant from the National Science Foundation Division of Materials Research.

The grant is to fund faculty and students from both universities on the project, “OP: Nonlinear Optical Properties of Organic Cavity Polaritons,” for three years.

Non-technical description:

The interaction of light with matter is of fundamental and long-standing scientific and technological interest. This interaction can be enhanced by using very small structures in which the light bounces back and forth multiple times, such as miniature optical cavities made of two mirrors between which is placed the light absorbing or emitting material. This structure is the basis of the laser and, at sub-wavelength thickness, the cavity polariton. The interaction between organic dyes in such a cavity and light is particularly interesting as the enhancement can be very strong, even at room temperature, leading, for example, to unusually large color changes for the dye. These same organic materials also exhibit pronounced reversible changes with light intensity.

This project is aimed at studying nonlinear optical effects in cavity polaritons in which the aforementioned enhancements in the interaction are very strong. The designed structures and special optical materials having these exceptionally strong light-matter interactions will also lead to useful changes in the temporal response, and provide the possibility of dynamically tuning the linear and nonlinear optical response. The phenomena addressed in this project have potential applications in photonic information processing and communication, and in such technologies as dynamic holographic displays.

The graduate and undergraduate students involved in this project are also involved in mentoring and outreach programs for students from underrepresented groups in the inner cities in northeast Ohio.

The official information for the award can be found on the NSF website.