Title: “3D Printed Smart Molds for Sand Casting”
Authors: Jason Walker, Evan Harris, Charles Lynagh, Andrea Beck, Rich Lonardo, Brian Vuksanovich, Jerry Thiel, Kirk Rogers, Brett Conner, Eric MacDonald
Date Published: February 15, 2018
Additive manufacturing, also commonly referred to as 3D printing, stands to transform sand casting with binder jetting technology that can create sand molds with unmatched geometric complexity. With printed sand molds, castings can be optimized with regard to the strength-versus-weight trade-off and structures such as periodic lattices are now available within molds that are not possible with traditional casting technology. However, an increase in design complexity invites more challenges in terms of understanding and managing both the thermodynamics and physics of the casting process. Simulations of castings are more important than ever, and empirical in situ sensor data are required to validate high fidelity computer modeling (e.g., MAGMASOFT®). One novel solution is to leverage the design freedom of CAD-based solid modeling to introduce unique mold features specifically for housing sensors (Internet of Things) within the mold to enable the collection of a diversity of data at manifold locations: temperature, pressure, moisture, gas chemistries, motion of the molds and internal cores (shifting or rotation), and magnetic field. This report describes a proof of concept in which unprecedented levels of process monitoring were integrated—both wirelessly and wired—at strategic locations throughout a printed mold and inside of internal cores. The collected data were used to validate the quality of a casting in situ as well as to provide feedback for optimizing the casting process, mold design, and simulations. A trade-off was explored between sensor survivability and disposability.
Title: “Support structure effect on CO oxidation: A comparative study on SiO2 nanospheres and CeO2 nanorods supported CuOx catalysts”
Authors: Shaikh Tofazzel Hossain, Yazeed Almesned, Kefu Zhang, Elizabeth T. Zella, David T.Bernard. Snjezana Balaz, & RuigangWange
Date Published: January 15, 2018
The effect of support reducibility and reduction treatment was studied in SiO2nanospheres and CeO2 nanorods supported CuOx (0 ≤ x ≤ 1) catalysts on CO oxidation. CuO nanoparticles were impregnated on SiO2 nanospheres and CeO2nanorods using thermal decomposition method and then the samples were oxidized in air at different temperatures (400–600 °C). The sample oxidized at 400 °C was also further reduced under hydrogen atmosphere to compare the effect of reduction treatment on the catalytic activity. Detailed XRD, Raman, H2-TPR, and CO oxidation analyses were carried out to understand the effect of CuOx-support interaction and different CuOx species on the catalytic performance. Compared to SiO2 nanospheres supported CuOx catalysts, both CuO/CeO2 and reduced CuOx/CeO2 catalysts exhibited superior catalytic performance in terms of CO conversion and low-temperature hydrogen consumption. The enhanced activity of CeO2 nanorods supported CuOx catalysts was correlated strongly to the surface defects on CeO2nanorods and interfacial structures.
John Martin, an Assistant Professor of Engineering Technology, published this article in June 2017 with assistance from Anna Martin of Kent State University.
Title: “Work In Progress: The Effects of Embedded-Formatting Applied to Statics”
Authors: John Martin and Anna Martin
Worked examples have been shown to be very effective in order to reduce cognitive load (Carol 1994), however there are many instances where worked examples may be ineffective. One instance is where a worked example may contain a number of unique pieces of information, each being incomprehensible to the learner in isolation, therefore the learner must mentally integrate each piece in order to understand the instructional material. A classic example of this is having a picture of a graph consisting of lines and then separately below having a list of equations for each line. There is a need for the learner to mentally integrate the two different sources of information, which asserts an increased burden on cognitive load therefore stifling the learning process. This is what is referred to as the split-attention effect (Sweller 1998). One way that has been shown to alleviate this problem is the use of embedded-formatting (Mayer 1990). Embedded formatting is where the unique portions of information are physically integrated with one another in order to reduce cognitive load. So, for example the graph with line equations described earlier could be shown where the equations are displayed on the graph directly next to the line that it is defining, so that the reader does not have to integrate the two mentally – it can be done visually.
Statics is typically the first core engineering course civil and mechanical engineering students take, therefore much of the information in this class is novel to the learner. Worked examples are often used in textbooks and are very useful, but they generally consist of a free-body diagram (FBD) and then a separate list of accompanying equilibrium equations for that specific FBD. This requires the learner to mentally integrate the two novel sources of information in order to make sense of the worked example, which can cause cognitive overload or an overload on working memory. This study will focus on identifying the effectiveness of using embedded-formatting with regards to engineering Statics worked examples.
For this study a quantitative quasi-experimental pretest-posttest study will be utilized to gain a better understanding of the effects of applying embedded-formatting to worked examples of Statics problems on student learning. Students within two separate engineering Statics courses will be considered, where the first groups/class will be given worked examples utilizing embedded-formatting and the second group/class will be given traditional worked examples as part of their instructional material. Additionally, a subjective measure of cognitive load will be used to quantify between group cognitive loads, while a posttest will measure student learning of the topic in general. The instructional technique will serve as the independent variable consisting of two groups; while the engineering concept knowledge of Statics, along with the subjective cognitive load scores will serve as the dependent variables to be measured using multivariate analysis of variance (MANOVA).
Mr. John Martin, an Assistant Professor of Engineering Technology, published this article in June 2017 with assistance from Anna Martin of Kent State University.
Title: “Work In Progress: The Effect of Partially-Completed Worked Examples Applied to Statics”
Authors: John Martin and Anna Martin
Traditionally, instructional strategies used for teaching engineering subjects revolve around a scaffolded type framework, where problems are solved in-class by the instructor whom provides guidance to students that are simultaneously engaging in the problem solving with the instructor. This type of learning strategy is based off of a guided problem-solving approach. After a number of problems are solved in this manner the next step is usually to assign problems for the students to solve entirely on their own, taking away all the instructor support from the problem-solving approach. Research suggests that entirely removing all guidance too soon generally results in a situation where student learning must then rely on randomness. This is where the learning process is accomplished by randomly combining elements of information and then determining which combinations are effective (Sweller 2004), which is very inefficient.
This type of learning technique is very common within engineering subjects, as well as many other subjects and is based off of what is sometimes referred to as discovery learning (Bruner 1961). Research has suggested that making use of partially-completed worked examples can reduce cognitive load by decreasing the burden on working memory (Carrol 1994, etc.), in turn leaving more memory capacity to acquire knowledge. In partially-completed worked-examples learners are given a problem where certain portions of that problem are missing and they are required to fill in the missing steps. Implementing this instructional strategy can serve as a bridge between fully guided problem-solving and completely unguided problem solving. Adding the use of partially-completed worked examples to fill the gap between worked examples and independent problem solving has proven to be very effective in prior research (Paas 1992).
This study will examine the effectiveness of implementing partially-completed worked examples when directly applied to the field of Statics. This study will specifically examine whether or not the use of partially-completed worked examples create a more efficient and complete learning process when learning Statics.
We will utilize a quantitative quasi-experimental pretest-posttest study to gain a better understanding of the effects of partially-completed worked examples of Statics problems on student learning. Students within an engineering Statics course will be divided into two groups, where the first group will be given partially-completed worked examples along with traditional problems, where they are to solve the partially completed problems first and then the traditional problems afterwards. The second group will be given only traditional problems to solve. Additionally, a subjective measure of cognitive load will be used to quantify between group cognitive loads, while a posttest will measure student learning of the topic in general. The instructional strategy will serve as the independent variable consisting of two groups, while the engineering concept knowledge of Statics, along with the subjective cognitive load scores will serve as the dependent variables to be measured using multivariate analysis of variance (MANOVA).
Firm student understanding of fundamental courses such as Statics is crucial for their success in subsequent courses, and is also vital in providing solid background knowledge to appropriately comprehend more advanced topics. In order to maximize the learning process a clearer understanding of how the role of guidance during problem solving impacts student learning is necessary. This study hopes to shed light on the way in which instructional delivery impacts learning of engineering concepts.
Mr. John Martin, an Assistant Professor of Engineering Technology, published this article in November 2017.
Title: “Exploring Additive Manufacturing Processes for Direct 3D Printing of Copper Induction Coils – Symposium on AM: Novel Applications session.”
Author: John Martin
The production process of creating custom induction coils is often a tedious and time-consuming procedure, which is largely due to the fact that the coils are created by hand for the most part. Generally each coil is a specialized size and shape depending on customer requirements so there is very little repeatability involved in the production process of these products. This paper looks at the practicality of printing copper induction coils that could provide appropriate material properties, such as electrical conductivity. The paper also focuses on which printing method(s) might be the most efficient and/or practical. There has been little research done on the 3D printing of copper material compared to other metals such as steel, and the majority of research that has occurred focuses on material properties; mainly thermal conductivity. This study focuses on the practicality of the printing of the physical shapes, specifically a hollow curved or spiral shape. The most common and successful method that has been used thus far utilizing additive manufacturing (AM) for the production of copper parts is investment casting, where the mold is created using AM. While this method has merits, it isn’t a directly printed part. Also successfully casting a hollow curved or spiral shape would be extremely difficult and likely not practical. Induction coils can take on a seemingly unlimited amount of shapes and sizes. However, typically there tends to always be two main characteristics for a coil, those are: some type of hollow tubing is utilized for water cooling, and the existence of curved paths. These two characteristics in combination present some difficult hurdles regarding the physical printing of the part. Another major difficulty is the fact that the final material must be very dense in order to afford the superior electrical conductivity properties, which standard copper used for electrical purposes has. The main processes inspected for this study are powder bed fusion, namely selective laser melting, selective laser sintering, electron beam melting as well as direct energy deposition, using either powder or wire for the material feed. After considering all the various techniques for applying additive manufacturing to create induction coils, the selective laser melting process seemed to be the most practical and showed the most promise.
Dr. Xiangjia “Jack” Min, Associate Professor in Biological Science, published a research article in Computational Molecular Biology in September 2017.
Title: Comprehensive Cataloging and Analysis of Alternative Splicing in Maize
Author: Dr. Xiangjia “Jack” Min
Gene expression is a key step in developmental regulation and responses in changing environments in plants. Alternative splicing (AS) is a process generating multiple RNA isoforms from a single gene pre-mRNA transcript that increases the diversity of functional proteins and RNAs. Identification and analysis of alternatively splicing events are critical for crop improvement and understanding regulatory mechanisms. In maize large numbers of transcripts generated by RNA-seq technology are available, we incorporated these data with data assembled with ESTs and mRNAs to comprehensively catalog all genes undergoing AS. A total of 192,624 AS events were detected and classified, including 103,566 (53.8%) basic events and 89,058 (46.2%) complex events which were formed by combination of various types of basic events. Intron retention was the dominant type of basic AS event, accounting for 24.1%. These AS events were identified from 91,128 transcripts which were generated from 26,669 genomic loci, of which consisted of 20,860 gene models. It was estimated that 55.3% maize genes may be subjected to AS. The transcripts mapping information can be used to improve the predicted gene models in maize. The data can be accessed at Plant Alternative Splicing Database (http://proteomics.ysu.edu/altsplice/).
Full article link:
Dr. Michael Butcher, Associate Professor in Biological Science, in collaboration with Dr. Gary Walker, Chairperson and Professor of Biological Sciences, Mr. Julio “Ed” Budde, and student Dylan Thomas published a research article in Journal of Applied Physiology in September 2017.
Title: Ontogeny of myosin isoform expression and prehensile function in the tail of the gray short-tailed opossum (Monodelphis domestica)
Authors: Dylan R. Thomas, Brad A. Chadwell, Gary R. Walker, Julio E. Budde, John L. VandeBerg, Michael T. Butcher
Terrestrial opossums use their semiprehensile tail for grasping nesting materials as opposed to arboreal maneuvering. We relate the development of this adaptive behavior with ontogenetic changes in myosin heavy chain (MHC) isoform expression from 21 days to adulthood. Monodelphis domestica is expected to demonstrate a progressive ability to flex the distal tail up to age 7 mo, when it should exhibit routine nest construction. We hypothesize that juvenile stages (3–7 mo) will be characterized by retention of the neonatal isoform (MHC-Neo), along with predominant expression of fast MHC-2X and -2B, which will transition into greater MHC-1β and -2A isoform content as development progresses. This hypothesis was tested using Q-PCR to quantify and compare gene expression of each isoform with its protein content determined by gel electrophoresis and densitometry. These data were correlated with nesting activity in an age-matched sample of each age group studied. Shifts in regulation of MHC gene transcripts matched well with isoform expression. Notably, mRNA for MHC-Neo and -2B decrease, resulting in little-to-no isoform translation after age 7 mo, whereas mRNA for MHC-1β and -2A increase, and this corresponds with subtle increases in content for these isoforms into late adulthood. Despite the tail remaining intrinsically fast-contracting, a critical growth period for isoform transition is observed between 7 and 13 mo, correlating primarily with use of the tail during nesting activities. Functional transitions in MHC isoforms and fiber type properties may be associated with muscle “tuning” repetitive nest remodeling tasks requiring sustained contractions of the caudal flexors.
Full article link:
Dr. Michael Butcher, Associate Professor in Biological Science, in collaboration with biology student Zachary Glenn, published a research article in Journal of Mammalian Evolution in September 2017.
Title: Architectural Properties of Sloth Forelimb Muscles (Pilosa: Bradypodidae)
Authors: Rachel A. Olson, Zachary D. Glenn, Rebecca N. Cliffe, Michael T. Butcher
Tree sloths have reduced skeletal muscle mass, and yet they are able to perform suspensory behaviors that require both strength and fatigue resistance to suspend their body mass for extended periods of time. The muscle architecture of sloths is hypothesized to be modified in ways that will enhance force production to compensate for this reduction in limb muscle mass. Our objective is to test this hypothesis by quantifying architecture properties in the forelimb musculature of the brown-throated three-toed sloth (Bradypus variegatus: N = 4). We evaluated architecture from 52 forelimb muscles by measuring muscle moment arm (rm), muscle mass (MM), belly length (ML), fascicle length (LF), pennation angle (θ), and physiological cross-sectional area (PCSA), and these metrics were used to estimate isometric force, joint torque, and power. Overall, the musculature becomes progressively more pennate from the extrinsic to intrinsic regions of the forelimb, and the flexors are more well developed than the extensors as predicted. However, most muscles are indicative of a mechanical design for fast joint rotational velocity instead of large joint torque (i.e., strength), although certain large, parallel-fibered shoulder (e.g., m. latissimus dorsi) and elbow (e.g., m. brachioradialis) flexors are capable of producing appreciable torques by having elongated moment arms. This type of functional tradeoff between joint rotational velocity and mechanical advantage is further exemplified by muscle gearing in Bradypus that pairs synergistic muscles with opposing LF/rm ratios in each functional group. These properties are suggested to facilitate the slow, controlled movements in sloths. In addition, the carpal/digital flexors have variable architectural properties, but their collective PCSA and joint torque indicates the capability for maintaining grip force and carpal stability while distributing load from the manus to the shoulder. The observed specializations provide a basis for understanding sustained suspension in sloths.
Full article link:
Dr. Xiangjia “Jack” Min, Associate Professor in Biological Science, in collaboration with Dr. Feng Yu, Assistant Professor in Computer Science and Information Systems published a research article in Current Plant Biology in July 2017.
Title: “Comparative landscape of alternative splicing in fruit plants”
Authors: G Sablok, B Powell, J Braessler, F Yu F, XJ Min
Alternative splicing (AS) has played a major role in defining the protein diversity, which could be linked to phenotypic alternations. It is imperative to have a comparative resolution of AS to understand the pre-mRNAs splicing diversity. In the present research, we present a comparative assessment of the AS events in four different fruit plants including apple (Malus domestica), grape (Vitis vinifera), sweet orange (Citrus sinensis), and woodland strawberry (Fragaria vesca), using spliced mapping of the expressed sequence tags and mRNA sequences. We identified a total of 2039 AS events in apple, 2454 in grape, 1425 in orange, and 631 in strawberry, respectively. In this study grape displayed the maximum number of genes (1588) associated with the splicing, followed by apple (1580), orange (1133) and strawberry (444). Transcripts mapping analysis shows that grape plant has relatively larger intron sizes than introns in other fruit species. The data provide a basis for further functional characterization of the genes undergoing AS and can be accessed at Plant Alternative Splicing Database (http://proteomics.ysu.edu/altsplice/plant/).
Full article link: http://www.sciencedirect.com/science/article/pii/S2214662817300439
“Sex and regional differences in rabbit right ventricular L-type calcium current levels and mathematical modeling of arrhythmia vulnerability.” Experimental Physiology 102 (7): 804-817, 2017.
*A figure from this paper was used as the cover illustration for the July 1 edition of this journal.
What is the central question of this study?
Regional variations of ventricular L-type calcium current (ICa-L) amplitude may underlie the increased arrhythmia risk in adult females. Current amplitude variations have been described for the left ventricle but not for the right ventricle.
What is the main finding and its importance?
Adult female rabbit right ventricular base myocytes exhibit elevated ICa-L compared with female apex or male myocytes. Oestrogen upregulated ICa-L in cultured female myocytes. Mathematical simulations modelling long QT syndrome type 2 demonstrated that elevated ICa-L prolonged action potentials and induced early after-depolarizations. Thus, ventricular arrhythmias in adult females may be associated with an oestrogen-induced upregulation of ICa-L.
Previous studies have shown that adult rabbit left ventricular myocytes exhibit sex and regional differences in L-type calcium current (ICa-L) levels that contribute to increased female susceptibility to arrhythmogenic early after-depolarizations (EADs). We used patch-clamp recordings from isolated adult male and female rabbit right ventricular myocytes to determine apex–base differences in ICa-L density and used mathematical modelling to examine the contribution of ICa-L to EAD formation. Current density measured at 0 mV in female base myocytes was 67% higher than in male base myocytes and 55% higher than in female apex myocytes. No differences were observed between male and female apex myocytes, between male apex and base myocytes, or in the voltage dependences of ICa-L activation or inactivation. The role of oestrogen was investigated using cultured adult female right ventricular base myocytes. After 2 days, 17β-estradiol (1 nm) produced a 65% increase in ICa-L density compared with untreated control myocytes, suggesting an oestrogen-induced upregulation of ICa-L. Action potential simulations using a modified Luo–Rudy cardiomyocyte model showed that increased ICa-L density, at the level observed in female base myocytes, resulted in longer duration action potentials, and when combined with a 50% reduction of the rapidly inactivating delayed rectifier potassium current conductance to model long QT syndrome type 2, the action potential was accompanied by one or more EADs. Thus, we found higher levels of ICa-L in adult female right ventricle base myocytes and the upregulation of this current by oestrogen. Simulations of long QT syndrome type 2 showed that elevated ICa-L contributed to genesis of EADs.
Information regarding the authors:
YSU Faculty: Dr. Mark D. Womble (Department of Biological Sciences; senior author) and Dr. Jozsi Z. Jalics (Department of Mathematics and Statistics; contributing author).
YSU Students: At the time that this research was performed, Zane M. Kalik (lead author) was an undergraduate Biology student, Joshua L. Mike (contributing author) was an undergraduate Mathematics and Chemistry student, Moriah Wright (contributing author) was an undergraduate Mathematics student, and Cassandra Slipski (contributing author) was a Biology graduate student.
Thomas DR, Chadwell BA, Walker GR, Budde JE, Vandeberg JL, Butcher MT. “Ontogeny of myosin isoform expression and prehensile function in the tail of the gray short-tailed opossum (Monodelphis domestica),” Journal of Applied Physiology, May 2017. DOI: 10.1152/japplphysiol.00651.2016
Former YSU biology student Dylan Thomas authored this paper in collaboration with faculty and staff from YSU, Ohio University, and the University of Texas Rio Grande Valley. The paper was submitted in July 2016 and was accepted and published in May 2017 by the American Physiological Society.
Terrestrial opossums use their semi-prehensile tail for grasping nesting materials as opposed to arboreal maneuvering. We relate the development of this adaptive behavior with ontogenetic changes in myosin heavy chain (MHC) isoform expression from 21 days to adulthood. Monodelphis domestica is expected to demonstrate a progressive ability to flex the distal tail up to age 7 months, when it should exhibit routine nest construction. We hypothesize that juvenile stages (3-7 months) will be characterized by retention of the neonatal isoform (MHC-Neo), along with predominant expression of fast MHC-2X and 2B, which will transition into greater MHC-1β and 2A isoform content as development progresses. This hypothesis was tested using Q-PCR to quantify and compare gene expression of each isoform to its protein content determined by gel electrophoresis and densitometry. These data were correlated with nesting activity in an age-matched sample of each age group studied. Shifts in regulation of MHC gene transcripts matched well with isoform expression. Notably, mRNA for MHC-Neo and 2B decrease, resulting in little-to-no isoform translation after age 7 months, whereas mRNA for MHC-1β and 2A increase, and this corresponds with subtle increases in content for these isoforms into late adulthood. Despite the tail remaining intrinsically fast-contracting, a critical growth period for isoform transition is observed between 7 and 13 months, correlating primarily with use of the tail during nesting activities. Functional transitions in MHC isoforms and fiber type properties may be associated with muscle ‘tuning’ repetitive nest remodeling tasks requiring sustained contractions of the caudal flexors.
Daniel Wehrung, Elaheh. A. Chamsaz, James H. Andrews, Abraham Joy, and Moses O. Oyewumi, “Engineering Alkoxyphenacyl-Polycarbonate Nanoparticles for Potential Application in Near-Infrared Light-Modulated Drug Delivery via Photon Up-Conversion Process,” Journal of Nanoscience and Nanotechnology 17, 4867-4881 (2017).
This publication describes the results of experiments primarily done at NEOMED, but also at YSU’s Dept. of Physics & Astronomy, using nano-crystals to convert near infrared light to ultraviolet light. Typically, ultraviolet light is difficult to apply as a form of medical phototherapy due to its harmful effects to other tissues. Using the materials studied in this paper, the primary exposure would instead be to infrared light that is then converted to ultraviolet at the site of the phototherapy for localized treatment. This work was led by Daniel Wehrung as part of his successful PhD dissertation work at NEOMED under the supervision of Dr. Moses Oyewumi in the Department of Pharmaceutical Sciences. Dr. Andrews assisted with experiments at YSU as part of this study.
Photoresponsive delivery systems that are activated by high energy photo-triggers have been accorded much attention because of the capability of achieving reliable photoreactions at short irradiation times. However, the application of a high energy photo-trigger (UV light) is not clinically viable. Meanwhile, the process of photon-upconversion is an effective strategy to generate a high energy photo-trigger in-situ through exposure to clinically relevant near-infrared (NIR) light. In this regard, we synthesized photon upconverting nanocrystals (UCNCs) that were subsequently loaded into photoresponsive nanoparticles (NPs) prepared using alkoxyphenacyl-based polycar- bonate homopolymer (UCNC-APP-NPs). UCNC loading affected resultant NP size, size distribu- tion, colloidal stability but not the zeta potential. The efficiency of NIR-modulated drug delivery was impacted by the heterogenetic nature of the resultant UCNC-APP-NPs which was plausibly formed through a combination of UCNC entrapment within the polymeric NP matrix and nucleation of polymer coating on the surface of the UCNCs. The biocompatibility of UCNC-APP-NPs was demonstrated through cytotoxicity, macrophage activation, and red blood cell lysis assays. Studies in tumor-bearing (nu/nu) athymic mice showed a negligible distribution of UCNC-APP-NPs to retic- uloendothelial tissues. Further, distribution of UCNC-APP-NPs to various tissues was in the order (highest to lowest): Lungs > Tumor > Kidneys > Liver > Spleen > Brain > Blood > Heart. In all, the work highlighted some important factors that may influence the effectiveness, reproducibility biocompatibility of drug delivery systems that operate on the process of photon-upconversion.
Robert J. Korenic, Associate Professor, Civil and Construction Engineering Technology, presented a paper entitled “Youngstown State University ‘Gateway Project’ Rain Garden Design Upgrades.” The paper was presented at the Engineering Sustainability Innovation and the Triple Bottom Line Conference on April 10, 2017 in Pittsburgh, PA. This is a national conference affiliated with the University of Pittsburgh Swanson School of Engineering and the Mascaro Center for Sustainable Innovation.
The Youngstown State University (YSU) “Gateway Project,” completed several years ago, was a large scale grounds and facilities project intended to upgrade several campus buildings and the grounds surrounding these facilities. Many of the upgrades utilized Leadership in Energy and Environmental Design (LEED) sustainable design criteria. Included in these upgrades was the installation of bioswale and rain garden areas intended to help manage storm water runoff from new parking facilities. While the bioswales are functioning as intended, the rain garden has never maintained plant life and is not functioning to manage storm water runoff. Phase one of this research involved testing the hydraulic conductivity of the soil in the garden, sampling the soil for its pH and identifying the soil stratification in the garden by digging test pits. This document will recap the results of that research and build on those results by specifying how the rain garden can be rebuilt in order to properly manage the storm water runoff.
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.
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.
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.
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.