The purpose of this research was to quantify the relative contribution of various types of traders on the price discovery process in live cattle futures. This work was based on a conceptual model where traders select the information deemed most relevant for forecasting future prices and then make use of a translating mechanism to condense this information into a price expectation. A trader's price expectation taken along with his/her willingness to act on that expectation results in a trading behavior. It is the interaction between the behaviors of all traders that determines price. A quantitative measure of the pressure exerted on price by six distinct groups of traders was developed from daily data on reporting traders in live cattle at the Chicago Mercantile Exchange. Interrelationships between the price pressures were examined with statistical techniques. The mean squared error (MSE) of a futures price series was used to measure the price discovery performance of the market. Quadratic programming models were constructed to minimize the MSE of a simulated price series produced by allowing changes in the price pressure of each of the six trader groups. Shadow prices from the programming models were used to indicate the relative contributions of each group to price discovery. Results indicated that, on average from 1983 to 1987, large commercial traders and a group composed of commodity pool operators and program traders were the most harmful to price discovery. The behavior of small traders did the most to improve price discovery, on average. Medium-sized commercial traders improved price discovery. In the delivery period, actions of large commercial traders were the most beneficial to price discovery. The results did not, however, reveal a consistent pattern of influence by any trader group. These results suggest that traders who are more likely to focus on forming short term price expectations are less beneficial to price discovery than those that rely on long term price expectations. Also, since no trader group consistently outperformed the others with respect to price discovery, these findings suggest that consistent price discovery gains through policy manipulation of trader mix would be difficult to achieve. / Ph. D.

A versatile method for the preparation of 2-amino-2-deoxy-, 3-amino-3-deoxy-, 4- amino-4-deoxy-, and 5-amino-5-deoxy-sugars from noncarbohydrate precursors, halobenzenes 1 (Figure 1), has been developed. See: Figure 1: Aminosugar Targets from Halobenzenes This methodology has also been applied to achieve the synthesis of protected D-mannose- 2,3,4,5,6-d₅ 191, and derivatives thereof, from the metabolite d₅- bromocyclohexadiene-cis-diol 189 obtained from the microbial oxidation of d₅- bromobenzene 2 (Figure 2). See: Figure 2: Perdeuterated Sugar Synthesis / Ph. D.

Most complex systems incorporate hardware, software and humanware elements operating synergistically under conflicting functional and nonfunctional objectives. These systems are usually embedded, mission-critical, performance-critical, real-time, distributed, highly integrated, heterogeneous, cost millions of dollars, and take many years to develop. Examples include space stations, combat vessels and aircraft, nuclear power stations, communication networks, and robotics-based manufacturing. Early system design evaluation is essential to assess a design’s potential for satisfying operational and budgetary requirements, since a significant percentage of the system life cycle cost is committed by design decisions made early in the system life cycle. However, at the design decision point, knowledge of technology, the operational environment, the political climate, etc., on which to make technically effective and cost efficient decisions is incomplete. Consequently, early design evaluation approaches are needed which yield credible results in the presence of incomplete knowledge. This dissertation describes a multifaceted methodology for complex system design measurement and evaluation which exploits experience, techniques, and heuristics of technical and operational domain experts. The methodology is computer and knowledge based, and includes indicator-based assessment, visual simulation, the analytic hierarchy process, and fuzzy mathematics. The use of this methodology enables qualitative and quantitative measurement and evaluation of system designs at any level of detail desired. An independent assessment of the methodology by researchers and systems engineering practitioners from the DOD, other federal government agencies, commercial industry, and academia affirmed the methodology to be a useful approach in the measurement and evaluation of complex system designs. / Ph. D.

The development of SAGE, a modular finite element program for analysis of soil structure interaction, is described. The modular structure of the program makes it easy to validate, easy to understand, easy to modify, and easy to extend. Issues affecting the development of the program are discussed. Newton-Raphson iteration, and its application to finite element analysis is described. Methods for improving the convergence behavior of Newton-Raphson iteration are discussed. The methods include two global convergence algorithms: the line search and the dogleg search. Use of a consistent tangent stress-strain matrix for formulating the stiffness matrix, and its influence on convergence, is discussed. Approximate methods for calculating the consistent tangent stress-strain matrix are presented. Numerical procedures for simulating point loads, distributed loads, gravity loads, excavation, and fill placement are given. It is shown that Newton-Raphson iteration will correct numerical errors associated with the use of very stiff interface elements adjacent to relatively soft soil elements. The results of the use of Gauss integration and Newton-Cotes integration for interface elements are compared. A modification of the hyperbolic model incorporating Mohr-Coulomb plasticity is described. It is shown that use of this model substantially reduces "overshoot", or instances of elements carrying stresses that exceed the strength of the element. Implementation of the Cam clay model into SAGE is described. Several simple example problems are presented that illustrate the stress-strain behavior calculated using this model. Analyses of a footing subjected to combined vertical and horizontal loads are described. The problem was chosen to illustrate the capacity of SAGE to calculate stresses and deformations in soil-structure systems subjected to unusual loading conditions. / Ph. D.

In this paper, we consider the kinetic equation for a dense square-well fluid and the geometric factor Y _ 1, provide the related kinetic theory, and prove a global existence theorem in L1 for the kinetic equation under rather general initial value condition. An analogue of the classical H-theorem is verified. / Ph. D.

The U.S. apparel/textile product manufacturing environment has traditionally been a very labor intensive industry. As the quality movement is adopted in the U.S. apparel/textile product manufacturing environment, there is a growing focus on the human side of the enterprise. The purpose of this research was to examine the quality training of three case studies of N.C. apparel/textile product manufacturers and to build a model for TQM training. The case study method (i.e., personal interviews, Surveys, group activities) was used to investigate the quality practices and training practices, as well as the organizational culture of the three case studies. The participating companies were drawn from a published directory of N.C. manufacturers. Several companies were contacted and three were chosen using research criteria. Data collection was done in six phases using Mink et. al. (1993) Total Transformation Management Process (TTMP), a model for managing change within an organization, as the conceptual framework. The six phases were (a) examining the need for change, (b) future state of the organization, (c) present state of the organization, (d) analyzing the planning of the change strategy, (e) examining the organization’s reaction to change, and (f) measuring the overall effectiveness of the change. Method triangulation was used to distill TQM, firm-based training, and organizational culture findings to identify a parsimonious model of TQM implementation strategies. All three case studies had appropriate reasons for why a quality change was needed for their particular organization, even though the three case studies differed in product produced, production method used, company size, competitive strategy, worker compensation, and training practices. Company A has addressed training problems of adult learners (Gordon, 1993) in a vestibule training program, and Companies B and C rely on co-worker, on-the-job training. Employee turnover rate is also in sharp contrast among the three case studies, with Company A having about a 30% turnover rate, and Companies B and C having approximately 100% turnover rate. The company that has worked through all of the TTMP phases, including training and employee empowerment, is the company that is achieving the best results. This research showed that an organized training program in quality corresponded with effective results, which is also in agreement with the current training and organization development literature (Dodge, 1993a; Hodgetts et al., 1993; Jones & Reid, 1993; Nilson, 1990; Parry, 1993). The case studies also revealed that employees’ basic needs (i.e., wages) need to be addressed before employees’ training needs (i.e., quality training) can be successful and effective. This finding is consistent with training, quality, and organizational development literature (Dick & Carey, 1993; Goldstein, 1993; Hodgetts et al., 1993; Jones & Reid, 1993; Nilson, 1990; Parry, 1993; Troy, 1991). These findings also provide empirical support for theories in training and quality. / Ph. D.

This dissertation describes the development and application of a characterization methodology that improves the performance of robotic systems. To achieve accurate positioning, robot geometry must be precisely defined, both in new system design and in upgrading existing robots. This can be accomplished by developing rigorous calibration methods to model, identify, analyze, and minimize errors in robot geometric parameters. Throughout this work, the geometric parameters that describe the kinematics of a given robot are treated as unknowns. The robot characterization process involves finding the optimal values of these parameters to best fit a set of measured or simulated positions of the robot end-effector. In this dissertation, well-established robot kinematic link transformation techniques are first used to model the robotic manipulator system. Next, engineering knowledge of the robot system, its work environment and detailed component specifications are used to identify possible sources of error. This results in a list of error parameters and their range. A system sensitivity analysis is performed on these parameters to determine which have the greatest effect on system accuracy. To characterize an existing robot, experimental calibration data is gathered using a suitable measurement technique. Using this data, optimization of the previously isolated critical parameters is performed. The newly determined values of these parameters are implemented into the control system and performance is compared before and after the characterization process. To design a new robot system, the isolated critical parameters are again found through optimization. In this case, however, the measured data 1s gathered by a simulation, with the error parameter values randomly generated each time. The performance of the system is analyzed after this exhaustive simulation. In both of the cases described, the characterization process is iterative. The characterization process has been successfully applied to the design of a positioning system for a mobile, underwater nuclear-reactor-vessel-inspection robot. Also, the performance of an existing PUMA 562 industrial robot has been improved using this characterization procedure. The advantages of this methodology over previous ones are that it can be applied to both new and existing robot systems and it is specifically aimed at meeting performance goals. A cost-performance tradeoff is accomplished by optimizing only for the critical parameters required to meet the specified performance objectives. / Ph. D.

This study discovered and explored conditions related to the academic performance of African Americans at a comprehensive public research university in rural southwest Virginia. The above quote captures the essence of students’ perspectives and experiences as they relate to academic performance at Virginia Tech. Data for this study were collected by conducting focus groups interviews with African American students at Va. Tech. A total of 35 students participated in seven focus group interviews. Data collection involved 15 students with QCAs less than 2.0, six students with QCAs between 2.0 and 3.0, and 14 students with QCAs greater than 3.0. Data were analyzed by the constant comparative analysis method. The findings of this study indicate that academic performance of African American students at Va. Tech is related to interactions between the student and the social and academic environments. These interactions are explained by three themes. Achievement motivation explains the personal attributes and commitments students bring to the institution, and are willing to invest in their education. Social infrastructure is the relationship and interaction patterns with peers, family and parents. Faculty issues refer to interactions with white faculty and the importance of black faculty. All students believed that a good adjustment, hard work and effort, clear goals, choice of major, and strong study skills and habits were important to academic performance. Other issues of importance included negative racial stereotypes, negative faculty attitudes, interaction with white students, discomfort in the environment, poor adjustment, and parental influence. Opinions on how these factors affected academic performance varied among groups. The students who had not excelled academically took complete responsibility for their failure. Some questions remain unanswered regarding this finding. Other students believed they had excelled because they worked hard, had clear goals and were pleased with their majors. However, according to the students with QCAs greater than 3.0, the underlying motivation for their determination to succeed was to “prove them wrong.” / Ed. D.

The purpose of this study was to determine the long-term effect of participation in secondary vocational education and Co-operative Education for non-college attending high school graduates in general, and selected ethnic minorities and females specifically. Minority individuals represented in the study were African-American and Hispanic-American high school graduates from the 1980 sophomore cohort of the High School and Beyond, Fourth Follow-up. While previous research has purported to show that secondary vocational education has short-term economic benefit for non-college attending youth, these benefits have been mixed and/or nonexistent for minority youth. Few studies have examined the long-term benefit of participation in vocational education during high school. Path analysis was used to examine the long-term direct and indirect effects of secondary vocational education on the post secondary labor market experiences of non-college attending females and selected minorities. A causal model was devised to determine the influence of taking vocational education courses and participation in Co-op during high school on length of employment and annual income for young people entering the labor force with only a high school diploma. For non-college attending youth, these analyses found no long-term effect on their post graduation labor market experiences as a result of taking secondary vocational education courses and/or participating in Co-op during high school. / Ed. D.

The purpose of this research is to clarify the relationship between childhood sexual abuse and borderline personality disorder. A path-analytic model was developed and tested to explore a causal link between childhood sexual abuse and borderline personality disorder. This model was developed by integrating theories and empirical findings with regard to childhood sexual abuse and borderline personality disorder. The model is consistent with the concept of developmental psychopathology in that childhood sexual abuse is viewed as contributing to one possible pathway of several toward the outcome of borderline personality disorder and borderline personality disorder as one of several possible outcomes of childhood sexual abuse. The model predicted that childhood sexual abuse contributes to the development of borderline personality disorder if the abuse is chronic and severe and occurs compounded with other types of abuse or trauma and within the context of dysfunctional family characteristics. Subjects were 41 adult females with a history of childhood sexual abuse who were recruited from outpatient mental health clinics and one psychiatric hospital. The borderline portion of the Personality Disorder Examination, the Structured Clinical Interview for the DSM-III-R, and Finkelhor’s Family Experiences Survey were administered in addition to two self-report questionnaires on family dynamics and coping with sexual abuse. A path analysis was conducted on the data. The path model predicted that borderline personality disorder would be present with greater risk factors, greater family dysfunction, a higher severity of sexual abuse, utilization of cognitive rumination to cope with the abuse, and lower perceived parental support. None of the path coefficients in the path model were statistically significant. A discussion of reasons for the lack of significant findings follows the analyses. / Ph. D.