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SUNMONTUEWEDTHUFRISAT
Events for January 23, 2009
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Meet USC
Fri, Jan 23, 2009
Viterbi School of Engineering Undergraduate Admission
Workshops & Infosessions
This half day program is designed for prospective freshmen and family members. Meet USC includes an information session on the University and the Admission process; a student led walking tour of campus and a meeting with us in the Viterbi School. Meet USC is designed to answer all of your questions about USC, the application process and financial aid.Reservations are required for Meet USC. This program occurs twice, once at 9:00 a.m. and again at 12:00 p.m. Please visit http://www.usc.edu/admission/undergraduate/visit/meet_usc.html to check availability and make an appointment. Be sure to list an Engineering major as your "intended major" on the webform!
Location: USC Admission Center
Audiences: Prospective Freshmen and Family Members - RESERVATIONS REQUIRED
Contact: Viterbi Admission
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Swimming and Flying Somewhere Between the Microscale and Macroscale: Curious Adaptations in Parasito
Fri, Jan 23, 2009 @ 12:00 PM - 01:00 PM
Aerospace and Mechanical Engineering
Conferences, Lectures, & Seminars
Laura Miller Assistant ProfessorDept. of Mathematics U. North Carolina at Chapel Hill Chapel Hill, NC Biologists, engineers, physicists, and mathematicians have long studied the fluid dynamics of animal swimming and flying. In most cases, methods of locomotion are divided neatly into high Reynolds number mechanisms (flapping wings and fins, gliding, jet propulsion) and low Reynolds number mechanisms (cilia and flagella). For the most part, mechanisms of locomotion for Reynolds numbers between 0.1 and 10 have not been explored. In these flows, both inertial and viscous effects are significant, and a number of interesting biological adaptations appear. For example, the wings of the smallest insects have a bristled structure. Similar structures are also observed on the appendages of aquatic invertebrates such as copepods and beetles. Some fairyflies use bristled wings to fly in the air and also to swim in the water. In this presentation, the fluid dynamics of locomotion at these Reynolds number is explored. We use computational fluid dynamics and particle image velocimetry (PIV) to characterize the flow around simplified models of flapping wings and fins. The immersed boundary method is used to solve the Navier-Stokes equations around a moving, flexible wing or fin. We then describe thrust and lift generation in air and water over a range of Reynolds numbers and relate the magnitude of these forces to the behavior of the wake behind the flapping appendages. The role of bristled wings in locomotion is also examined. Finally, we describe similar problems in moving and pumping fluids over the same Reynolds number range.
Location: Robert Glen Rapp Engineering Research Building (RRB) - 208 Laufer Library
Audiences: Everyone Is Invited
Contact: April Mundy
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W.V.T. Rusch Engineering Honors Colloquium: Product Liability
Fri, Jan 23, 2009 @ 01:00 PM - 01:50 PM
Viterbi School of Engineering Student Affairs
Conferences, Lectures, & Seminars
Lecture offered by Prof. Dagmar Halamka, Attorney at Law, USC Marshall School of Business.
Location: Olin Hall of Engineering (OHE) - 122
Audiences: Everyone Is Invited
Contact: Viterbi Admission & Student Affairs
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Integrated Sys Seminar: Frontiers in Radio Astronomy - Scientific & Technical (Dr. Weinreb, Caltech)
Fri, Jan 23, 2009 @ 02:00 PM - 03:00 PM
Ming Hsieh Department of Electrical and Computer Engineering
Conferences, Lectures, & Seminars
Speaker - Prof. Sander Weinreb (Caltech)Abstract:This seminar will provide an introduction to radio astronomy, starting with current hot scienific topics and leading to technological developments at Caltech and the international arena. An outline follows:Selected Scientific Frontiers- Cosmic background microwave radiation
- Nanosecond pulses and other transients
- Search for extraterrestrial civilizationsGlobal View of Radio Astronomy- Current large projects
- Square-Km ArrayTechnical Frontiers at CaltechThe Goldstone 34m science and educational telescope, GAVRT- Wideband feeds
- Low Noise Amplfiers
- Future DreamLocation: EE248
Audiences: Everyone Is Invited
Contact: Hossein Hashemi
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Taking Advantage of Small Predictabilities in Financial Securities
Fri, Jan 23, 2009 @ 03:30 PM - 04:30 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Host: Michael Neely, Assistant Professor, EE-Systems, mjneely@usc.edu, EEB 520, x03505Seminar: Taking Advantage of Small Predictabilities in Financial Securitiesor, as we say in the engineering world,Multistage Mean-Variance Portfolio Selection in Cointegrated Vector Autoregressive SystemsSpeaker: Charlie Rohrs, Massachusetts Institute of TechnologyBased on the PhD work of Melanie B. RudoyFriday, January 23, 2009, 3:30 - 4:30 pm, EEB 248Abstract: Certain combinations of security prices reveal small amounts of intertemporal predictability when modeled as Cointegrated Vector Autoregressive Systems (CVAR). Such predictability can be exploited using tools from dynamic programming and optimal control theory to produce profitable portfolio optimization schemes. Here we use a standard Markowitz optimal mean variance approach on such systems. Certain CVAR systems display converging variance with increasing time horizon and we show how to appropriate exploit this phenomena when a single portfolio with no rebalancing throughout time is required. When rebalancing is allowed, the mean reversion properties of certain CVAR systems allow extra leveraging in intermediate stages to create higher profits. The extra leveraging produces excess profits while the variance trend is reversed by the terminal time to meet the overall variance constraint. The terminal time mean-variance problem does not quite fit with the CVAR models and an approximate solution is proposed.Biography: Charlie Rohrs received his BS degree from Notre Dame in 1976 and his Masters and PhD from MIT in 1978 and 1982 respectively. He served on the faculty at the University of Notre Dame from 1982 until 1997 and a Visiting Professor at MIT from 1997 until 2000. Charlie spent much of his career at The Tellabs Research Center, the research arm of Tellabs Operations, Inc., a manufacturer of telecommunications equipment for public service network providers. From 1985 until 1995, Dr. Rohrs was Director of the Research for Tellabs as the company grew from sales in the tens of millions to over a billion dollars annually. In 1995, he became the first Tellabs Fellow. Since 2001, Charlie has worked at MIT, first as a Principal Research Scientist in the Laboratory for Information and Decision Systems (LIDS) and then in his current position in the DSP group in RLE. While Dr. Rohrs is best known for his early contributions to the study of robustness in adaptive control, he has also contributed work in adaptive control, adaptive signal processing, communication theory, and communication networks and switching systems.He has recently become interested in the problems of financial engineering.
Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Multistage Mean-Variance Portfolio Selection in Cointegrated Vector Autoregressive Systems
Fri, Jan 23, 2009 @ 03:30 PM - 04:30 PM
Ming Hsieh Department of Electrical and Computer Engineering
Conferences, Lectures, & Seminars
Speaker: Charlie Rohrs
Massachusetts Institute of TechnologyBased on the PhD work of
Melanie B. RudoyAbstract: Certain combinations of security prices reveal small amounts of intertemporal predictability when modeled as Cointegrated Vector Autoregressive Systems (CVAR). Such predictability can be exploited using tools from dynamic programming and optimal control theory to produce profitable portfolio optimization schemes. Here we use a standard Markowitz optimal mean variance approach on such systems. Certain CVAR systems display converging variance with increasing time horizon and we show how to appropriate exploit this phenomena when a single portfolio with no rebalancing throughout time is required. When rebalancing is allowed, the mean reversion properties of certain CVAR systems allow extra leveraging in intermediate stages to create higher profits. The extra leveraging produces excess profits while the variance trend is reversed by the terminal time to meet the overall variance constraint. The terminal time mean-variance problem does not quite fit with the CVAR models and an approximate solution is proposed.Biography: Charlie Rohrs received his BS degree from Notre Dame in 1976 and his Masters and PhD from MIT in 1978 and 1982 respectively. He served on the faculty at the University of Notre Dame from 1982 until 1997 and a Visiting Professor at MIT from 1997 until 2000. Charlie spent much of his career at The Tellabs Research Center, the research arm of Tellabs Operations, Inc., a manufacturer of telecommunications equipment for public service network providers. From 1985 until 1995, Dr. Rohrs was Director of the Research for Tellabs as the company grew from sales in the tens of millions to over a billion dollars annually. In 1995, he became the first Tellabs Fellow. Since 2001, Charlie has worked at MIT, first as a Principal Research Scientist in the Laboratory for Information and Decision Systems (LIDS) and then in his current position in the DSP group in RLE. While Dr. Rohrs is best known for his early contributions to the study of robustness in adaptive control, he has also contributed work in adaptive control, adaptive signal processing, communication theory, and communication networks and switching systems. He has recently become interested in the problems of financial engineering.Host: Michael Neely, mjneely@usc.edu, EEB 520, x03505
Location: Hughes Aircraft Electrical Engineering Center (EEB) - 248
Audiences: Everyone Is Invited
Contact: Gerrielyn Ramos
