Development of Highly Active and Stable Hybrid Cathode Catalyst for PEMFCs

Polymer electrolyte membrane fuel cells (PEMFCs) are attractive power sources of the future for a variety of applications including portable electronics, stationary power, and automobile application. However, sluggish cathode kinetics, high Pt cost, and durability issues inhibit the commercialization of PEMFCs. To overcome these drawbacks, research has been focused on alloying Pt with transition metals since alloy catalysts show significantly improved catalytic properties like high activity, selectivity, and durability. However, Pt-alloy catalysts synthesized using the conventional impregnation method exhibit uneven particle size and poor particle distribution resulting in poor performance and/or durability in PEMFCs. In this dissertation, a novel catalyst synthesis methodology is developed and compared with catalysts prepared using impregnation method and commercial catalysts. Two approaches are investigated for the catalyst development. The catalyst durability was studied under U. S. DRIVE Fuel Cell Tech Team suggested protocols. In the first approach, the carbon composite catalyst (CCC) having active sites for oxygen reduction reaction (ORR) is employed as a support for the synthesis of Pt/CCC catalyst. The structural and electrochemical properties of Pt/CCC catalyst are investigated using highresolution transmission electron microscopy, X-ray diffraction, and X-ray photoelectron spectroscopy, while RDE and fuel cell testing are carried out to study the electrochemical properties. The synergistic effect of CCC and Pt is confirmed by the observed high activity towards ORR for the Pt/CCC catalyst. The second approach is the synthesis of Co-doped hybrid cathode catalysts (Co-doped Pt/CCC) by diffusing the Co metal present within the CCC support into the Pt nanoparticles during heat-treatment. The optimized Co-doped Pt/CCC catalyst performed better than the commercial catalysts and the catalyst prepared using the impregnation method in PEMFCs and showed high stability under 30,000 potential cycles between 0.6 and 1.0 V. To further increase the stability of the catalyst at high potential cycles (1.0-1.5 V), high temperature treatment is used to obtain graphitized carbon having optimum BET surface area. The novel catalyst synthesis procedure developed in this study was successfully applied for the synthesis of Co-doped Pt catalysts supported on the graphitized carbon which showed high activity and enhanced stability at high potentials

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility

There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen\u27s (1994) skewed tdistribution combined with GARCH specifications can outperform mixed GARCH-jump models such as Maheu and McCurdy\u27s (2004) GARJI model incorporating the autoregressive conditional jump intensity parameterization in the discrete-time framework. I find that the more parsimonious GJR-HT model is superior to mixed GARCH-jump models. Likelihood-ratio (LR) tests, information criteria such as AIC, SC, and HQ and Value-at-Risk (VaR) analysis confirm that GJR-HT is one of the most suitable model specifications which gives us both better fit to the data and parsimony of parameterization. The benefits of estimating GARCH models using asymmetric leptokurtic distributions are more substantial for highly volatile series such as emerging stock markets, which have a higher degree of non-normality. Furthermore, Hansen\u27s skewed t-distribution also provides us with an excellent risk management tool evidenced by VaR analysis. The second dissertation essay provides a variety of empirical evidences to support redundancy of stochastic volatility for SP500 index returns when stochastic volatility is taken into account with infinite activity pure Lévy jumps models and the importance of stochastic volatility to reduce pricing errors for SP500 index options without regard to jumps specifications. This finding is important because recent studies have shown that stochastic volatility in a continuous-time framework provides an excellent fit for financial asset returns when combined with finite-activity Merton\u27s type compound Poisson jump-diffusion models. The second essay also shows that stochastic volatility with jumps (SVJ) and extended variance-gamma with stochastic volatility (EVGSV) models perform almost equally well for option pricing, which strongly imply that the type of Lévy jumps specifications is not important factors to enhance model performances once stochastic volatility is incorporated. In the second essay, I compute option prices via improved Fast Fourier Transform (FFT) algorithm using characteristic functions to match arbitrary log-strike grids with equal intervals with each moneyness and maturity of actual market option prices

An Analytic Approach to the Roman Sketches, Op. 7 by Charles T. Griffes

Charles Griffes (1884-1920) was one of the influential American composers in the early twentieth century who sought and experimented with new musical idioms. He was conscious of the newest trends within a rapid changing musical world, resulting in the development of his individual harmonic language. He was often called the American Impressionist by his contemporary critics and authors, but this title needs to be re-examined in light of new research and analysis of his music. He not only absorbed Claude Debussy (1862-1918)'s and Maurice Ravel (1875-1937)'s impressionistic techniques, but also developed his own techniques to create his individual style. One of his well-known impressionistic works, the Roman Sketches, op. 7 reveals how he treated impressionistic techniques and how he established his own style within them. It is my intention to examine the Roman Sketchesfrom a formal, harmonic and pianistic standpoint in order to show the ways that Griffes used Debussy's and Ravel's impressionistic techniques and to further show how he developed his own techniques into an individual style

Essays on Fine Structure of Asset Returns, Jumps, and Stochastic Volatility

There has been an on-going debate about choices of the most suitable model amongst a variety of model specifications and parameterizations. The first dissertation essay investigates whether asymmetric leptokurtic return distributions such as Hansen\u27s (1994) skewed tdistribution combined with GARCH specifications can outperform mixed GARCH-jump models such as Maheu and McCurdy\u27s (2004) GARJI model incorporating the autoregressive conditional jump intensity parameterization in the discrete-time framework. I find that the more parsimonious GJR-HT model is superior to mixed GARCH-jump models. Likelihood-ratio (LR) tests, information criteria such as AIC, SC, and HQ and Value-at-Risk (VaR) analysis confirm that GJR-HT is one of the most suitable model specifications which gives us both better fit to the data and parsimony of parameterization. The benefits of estimating GARCH models using asymmetric leptokurtic distributions are more substantial for highly volatile series such as emerging stock markets, which have a higher degree of non-normality. Furthermore, Hansen\u27s skewed t-distribution also provides us with an excellent risk management tool evidenced by VaR analysis. The second dissertation essay provides a variety of empirical evidences to support redundancy of stochastic volatility for SP500 index returns when stochastic volatility is taken into account with infinite activity pure Lévy jumps models and the importance of stochastic volatility to reduce pricing errors for SP500 index options without regard to jumps specifications. This finding is important because recent studies have shown that stochastic volatility in a continuous-time framework provides an excellent fit for financial asset returns when combined with finite-activity Merton\u27s type compound Poisson jump-diffusion models. The second essay also shows that stochastic volatility with jumps (SVJ) and extended variance-gamma with stochastic volatility (EVGSV) models perform almost equally well for option pricing, which strongly imply that the type of Lévy jumps specifications is not important factors to enhance model performances once stochastic volatility is incorporated. In the second essay, I compute option prices via improved Fast Fourier Transform (FFT) algorithm using characteristic functions to match arbitrary log-strike grids with equal intervals with each moneyness and maturity of actual market option prices

Increasing the Efficacy of Doxorubicin Against Breast Cancer

In the United States, breast cancer accounts for one in three cancer diagnoses in women, making it the most common type of cancer in women. One important chemotherapeutic agent used to treat breast cancer is doxorubicin, an anthracycline compound that causes cell death by damaging DNA in addition to producing reactive oxygen species. Previously, the Berdis lab developed an artificial nucleoside analog designated 5-NIdR that improves the efficacy of DNA damaging agents used against brain cancer. This nucleoside works by inhibiting the replication of damaged DNA created by certain chemotherapeutic agents. In this project, we tested the ability of 5-NIdR to increase the efficacy of doxorubicin in the treatment of breast cancer. This was accomplished by comparing the effects of doxorubicin in the absence and presence of 5-NIdR using MCF-7 breast cancer cells and non-cancerous fibroblasts as models. Our studies show that breast cancer cells are highly resistant to doxorubicin, displaying an LD50 value of 840 nM which is 8-fold higher than that measured against non-cancerous fibroblasts (LD50 = 105 nM). Combining 5-NIdR with doxorubicin kills more cells compared to treatment with either doxorubicin or 5-NIdR used alone.https://engagedscholarship.csuohio.edu/u_poster_2018/1027/thumbnail.jp

Mechanism of action by which 5-NIdR acts as a therapeutic agent against brain cancer

Approximately 10,000 people in the United States are diagnosed annually with a brain tumor. In addition, the prognosis for brain cancer patients is poor as these cancers have low survival rates of less than 10%. One important chemotherapeutic agent used to treat brain cancer is temozolomide, an alkylating agent that causes cell death by damaging DNA. In this project, we tested the ability of a specific non-natural nucleoside developed in our lab, designated 5-NIdR, to increase the efficacy of temozolomide against brain cancer. Animal studies using xenograft mice were performed to evaluate the in vivo efficacy of this drug combination against brain cancer. Results indicate that treatment with 5-NIdR does not affect the rate of tumor growth compared to treatment with vehicle control. While treatment with temozolomide slows the rate of tumor growth by 2-fold, more striking results are obtained when 5-NIdR is combined with temozolomide as this drug combination causes complete tumor regression within two weeks of treatment. To better define the cellular mechanism for this effect, a series of cell-based studies were performed to compare the cytotoxic effects of temozolomide alone and in combination with 5-NIdR. Flow cytometry experiments measuring Annexin V staining as a marker for apoptosis demonstrate that cells treated with 5-NIdR and temozolomide accumulate show significantly higher levels of apoptosis compared to cells treated with 5-NIdR or temozolomide alone. Experiments measuring cell-cycle progression demonstrate that treatment with 5-NIdR and temozolomide causes cancer cells to accumulate at S-phase before undergoing apoptosis. The block at S-phase likely results from the ability of 5-NIdR to inhibit the replication of damaged DNA created by temozolomide. Consistent with this mechanism, significantly higher levels of single- and double-strand DNA breaks are detected in cancer cells treated with 5-NIdR and temozolomide compared to cells treated individually with either agent. Collectively, these studies provide additional pharmacological evidence for combining 5-NIdR and temozolomide as a possible treatment strategy to effectively treat brain cancers.https://engagedscholarship.csuohio.edu/u_poster_2015/1019/thumbnail.jp

An Empirical Study on the Enterprise Cloud Service Adoption

Enterprise cloud service is a new IS paradigm which allows the storage of data, application software, and even operating platform over the Internet so that a corporation can use them at any time and at any place. It differs from the conventional information systems in that it doesn’t require the companies to build up their own IS resource by allowing them to lease it over the Internet. With this innovative service offering, many companies have expressed much interest to adopt cloud services in practice. However, their apparent adoption behaviors appear to be quite inconsistent. This seemingly comes from the fact that cloud service is not a single product, but a set of different service provisioning options which have different incentives and risks to adopt. This paper configures what kind of service provisioning options are relevant to the true adoption intent of the enterprises and investigates how the intention to adopt differs among various service provisioning options. An integrated research model is set up with the concepts of IS maturity and outsourcing, and tested with the data collected from about two hundred SMEs. From the empirical study, it is found that perceived benefit and risk is differently affecting on the adoption intent, and the conceived conflict between high IS maturity level, especially with high IS infra asset, is negatively affecting on the adoption intent with some cloud service provisioning options

Competitive Evolutionary Dynamics of Cloud Service Offerings in Korea: A Path-Dependency Perspective

Cloud service for personal users has become more popular world-wide since Apple Inc. launched iCloud storage service in October, 2011. However, such cloud storage service was not new because many global telecom companies, usually called telcos, as well as many portals had already offered similar Internet-based online storage services at that time. As of now, there can be seen hundreds of diverse cloud storage and computing services for both personal and enterprise users in the global market. During last several years, Korean cloud service market has been led by three major telcos, who have launched more advanced and more diversified services competing with each other. Some questions may arise: What makes that happen and what kind of market dynamics affects on the evolution of cloud service offerings? This paper tries to answer these questions by categorizing and analysing 84 cloud services offered by three major telcos in Korea during last three years. As a research framework, Pessemier’s new product classification scheme was employed and precedence relationships among differently positioned service categories were analyzed to figure out the competitive evolutionary dynamics of the market. From the empirical study, path dependency was observed and resource-based view of the market competition was validated. Also, it was found that a player’s next move in service offering to a better position in Pessemier’s product space is quite closely related with the competitive position as well as the company-owned competitive resources like technology competency and company-wide service scope