Charter School Leadership Teams: Exploring the Effects of Leadership Structures on School-Level Achievement

This quantitative study adds to previous research on school leadership effects on school performance. Utilizing existing school level data from Washington D.C. charter schools, this study explores the shift to distributed leadership structures and presence of emerging school-level leadership roles, including academic, behavior, and operational leaders. Then using organizational rosters to create new leadership variables, the study completes controlled multivariate regression modeling to explore the relationships between the presence or absence of these roles with school performance. Overall, the findings show that leadership predictors, despite having intuitive and theoretical links to school performance, had effects of less than 1% on the model’s ability to explain the 2019 school performance. This is likely because 75% of the variability was explained by control variables, including the best predictors of school performance—the prior year’s performance and reenrollment. Beyond the modeling statistics, the additional exploratory data analysis of tables correlating performance by ward and convergence of titles provide insights that could inform further research, policy, and practice in the charter school sector and in the education-reform movement

Effects of diversification among assets in an agent-based market model

We extend to the multi-asset case the framework of a discrete time model of a single asset financial market developed in Ghoulmie et al (2005). In particular, we focus on adaptive agents with threshold behavior allocating their resources among two assets. We explore numerically the effect of this diversification as an additional source of complexity in the financial market and we discuss its destabilizing role. We also point out the relevance of these studies for financial decision making.Comment: 12 pages, 5 figures, accepted for publication in the Proceedings of the Complex Systems II Conference at the Australian National University, 4-7 December 2007, Canberra, ACT Australi

Applications of physical methods in high-frequency futures markets

In the present work we demonstrate the application of different physical methods to high-frequency or tick-by-tick financial time series data. In particular, we calculate the Hurst exponent and inverse statistics for the price time series taken from a range of futures indices. Additionally, we show that in a limit order book the relaxation times of an imbalanced book state with more demand or supply can be described by stretched exponential laws analogous to those seen in many physical systems.Comment: 14 Pages and 10 figures. Proceeding to the SPIE conference, 4 - 7 December 2007 Australian National Univ. Canberra, ACT, Australi

Life-Cycle Cost Analysis for Condensate Receiving System

The purpose of this analysis is to determine the life-cycle costs of several options relevant to the Condensate Removal System serving the Compressed Air System (CAS) at the Yucca Mountain Site Characterization Project (YMP) Exploratory Studies Facility (ESF). The best option (least present value) will be selected as the preferred configuration to construct

Visualization and management of large biological imaging datasets

Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2004.Includes bibliographical references (p. 83).The Open Microscopy Environment (OME) image browser enables biologists to quickly analyze, manipulate and modify large imaging datasets. The browser includes a variety of features that facilitate image classification, annotation, visualization, and organization. The browser displays image metadata using a variety of techniques, including visual cues, context-sensitive overlays, and color-coding. The application explicitly supports visualization of screening datasets, but also supports multidimensional images, as well as standalone images. When integrated with the rest of the applications of the OME client software, the browser allows users to view images in greater resolution, analyze multiple dimensions, and in future releases will support analysis routines.by Jeffrey C. Mellen.M.Eng

The Ethical Management of a Psychiatric Patient Disposition in the Emergency Department

This case examines the ethical issue of the disposition of a patient who presents in the emergency room with a psychotic disorder when a nurse practitioner is given the autonomy to determine disposition of a patient and the attending physician disagrees. Therein lies the dilemma of an NP lacking emergency psychiatric admitting privileges. The NP ethically needs to continue to act as a patient advocate to ensure patient safety and best outcomes

Data-Driven Deterministic Symbolic Regression of Nonlinear Stress-Strain Relation for RANS Turbulence Modelling

This work presents developments towards a deterministic symbolic regression method to derive algebraic Reynolds-stress models for the Reynolds-Averaged Navier-Stokes (RANS) equations. The models are written as tensor polynomials, for which optimal coe cients are found using Bayesian inversion. These coe cient fields are the targets for the symbolic regression. A method is presented based on a regularisation strategy in order to promote sparsity of the inferred models and is applied to high-fidelity data. By being data-driven the method reduces the assumptions commonly made in the process of model development in order to increase the predictive fidelity of algebraic models

Multi-scale correlations in different futures markets

In the present work we investigate the multiscale nature of the correlations for high frequency data (1 minute) in different futures markets over a period of two years, starting on the 1st of January 2003 and ending on the 31st of December 2004. In particular, by using the concept of "local" Hurst exponent, we point out how the behaviour of this parameter, usually considered as a benchmark for persistency/antipersistency recognition in time series, is largely time-scale dependent in the market context. These findings are a direct consequence of the intrinsic complexity of a system where trading strategies are scale-adaptive. Moreover, our analysis points out different regimes in the dynamical behaviour of the market indices under consideration.Comment: 14 pages and 25 figure