Publications
Selected manuscripts, papers, reports, and software
The combined resume includes financial manuscripts, engineering education work, finite element and CFD publications, computational electromagnetics research, semiconductor device modeling, reports, and software. The current publication direction is increasingly finance-centered, especially Expanded Portfolio Theory, Portfolio Computational Methods, and implementation-aware backtesting.
In preparation — An Expanded Portfolio Theory
Journal of Portfolio Management
In preparation — Constraint Implementation within the EPT Approach
Journal of Investing
In preparation — Constructing Covered Call Portfolios via Expanded Portfolio Theory
Journal of Derivatives
2014 — A Novel Approach to Online Course Notebooks for ABET Assessment
ASEE Midwest Section Conference
2013 — Using Moodle for Algorithmic Grading of Homework Assignments
ASEE Midwest Regional Meeting
2011 — Experiments on the Experiment, Determining Uncertainty for Complex Experiments by Using Matlab or Octave
ASEE Midwest Regional Meeting
2011 — Using Open Source Software to Prepare Students for Senior Design
ASEE Midwest Regional Meeting
2010 — Use of Moodle in Engineering Course Presentations
ASEE Gulf Southwest Conference
2005 — StressComp, Finite Element Stress Analysis Software
US Copyright Office TXu001253296
2003 — Coupling of a nonlinear finite element structural method with a Navier-Stokes solver
Computers and Structures 81, 75-89
2002 — Use of a Web Based System for Material Delivery and Collection
ASEE Gulf Southwest Conference
2002 — Use of Excel and Matlab to Design General Linkage Systems for Orthopedic Devices
Computers in Education Journal, XII(2)
2002 — A Simple and Efficient Error Analysis for Multi-Step Solution of the Navier-Stokes Equations
International Journal for Numerical Methods in Fluids 38(6), 589-608
2001 — Least Square Finite Element Formulation for Hydrodynamic Modeling of Semiconductor Devices
Computer Methods in Applied Mechanics and Engineering 190, 2875-2891
1998 — Four-Moment Hydrodynamic Modeling of a Submicron Semiconductor Device
J. Phys. D: Applied Physics 31, 913-921
1998 — A Numerical Study of U-Tube Passive Anti-Rolling Tanks
ISOPE Conference
1997 — A Study of Nonparabolic Hydrodynamic Modeling of a Sub-micrometer Device
J. Phys. D: Applied Physics 30, 2343-2353
1996 — A Comparative Study of Characteristic-Based Algorithms for the Maxwell Equations
Journal of Computational Physics 125, 378-394
1995 — P-Adaptive Finite Element Simulation of Incompressible Flows
Society of Engineering Science
1994 — A Comparative Study of Numerical Algorithms for Computational Electromagnetics in General Curvilinear Coordinates
AIAA Conference
1993 — Adaptive Finite Element Modeling of Three-Dimensional Viscous Flows
PhD Dissertation, Virginia Tech
1992 — An Adaptive Multilevel Numerical Scheme for the Solution of Navier-Stokes Equations
ASME AMD Vol. 157 / ASME Winter Annual Meeting
1988 — Finite-Element Analysis of Conjugate Heat Transfer in Axisymmetric Pipe Flows
Numerical Heat Transfer 13(2), 189-203
Book and manuscript themes
Statistical machine learning
Machine learning for engineering and finance, including prediction and classification for decision-making.
Option strategies
Statistical option strategies, spreads, and complete position lists from earlier resume variants.
EPT / portfolio research
Expanded Portfolio Theory, Portfolio Computational Methods, constraints, asymmetric return distributions, HiFuPi backtesting, and covered-call portfolio construction.