Is it possible to create a dynamic regular expression in Ruby

You can use #{} just like in a string.

1.9.2p290 :001 > some_string = "033112"
 => "033112" 
1.9.2p290 :002 > a_regex = /[A-Z]{1,4}#{some_string}[A-Z]{1-5}-EQB.html/
 => /[A-Z]{1,4}033112[A-Z]{1-5}-EQB.html/