VictorJuiz/thesis huggingface dataset:
Data-driven models & mathematical finance: apposition or opposition?
Keywords: Multi-Agents Systems
High Frequency Trading
Generative Adversarial Networks
Clustering
GAN
SMC
Systemic Risk
Sequential Monte Carlo Methods
High Frequency Financial Funnel
Volatility
Stochastic Volatility
SVI
Predator Prey Models
LSTM
Implied Volatility Parametrisation
Trading
Arbitrage Free Volatility Surface
HFFF
HFTE
Cointelation
FRTB
IVP
Agent Based Systems
MTT
Fundamental Review of the Trading Book
Multi-Target Tracking
Deep Learning
Pairs Trading
High Frequency Trading Ecosystem
Portfolio Optimization

The aftermath of the financial crisis of 2009 as well as the multiple Flash Crashes of the early 2010s resulted in social uproars in the general population and ethical malaises in the scientific community [15, 9, 11, 10] which triggered noticeable changes in Quantitative Finance (QF).
More specifically, QF was instructed to change [16, 17, 18] and become more realistic as opposed to more convenient. The concurrent rise of Big Data (BD) [19] and Data Science (DS) [20] contributed to facilitating these changes. More specifically, in terms of defining new models, we saw a significant increase in the use of Machine Learning (ML) overtaking traditional Mathematical Finance (MF) models. In this thesis we consider the impact of such data-driven modelling transition in finance. In order to illustrate these changes the thesis is divided into two parts, each consisting of three and four chapters.
The first part of the thesis consists of examples in which BD has been exposing the limitations of traditional Financial Mathematics assumptions. Specifically, we develop in that context the Cointelation [11, 10, 5], the IVP [12, 13, 6], the modified Heston [8] and the Responsible VaR [7] models, all data driven modifications of distinguished Financial Mathematics models. We also illustrate how the sum of tra- ditional Financial Mathematics and ML methods can be larger than their individual parts. For instance, we expose how Deep Learning by constraints and Stochastic Calculus can, with the help of feature engineering, allow us to formalize useful dynamical strategies [5].
In the second part, we take a bottom-up approach to algorithmic trading and introduce the High Frequency Financial Trading Ecosystem (HFTE) [4] and illustrate some intriguing connections to the world of evolutionary dynamics. We introduce the concept of path of interaction [4, 3] as a way to test concepts such as strategy invasion. We then explore the challenges associated with properly regulating the algorithmic trading markets, in the era of flash crashes, by formalizing a particle filter methodology [3].
Newly Qualified Teacher Professional Development: An inquiry into the utility of an NQT programme that focuses on using action research to reflect on teaching practice
Keywords: MLT
MLT2019

In this mixed method approach I research the utility of a Professional Development (PD) programme for Newly Qualified Teachers (NQTs) that is devised around elements of action research. PD should contribute to the sense of agency and expertise necessary to continue to cope with degrees of ambiguity and uncertainty in process of decision making and discretionary judgement (Sugrue & Mertkan, 2017). PD is used for the development of all staff, but the specific needs of NQTs suggests the programme should be informal, reactive and implicit arising from the new teachers¶ changed context and is most effective in a collaborative environment where professional discussion is the norm (Williams, 2002).
This study seeks to understand NQTs reactions to a professional development programme that builds up to encouraging the early career teachers to conduct research that will help them understand and develop their practice by introducing them to the process of planning, action and fact-finding about the result of the action (Lewin, 1946). 6 NQTs enrolled in the statutory NQT programme, and 2 additional early career teachers made up the focus group for this study. During the first phase of the study NQTs were given four tasks to complete that would guide them in collecting information from the classroom. The group sessions were used to present and reflect on the findings from the tasks. Using the Likert scale to discern how useful the NQTs found phase 1, the project scored an average of 4.14 out of 5, indicating it was useful for the development of the NQTs.
Phase 2 introduced the larger personally led Professional Learning Project (PLP). For this project the NQTs were encouraged to develop the first iteration of an action research project. 100% of the NQTs found phase 2 to be useful in helping them to develop their skills as an NQT, and in helping them to prepare for after being an NQT. 88% of participants found Phase 2 to be useful in connecting them to wider educational research. The open-ended questionnaire results indicate overall that Phase 2 was considered useful due to the agency that was given to the NQTs and the impact that this practice had on their understanding of the classroom and relationship with their students. The limitations of using such a small sample size and the short duration of the project are discussed.
In this study, contemporary educational research and implications for future practice are discussed, focusing on the benefits of an open-ended programme not limited by time constraints that would allow NQTs to move from an induction programme into continuing professional development with additional cycles of the circular process of planning, action and fact-finding about the result of the action.
Multiscale simulations and Markov state models of peripheral membrane proteins
Keywords: Markov models
computational
peripheral membrane proteins
simulation

Peripheral membrane proteins (PMPs) interact with the cell membrane. They are important for many cell processes and are important therapeutic targets. This thesis seeks to investigate the membrane recognition and binding processes that are integral to the function of two PMP systems. Phosphatidylinositol phosphates (PIPs) are lipid signaling molecules that play key roles in many cellular processes. The PIP5K1A kinase catalyses phosphorylation of PI4P to form PIP2, which in turn interacts with membrane and membrane-associated proteins. We present a multiscale simulation study of the PIP5K1A kinase and its interaction with PIPs in the membrane. The study showed that the PIP5K1A kinase interacts with PIPs via its activation loop, leading to reorientation and binding. It also showed that the dimeric PIP5K1A binds with PIPs via only one catalytic site at a time, which has important implications for the role of membrane curvature and composition in PMP binding. This is addressed by large-scale simulations of PIP5K1A signalling. Furthermore, Markov state models (MSMs) were applied to the activation loop. This work showed that the loop remains disordered in the membrane but adopts specific conformations that may help explain its specificity. These methods were extended to another PMP system of interest, α- synuclein. The results showed that interaction with the membrane is led by the interhelical region, and offers a structural perspective of a break in the helical structure, which is supported by experimental studies. This may inform our understanding of α- synuclein aggregation, and more generally aid in our understanding of PMP signalling.
What are the benefits of a metacognitive approach to developing students’ ability to analyse source evidence?
Keywords: MLT2019
MLT

The aims of this small-scale action research project was to explore three lines of enquiry; the aspects of evidential thinking that students perceive as presenting the greatest challenges; effective teaching strategies to support evidential thinking; and how students respond to the use of a metacognitive approach.
The literature revealed the complexity of teaching historical thinking to students and the difficulties in applying contextual and empathetical understanding to source evidence. The literature on feedback emphasised the need for self-reflection and the importance of helping students understand the success criteria and their next steps in learning.
I employed a spiral action research model with four cycles As such the research did not set out to identify a specific intervention at the start of the project that would be systematically tested. Instead I set out to refine the intervention and use the research to develop a better understanding of the nature of the problem, explore strategies and identify which might be effective.
At the start of the project I interviewed students to find out how confident they felt when evaluating sources and the difficulties and successes they had experienced. Each cycle involved student feedback using a confidence scale survey prior to a source-based task. I reviewed the work and this was discussed with the History Department.
The intervention was then refined and developed in light of this. At the end of the action research cycles students’ views of the intervention were collected through a short survey. The quality of the work produced was considered after each cycle and as a whole at the end of the four research cycles.
The research upholds the premise that historical thinking is a difficult process to teach due to the cognitive demand of evidential thinking alongside the demand of applying historical facts. The research indicated that breaking up activities into ‘chunks’ supported students’ application of evidential thinking. Furthermore the research goes some way to support the idea that the more a student engages with and becomes aware of their thinking about a task, the more empowered they become in their learning. Teachers, by being overt and sharing with students the processes that underpin evidential thinking, can help students understand how an historian approaches and thinks about evidence.
How does differentiation in homework informed by formative assessment influence students’ academic performance?
Keywords: MLT
MLT2019

The purpose of the study was to establish if differentiating homework informed by formative assessment influenced student achievement in biology.
A mixed methods approach was taken involving two Year 10 and two Year 12 biology classes. The design of the intervention emerged from relating concepts from research regarding the positive influence of formative assessment, differentiation and homework on student achievement and to the specific context at School X1 as a development target. The intervention employed an online formative assessment in the form of a ten-question multiple choice quiz, followed by a differentiated homework task informed by the quiz score. The quiz questions were guided by the use of Bloom’s Taxonomy verbs to distinguish the various learning styles.
The experimental design of the research composed of a control group that received the traditional homework, and an experimental group that was offered the intervention. Quantitative analysis of pre and post topic tests before and after the intervention revealed no significant difference in scores for both groups. However, qualitative analysis of the intervention suggested positive outcomes, revealing that differentiating homework benefits all students; it enhances gifted students while it supports struggling learners to be appropriately motivated in their learning process.
Being an historian: an investigation into the impact of using online source banks to replicate the research experience of historians in the A-level classroom
Keywords: MLT
History
MLT2019

This study investigated ways to improve students’ understanding of and engagement with contemporary sources in the history classroom. The study followed an action research model working with two teachers to support A-level history students in completing three different historical enquiries using online source archives, analysing the impact and adapting the structure of the activity each time. The lessons were delivered to a class of year 12 historians consisting of 12 students.
Baseline information suggested that students had a weak grasp of the nature of sources and the work of historians, despite success in their GCSE exams. The literature review revealed that there are a number of key heuristics adopted by expert historians when working with contemporary sources. It also showed that these cognitive processes were not beyond the ability of secondary age students.
Students’ responses to open-questions on questionnaires and written tasks completed at each iteration did not show them to have developed confident use of the heuristics of experts but did show that their understanding of the way that historians work had shifted considerably and they had moved from Alexander’s (2003) stage of acclimation to competence, progress towards expertise.
Developing vocabulary to support writing: a study of EAL learner
Keywords: MLT2019
MLT

Limited research exploring the writing process for EAL children, both within the UK context and internationally (Murphy, 2014), prompted this study of vocabulary development and use in narrative composition. The current dissertation details the stages of conducting an exploratory sequential mixed methods design, focusing on Year 4 second language learners in two West Midlands primary schools. The study placed significant importance on developing EAL children’s vocabulary depth to support written production, exploring teacher practice supplementing dictionary use within an intervention (Smith & Murphy, 2014; Webb & Nation, 2017). This study showed the positive effect of EAL pupils learning target vocabulary in formulaic chunks and set phrases, namely collocations or multi-word vocabulary (units), boosting language and literacy skills (Wray, 2002; 2008; Cameron & Besser, 2004). The findings propose the explicit teaching of thematic sets of formulaic phrases (Cameron & Besser, 2004) to support vocabulary acquisition for written production in a narrative composition, showing a marked development in cohesion and expression of creative ideas in text. The improvement is attributed to a blended, integrated and contextualized pedagogical approach, with frequent multi-modal exposure to target multi-word vocabulary (Lee & Muncie, 2006) aligning to the school curriculum content and design. The results suggest that specific instruction for EAL pupils to use target vocabulary in their writing (Lee & Muncie, 2006) led to greater control of sentence structure, showing elaboration and a sense of flair (Murphy, Kyriacou & Menon, 2015).
The late Qing political consultative assembly: impeaching the officials of the Grand Council
Keywords: Political Consultative Assembly
Grand Council
Qing Dynasty
Constitutional Reform
Impeachment
New Policies Reform

The final decade of the Qing regime (1644–1911) is often portrayed in a light of inevitable corruption and decline, with a dying imperial court bowing out to a brighter republican future. My dissertation joins a body of literature in challenging this conception, revealing that between 1901 and 1911, China was transformed by a wave of legal, educational, and political reforms. I focus on a 1910 attempt to impeach the emperor’s closest advisors, the Grand Council (Junjichu), by members of a provisional parliament, the Political Consultative Assembly (Zizhengyuan). Through numerical and qualitative analysis, I establish that a small but influential faction of Japanese-educated assembly members made impeachment possible, by playing mutually conducive functional roles and deploying two distinct but complementary models of constitutional monarchy. Though impeachment was ultimately unsuccessful, I argue that the assembly’s threats to impeach did have a considerable impact on the imperial court’s decisions. More generally, the willingness of both sides to play by constitutional rules reflect the depth and substance of the 1901–11 reforms.
Write less but say more: developing literacy strategies through pupil consultation to improve written answers in GCSE History
Keywords: MLT
MLT2019
History

This study aimed to improve the written answers of students in GCSE History, by enabling them to 'write less but say more'. The intention was to achieve this more effective way of writing by working collaboratively with students in order to develop effective literacy strategies across three years of GCSE study. There was also particular focus on high attaining students who have historically underachieved in my school.
The literature review investigated challenges for high attainers, literacy strategies in history lessons and using pupil consultation. This was followed by an initial investigation into the types of literacy and writing tasks done in different curriculum areas of the school and currently in history lessons. These elements were then combined in order to develop action research cycles using a range of interventions designed to help students develop their written answers. Throughout the project, student feedback, progress and opinion were used to guide the direction and nature of the interventions.
The project resulted in an improvement in both written responses and student confidence with writing. It also raised the complex emotional relationship between students and their written work which plays an important role in student success and failure in GCSE History.
Awkward adolescence: developing an age appropriate approach to public praise and recognition for Year 10 students
Keywords: MLT
MLT2019

This research explores how an understanding of mid-adolescent preoccupations (self-concept, peer group influence and the social nature of public praise) can enable schools to develop systems of public praise and recognition for Year 10 students. Using Bronfenbrenner’s ecological model (1979) to summarise the findings from the literature review, it highlights the overlapping influences of school, home and friends and the significance of the differing roles adopted by the students. The literature review points towards the need for increased student engagement and agency in mid-adolescence in order to develop of a system for public praise and recognition.
Through a mixture of phenomenological and quasi-participatory research methods, and by working with friendship groups, a system for public praise and recognition is trialled and refined. The student involvement problematizes the conflicting perspectives of the school and the student within the peer group, but offers a solution which accommodates mid-adolescent needs (peer approval, minimum social awkwardness) with a form of public recognition. The creation of a celebration breakfast, involving friends and allowing privileges (such as the use of mobile phones) is a first step in developing an age appropriate approach to public praise and recognition for Year 10 students. The findings reinforce the importance of student agency, as well as the need for mid adolescents to be seen as individuals within the wider institution of the school. They also point towards the need for further training for educators on the phases of adolescent development.
Regulation of IRF5 activity in inflammatory diseases: novel kinases
Keywords: Kinase
Macrophage
IRF5
Innate immunity

Interferon regulatory factor 5 (IRF5), is a multifunctional regulator of immune responses, with a critical role in controlling pro-inflammatory responses of macrophages. IRF5 contributes to the pathogenesis of several inflammatory and autoimmune diseases. Given the importance of IRF5 function in physiology and disease, IRF5 represents a therapeutic target. However, the mechanisms regulating IRF5 activation and the kinases responsible for its phosphorylation in vivo have been unclear. The purpose of this study was to identify novel IRF5 kinases as potential targets for specific control of IRF5-driven inflammatory conditions. Based on a kinase inhibitor library screen and rounds of validation PYK2 and MEKK3 have been prioritised as candidate IRF5 kinases.
Using the CRISPR-Cas9 system I have generated PYK2 and MEKK3 deficient macrophages. Deficiency in PYK2 had an effect on IRF5 activation, IRF5 recruitment to the genomic loci and transcription of IRF5 target inflammatory genes. Moreover, I have identified the PYK2 dependent tyrosine site within IRF5 and demonstrated its importance in IRF5 activation. PYK2 inhibition led to a comparable impact on macrophage transcriptomic signature as IRF5 deficiency, and suppressed cytokine production in biopsies taken from the inflamed gut mucosal tissue of patients with ulcerative colitis. The molecular dissection of the PYK2/IRF5 axis carried out in this thesis has a direct translational potential for inflammatory conditions such as ulcerative colitis, where both the PYK2 and IRF5 gene loci have been associated with increased genetic risk.
Deficiency in MEKK3 had an effect on IRF5 activity and inflammatory gene expression. In the absence of MEKK3 inhibitors, clinically validated kinase inhibitors with off-target MEKK3 potency, were used as initial leads to design MEKK3-specific inhibitors. Chemical modifications of the lead compound Neratinib resulted in the identification and synthesis of analogs with comparable biochemical potency on MEKK3, improved selectivity on a small panel of pathway relevant kinases, with reduced IRF5-driven TNF activation in an IRF5- and MEKK3- specific manner.
Preconditioning for thermal reservoir simulation
Keywords: Iterative methods
Thermal
Porous media
Reservoir simulation
Multiphase flow
Schur complement
Preconditioning

Multiphase flow through porous media can be modelled as a complex system of partial differential equations. Such models can be used to optimize the recovery of oil and gas from subsurface reservoirs. In the case of highly viscous oils, thermal recovery techniques are typically used to enhance their extraction. To simulate this, models describing the flow of fluids (typically oil, water, and gas) are coupled with a model for heat flow. Thermal reservoir simulation entails solving these highly coupled systems. Their complexity and the computational effort needed to solve them motivate the need for highly efficient solvers.
In reservoir simulation, most of the computational time is spent on solving linearized systems with a preconditioned Krylov subspace iterative method. Industry-standard preconditioning techniques are based on the approach introduced by Wallis in 1983, the Constrained Pressure Residual method (CPR). This preconditioner is a two-stage process involving the solution of a restricted pressure system.
While initially designed for isothermal reservoir simulation, CPR is also the standard for thermal cases. However, its treatment of the conservation of energy equation does not incorporate heat diffusion, which is often dominant in thermal cases. We are interested in preconditioners specifically designed for thermal reservoir simulation. In this thesis, we present an extension of CPR: the Constrained Pressure-Temperature Residual (CPTR) method, where a restricted pressure-temperature system is solved in the first stage. To study the effects of both pressure and temperature on fluid and heat flow, we first consider a model of non-isothermal single-phase flow through porous media. For this model, we develop a block preconditioner with an efficient Schur complement approximation. Then, we extend this method for multiphase flow as a solver for the first stage of CPTR. We present a comparison of the algorithmic performance of the different preconditioning approaches under mesh refinement and parallelization.