VictorJuiz/thesis huggingface dataset:
Essays on multivariate volatility and dependence models for financial time series
Keywords: Multivariate volatility; HEAVY; GARCH; orthogonal GARCH; DCC; realized covariance; dynamic Nelson-Siegel model; copula; covariance targeting; common persistence; directional forecasting; predictive likelihood; Wishart distribution.

This thesis investigates the modelling and forecasting of multivariate volatility and dependence in financial time series. The first paper proposes a new model for forecasting changes in the term structure (TS) of interest rates. Using the level, slope and curvature factors of the dynamic Nelson-Siegel model, we build a time-varying copula model for the factor dynamics allowing for departure from the normality assumption typically adopted in TS models. To induce relative immunity to structural breaks, we model and forecast the factor changes and not the factor levels. Using US Treasury yields for the period 1986:3-2010:12, our in-sample analysis indicates model stability and we show statistically significant gains due to allowing for a time-varying dependence structure which permits joint extreme factor movements. Our out-of-sample analysis indicates the model's superior ability to forecast the conditional mean in terms of root mean square error reductions and directional forecast accuracy. The forecast gains are stronger during the recent financial crisis. We also conduct out-of-sample model evaluation based on conditional density forecasts.
The second paper introduces a new class of multivariate volatility models that utilizes high-frequency data. We discuss the models' dynamics and highlight their differences from multivariate GARCH models. We also discuss their covariance targeting specification and provide closed-form formulas for multi-step forecasts. Estimation and inference strategies are outlined. Empirical results suggest that the HEAVY model outperforms the multivariate GARCH model out-of-sample, with the gains being particularly significant at short forecast horizons. Forecast gains are obtained for both forecast variances and correlations.
The third paper introduces a new class of multivariate volatility models which is easy to estimate using covariance targeting. The key idea is to rotate the returns and then fit them using a BEKK model for the conditional covariance with the identity matrix as the covariance target. The extension to DCC type models is given, enriching this class. We focus primarily on diagonal BEKK and DCC models, and a related parameterisation which imposes common persistence on all elements of the conditional covariance matrix. Inference for these models is computationally attractive, and the asymptotics is standard. The techniques are illustrated using recent data on the S&P; 500 ETF and some DJIA stocks, including comparisons to the related orthogonal GARCH models.
Conceivability and metaphysical possibility
Keywords: conceivability
metaphysical possibility
Chalmers
modal rationalism
possibility

David Chalmers maintains that certain kinds of conceivability are reliable guides to metaphysical possibility. In this essay, I argue that Chalmers is wrong about the relationship between conceivability and metaphysical possibility. I begin by explaining the notion of metaphysical possibility and by distinguishing it from those of other kinds of so-called possibility (including epistemic, logical, conceptual, physical, and natural possibility). I then explain Chalmers’s view on the relationship between conceivability and metaphysical possibility—a view that he calls modal rationalism. Next, I examine his positive case for his view, and I argue that it is unpersuasive. In particular, I argue, his attempt to show that modal rationalism is a priori is clearly a failure: given a proper understanding of the notion of metaphysical possibility, the balance of reasons overwhelming favors the hypothesis that modal rationalism is not a priori, and we are entitled to assume that it is not a priori unless compelling reasons to think otherwise are revealed. Finally, I produce two arguments that show that because modal rationalism is not a priori, it is false. I conclude that since there is every reason to think that modal rationalism is not a priori and no plausible reason to think that it is a priori, and since the falsity of modal rationalism follows from its not being a priori, there is every reason to think that modal rationalism is false.
The impact of frequency, consistency, and semantics on reading aloud: an artificial orthography learning paradigm
Keywords: lexical phonology
semantics
statistical learning
artificial orthography
reading

Five experiments explored how we learn to read and recognise words with typical and atypical spelling-sound mappings and to generalize to novel words. In Experiment 1, adults learned to read pseudowords with typical or atypical pronunciations. There was some evidence that prior exposure to word meanings enhanced orthographic learning. However, interpretation was clouded by stimulus control problems that plague research using natural alphabets. In Experiment 2, an artificial orthography paradigm was developed to overcome these problems. Adults learned to read novel words written in novel symbols. Post-training, they could generalize, indicating extraction of individual symbol sounds. The frequency and predictability of symbol-sound mappings influenced learning and generalization, mirroring natural language findings. Experiment 3 found extended training to improve item recognition and generalization. In Experiment 4, pre-exposure to item sounds plus an object referent vs. item sounds provided equivalent benefit for orthographic learning. By the end of training, this was limited to items with low frequency unpredictable symbol-sound mappings. In Experiment 5, pre-exposure to novel definitions enhanced orthographic learning more than pre-exposure to item sounds, but by the end of training, both conditions were again equally beneficial.
Interrogating provincial politics: the Leftist Movement in Punjab, c. 1914-1950
Keywords: Leftist Movement
Colonial India

This thesis examines the development of the Leftist movement in British Punjab and the insights it provides into the political spaces it inhabited and the actors it engaged with. Broadly speaking, this is an attempt at uncovering lesser fragments that offer the possibility of complicating our understanding of Punjabi and South Asian History. In doing so, I seek to uncover a socio-political arena which played host to a multiplicity of contested identities, notions of sovereignty, and political objectives. I thus seek to explore this complex and fluid arena through the study of a variety of movements and intellectual strands, all of which can collectively be labelled as the ‘Left.’ I begin by situating the Punjabi Left within the wider global arena and then shift to examining it within the province itself. I then explore the Left’s acrimonious relationship with the Colonial State as well as its tortured engagements with ‘nationalist’ and ‘communitarian’ movements. Taken together, this thesis, aside from enhancing our understanding of the ‘Left’ itself, also contributes to regional studies in general and questions historiographical demarcations and the categories that are normatively employed in standard political histories.
Performing the self: identity-formation in the travel accounts of nineteenth-century British women in Italy
Keywords: British Women Travel Writers
Identity-formation
Performativity
Nineteenth Century
Italy
Travel Writing

From the adventures of Odysseus to those of the male Grand Tourist, travel has often been regarded as an important rite of masculine self-fashioning. However, as this thesis argues, travel and travel writing also provided a valuable opportunity for women's self-fashioning: journeys offered women a means of altering themselves, enabling them to assume a novel identity abroad and in text, whether it be a subversive or idealised version of themselves. Drawing upon Judith Butler's and Sidonie Smith's theories of performativity, this thesis investigates Victorian women travel writers' impulse to self-fashioning, and argues for travel writing as a performative act of identity-formation. Drawing on Butler's notion of subversive repetition, this thesis also demonstrates the ways in which the instability of women authors' narrative identities gives them a potential for agency, enabling authors to unsettle prescribed gender boundaries and challenge cultural constructions of femininity.
In particular, I examine the constructed textual travel identities of the following nineteenth-century British women: Anna Jameson, Susan Horner, Emily Lowe, and Frances Minto Elliot. I highlight the discursive strategies that these four authors use in order to create certain images of themselves for their readers in their travelogues about Italy, all published (or, in the case of Horner, written) between the years 1826 and 1881. Jameson, Horner, Lowe, and Elliot also reconfigure traditional notions of travel and gender in their travelogues to articulate and perform definitions of selves that are not necessarily exemplary – at least not at first glance. I examine the ways in which these nineteenth-century authors adopt apparently undesirable selfhoods ('ill', 'intellectual', 'unprotected', and 'idle') and turn supposed weaknesses into strengths.
This thesis also analyses the significance of Italy for the travel narrators and their self-representation in relation to the peninsula. Italy signalled a meaningful difference from Britain, and these authors represent it as a positive space for healing, intellectual growth, pleasure, fulfilment, and self-determination. The constructed identities of these four authors result in 'travel performances' that aim to persuade readers of the narrators' aptitude for travel and of their especially meaningful attachment to, experience of, and understanding of Italy. This thesis does not only provide a space for voices which have until now been little recognised in contemporary scholarship. It also sheds light on an important form of Victorian women’s writing that was a valuable route towards cultural and intellectual authority and self-empowerment, as well as a means of personal and professional self-fashioning.
Portfolio of compositions (Canti Sacri, Cantico, …ed erra l’armonia…, Pneuma) and dissertation (An exploration of the connections between music theory and cognition in composition)
Keywords: music cognition
hierarchy
composition
rhythm space
music theory
music analysis
pitch space

This study is an exploration of the integration in composition of theoretical and psychoacoustic properties of pitch and duration; its aims are essentially practical in showing how cognitive research can inform composition, but it also addresses more broadly the value and role cognition can have in the current musical compositional climate.
Various contexts for this exploration are discussed: the mediating role analysis has within theory and composition; constraints imposed by aesthetic positions and music theory/pedagogy templates; the role of cognitive psychology in connecting music templates and listening experiences; and the ultimately mythopoetic (Cook, 1992) rather than scientific nature of any such theory/psychology integration.
Using Huovinen’s “pitch constellation” approach and Lerdahl’s theory of tonal pitch space, a hierarchical pitch-space is set up for the string piece ed erra l’armonia, developing from pc set 5-22 a non-standard octatonic scale (pc set 8-27) as the basic pitch collection of the piece. Similarly, using the works of Fraisse, Hasty and London, a hierarchical rhythm-space is set up for the orchestral piece Pneuma developing, from the indifference interval in duration, the temporal and metric envelops and the duple and triple subdivisions of the tactus, a three layered metrical structure as the generative rhythmic template of the piece. This is contextualised against the problematic notion of metre in modern art-music. General characteristic of both spaces are discussed: redundancy according to information theory, hierarchy in relation to cognitive opaqueness, salience and association; and elaborational and permutational processes.
It is argued that composition needs to bridge, in practice, the gap between music theory and psychology of music, looking beyond their often absolutist positions; that cognitive constrains in music should be seen as opportunities to work compositionally along the mind’s cognitive grains in order to maximise structural and expressive communication; and that at a time of a ‘deregulated’ musical language it is necessary to re-develop cognitive heuristics to secure the connection between compositional choices and listening experiences. Three principles are given as guidelines for the alignment of theoretical and cognitive issues in composition. It is proposed that cognitive analysis should be developed as an independent discipline as well as a compositional tool, and that the connections style/cognition should be looked at more closely to gain a more unified perspective on diverse (and divisive) stylistic musical camps.
Connectivity driven registration of magnetic resonance images of the human brain
Keywords: brain connectivity
functional connectivity
image analysis
magnetic resonance imaging
MRI
image alignment
brain imaging
image registration
structural connectivity
connectome

Image registration methods underpin many analysis techniques in neuroimaging. They are essential in group studies when images of different individuals or different modalities need to be brought into a common reference frame. This thesis explores the potential of brain connectivity- driven alignment and develops surface registration techniques for magnetic resonance imaging (MRI), which is a noninvasive neuroimaging tool for probing function and structure of the human brain.
The first part of this work develops a novel surface registration framework, based on free mesh deformations, which aligns cortical and subcortical surfaces by matching structural connectivity patterns derived using probabilistic tractography (diffusion-weighted MRI). Structural, i.e. white matter, connectivity is a good predictor of functional specialisation and structural connectivity-driven registration can therefore be expected to enhance the alignment of functionally homologous areas across subjects.
The second part validates developed methods for cortical surfaces. Resting State Networks are used in an innovative way to delineate several functionally distinct regions, which were then used to quantify connectivity-driven registration performance by measuring the inter- subject overlap before and after registration. Consequently, the proposed method is assessed using an independent imaging modality and the results are compared to results from state-of-the-art cortical geometry-driven surface registration methods.
A connectivity-driven registration pipeline is also developed for, and applied to, the surfaces of subcortical structures such as the thalamus. It is carefully validated on a set of artificial test examples and compared to another novel surface registration paradigm based on spherical wavelets. The proposed registration pipeline is then used to explore the differences in the alignment of two groups of subjects, healthy controls and Alzheimer’s disease patients, to a common template.
Finally, we propose how functional connectivity can be used instead of structural connectivity for driving registrations, as well as how the surface-based framework can be extended to a volumetric one. Apart from providing the benefits such as the improved functional alignment, we hope that the research conducted in this thesis will also represent the basis for the development of templates of structural and functional brain connectivity.
Plasmonic nanostructures and film crystallization in perovskite solar cells
Keywords: solar cells
thin films
regenerative energy
third generation photovoltaic cell
physics
perovskite
perovskite solar cells
photovoltaics
plasmonics

The aim of this thesis is to develop a deeper understanding and the technology in the nascent field of solid-state organic-inorganic perovskite solar cells.
In recent years, perovskite materials have emerged as a low-cost, thin-film technology with efficiencies exceeding 16% challenging the quasi-paradigm that high efficiency photovoltaics must come at high costs. This thesis investigates perovskite solar cells in more detail with a focus on incorporating plasmonic nanostructures and perovskite film formation.
Chapter 1 motivates the present work further followed by Chapter 2 which offers a brief background for solar cell fabrication and characterisation, perovskites in general, perovskite solar cells in specific, and plasmonics.
Chapter 3 presents the field of plasmonics including simulation methods for various core-shell nanostructures such as gold-silica and silver-titania nanoparticles.
The following Chapters 4 and 5 analyze plasmonic core-shell metal-dielectric nanoparticles embedded in perovskite solar cells. It is shown that using gold@silica or silver@titania NPs results in enhanced photocurrent and thus increased efficiency. After photoluminescence studies, this effect was attributed to an unexpected phenomenon in solar cells in which a lowered exciton binding energy generates a higher fraction of free charge. Embedding thermally unstable silver NPs required a low-temperature fabrication method which would not melt the Ag NPs. This work offers a new general direction for temperature sensitive elements.
In Chapters 6 and 7, perovskite film formation is studied. Chapter 6 shows the existence of a previously unknown crystalline precursor state and an improved surface coverage by introducing a ramped annealing procedure. Based on this, Chapter 7 investigates different perovskite annealing protocols. The main finding was that an additional 130°C flash annealing step changed the film crystallinity dramatically and yielded a higher orientation of the perovskite crystals. The according solar cells showed an increased photocurrent attributed to a decrease in charge carrier recombination at the grain boundaries.
Chapter 8 presents on-going work showing noteworthy first results for silica scaffolds, and layered, 2D perovskite structures for application in solar cells.
Advanced finite element analysis of deep excavation case histories
Keywords: Finite Element Analysis
Deep Excavations
Soil Models
Case Histories
Field Measurement
Site Investigations

Deep excavations have been used worldwide for underground construction, but they also alter the ground conditions and induce ground movements which might cause risks to adjacent infrastructure. Field measurements are normally carried out during excavations to ensure their safety, and also provide valuable data to calibrate the results from the numerical analysis which is an effective way to investigate the performance of deep excavations. This thesis is concerned with evaluating the capability of advanced finite element analysis in reproducing various aspects of observed deep excavation behaviour in the field through back analysis of case histories. The finite element model developed considers both geotechnical and structural aspects such as (i) detailed geometry of the excavation and retaining structures, (ii) realistic material models for the soil, structures and the soil-structure interface, and (iii) correct construction sequences. Parametric studies are conducted first based on a simplified square excavation to understand the effect of several important aspects, e.g. (i) the merit of shell or solid elements to model the retaining wall, (ii) the effect of construction joints in the retaining wall, (iii) the effect of the operational stiffness of concrete structural components due to cracks, (iv) the thermal effect of concrete beams and floor slabs during curing process and due to variation of ambient temperature, (v) the effect of soil-structure interface behaviour, and (vi) the effect of stiffness and strength properties of the soil. Two more complex case histories are then investigated through fully 3D analyses to explore the influence of various factors such as (i) neglecting the small-strain stiffness nonlinearity in the soil model, (ii) the selected K_0 value to represent the initial stress state in the ground, (iii) the appropriate anisotropic wall properties to consider the joints in the diaphragm wall, (iv) the parameters governing the settlements of adjacent buildings and buried pipelines, (v) the effectiveness of ground improvement on reducing the building settlement, (vi) the variation of construction sequences, (vii) the effectiveness of earth berms, and (viii) ignoring the openings in the floor slabs. This research has strong practical implications, but cautions should also be taken in applications, e.g. element types and parameter selection.
Molecular mechanisms of ARF regulation in response to DNA damage
Keywords: PARP1
DNA
ARF
SSBs

DNA is a highly unstable molecule. Endogenous souces of DNA damage, such as reactive oxygen species (ROS), can cause DNA damage and it has been estimated that 20000 lesions occur in a cell per day. BER is the major pathway for the repair of these lesions and therefore maintains genome stability, thus preventing the development of human diseases such as neurodegenerative diseases and cancer. Therefore, if BER cannot accomplish the repair, accumulation of DNA damage occurs, triggering different cellular responses, such as cell cycle delay and senescence.
The ARF tumour suppressor protein, the gene of which is frequently mutated in many human cancers, plays an important role in the cellular stress response by orchestrating upregulation of p53 protein. Moreover, ARF expression is upregulated in senescent cells, suggesting that ARF induction might be triggerred in response to persistent DNA damage. Although ARF has been reported to be important in the regulation of proteins involved in the DNA damage response, its role is still controversial.
Here, it has been shown that ARF gene transcription is induced by DNA strand breaks (SBs) and that ARF protein accumulates in response to persistent DNA damage generated by disabling BER. These data suggest that PARP1-dependent poly(ADP-ribose) synthesis at the sites of SBs initiates DNA damage signal transduction by reducing the cellular concentration of NAD+, thus inhibiting SIRT1 activity and consequently activating E2F1-dependent ARF transcription. These findings suggest a vital role for ARF in DNA damage signalling, and furthermore explain the critical requirement for ARF inactivation in cancer cells, which are frequently deficient in DNA repair and accumulate DNA damage.
Dysfunction as a function of authority: understanding the power and performance of international non-governmental organizations
Keywords: leadership
legitimacy
IO
moral
culture
organization
INGO
authority
international
bureaucracy
charismatic
non-governmental
behavior

In this work, I present a conceptual framework for understanding how international non-governmental organizations (INGOs) become powerful international organizations (IOs), and how their pursuit of legitimacy leads to the formation of specific kinds of organizational cultural proclivities and dysfunctional tendencies that shape how these groups behave as international actors. Despite their increasing prominence in international affairs, INGOs remain largely understudied by International Relations (IR) scholars; my work provides a theoretically driven and empirically supported analysis of the power and performance of these actors, thus filling the existing gap in the IR literature. Relying on the basic tenets of sociological institutionalism, I argue that there is an indissoluble relationship between the ways in which an INGO becomes powerful and its ultimate performance outcomes.