VictorJuiz/thesis huggingface dataset:
A Neural Network Approach to Efficient Valuation of Large VA Portfolios
Keywords: Monte Carlo Simulation
Neural Network
Portfolio Valuation
Solvency Capital Requirement
Variable Annuity

Variable annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging the risks associated with VA products requires intraday valuation of key risk metrics for these products. The complex structure of VA products and computational complexity of their accurate evaluation has compelled insurance companies to adopt Monte Carlo (MC) simulations to value their large portfolios of VA products. Because the MC simulations are computationally demanding, especially for intraday valuations, insurance companies need more efficient valuation techniques. Existing academic methodologies focus on fair valuation of a single VA contract, exploiting ideas in option theory and regression. In most cases, the computational complexity of these methods surpasses the computational requirements of MC simulations. Recently, a framework based on Kriging has been proposed that can significantly decrease the computational complexity of MC simulation. Kriging methods are an important class of spatial interpolation techniques. In this thesis, we study the performance of prominent traditional spatial interpolation techniques. Our study shows that traditional interpolation techniques require the definition of a distance function that can significantly impact their accuracy. Moreover, none of the traditional spatial interpolation techniques provide all of the key properties of accuracy, efficiency, and granularity. Therefore, in this thesis, we present a neural network approach for the spatial interpolation framework that affords an efficient way to find an effective distance function. The proposed approach is accurate, efficient, and provides an accurate granular view of the input portfolio. Our numerical experiments illustrate the superiority of the performance of the proposed neural network approach in estimation of the delta value and also the solvency capital requirement for large portfolios of VA products compared to the traditional spatial interpolation schemes and MC simulations.
The Biology of Spondyloarthritis: Studies of the Host Immune Response in Experimental Chlamydia Infection and in Patients with Ankylosing Spondylitis.
Keywords: ankylosing spondylitis
chlamydia

Spondyloarthritis (SpA) refers to a family of related inflammatory diseases affecting axial and peripheral joints. Reactive arthritis (ReA) and ankylosing spondylitis (AS) are both subsets of SpA. Despite the important role of HLA-B27 in conferring risk for SpA, a multitude of environmental and other genetic factors contribute to these diseases. This thesis contains two distinct halves that examine unique aspects of the SpA family of disease. The general aim of this thesis is to better understand host immunity in the context of the SpA family of diseases. The first half, comprised of Chapters 1-5, examines immune alterations in patients with AS. The second half, comprised of Chapters 6-9, examines how macrophages control host immunity to the ReA-associated bacteria, Chlamydia. Each half contains a comprehensive literature review in addition to peer-reviewed, primary scientific publications. The thesis is tied off by chapter 10, which provides future directions and conclusions. AS, the most common subset of SpA and the subset with the strongest HLA-B27 link, typically affects males in young adulthood. The TNF-inhibitors (TNFi) have proven to be effective at controlling the symptoms of AS but are not curative. Genetic and immunological studies have implicated the Th17 axis of inflammation in the pathogenesis of AS. The first half of this thesis discusses potential non-canonical roles of HLA-B27, documents an abnormal expansion of T cells associated with prolonged TNFi use, details a male sex bias in the Th17-axis, and examines the role of novel factors in driving the Th17-axis in AS patients. ReA is triggered by a prior infection with bacteria such as Chlamydia. How Chlamydia infection causes sequelae like ReA is unknown as the basic biology of host-pathogen interactions is not well understood. The second half of this thesis dissects the interaction of Chlamydia with the host immune system, focusing on the specific role of the macrophage in murine models of infection. In conclusion, a better understanding of environmental and genetic factors that contribute to the chronic inflammation of SpA will aid in understanding and treating these common, disabling diseases.
Functional Neuroimaging of Recovery from Focal Ischemic Stroke
Keywords: Animal Model
Arterial Spin Labelling
Chronic
Multi-modal imaging
Stroke
Treatment

Ischemic stroke is the leading global cause of healthy life-years-lost, yet, physiotherapy remains the only means to improve long-term outcome in the vast majority of patients. The absence of more effective interventions in the subacute stage reflects uncertainty surrounding the mechanisms that govern recovery. The present work investigated endogenous neurovascular adaptation, as well as the delayed neurogliovascular unit modulation via GABAA antagonism and cyclooxygenase-1 (COX-1) inhibition. Longitudinal functional and structural magnetic resonance imaging (MRI), intracranial array electrophysiology, Montoya Staircase testing, and immunofluorescence were employed to examine subacute functional and structural changes in the peri-infarct zone in a rodent model of focal ischemia. In the absence of treatment, early subacute stage was characterized by a persistent skilled reaching deficit and stable lesion volume. Peri-infarct resting perfusion and vascular reactivity to hypercapnia were elevated a week post stroke, while the peri-lesional neuronal network was silenced and somatotopy abolished. By 21 days post-stroke, peri-lesional blood flow resolved to the contra-lesional level, but peri-lesional vascular reactivity remained elevated. Concomitantly, neuronal response amplitudes increased with distance from the necrotic core, suggesting functional remodelling of the lesion periphery, buttressed by increased spontaneous activity. The peri-infarct showed increased vascular density, neuronal loss, and astrocytic activation, while microglia and macrophage recruitment was widespread. GABAA antagonism resulted in progressive improvement in skilled reaching performance and a decrease in stroke volume, while COX-1 inhibition preserved peri-lesional hyperperfusion, increased neuronal survival and decreased microglia and macrophage recruitment. Combined, these studies provide evidence of highly dynamic functional changes in the peri-infarct zone weeks following ischemic injury, suggesting an extended temporal window for therapeutic interventions. Delayed pharmacological modulation of GABAA or COX-1 activity may exert multiple beneficial effects on neurogliovascular function and hence may be promising treatment targets in the subacute stage of stroke.
The Role of FGFR3 in Skeletal Repair
Keywords: FGFR3
Fracture
Haematopoietic
Mesenchymal
Osteoblast

Fibroblast growth factor receptor 3 (FGFR3) mutations cause skeletal dysplasias with disparate phenotypes. Gain-of-function mutations are characterized by disproportionate short stature, whereas loss-of-function mutations are characterized by tall stature. FGFR3 is a known negative regulator of chondrocyte proliferation yet we observed that individuals with achondroplasia showed enhanced intramembranous bone regeneration during limb lengthening surgery, thus we hypothesized that FGFR3 mutations affect osteoblast differentiation, in addition to chondrocyte differentiation, and thus impact fracture repair. Investigating bone fracture repair in genetically modified Fgfr3+/- mice we showed, firstly, that FGFR3 acts as a switch between intramembranous and endochondral ossification leading to abnormal bone healing with impaired structural integrity. Secondly, we found that in controlled in-vitro assays FGFR3 regulates number, proliferation and osteogenic differentiation of murine bone marrow SSCs. Thirdly we showed that bone marrow transplantation can be used to control the osteoblast response to fracture in-vivo, and osteoblast differentiation in-vitro, such that WT bone marrow transplant has the ability to rescue abnormal fracture repair in native Fgfr3+/- mice, and conversely Fgfr3+/- bone marrow transplantation disturbs fracture repair in WT mice. Our results demonstrate that FGFR3 is critical in coordinating the repair of bone. Modulation of FGFR3 signaling using bone marrow related therapies, may offer the ability to enhance the proliferation and differentiation of skeletal progenitor cells for osteogenesis in limb reconstruction therapy and also to direct progenitor cells towards particular bone regenerative pathways, which has enormous appeal for treating common musculoskeletal disorders such as fracture repair.
From Seminar to Lecture to MOOC: Scripting and Orchestration at Scale
Keywords: KCI
MOOC
orchestration
scale
scripting

This dissertation investigates the design of large online courses from the pedagogical perspective of knowledge communities. Much of the learning sciences literature has concerned itself with groups of up to 20-30 students, but in universities, courses of several hundred to more than a thousand students are common. At the same time, new models for life-long and informal learning, such as Massive Open Online Courses, are emerging. Amidst this growing enthusiasm for innovation around technology and design in teaching, there is a need for theoretically grounded innovations and rigorous research around practical models that support new approaches to learning. One recent model, known as Knowledge Community and Inquiry (KCI), engages students in the co-construction of a community knowledge base, with a commonly held understanding of the collective nature of their learning, and then provides a sequence of scaffolded inquiry activities where students make use of the knowledge base as a resource. Inspired by this approach to designing courses, the research began with a redesign of an in-service teacher education course, which increased in size from 25 to 75 students. This redesign was carefully analyzed, and design principles extracted. iiThe second step was the design of a Massive Open Online Course for several thousand in-service teachers on technology and inquiry, in collaboration with an affiliated secondary school. A number of innovative design ideas were necessary to accommodate the large number of users, the much larger diversity in terms of background, interest, and engagement among MOOC learners, and the opportunities provided by the platform. The resulting design encompasses a 6- week long curriculum script, and a number of overlapping micro-scripts supported by a custom- written platform that integrated with the EdX platform in a seamless manner. This thesis presents the course structure, including connection to disciplinary principles, its affordances for community and collaboration and its support of individual differentiated learning and collective epistemology. It offers design principles for scripting and orchestrating collective inquiry designs for MOOCS and higher education courses.
Analytical Solutions of Heat Transfer for Moving Bed Heat Exchangers
Keywords: Analytical solutions
Moving bed heat exchangers
Parallel plate
Vertical pipe

Effectively heating and cooling granular solids is a requirement of numerous industrial processes. Moving bed heat exchangers (MBHEs) are a technology of choice employed in the transfer of heat to granular materials. This thesis focuses on the development of analytical solutions for co- and counter-current parallel-plate and vertical pipe MBHEs. In the analyses, all of the solutions are explored at important limits, as well as graphically, and are found to be in agreement with the physical expectations of the different problems. In the first section, an analytical solution is obtained for a parallel-plate MBHE operating co-currently. A solution for the non-homogeneous steady-state convection-conduction problem is obtained by means of Laplace transforms, and inverses are identified using the expansion theorem. Since counter-current configurations yield increased thermal gradients and reduced capital investments, the analysis is extended to the parallel-plate counter-flow orientation. An analytical solution is again obtained by means of Laplace transforms; however, unlike the co-current system, the solution is revealed to be a function of the capacity ratio. Vertical pipe MBHE geometries are employed in various mining and metals applications. As such, the third part of this thesis presents analytical solutions in cylindrical coordinates for MBHEs operating both co- and counter-currently. The expressions obtained follow the Cartesian parallel-plate solutions, with the important replacement of trigonometric functions with Bessel functions. Finally, an important assumption of most MBHE models, including those here, is that negligible heat conduction occurs in the direction of particulate motion. In the final section of this thesis, an analytical solution for a parallel-plate MBHE model including axial heat conduction is developed. To make the analysis tractable, the external fluid is assumed to maintain constant temperature, describing phase change applications. The solution is verified by contrasting it with a numerical solution, and found to be in agreement. Using the analytical expression, it becomes possible to quantitatively validate the assumption through the generation of error maps detailing the error associated with neglecting axial heat conduction. These maps will help design engineers identify conditions under which axial heat conduction is a relevant transport mechanism that must be accounted for.
Three Essays on Strategic Human Resource Management
Keywords: employment relations
firm performance
HR flexibility
HR system
human resource management
strategic HRM

This thesis examines three key aspects of strategic human resource management (HRM). Chapter 1 uses an eight-year longitudinal survey to investigate how patterns of change in high-performance work systems (HPWS) relate to innovation and financial performance of organizations. Results suggest that long-run consistency with continuous incremental change in training and recruitment systems is positively related to organizations’ innovation and financial performance. Conversely, short-run consistency with episodic change in compensation and employee involvement systems is positively associated with both measures of performance. Drawing on institutional theory and the contingency perspective of HRM, Chapter 2 uses hierarchical linear model to study how multilevel environmental and organizational factors – international competitive pressure, capital intensity, firm size, unionization and ownership – influence firms’ use of short-term labor contracts, contract duration, training, and employee involvement programs. Using a survey of 313 manufacturing plants in China, this paper finds that approximately 5 to 7 percent of the total variance in the four HRM programs are explained by industry-level factor and provides empirical support for mimetic isomorphism. Chapter 3 focuses on HR differentiation which refers to the practice of managing individuals or groups of employees differently based on the value they deliver to an organization using individual-based, workforce-based or job-based approaches. This paper suggests that HR differentiation is a source of firm's competitive advantage. Findings supports that the hypothesized causal chain linking HR differentiation, strategic performance of HR system, firm strategic performance and financial performance.
Strategies to Improve Acquistion of Technical Skill in Surgical Residents: From Screening Technical Ability at the Time of Selection to Incorporating Performance Adjuncts during Training
Keywords: Learning curves
Mental practice
Selection
Surgical training
Technical skill

Introduction: Evidence suggests that not all trainees reach technical competence. Therefore the purposes of the included studies were to improve resident selection by investigating screening tools (visual spatial tests (VSTs) and technical tasks (TTs)) that may predict technical ability of incoming trainees, and to determine whether metal practice is beneficial as a performance enhancement strategy during training. Methods: Screening with VSTs as a predictor of laparoscopic ability was evaluated using the PicSOr, cube comparison (CC) and card rotation (CR) tests and correlated to technical performance on the camera navigation (LCN) and laparoscopic circle cut (LCC) tasks. To screen trainees using TTs, a Delphi of Canadian general surgery (GS) program directors (PD), was performed to gain consensus on the simulated TTs best suited for incoming trainees. K-mean clustering learning curve (LC) analysis was used to determine acquisition of TTs. Next, mental practice was evaluated in a randomized control trial to assess its impact on advanced laparoscopic technical performance. Results: Thirty-seven residents were screened using VSTs. Residents who scored higher on the CC test had more accurate LCN path length (rs(PL) =-0.36, p=0.03) and angle path (rs(AP) =-0.426, p=0.01) scores. Eleven of 14 GS PDs participated in the Delphi, and consensus was reached that both basic laparoscopic and open skills would be appropriate for the assessment of TTs. LC analysis of 65 students revealed that 7-15% of trainees did not reach proficiency in laparoscopic skills. These students demonstrated poor innate ability, and remained disadvantaged with inconsistent performance throughout their LC. During training, mental practice significantly improved technical performance (p =0â 003). Conclusion: LC analysis of simulated technical skills proved more dependable than VSTs to screen for technical ability in novice trainees, while mental practice is an affective adjunct to technical skills performance and would be a beneficial addition to skills training for senior residents.
Enhanced Layout Optimization and Wind Aerodynamic Models for Wind Farm Design
Keywords: Optimization
Wake modelling
Wind energy
Wind farm

The proposed project is motivated by the need to develop wake models and optimization algorithms that can accurately capture the wake losses in an array of wind turbines and optimize the turbine placements. In the past 4 years, we have developed capabilities to improve the layout design of wind farms located on complex terrains, as contributions from four major tasks. The outcome of the first task was the creation of a wake interaction model capable of describing the effects of overlapping wakes that can be used in combination with existing mathematical optimization tools for wind farm layout design. Such a model was derived and evaluated against existing wake interaction methods. This wake interaction model enables a mechanistic approach to account for multiple overlapping wakes while remaining compatible with established mathematical optimization methods. In the second task, this wake interaction model was used in conjunction with full-scale CFD simulations to design wind farm layouts. We developed an optimization algorithm that intelligently integrates a mathematical optimization approach to design wind farm layout on complex terrains with full-scale CFD simulations. The two subsequent tasks were focused on developing a wake model capable of producing comparable accuracy as full-scale CFD simulations but at a significantly lower computational cost. The third task focused on studying the effects of turbine blade geometry and atmospheric turbulence on turbine wake development. The findings of this step contributed to the fourth task of developing a new wake model capable of simulating wakes on complex terrains. This model has been validated against full-scale CFD simulations of a turbine placed on the terrain of the Gros-Morne Wind Farm in Quebec. The proposed model allows for fast simulation of wakes, making it ideal for designing wind farm layouts on complex terrains.
Functional Analysis of Epithelium-specific ETS Transcription Factor-1 in Inflammation
Keywords: ESE-1
ETS transcription factor
Inflammation
Rheumatoid Arthritis
Sepsis

E26 transformation-specific (Ets) transcription factors are key regulators of hematopoiesis, tissue differentiation, and development, characterized by the presence of evolutionarily conserved DNA-binding domain (DBD) which recognizes a core 5’-GGAA/T-3’ sequence in promoter and enhancer regions of target genes. Epithelium-specific Ets transcription factor-1 (ESE-1), or E74-like factor 3 (Elf3) in mice, is a member of the Ets protein family which is known to be constitutively expressed in epithelial tissues. However, ESE-1 is highly and rapidly induced in non-epithelial cells such as endothelial cells, macrophages, and fibroblasts by pro-inflammatory cytokines, despite its lack of expression under resting conditions in these cell types. ESE-1 is also prominently expressed in various human inflammatory diseases including rheumatoid arthritis and vasculitis, and is known to regulate important genes involved in inflammation such as cyclooxygenase-2 (COX-2). Therefore, previous studies have focused on identifying the role of ESE-1 in inflammation using various cell lines and transfection tools as well as an ESE-1 knockout mouse model, which led to discovery of its many target genes and transcriptional regulation by nuclear factor kappa B (NF-B), the central regulator of inflammation. To further enhance our understanding of ESE-1 in human inflammatory diseases, we hereby investigated the ESE-1 expression and function in human primary cells derived from patients suffering from sepsis or rheumatoid arthritis. We discovered that ESE-1 is constitutively expressed human neutrophils and overexpressed in those from septic patients, and that human and mouse neutrophils display distinct expression pattern of ESE-1/Elf3. Additionally, in contrast to earlier studies, we found that ESE-1 acts as a negative regulator of COX-2 in human rheumatoid arthritis synovial fibroblasts (RASFs). These findings, using new experimental approaches that take advantage of the increased availability of better analysis tools, provide new insights into the involvement of ESE-1 in human inflammatory diseases which were previously unrecognized.