VictorJuiz/thesis huggingface dataset:
On portfolio construction through functional generation
Keywords: Gaussian processes
Probability theory
Stochastic portfolio theory
Financial mathematics
Optimal transport

One of the main research questions in financial mathematics is that of portfolio construction: how should one systematically invest their wealth in a financial market? This problem has been tackled in numerous ways, typically through the modeling of market prices and the optimization of an investment objective. A recent approach to portfolio construction is that offered by Stochastic Portfolio Theory, in which a relatively general market model is assumed, and the portfolio selection criterion is to outperform a benchmark with probability one. In order to achieve this, Robert Fernholz developed the method of functional generation, which allows one to explicitly construct and study portfolios that depend deterministically on the currently observable prices.
The typical example of such a strategy is the diversity-weighted portfolio, which we extend in the first chapter of this work with a negative-parameter variation. We show that several modifications of this portfolio outperform the market index in theory, under certain assumptions on the market, and we perform an empirical study that confirms this.
In our second chapter, we develop a data-driven portfolio construction method that goes beyond functional generation, allowing for the inclusion of factors other than current prices. We empirically show that this Bayesian nonparametric approach, which utilizes Gaussian processes, leads to drastically improved performance compared to benchmark portfolios.
Next, we establish a formal equivalence between the method of functional generation and the mathematical field of optimal transport. Our results fortify known relations between the two, and extend this connection to additive functional generation, a recent variation of the method.
In Chapter 4, we apply our results to derive new properties and characterizations of functionally-generated wealth processes in very general market models. Finally, we develop methods for incorporating defaults into functional generation, improving its real-world implementability.
Galois representations attached to algebraic automorphic representations
Keywords: Automorphic Representations
Galois Representations
Langlands Program

This thesis is concerned with the Langlands program; namely the global Langlands correspondence, Langlands functoriality, and a conjecture of Gross.
In chapter 1, we cover the most important background material needed for this thesis. This includes material on reductive groups and their root data, the definition of automorphic representations and a general overview of the Langlands program, and Gross' conjecture concerning attaching l-adic Galois representations to automorphic representations on certain reductive groups G over &Qopf;.
In chapter 2, we show that odd-dimensional definite unitary groups satisfy the hypotheses of Gross' conjecture and verify the conjecture in this case using known constructions of automorphic l-adic Galois representations. We do this by verifying a specific case of a generalisation of Gross' conjecture; one should still get l-adic Galois representations if one removes one of his hypotheses but with the cost that their image lies in CG(&Qopf;l) as opposed to LG(&Qopf;l). Such Galois representations have been constructed for certain automorphic representations on G, a definite unitary group of arbitrary dimension, and there is a map CG(&Qopf;l) → LG(&Qopf;l) precisely when G is odd-dimensional.
In chapter 3, which forms the main part of this thesis, we show that G = Un(B) where B is a rational definite quaternion algebra satisfies the hypotheses of Gross’ conjecture. We prove that one can transfer a cuspidal automorphic representation π of G to a π' on Sp2n (a Jacquet-Langlands type transfer) provided it is Steinberg at some finite place. We also prove this when B is indefinite. One can then transfer π′ to an automorphic representaion of GL2n+1 using the work of Arthur. Finally, one can attach l-adic Galois representations to these automorphic representations on GL2n+1, provided we assume π is regular algebraic if B is indefinite, and show that they have orthogonal image.
Long range monocular SLAM
Keywords: Scale drift
Monocular
Direct optimisation

This thesis explores approaches to two problems in the frame-rate computation of a priori unknown 3D scene structure and camera pose using a single camera, or monocular simultaneous localisation and mapping. The thesis reflects two trends in vision in general and structure from motion in particular: (i) the move from directly recovered and towards learnt geometry; and (ii) the sparsification of otherwise dense direct methods.
The first contributions mitigate scale drift. Beyond the inevitable accumulation of random error, monocular SLAM accumulates error via the depth/speed scaling ambiguity. Three solutions are investigated. The first detects objects of known class and size using fixed descriptors, and incorporates their measurements in the 3D map. Experiments using databases with ground truth show that metric accuracy can be restored over kilometre distances; and similar gains are made using a hand-held camera. Our second method avoids explicit feature choice, instead employing a deep convolutional neural network to yield depth priors. Relative depths are learnt well, but absolute depths less so, and recourse to database-wide scaling is investigated. The third approach uses a novel trained network to infer speed from imagery.
The second part of the thesis develops sparsified direct methods for monocular SLAM. The first contribution is a novel camera tracker operating directly using affine image warping, but on patches around sparse corners. Camera pose is recovered with an accuracy at least equal to the state of the art, while requiring only half the computational time. The second introduces a least squares adjustment to sparsified direct map refinement, again using patches from sparse corners. The accuracy of its 3D structure estimation is compared with that from the widely used method of depth filtering. It is found empirically that the new method's accuracy is often higher than that of its filtering counterpart, but that the method is more troubled by occlusion.
The orientalising phenomenon on Crete, 9th-7th centuries BC
Keywords: Crete
orientalising / orientalizing

This thesis compiles and assesses orientalising artefacts from EIA Crete, which by definition are those that emulate Near Eastern models in design, style or technique. While oriental imports discovered on Crete have been the subject of several recent publications, there are currently no studies that deal with orientalising finds from the island in a similarly comprehensive manner. The aim of the present work is to fill this gap in scholarship and to provide a solid basis for interpretation. Following a multifaceted approach, the thesis offers an in-depth investigation of relevant pottery, terracottas, sculpture and metal finds. These classes of objects are investigated in terms of types, contexts and iconographies; they are then compared to potential Near Eastern models, which are examined in equal detail where appropriate. Based on this evidence, presumed connections to the Near East are challenged or substantiated while novel links are added, offering fresh insights into the meaning of the Cretan material. A critical revaluation of Cretan contacts with the Near East puts gained findings into a larger perspective of socio-political relations. The final part of the thesis suggests a new interpretation of the material, stressing the importance of Cretan agency, cultural self-definition and the multivalent nature of the orientalising phenomenon on the island.
Anisotropy and spin relaxation in the condensed phase
Keywords: photolyase
cryptochrome
tetracene
anthracene
radical pair
triplet exciton

Chapter 1 introduces the concept of spin, how spins interact, and how the spin state in a radical pair can affect the outcome of a chemical reaction between the unpaired electrons. The computational methodology for simulating such radical pairs is also discussed.
Chapter 2 discusses anisotropy in the singlet recombination yield of a radical pair in a carotenoid-porphyrin-fullerene triad, containing many hyperfine couplings. The singlet yield was calculated as a function of the direction of an applied magnetic field, using symmetry in the molecule to reduce the size of the problem. The symmetry reduction was partially successful, however it was not possible to include all the hyperfine couplings in the molecule.
Chapter 3 introduces a radical pair located on a flavin ligand and a tryptophan residue in the protein cryptochrome, and discusses the spin-relaxation mechanism of singlet-triplet dephasing. Magnetic field effect curves, describing the formation of a secondary radical pair as a function of applied magnetic field, were found to be broader in longer-lived radical pairs, due to dephasing caused by spin-selective recombination to the singlet ground state. Additional singlet-triplet dephasing may occur due to hopping of one of the unpaired electrons, between a zone of strong exchange interaction and a zone of negligible exchange interaction, although this is an incomplete description of the spin-relaxation.
Chapter 4 discusses the effect of rotational tumbling on spin-relaxation in the flavin-tryptophan radical pair in cryptochrome. Simulations indicated that the resulting modulation of anisotropic hyperfine couplings contributed modestly to spinrelaxation during transient absorption measurements, but was insufficient to explain the lack of an experimental low-field effect, or to explain the width of the experimental magnetic field effect curves as a function of magnetic field strength.
Chapter 5 discusses magnetic field effects on the mutual annihilation of a pair of triplet excitons in tetracene and anthracene crystals. The experimental singlet recombination yield was found, for the first time, to be modulated as a function of the direction of a applied magnetic field as weak as 2 mT. Simulations indicated that this anisotropy arose due to the zero field splitting of the electronic state in each triplet exciton. The direction of the external magnetic field altered the singlet component of the eigenstates of the Hamiltonian, and therefore altered the timeaverage of the singlet probability of a triplet exciton pair. This is different to the already established mechanism under a strong magnetic field, where the anisotropy arises from level crossings of eigenstates.
Protecting the rights of consumers - clickwrap contracts and direct-to-consumer genetic testing
Keywords: direct-to-consumer genetic testing
genetic information
consumer protection
browsewrap contract
clickwrap contract

This thesis examines the regulation of the direct-to-consumer genetic testing industry through analysis of the industry’s use of wrap contracts (clickwrap and browsewrap), A significant portion of the thesis consists of a comparative document review of the publicly available wrap contracts of DTCGT companies provided tests for health purposes. It also considers other regulatory responses to date. Due to the lack of industry specific regulation it argues that the use of wrap contracts can be viewed as a means of industry self-regulation and a form of private legislation. This means that governance is skewed heavily in favour of companies and it creates an imbalance in the respective rights and obligations of the parties – company and consumer – which is likely to result in consumer detriment. It is argued that certain types of terms commonly include in DTCGT contracts, including: unilateral variation clauses; some exclusion clauses; choice of law clauses; indemnity; and consent clauses are likely to be deemed unfair and unenforceable under UK law. It recommends that in the short-term the Competition and Markets Authority should undertake a compliance review of DTCGT contracts in order to improving contracts for consumers. In the long term, companies should also be complying with data protection law, as well as legislation on medical devices and the provisions of the Human Tissue Act and there may be a need for industry specific legislation.
Electoral rules and legislative behaviour: cross-national micro-level evidence from the Bundestag and the UK House of Commons, 2005-2015
Keywords: Electoral System Design
Roll-call Voting
Legislative Studies
House of Commons
Quantitative Research Methods
German Bundestag
Electoral Studies

This thesis presents a new approach to the long-standing question of how electoral rules influence the behaviour of legislators. It begins with the argument that fresh empirical advances can be made by moving beyond the pervasive but rigid assumption that all legislators want to be re-elected and, by extension, that every incumbent values this goal to the same degree. Rather, I propose that individual Members of Parliament (MPs) vary in the extent to which they personally desire or depend upon re-election. Following the principles of a difference-in-differences design, this observation allows me to devise a theoretical framework capable of testing whether MPs' vote-seeking behaviour differs within parliaments in a way that varies predictably across countries. Specifically, I propose that in electoral systems where party-centric behaviour increases re-election chances, MPs particularly invested in the goal of re-election should cater to the party to an even greater extent than their colleagues. Conversely, in systems where a personal vote can generate electoral gains, MPs most ambitious for re-election should engage in this type of vote-winning strategy to the greatest extent. I test this prediction across the UK House of Commons and the German Bundestag, and within Germany's mixed-member system. Newly-collected biographical data on over 1700 MPs is used to conduct the first systematic MP-level operationalisation of re-election ambition based on legislators' career backgrounds. Career politicians are thereby identified as those most ambitious for re-election. Using voting behaviour from 1.8 million vote choices in legislative roll-calls as a proxy for the degree to which an MP caters to the party or to his or her personal reputation, the quantitative multilevel analysis reveals strong evidence for the proposed behavioural pattern. The contribution made by this study is two-fold. First, it uncovers the interaction between electoral rules and individual re-election ambition as a new explanation for MP-level variation in legislative behaviour. Second, its research design overcomes shortcomings in previous empirical tests for the existing theory on how electoral rules impact MP behaviour (e.g. Carey and Shugart 1995), producing more robust evidence in support of this influential framework.
Perceptions of institutions of justice: comparative study in English and Russian lower courts
Keywords: comparative legal culture
legal culture
Russian courts

This dissertation examines how ordinary people in England and Russia form their perceptions of legal institutions in their experiences with lower courts. This work is based on a qualitative study involving interviews and observations in county and magistrates' courts in England and courts of Justices of the Peace in Russia, a number of focus groups with the court users and the judges, as well as a variety of secondary sources. The goal of this study is to investigate the inner workings of the English and Russian legal cultures through the analysis of stable attitudes towards legal institutions and their interplay with the people's perceptions of their individual experiences. My examination of these complex sets of ideas and images includes the analysis of people's preconceptions about institutions of justice, people's perceptions of administrative and procedural models, their interaction with court administration and legal professionals, and evaluations of the final outcomes of their cases. I argue that perceptions of legal institutions even at the lowest level are linked to the traditional images of courts in the Russian and English societies. The perceived position of legal institutions within the framework of the state, i.e. the level of their independence and impartiality, is one of the leading factors that shape people's long-standing attitudes of trust in legal institutions. The availability of administrative and procedural mechanisms that create and reinforce perceptions of transparency, equality, and reliability of legal institutions in people's everyday experiences contributes to the creation of stable attitudes of institutional trust. People’s perceptions of the English and Russian lower courts reflect how ordinary citizens see the law and the institutions of justice in their countries, and how they perceive their own ability to obtain justice with the use of official legal mechanisms. These perceptions reveal the underlying relationships between people, law, and legal institutions in different societies and, therefore, contribute to our understanding of legal cultures.
Central nervous system autoimmunity in neuropsychiatric disorders
Keywords: Autoantibodies
Neurodevelopmental disorders
animal model

The recent history of autoimmune neurology is marked by the discovery of many central nervous system (CNS) antibody-mediated diseases. These disorders are caused by antibodies that target important proteins expressed in the neuronal surface, which are believed to be directly pathogenic. These antibodies are immunoglobulin G (IgG) isotype and, as such, have the potential to cross the placenta during gestation. Foetal exposure to CNS-targeting antibodies could alter developing neuronal circuits, leading to disease. However, the consequences of exposure to these antibodies during neurodevelopment has hardly been considered. To study the relationship between maternal antibodies towards neuronal surface proteins and neurodevelopmental disorders in the foetus a dual approach was undertaken. First, pregnancy serum samples from mothers of children later diagnosed with a neurodevelopmental disorder and from mothers of children with typical development were screened for the presence of neuronal surface antibodies. Next, the effects of pathogenic neuronal surface antibodies in the offspring were assessed in a maternal-to-foetal transfer mouse model. Antibodies to neuronal surface proteins in the gestational serum, particularly CASPR2 antibodies, were found to associate with an increased risk of mental retardation and disorders of psychological development in the progeny. The animal model showed that mice exposed in utero to CASPR2 antibodies have long term behavioural sequelae and histological findings suggestive of abnormalities in brain development.
These findings support a model in which maternal antibodies towards foetal neuronal proteins cause long-term behavioural deficits and permanent abnormalities at the cellular and synaptic level in a subset of children with neurodevelopmental disorders.
Fragmented Truth
Keywords: Pluralism
Paradoxes
Truth
Logic

This thesis comprises three main chapters—each comprising one relatively standalone paper. The unifying theme is fragmentalism about truth, which is the view that the predicate “true” either expresses distinct concepts or expresses distinct properties.
In Chapter 1, I provide a formal development of alethic pluralism. Pluralism is the view that there are distinct truth properties associated with distinct domains of subject matter, where a truth property satisfies certain truth-characterizing principles. On behalf of pluralists, I propose an account of logic and semantics that shows how they can answer central conceptual and logical challenges for their view.
In Chapter 2, I motivate and develop a modal account of propositions on the basis of an iterative conception of propositions, where the modality is logico-mathematical. The modal account of propositions takes the conception to motivate an inherently potential hierarchy of propositions. I show that the account helps provide satisfying solutions to the intensional paradoxes of Russell-Myhill, Kaplan, and Prior.
In Chapter 3, I propose that “true” is polysemous. I suggest that “true” is initially polysemous between correspondence truth and disquotational truth, and further polysemous between the meanings corresponding to the subconcepts of the concept truth generated by the indefinite extensibility of that concept. I show that the proposal provides satisfying solutions to the semantic paradoxes.
Cavity-Enhanced Detection of Biologically Relevant Magnetic Field Effects
Keywords: Radical Pairs
Magnetoreception
Magnetic Field Effects
Spin Chemistry
Cavity-enhanced Spectroscopy
Cryptochromes

Magnetoreception is the ability of some animals to use the weak magnetic field of the Earth for navigation over long-distance migrations. It is a well-known phenomenon, but its underlying biophysical mechanisms remain poorly understood. One proposal involves light-induced, magnetically sensitive chemical reactions occurring within cryptochrome proteins, rationalised via the radical pair mechanism (Chapter 1). The absence of evidence in support of this hypothesis is in part due to the lack of sufficiently sensitive techniques to measure magnetic field effects (MFEs) in biological samples.
Cavity-enhanced detection, most commonly in the form of cavity ring-down spectroscopy (CRDS) or cavity-enhanced absorption spectroscopy (CEAS), is widely used in the gas phase to provide significant sensitivity gains over traditional single-pass measurements (Chapter 2). However, successful studies in the condensed phase are less prevalent due to the additional background losses inherent to the sample.
This thesis reports on the application of broadband (i.e. monitoring > 100nm) variants of CRDS and CEAS to the study of MFEs on the radical recombination reactions of flavin-based systems in solution. The broadband CRDS (BBCRDS) instrument employed in Chapter 4 is able to monitor the spectral changes induced by magnetic fields with submicrosecond time resolution. However, the need to scan both the probe wavelength and time delay to construct time-resolved spectra leads to prohibitively long acquisition times, and hence exposure of sensitive samples to high numbers of photons. The broadband CEAS (BBCEAS) studies reported in Chapter 5 combine the high irradiance and spectral coverage of a supercontinuum radiation (SCR) source with a CCD detector to simultaneously acquire absorption spectra across the visible region (480–700nm). The CW nature of this technique precludes the possibility of following radical pair kinetics in real time.
In an effort to combine the respective advantages of these two instruments, which individually have represented powerful advances in capability, a new cavity-enhanced technique is reported for the first time (Chapter 6). The result, optical cavity-enhanced transient absorption spectroscopy (OCTAS), is able to simultaneously monitor spectral evolution and associated MFEs on the microsecond timescale, with comparable sensitivity to the existing techniques.
Magnetic responses in animal cryptochrome proteins have successfully been recorded using all three techniques, lending considerable weight to the hypothesis that these molecules are at the heart of the magnetic sense in animals.
Catalytic asymmetric reactions employing chiral cations
Keywords: Axial Chirality
Enantioselective
Biaryl
Phase Transfer
Atropisomerism
Catalysis

This thesis describes two new phase-transfer catalysed processes, in which asymmetry is mediated via ion-pairing with a chiral cation. In the first chapter, an enantioselective method for N functionalization of pyrroles is described and a phase-transfer catalysed approach to axial chirality via a cation-directed SNAr reaction is discussed in Chapters 3, 4 and 5.