VictorJuiz/thesis huggingface dataset:
Structural Breaks and Forecasting in Empirical Finance and Macroeconomics
Keywords: strucutral breaks
forecast

This thesis consists of three essays in empirical finance and macroeconomics. The first essay proposes a new structural-break vector autoregressive model for predicting real output growth by the nominal yield curve. The model allows for the possibility of both in-sample and out-of-sample breaks in parameter values and uses information in historical regimes to make inference on out-of-sample breaks. A Bayesian estimation and forecasting procedure is developed which accounts for the uncertainty of both structural breaks and model parameters. I discuss dynamic consistency when forecasting recursively and provide a solution. Applied to monthly US data, I find strong evidence of breaks in the predictive relation between the yield curve and output growth. Incorporating the possibility of structural breaks improves out-of-sample forecasts of output growth. The second essay proposes a sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks. We use particle filtering techniques that allow for fast and efficient updates of posterior quantities and forecasts in real-time. The method conveniently deals with the path dependence problem that arises in these type of models. The performance of the method is shown to work well using simulated data. Applied to daily NASDAQ returns, we find strong evidence of structural breaks in the long-run variance of returns. Models with flexible return distributions such as t-innovations or with jumps indicate fewer breaks than models with normal return innovations and are favored by the data. The third essay proposes a new tilt stochastic volatility model which extends the existing volatility models by modeling the asymmetric correlation between return and volatility innovations in a unified and flexible framework. The Efficient Importance Sampling (EIS) procedure is adapted to estimate the model. Simulation studies show that the Maximum Likelihood (ML)-EIS estimation of the model is accurate. The new model is applied to the CRSP daily returns. I find the extensions are significant and incorporating them improves the accuracy of volatility estimates.
On Generalizations of Gowers Norms
Keywords: combinatorics
Gowers norms

Inspired by the definition of Gowers norms we study integrals of products of multivariate functions. The Lp norms, certain trace norms, and the Gowers norms are all defined by taking the proper root of one of these integrals. These integrals are important from a combinatorial point of view as inequalities between them are useful in understanding the relation between various subgraph densities. Lovász asked the following questions: (1) Which integrals correspond to norm functions? (2) What are the common properties of the corresponding normed spaces? We address these two questions. We show that such a formula is a norm if and only if it satisfies a Hölder type inequality. This condition turns out to be very useful: First we apply it to prove various necessary conditions on the structure of the integrals which correspond to norm functions. We also apply the condition to an important conjecture of Erdo&huml;s, Simonovits, and Sidorenko. Roughly speaking, the conjecture says that among all graphs with the same edge density, random graphs contain the least number of copies of every bipartite graph. This had been verified previously for trees, the 3-dimensional cube, and a few other families of bipartite graphs. The special case of the conjecture for paths, one of the simplest families of bipartite graphs, is equivalent to the Blakley-Roy theorem in linear algebra. Our results verify the conjecture for certain graphs including all hypercubes, one of the important classes of bipartite graphs, and thus generalize a result of Erdo&huml;s and Simonovits. In fact, for hypercubes we can prove statements that are surprisingly stronger than the assertion of the conjecture. To address the second question of Lovász we study these normed spaces from a geometric point of view, and determine their moduli of smoothness and convexity. These two parameters are among the most important invariants in Banach space theory. Our result in particular determines the moduli of smoothness and convexity of Gowers norms. In some cases we are able to prove the Hanner inequality, one of the strongest inequalities related to the concept of smoothness and convexity. We also prove a complex interpolation theorem for these normed spaces, and use this and the Hanner inequality to obtain various optimum results in terms of the constants involved in the definition of moduli of smoothness and convexity.
Face Routing with Guaranteed Message Delivery in Wireless Ad-hoc Networks
Keywords: Wireless Ad-hoc Networks
Routing

Face routing is a simple method for routing in wireless ad-hoc networks. It only uses location information about nodes to do routing and it provably guarantees message delivery in static connected plane graphs. However, a static connected plane graph is often difficult to obtain in a real wireless network. This thesis extends face routing to more realistic models of wireless ad-hoc networks. We present a new version of face routing that generalizes and simplifies previous face routing protocols and develop techniques to apply face routing directly on general, non-planar network graphs. We also develop techniques for face routing to deal with changes to the graph that occur during routing. Using these techniques, we create a collection of face routing protocols for a series of increasingly more general graph models and prove the correctness of these protocols.
The Barbarian Past in Early Medieval Historical Narrative
Keywords: Early medieval history
Historiography
Old English
Heroic poetry
Latin literature
Germanic Languages and Literature

This thesis presents a series of case studies of early medieval narratives about the non-Roman, non-biblical distant past. After an introduction that briefly outlines the context of Christian traditions of historiography in the same period, in chapter two, I examine the Gothic histories of Jordanes and Isidore, and show how they present different methods of reconciling notions of Gothic independence with the heritage of Rome. Chapter three looks at the Trojan origin narratives of the Franks in the Fredegar chronicle and the 'Liber historiae Francorum', and argues that this origin story, based on the model of the Roman foundation myth, was a means of making the Franks separate from Rome, but nevertheless comparable in the distinction of their origins. Chapter four studies Paul the Deacon’s 'Historia Langobardorum', and argues that although Paul drew more on oral sources than did the other histories examined, his text is equally not a record of ancient oral tradition, but presents a synthesis of a Roman, Christian, and of non-Roman and pagan or Arian heritages, and shows that there was actually little differentiation between them. Chapter five is an examination of 'Waltharius', a Latin epic drawing on Christian verse traditions, but also on oral vernacular traditions about the distant past; I suggest that it is evidence of the interpenetration between secular, oral, vernacular culture and ecclesiastical, written and Latin learning. 'Beowulf', the subject of chapter six, is similar evidence for such intercourse, though in this case to some extent in the other direction: while in 'Waltharius' Christian morality appears to have little of a role to play, in 'Beowulf' the distant past is explicitly problematised because it was pagan. In the final chapter, I examine the further evidence for oral vernacular secular historical traditions in the ninth and tenth centuries, and argue that the reason so little survives is because, when the distant past had no immediate political function—as origin narratives might—it was normally seen as suspect by the Church, which largely controlled the medium of writing.
The Cross as Tree: The Wood-of-the-Cross Legends in Middle English and Latin Texts in Medieval England
Keywords: medieval legends
cross legends

Dissertation Abstract: The medieval wood-of-the-cross legends trace the history of the wood of Christ’s cross back to Old Testament figures and sometimes to paradise itself, where the holy wood was derived from the very tree from which Adam and Eve disobediently ate. These legends are thought to have originated in Greek, afterwards radiating into Latin and the vernacular languages of Western Europe. The earliest witness of these narratives (the “rood-tree” legend) is extant in English fragments of the eleventh century, with full versions found in one twelfth-century English manuscript and several Latin ones originating in England. In this study I examine both the setting into which the rood-tree legend arrived, as well as the later, more elaborate wood-of-the-cross legends that inspired adaptations into Middle English writings. The opening chapter establishes the development of the wood-of-the-cross narrative and its manifestations in both the Latin West and the Eastern languages. Chapter two characterizes the strong devotion to the holy cross in Anglo-Saxon England, and its manifestation in literature, theological writings and art, while chapter three details the Latin and Middle English versions of the wood-of-the-cross legends in manuscript form in England. The fourth chapter traces the concept of the “cross as tree,” beginning with medieval glosses on important biblical tree references, followed by the use of the cross-tree image in Christian writings from patristic times through the medieval period. The penultimate chapter examines key narrative motifs from the legends and provides important parallels of these motifs in other genres, including romance, hagiography and travel writing. I conclude that the wood-of-the-cross legends would have been welcomed into Anglo-Saxon England by a pre-existing reverence for the holy cross, and that this devotion probably bolstered their reception in that country. However, the most significant reasons for the legends’ popularity are not specific to England, but rather are common throughout Western Europe in the Middle Ages: the adaptability of the tree as a symbol, the familiarity of the narrative motifs used, and the significant appeal of the legends’ typological structure which tied the wood of Christ’s cross to the very tree whose violation had brought about the Fall of man.
The Image in the MIrror: How Four Elementary Music Teachers Understand Their Professional Identity
Keywords: social construction of music teachers
formation of identity of elementary music teachers

Ongoing development of professional identity is critical for pre-service and in-service elementary music teachers to grow and evolve as music educators over the course of their careers. This study was designed to gain insight into the factors surrounding the formation and ongoing development of professional identity of 4 elementary music teachers in southwestern Ontario, Canada. Narrative in both design and approach, the stories of 4 individual elementary music educators, each at different points along their careers paths, were told using their own words. My personal narrative was also added to the discussion. The participants were known to me in advance of the study and invited to be part of the study because they are all reflective practitioners who were comfortable sharing their stories of teaching music with me. All participants were women, which parallels the reality of the profile of elementary music teachers in Ontario. Over a period of 4 months, I met with each participant for semi-structured interviews and in-school observations. Interviews were recorded using an audio recorder and later transcribed and verified by participants. Field notes were kept during classroom observations and supplemented by journal writings. Informal conversations, via telephone, email, or face-to-face further supplemented the data collected. The data was analyzed by reading and rereading, looking for themes, commonalities and differences of the participants. The results of the study are not meant to be generalized to a larger population, but to provide rich illustrations which may lead to common understanding. The identities of these participants, and my identity, were first influenced through early experiences with music and teaching in the home, at school and in the community. As the participants began university undergraduate programs, both positive and negative experiences informed their developing identity as did experiences in pre-service and in-service teaching. The research findings and recommendations of this study have implications in several areas, including: issues of teacher identity, ongoing professional development and, pre-service and in-service education.
A Dynamics and Control Algorithm for Low Earth Orbit Precision Formation Flying Satellites
Keywords: Formation flying
Dynamics and control

An innovative dynamics and control algorithm is developed for a dual-nanosatellite formation flying mission. The principal function of this algorithm is to use regular GPS state measurements to determine the controlled satellite's tracking error from a set of reference trajectories in the local-vertical/local-horizontal reference frame. A linear state-feedback control law--designed using a linear quadratic regulator method--calculates the optimal thrusts necessary to correct this error and communicates the thrust directions to the attitude control system and the thrust durations to the propulsion system. The control system is developed to minimize the conflicting metrics of tracking error and ΔV requirements. To reconfigure the formation, an optimization algorithm is designed using the analytical solution to the state-space equation and the Hill-Clohessy-Wiltshire state transition matrix to solve for dual-thrust reconfiguration maneuvers. The resulting trajectories require low ΔV, use finite-time thrusts and are accurate in a fully nonlinear orbital environment. This algorithm will be used to control the CanX-4&5 formation flying demonstration mission. In addition, an iterative method which numerically generates quasi periodic trajectories for a satellite formation is presented. This novel technique utilizes a shooting approach to the Newton method to close the relative deputy trajectory over a specific number of orbits, then fits the actual perturbed motion of the deputy with a Fourier series to enforce periodicity. This process is applied to two well-known satellite formations: a projected circular orbit and a J2-invariant formation. Compared to conventional formations, these resulting quasi-periodic trajectories require a dramatically lower control effort to maintain and could therefore be used to extend ΔV-limited formation flying missions. Finally, an analytical study of the stability of the formation flying algorithm is conducted. To facilitate the proof, the control algorithm is converted into a discrete-time linear time-varying system. Stability of the system is determined via discrete Floquet theory. This analysis is applied to the CanX-4&5 control laws for tracking along-track orbits, projected circular orbits, and quasi J2-invariant formations.
Economic Inequality in Adult Mortality in Canada: Analyses of the Longitudinal Administrative Databank
Keywords: mortality
income
Canada
united states
socioeconomic status
unemployment

This dissertation contains two empirical papers on income and premature mortality, and one methodological paper that concerns the summary measurement of the extent of social inequalities in health. Income dynamics and adult mortality: Canada and the USA Chapter 4 examines the effects of income level and income drops on all-cause mortality in Canada and the United States. The Canadian data are from the Longitudinal Administrative Databank (LAD), and the US data are from the Panel Study of Income Dynamics (PSID). The LAD consists of personal income tax records for 20% of Canadian filers from 1982 through 2005. The PSID is a survey sampled in 1968 and followed annually through 1997. Analyses of the PSID confirmed previously published findings that used alternative statistical methods. The effect of income level on hazard of death is twice as large in the United States. The effects of income drops differed in Canada and the United States. Income dynamics and adult mortality in Canada: Chapter 5 re-analyses the LAD data to refine causal inference regarding the effects of income level and income drops on all-cause mortality. Exposure at ages 40-55 is analyzed for induction times ranging from 1-18 years. Income level was defined as the mean of the previous five year period, and income drops was measured both as annual change, and as the difference between projected and observed income. The effect of income level attenuated very little over induction time, and was not confounded by work disability. The effect of income drops also attenuated very little over induction time. Men in couple families showed a monotonic dose-reponse effect of income drops, and exclusion of families with potentially confounding characteristics did not affect the estimated risks. The hypothesized dependency of the effect of income drops on income level was not observed. No differences were observed between the two measures of income drops. Overall, there is strong evidence that the effect of income level on risk of death is primarily causal, while evidence for the effect of income drops is mixed.
Investigation of the Pre to Post Peak Strength State and Behaviour of Confined Rock Masses Using Mine Induced Microseismicity
Keywords: Point of Disassociation
PCA Analysis
Microseismicity
Post Peak Behaviour
Strain Softening Behaviour
Ductile Behaviour
Seismic Source Parameters
Fault Plane Solutions
Brittle Damage Limits
Hoek Brown Criteria
Bulking
Dilation
Macrofracture Shear Zone
SMART Cables
MPBX
Brittle Failure

As hard rock mining progresses into higher stress mining conditions through either late stage extraction or mining at depth, the rock mass is driven not just to the peak strength, but often well into the post-peak until complete ‘failure’ occurs and easier mining conditions become evident. Limited research has been accomplished in identifying the transition of the rock mass and its behaviour into the post-peak and this research investigates this behaviour in detail. As the rock mass progressively fails, fractures are initiated through intact rock and extension and shear failure of these and pre-existing features occurs. Associated with this failure are microseismic events, which can be used to give an indication of the strength state of the rock mass. Based on an analogy to laboratory testing of intact rock and measurement of acoustic emissions, the microseismicity can be used to identify, fracture initiation, coalescence of fractures (yield), localization (peak-strength), accumulation of damage (post-peak) and ultimate failure (residual strength) leading to aseismic behaviour. The case studies presented in this thesis provide an opportunity to examine and analyse rock mass failure into the post-peak, through the regional and confined failures at the Williams and the Golden Giant mines, both in the Hemlo camp in Northern Ontario, Canada. At the Williams mine, the progressive failure of a sill pillar region into the post-peak was analysed; relating the seismic event density, combined with numerical modelling and a spatial and temporal examination of the principal components analysis (PCA), to characterize the extent, trend and state of the yielding zone, which formed a macrofracture shear structure. Observations of conventional displacement instrumentation, indicates regional dilation or shear of the rock mass occurs at or prior to the point of ‘disassociation’ (breakdown of stable PCA trends) when approaching the residual strength. At the Golden Giant mine, the complete process from initiation to aseismic behaviour is monitored in a highly stressed and confined pendent pillar. The PCA technique, numerical modelling and focal mechanism studies are used to define significant stages of the failure process, in which a similar macrofracture structure was formed. Temporal observations of key source parameters show significant changes prior to and at the point of coalescence and localization.
Transfer Coordination Model and Real-time Strategy for Inter-modal Transit Services
Keywords: Public Transit
Transfer Management
Coordinated Transfer
Transfer Optimization
Connection Protection

In multi-modal transit networks with several intersecting lines and modes, travel through the network typically requires one or more transfers among transit lines and modes, and as such transfer time is a significant component of transit travel time from the perspective of passengers. Accordingly, efficient transfers are very important to increase the attractiveness and productivity of transit service. This study presents two approaches for the provision of efficient transfers: schedule coordination and real-time CP (Connection Protection) control. The coordination of transit schedules can reduce transfer time significantly. This dissertation develops an optimization model for generating transit timetables that minimize transfer-related times. The model attempts to find an optimal timetable by shifting the existing timetable and/or adding holding time to the timetable to minimize delays associated with transfers from a feeder route to a receiving route. Analytical models are developed to estimate the waiting time of the transfer passengers, and also to determine the influence of the schedule modification on the waiting times of non-transfer passengers. The developed model is evaluated through a case study, and the results show that the model reduces effectively the total transfer and waiting times through the modification of the current schedule. However, even though timetables among intersecting lines may be properly coordinated, an operational control method is necessary to maintain coordinated transfers, which may occasionally be disrupted due to unexpected delays of transit vehicles. A promising approach is to utilize real-time CP control. It involves holding a transit unit in order to wait for another transit unit that is planned to provide a coordinated transfer but has been delayed. This study also develops a CP model to apply a holding control to a receiving run in order to protect the scheduled connection. It incorporates the probabilistic nature of transit operations in formulating a cost function, and accordingly makes more robust decisions for control. The developed model is evaluated and compared with previous models to demonstrate its ability to improve transfer efficiency and reduce the waiting times of affected passengers.
Analysis of Adipose CD4+ TCR alpha/beta T cells in Obesity-associated Insulin Resistance
Keywords: Obesity
T cells

Progressive obesity and its associated metabolic syndromes represent a globally growing challenge, yet mechanistic understanding and current therapeutics are unsatisfactory. We discovered that CD4+ T-lymphocytes, resident in visceral adipose tissue (VAT), control insulin-resistance in diet-induced obese (DIO) mice and likely humans. DIO VAT-associated T cells display biased TCR-Valpha/betarepertoires suggesting antigen-specific expansion. CD4+ T-lymphocyte control of glucose homeostasis is compromised in DIO when VAT accumulates pathogenic IFNgamma-secreting Th1 cells, overwhelming static numbers of Th2 (CD4+GATA-3+) and regulatory Foxp3+ T cells. CD4+ T cell transfer into DIO, lymphocyte-free RAGnull mice reversed weight gain and insulin resistance predominately through Th2 cells. Brief systemic treatment with anti-CD3 antibody or its F(ab’)2 fragment, restores the Th1/Foxp3+ balance and reverses insulin resistance for months, despite continuing high-fat diet. CD4+ T cells impact the progression of obesity-associated metabolic abnormalities and can be manipulated by immunotherapy.