VictorJuiz/thesis huggingface dataset:
Strategic and adaptive execution [electronic resource]
Keywords: Electrical Engineering

First, we consider a trader who aims to liquidate a large position in the presence of an arbitrageur who hopes to profit from the trader's activity. The arbitrageur is uncertain about the trader's position and learns from observed price fluctuations. This is a dynamic game with asymmetric information. We present an algorithm for computing perfect Bayesian equilibrium behavior and conduct numerical experiments. Our results demonstrate that the trader's strategy differs significantly from one that would be optimal in the absence of the arbitrageur. In particular, the trader must balance the conflicting desires of minimizing price impact and minimizing information that is signaled through trading. Accounting for information signaling and the presence of strategic adversaries can greatly reduce execution costs. Second, we consider a model in which a trader seeks to maximize expected risk-adjusted profit while trading a single security. In our second model, there is no arbitrageur, and each price change is a linear combination of observed factors, impact resulting from the trader's current and prior activity, and unpredictable random effects. The trader must learn coefficients of a price impact model while trading. We propose a new method for simultaneous execution and learning -- the confidence-triggered regularized adaptive certainty equivalent (CTRACE) policy -- and establish a polylogarithmic finite-time expected regret bound. This bound implies that CTRACE is efficient in the sense that the ([epsilon], [delta])-convergence time is bounded by a polynomial function of 1/[epsilon] and log(1/[delta]) with high probability. In addition, we demonstrate via Monte Carlo simulation that CTRACE outperforms the certainty equivalent policy and a recently proposed reinforcement learning algorithm that is designed to explore efficiently in linear-quadratic control problems.
Strategic interaction in oligopolistic markets [electronic resource]
Keywords: Economics

This dissertation analyzes the strategic interaction of oligopolistic firms in environments with asymmetric information or switching costs. In the first part, I consider a model of single-unit procurement auction that allows for asymmetric bidders, statistically dependent private information, and interdependent costs. I show that its payoff relevant characteristics are nonparametrically identified from the distribution of bids conditional on observable cost shifters under some assumptions that are standard in the empirical auction literature. The result holds for a variety of sealed-bid auctions including first-price, second-price and all-pay. In the second part, I use the identification result to investigate the effect of competition on bidder behavior and procurement cost using highway auction data from Michigan. A bidder's distance to a project location is important in explaining participation and bid levels. However, there is no evidence of more aggressive bidding when competitors are located close to the project. This pattern is at odds with theoretical predictions based on first-price auctions with private costs but can be rationalized by a more general interdependent cost model. I use distance to the project as a cost shifter, and develop an estimation procedure that exploits variation in project locations. The findings point to significant common costs and to a high degree of correlation in private information. Model estimates are used to show that common costs and information correlation reduce the effect of competition on procurement costs by 28 percent relative to a benchmark that assumes independent private costs. Moreover, subsidies to weak bidders are estimated to cost 27 percent more than in the private costs benchmark. % In the third part (co-authored with Liran Einav), we develop a model for studying dynamic competition in environments in which frictions lead to partial lock-in of customers with a specific product. Due to the dynamic aspect associated with customer retention and acquisition, pricing incentives may be quite different compared to more traditional, static product markets. The stylized model we propose maintains certain symmetry properties that allow us to obtain existence and uniqueness of equilibrium. We then study the comparative statics of the model and derive a closed-form relationship between average equilibrium markups and the Herfindahl index. We illustrate how the model can be used by analyzing the effect of mergers in such a dynamic environment.
Strategies for discovering new physics at the LHC [electronic resource]
Keywords: Physics

The Large Hadron collider has recently discovered a particle that has properties similar to the Standard Model Higgs boson. The LHC experiments will continue to collect data to measure the properties of the Higgs-like boson more accurately to determine if it is the Standard Model Higgs. The Higgs-like particle that was observed also suggests that there are new colored states with masses that can be within reach of the Large Hadron Collider. In this thesis, I discuss the idea of simplified models, which seeks to better guide experimental searches for new states beyond the Standard Model, as well as new techniques to improve the sensitivity of current searches for colored particles. Finally, I discuss the implications of the Higgs on searches for new physics at the LHC and other experiments.
Stratifications and equivariant cohomology of a spaces of upper-triangular square-zero matrices [electronic resource]
Keywords: Mathematics

Given an irreducible component X of the variety of square-zero upper-triangular matrices, a combinatorial formula developed by Rothbach gives a stratification of X into orbits of the Borel group. Specializing to the complex numbers and imposing a rank condition motivated by the Halperin-Carlsson conjecture on the free ranks of products of spheres, we consider a coarser stratification into orbits of the parabolic group. After illustrating the use of the singular value decomposition theorem to describe the topology of the strata, we then compute their equivariant cohomology. We conclude with applications to the Herzog-Kühl equations and their role in obstruction theory arguments motivated by the aforementioned conjecture.
String constructions and cosmological spacetimes [electronic resource]
Keywords: Physics

We study connections between the macroscopic features of cosmological spacetimes and the underlying microscopic description. String theory provides a useful toolkit for addressing high energy problems and conceptual issues in gravitational theories, but the questions we hope to address are not necessarily confined to this framework. Models of cosmology derived from string theory generically include additional fields that may affect cosmic inflation and its observables, and they provide a top-down perspective for organizing the predictions of inflationary models. We also use brane constructions to gain a microscopic perspective on dual 'holographic' descriptions for de Sitter and Friedmann-Robertson-Walker spacetimes, and we express the horizon entropy in terms of microscopic parameters. Such constructions also motivate more general studies of time-dependence in field theories and its effect on renormalization group flow. Finally, we construct an oscillating universe at the level of general relativity using sources satisfying the null energy condition and analyze its stability to linear order, and we discuss the implications for singularity theorems.
Strong field and x-ray interactions with aligned molecules [electronic resource]
Keywords: Physics

Atomic and molecular photo-reactions are best described in a reference frame which is fixed with respect to the atom or molecule. In general, this molecular frame does not coincide with the laboratory frame where measurements of these reactions are made. The random orientation of the molecules in the laboratory frame leads to diminished resolution in studying chemical reactions. Although a wealth of theoretical and experimental effort has been devoted to measuring the orientation of the molecule during and following the photo-reaction, an alternative approach would be to know the orientation of the molecular frame \textit{a priori}. Here I describe a method to bring the molecular frame into a predefined orientation with respect to the laboratory. I also present preliminary measurements of molecular processes made in this molecular frame. My discussion of molecular frame measurement begins with a description of strong-field laser-induced molecular alignment. I apply laser induced molecular alignment to make angle-resolved molecular frame measurements of x-ray excited molecules. I present a technique which uses a train of laser pulses, which take advantage of the periodic nature of rotational wavepackets, to create a highly aligned ensemble of molecules. Besides being useful for making molecular frame measurements, these highly aligned ensembles are a novel medium for studying wavepacket decoherence. Using my multiple pulse technique I am able to measure the population relaxation of highly non-thermal rotational wavepackets, and show that the population lifetime increases with $J$-state. The alignment technique described in this thesis produces a window~($\sim200$~fs) of field-free alignment in a molecular ensemble. The Linac Coherent Light Source~(LCLS), a high brightness, x-ray free electron laser (xFEL), can be focused to produce extremely high x-ray power densities. These high x-ray power densities saturate $K$-shell absorption in low-$Z$ atoms inside this alignment window. Given this impressive source I am able to measure the angle-resolved Auger electron emission pattern from diatomic nitrogen. The capability to resolve Auger emission angular distributions in the molecular frame provides a new tool for spectral assignments in the congested normal $KLL$-Auger electron spectra and takes advantage of the symmetries of the final dication states. The high brightness x-rays from the LCLS, in addition to providing sufficient flux to perform experiments on pre-aligned molecular ensembles, are capable of producing double core vacancies through rapid sequential ionization. This enables double core vacancy Auger electron spectroscopy, an entirely new way to study femtosecond chemical dynamics with Auger electrons that probe the local valence structure of molecules near a specific atomic core. I observed a rich single-site double core vacancy Auger electron spectrum in good agreement with ab initio calculations, and I measured the corresponding Auger electron angle dependence in the molecular frame.
Structural analyses of emission permit auctions under cap-and-trade programs in the United States [electronic resource]
Keywords: Economics

This dissertation conducts empirical studies on emission permit auctions under cap-and-trade programs in the United States. My dissertation for the first time conducts structural analyses using the actual auction data from the Acid Rain Program for SO2 and the Regional Greenhouse Gas Initiative (RGGI) program for CO2. With detailed bidder-level bidding data of the 17 discriminatory auctions of SO2 allowances held by the EPA from 1993 to 2009, I estimate bidders' marginal valuation functions using the resampling method proposed by Hortacsu (2002b) and Kastl (2011). I follow their econometric approaches to calculate the efficiency loss caused by the discriminatory format, and test its effectiveness in raising revenue compared to a truthful-bidding uniform price auction. Compared to a best-case scenario of truthful-bidding uniform price auction, the counterfactual results show that the discriminatory format may not necessarily raise more revenue to compensate the efficiency loss in the SO2 allowance auctions. To analyze the RGGI program, I modify a uniform price auction model built by Vives (2011) to characterize emission permit auctions with the presence of secondary trading. Based on the symmetric linear Bayesian demand function equilibrium (LBDFE), I analyze the interaction between the primary auction market and the secondary trading market of emission permits. I then propose a statistical procedure to calibrate model parameters using aggregate level data for the RGGI CO2 allowance auctions during August 2008 to June 2010. With a counterfactual simulation, I discuss the underpricing issue of the uniform price auction relative to the allowance prices in the trading market, and conclude that it is beneficial to open the auctions to general public to increase competition. Based on the empirical results for emission allowance auctions in these two programs, I propose several policy suggestions in designing future emission auctions.
The structure and function of the Chinese copular construction [electronic resource]
Keywords: East Asian Languages and Cultures.

This thesis examines the structure and function of the Chinese copular construction within the framework of Construction Grammar (Goldberg 2006; Croft 2001; etc.) and Constructionalization (Trousdale 2010; Traugott and Trousdale 2011; etc.). My analysis begins with the argument that shì is the systematic copula verb in Chinese. After identifying problems with previous accounts, I outline my own, original analysis of the syntax and semantics of the copular construction. I define the Chinese copula as an invariant non-inflectional verb that co-occurs with certain lexemes when they together form the predicate of a copular sentence. I propose that the copular construction is a form and meaning pairing: [(XPi) COP XPj] (XP=NP/VP/S)←→[SEMi copulative linking SEMj] with [NP COP NP] as the prototype. The copular construction has two subschemas: specificational and predicational. A cleft sentence is a special specificational copular sentence. The Chinese cleft construction is a form and meaning pairing: [NPi COP NOMj] (NOM=(ADV/TP/PP) NP/VP/S de)←→[SEMi specificational+contrastive SEMj]. I suggest shì is consistently the copula verb in the cleft construction and signals the immediate post-copula element as contrastive focus. The cleft construction also has two subschemas: cleft-obj and cleft-sbj. My constructional analysis improves on similar accounts of the cleft sentences in two ways. First, my analysis helps understand the grammatical status of shì and provides a schematic framework to understand the commonality and distinction between cleft sentences and copular sentences. Second, my analysis allows for a straightforward account of the relationship between the two subschemas of the cleft construction, and of the relationship among variations of the cleft-sbj. The thesis also examines the constructionalization processes of the copular construction and the cleft construction. I suggest that the Old Chinese (500 BCE- 200 CE) topic-comment construction, in which the demonstrative pronoun shì occurred at the subject position of the comment clause functioning as an anaphor, was reanalyzed as a subject-predicate construction via analogization to the construction of the Old Chinese verb wéi 'to be.' As the copular construction was entrenched and conventionalized in Middle Chinese (200 CE -1000), it gave rise to the emergence of the cleft construction through host-class expansion, syntactic expansion (the nominalization was recruited into the predicate position of a copular sentence), and semantic-pragmatic expansion. Together, my synchronic and diachronic analyses add up to a maximally explanatory account of the copula shì and the copular construction.
The structure of jets at hadron colliders [electronic resource]
Keywords: Physics

Jets are collimated, high energy streams of particles that are ubiquitous at hadron colliders such as the Large Hadron Collider (LHC) at CERN in Geneva, Switzerland. It has been recognized that jets are a feature of the strong force, quantum chromodynamics (QCD). QCD predicts an approximate scaling behavior at high energies. Due to the very high energies made available by the LHC, the decay products of heavy, unstable particles can also be collimated into a narrow cone and these are observed as jets by the LHC experiments. Recently, there has been significant interest in studying the substructure of jets with the goal of discriminating QCD jets from jets initiated by heavy particle decay. In this thesis, I will describe the modeling of jets in QCD as well as the pattern of radiation from heavy particles, such as the top quark. This will lead to a discussion of a correlation function on the constituents of a jet that is useful in understanding jet substructure. This correlation function encodes angular scaling properties of jets and its behavior in QCD will be studied.
Student peer networks [electronic resource] : a study of tie formation and the impact of diversity in higher education
Keywords: Education.

Social scientific research on racial/ethnic diversity in higher education finds positive links between diversity of student interactions and a wide range of educational outcomes. Previous research, however, fails to characterize beneficial peer relations and the factors that influence interaction, thus leaving little practical guidance for colleges and universities to maximize the benefits of diversity. In this study, I map concepts from network theory and organizational sociology onto a theory of the impact of race and ethnicity in higher education to better specify the microsociological contexts of diverse interaction. With this conceptual framework I analyze network data on undergraduates living in six dormitories on a single college campus to identify factors that influence tie formation and network characteristics of ties that are associated with diversity benefits. Using exponential random graphs to model tie formation and regression to model the impact of diverse ties on educational outcomes previous associated with diversity, I find that net of homophily, other pre-college factors and organizational memberships, informal activity foci are the key determinants of tie formation, while strong tie diversity is related to the availability of cross-race partners. I further find that the racial/ethnic diversity of strong ties is associated with affective outcomes including democratic values, and the experience of difference in peer relations. Finally, weak tie diversity is positively associated with GPA measures.
Study of charge transport through zinc oxide nanowire networks for transparent electrodes [electronic resource]
Keywords: Mechanical Engineering

Indium Tin Oxide (ITO) is a transparent conductor widely used for fabricating transparent electrodes in solar cells, OLEDs, flat screen displays, touch screens and electro-chromic windows. In recent years the demand for these electronic devices has shown a double digit growth. Since Indium is a rare element, the rising demand for transparent electrodes will drive up the cost of ITO multi-fold. Thus it is the need of the time to find a suitable alternative low cost transparent conductor that can replace ITO in transparent conducting electrodes. ZnO is a wide band gap semiconducting oxide (Eg ~ 3.4eV) that has the potential to replace ITO as a cheap and flexible transparent electrode material. ZnO nanowires (NWs) can be easily synthesized and n-doped using a solution based synthesis process. The solution processed ZnO NW thin films however have a high sheet resistance (~1k[ohm]/[cube] post annealing) that needs to be reduced further. Hence charge transport in ZnO NW thin films has been studied using various experimental and simulation based techniques to reveal the factors causing high sheet resistance. The effect of ZnO NW orientation on thin film sheet resistance has been studied by aligning ZnO NWs in-plane on substrates. 2D NW network simulations coupled with aligned ZnO NW thin film electrical measurements have revealed that the NW-NW junction resistance is the dominating factor affecting charge transport. Electrochemical impedance spectroscopy (EIS) characterization has experimentally confirmed the presence of high NW junction resistance and revealed that annealing affects NW junctions. TEM characterization of in-situ annealed NW junction and micro-Raman spectroscopy of annealed ZnO NW mat film have uncovered a fascinating picture of the effect of annealing on ZnO NW junctions. Furthermore a versatile E2D methodology has been developed by combining the EIS measurement technique with 2D NW network simulations for extracting individual NW junction resistance i.e. extracting nano-scale electrical properties from macro-scale EIS measurements. NW junction resistance predicted by E2D has been verified by fabricating and measuring individual ZnO NW junction and single ZnO NW devices. The E2D methodology has been shown to be promising to study charge transport in other 1D nano-structured transparent conducting ensembles. Various applications of ZnO NW thin film electrodes have been discussed and research work on further reducing the ZnO NW thin film sheet resistance has been presented.
Study of CP violation in Dalitz-plot analyses of B-Meson decays to three kaons [electronic resource]
Keywords: Physics

This thesis presents studies of CP violation in the decays B0--> K+K-Ks, B+--> K+K-K+, and B+--> KsKsK+, using a Dalitz plot amplitude analysis. These studies are based on data from the BaBar experiment at PEP-II at SLAC. Among the significant results are the world's most precise measurements of time-dependent CP-violation in B0--> phi Ks and direct CP violation in B+--> phi K+. The latter is measured to deviate from zero by 2.8 standard deviations, in tension with the Standard Model expectation. We also study the resonant and nonresonant substructure of B--> KKK decays, and find evidence against the previously hypothesized resonance dubbed the "fX(1500).".
A study of organizational advice giving [electronic resource]
Keywords: Management Science and Engineering

Despite the fact that advice giving is prevalent in the social world, that, before making an important decision, most of us will consult with advisers (Meltsner 1990), the activity of advice giving has been under-studied and under-theorized (Bonaccio and Dalal 2006). I seek to fill the gap. I show, in particular, that the concerted action of advisers may lead to unexpected outcomes: Even though individual advisers are beset by professional habits, a team of advisers may still provide adequate solutions to problems. The forces of habit may be counterbalanced if the team is composed of both senior and junior advisers organized according to the leverage model, if there is a high rate of turnover among junior advisers, and if advisers collaborate with clients. My findings are based on a four-month ethnography of a leading management consulting firm, as well as 60 interviews with management consultants and 40 interviews with clients. So, my research sheds light on the activity of giving advice. It makes, in addition, a theoretical contribution to the new-institutional perspective in sociology. According to this perspective, management consulting firms play an important role in spreading different institutional elements (e.g., DiMaggio and Powell 1983; Campbell 2004). My findings point to the circumstances under which these institutional elements will and will not spread. Furthermore, studies of expertise show that experts are not particularly good at conveying their knowledge and skill to novices (Hinds 1999; Hinds et al. 2001). My findings suggest that the social structure of work has a significant impact on the application of expert knowledge.