VictorJuiz/thesis huggingface dataset:
Dynamic analysis of markets [electronic resource]
Keywords: Management Science and Engineering

We study learning in a dynamic setting where identical copies of a good are sold over time through a sequence of second price auctions. Each agent in the market has an unknown independent private valuation which determines the distribution of the reward she obtains from the good; for example, in sponsored search settings, advertisers may initially be unsure of the value of a click. Though the induced dynamic game is complex, we simplify analysis of the market using an approximation methodology known as mean field equilibrium (MFE). The methodology assumes that agents optimize only with respect to long run average estimates of the distribution of other players' bids. We show a remarkable fact: in a mean field equilibrium, the agent has an optimal strategy where she bids truthfully according to a conjoint valuation. The conjoint valuation is the sum of her current expected valuation, together with an overbid amount that is exactly the expected marginal benefit to one additional observation about her true private valuation. Under mild conditions on the model, we show that an MFE exists, and that it is a good approximation to a rational agent's behavior as the number of agents increases. Formally, if every agent except one follows the MFE strategy, then the remaining agent's loss on playing the MFE strategy converges to zero as the number of agents in the market increases. We conclude by discussing the implications of the auction format and design on the auctioneer's revenue. In particular, we establish a dynamic version of the revenue equivalence theorem, and discuss optimal selection of reserve prices in dynamic auctions.
Dynamic learning mechanisms in revenue management problems [electronic resource]
Keywords: Management Science and Engineering

One of the major challenges in revenue management problems is the uncertainty of the customer's demand. In many practical problems, the decision maker can only observe realized demand over time, but not the underlying demand. Methods to incorporate demand learning into revenue management problems remain an important topic both for academic researchers and practitioners. In this dissertation, we propose a class of dynamic learning mechanisms for a broad range of revenue management problems. Unlike methods that attempt to deduce customer demand before the selling season, our proposed mechanisms enable a decision maker to learn the demand "on the fly''. That is, they integrate learning and doing into a concurrent procedure and both learning and doing are accomplished during the selling season. Furthermore, we show that our mechanisms are 1) Robust, that is, our mechanisms work well for a wide range of underlying demand structures and do not need to know the structure beforehand; 2) Dynamic, that is, our mechanisms take advantages of increasing sales data as selling season moves forward and update the demand information along the process and 3) Optimal, that is, our mechanisms achieve near-optimal revenues, as compared to a clairvoyant who has complete knowledge of the demand information beforehand. By comparing with different learning mechanisms, we claim that "dynamic learning" is essential for our mechanism to achieve improved performance and the above features. We consider two widely-used models in this dissertation, a customer bidding model and a posted-price model. For each model, we describe a dynamic learning mechanism with theoretical guarantee of near-optimal performance. Although different models entail different mechanism details and different analysis tools, we show that a common denominator is that the improvement of our mechanisms comes from one unique feature: dynamic learning. We also present numerical tests for both models from which the performance of our mechanisms is verified. We believe that the dynamic learning mechanisms presented in this dissertation have important implications for both researchers and practitioners.
Dynamic offset cancellation for MEMS accelerometers [electronic resource]
Keywords: Electrical Engineering

Today's Micro-Electromechanical Systems (MEMS) accelerometers suffer from input offsets that drift with temperature and time. These devices are calibrated once after fabrication in order to cancel their offset. In order to cancel the offset drift over temperature, the temperature is swept during the post-fabrication calibration and the offset is recorded as a function of temperature. However, the residual offset drifts over the life-time of the device, and cannot be cancelled by a one-time factory calibration. With the continuously increasing precision requirements of accelerometers, this offset drift is emerging as an issue. This dissertation presents a new approach that dynamically measures and cancels a major part of the offset drift that is due to change in parasitic capacitance of the bondwires in a system-in-package-type MEMS accelerometer. This approach is based on modulation of the spring constant of the sensor element by applying a modulating electrostatic force. A prototype interface IC was fabricated in a 0.18-[mu]m 3-V CMOS technology, and was packaged and tested with a MEMS sensor element. The CMOS readout dissipates 3.1 mW, and has a noise-floor of 220 [mu]g/√Hz. The bandwidth of the interface is 1 kHz with a usable bandwidth of 200 Hz. The full-scale range is 9.14 g. The proposed scheme reduces the bondwire offset of a prototype by a factor of 112 (41dB).
Dynamic portfolio management with private equity funds [electronic resource]
Keywords: Electrical Engineering

Private equity investments have become an increasingly significant portion of many institutional portfolios because of their attractive return characteristics. However, despite being illiquid and having inherently multi-period cashflow characteristics, portfolio management techniques involving private equity asset classes are still dominated by traditional but largely inadequate single period approaches. In this work, I propose a quantitative modeling approach and a portfolio optimization framework to handle funds with significant private equity investments. Driven by the demands of practical application, the key features of this approach are that it captures the unique illiquid and multi-period characteristics of private equity while remaining computationally simple. In fact, the computation required is not significantly more difficult than that required for single period mean-variance portfolio optimization. I use a state space model to capture the aggregate dynamics of each private equity asset class. If desired, the number of states in this model can be increased to more accurately reflect the cashflow characteristics of the asset class. Using the model, a multi-period mean-variance portfolio optimization problem is formulated, and a suboptimal open-loop approach is employed for its computational simplicity. Based on this open-loop problem, I also propose a shrinking horizon implementation that is provably superior to the open-loop solution that it is based on. Numerical examples are used to compare the open-loop approach to other commonly used heuristic approaches. An example using statistics reflective of a large university endowment fund is solved and insight into portfolio management with private equity asset classes is highlighted. Finally, using the developed multi-period open loop approach, I develop a heuristic method that utilizes the single-period methods that most investors still rely on. The heuristic method is derived by adjusting the mean and variance of the returns of the private equity asset classes, and can be interpreted in the context of a liquidity premium.
Dynamic pricing in the airline industry [electronic resource]
Keywords: Business.

The dissertation consists of two essays on different aspects of dynamic pricing with applications to the U.S. airline industry. The first essay studies how a firm's ability to price discriminate over time affects production, product quality, and product allocation among consumers. The theoretical model has forward-looking heterogeneous consumers who face a monopoly firm. I use this model to study the time paths of prices for airline tickets offered on monopoly routes in the U.S. Using estimates of the model's demand and cost parameters, I compare the welfare travelers receive under the current system to several alternative systems, including one in which free resale of airline tickets is allowed. The second essay, motivated by pricing practices in the airline industry, studies the incentives of players to publicly and independently limit the sets of actions they play later in a game. I find that to benefit from self-restraint, players have to exclude all actions that create deviations for them and keep some actions that can deter deviations of others. I develop a set of conditions under which these strategies form a subgame perfect equilibrium and show that in a Bertrand oligopoly, firms can mutually gain from self-restraint, while in a Cournot oligopoly they cannot.
Dynamics and mechanics of the actin cytoskeleton ex vivo [electronic resource]
Keywords: Biochemistry

In actin-based crawling motility, cells continuously build, reorganize, and disassemble an actin network in a process driven jointly by biochemical reactions and mechanical work. Herein, we use isolated actin cytoskeletons from fish epithelial keratocytes to study two aspects of this highly coordinated process. For the continuous actin network of a motile cell to drive translocation, net assembly of the actin network at the leading edge (which drives protrusion) must be balanced by net disassembly at the trailing edge. Although proteins such as ADF/cofilin and gelsolin are known to locally depolymerize actin filaments, it is not clear how such activity could be coordinated with assembly over the distance scale of the whole cell. Here we present experiments showing that activation of nonmuscle myosin II embedded in isolated cytoskeletons results in partial disassembly of the actin network. Taken together with prior work on the effect of myosin II inhibition in live cells, these results establish that myosin II contributes to actin network disassembly in the rear of motile cells, and suggest that gradual binding of myosin to a maturing actin network could serve as a mechanism to coordinate actin network assembly and disassembly over long distances. A thorough understanding of how forces produced by actin and myosin contribute to whole-cell movement will require detailed knowledge of the material properties of the cytoskeletal network at the relevant spatial and temporal scales. Measurements of mechanical properties have largely been limited to microscopic strains, whole-cell bulk measurements, or reconstituted gels that do not fully capture the cellular cytoskeletal organization. We have therefore sought to characterize the deformation of actin networks derived from motile cells under large applied strains. Strain could be applied to the lamellipodial actin network by displacing the cell body using a glass microneedle. The network behaves as a coherent material sheet that is mechanically well-coupled to the cell body and stretches to approximately 400% of its original dimensions. At smaller strains and time scales ranging from a fraction of a second to tens of seconds, the network behaves almost exclusively elastically, suggesting that the cytoskeletal network is capable of integrating and transmitting forces over large distances within the cell.
The dynamics of crouch gait in cerebral palsy [electronic resource]
Keywords: Mechanical Engineering

This dissertation presents the first three-dimensional musculoskeletal simulations of individuals with cerebral palsy and has contributed to our understanding of how muscle contributions, joint loads, and the effects of muscle weakness change in individuals with cerebral palsy and crouch gait. The simulations created for these analyses have been made freely-available for researchers and clinicians to download, use, and evaluate at http://www.simtk.org/home/crouchgait/. This work has provided insight into the underlying dynamics of crouch gait and created pathways to improve treatment. The first objective of this dissertation was to examine how individual muscles contribute to motion during crouch gait. We evaluated how muscles contribute to joint and mass center accelerations to support and propel the body during crouch gait and how these contributions change with crouch severity. The results of these analyses indicated that crouch gait uses similar muscles to support and propel the body as unimpaired gait; however, larger and more sustained muscle activity is required during crouch gait, which contributes to the inefficiencies of this gait pattern. The second objective of this dissertation was to examine how the compressive tibiofemoral force changes in individuals with cerebral palsy and crouch gait. Knee pain is common among individuals with crouch gait and the results of this study demonstrated that tibiofemoral load increases quadratically with crouch severity. Individuals who walk in a severe crouch gait experience three-times the tibiofemoral load than during unimpaired gait. The elevated tibiofemoral forces during crouch gait could contribute to cartilage degeneration and knee pain. The final objective of this dissertation was to examine how muscle weakness may contribute to crouch gait. We used musculoskeletal simulations to determine how much muscle groups can be weakened and still reproduce mild and moderate crouch gait. The results of this analysis demonstrated that crouch gait requires greater quadriceps strength but less hip abductor and ankle plantarflexor strength than unimpaired gait; suggesting that these latter muscles may be better targets for strength training programs. We also performed a meta-analysis of individuals with crouch gait who had participated in strength training programs. This analysis demonstrated that outcomes after strength training are inconsistent, even among individuals with cerebral palsy and crouch gait. Hamstring spasticity was associated with poor outcomes after strength training and may be a contraindication for strength training. The long term goal of the work presented in this dissertation is to improve quality of life for individuals with cerebral palsy. The freedom to walk, explore, and interact with the world is a skill that many of us take for granted every day. Through the combination of musculoskeletal modeling and simulation, experimental studies, and clinical outcomes we can help individuals with gait pathologies achieve this freedom throughout their life.
Economic analysis of HIV prevention and treatment portfolios [electronic resource]
Keywords: Management Science and Engineering

Human immunodeficiency virus (HIV) is a significant problem worldwide as well as in the United States (US), despite ongoing efforts to limit HIV transmission. In the US, men who have sex with men (MSM) account for over half of new HIV infections every year, and thus are an important group to consider for HIV interventions. Both prevention and treatment options are available to combat HIV transmission, but decision makers must prioritize among the available disease control strategies. Mathematical modeling frameworks can be used to assess the value and efficiency of various disease control measures and help inform resource allocation decisions. This dissertation describes research on economic analysis of HIV prevention and treatment portfolios, primarily for MSM in the US. We develop two independent mathematical modeling frameworks, both intended to assist decision makers with minimizing HIV transmission in the most cost-effective manner. First, in Chapter 2, we present a dynamic compartmental model of the HIV epidemic that we built and instantiated for MSM in the US. This model can be used to assess the effectiveness and cost-effectiveness of prevention and treatment programs for MSM. In particular, in Chapter 3 we examine testing for and treating acute HIV infection, and in Chapter 4 we examine preexposure prophylaxis for HIV prevention. We find that symptom-based testing for acute HIV infection is cost-effective for MSM in the US, but incorporating testing for acute infection into the standard HIV screening protocol is not. For preexposure prophylaxis, we find that it is not cost-effective for the general MSM population, but it provides good value in high-risk MSM. In Chapter 5, we present a resource allocation framework for determining the optimal mix of HIV treatment and prevention programs, given a fixed budget. We develop methods of linearly estimating health benefits and costs that account for epidemic effects of reducing disease transmission. We illustrate our model with the examples of preexposure prophylaxis and community-based education compared with antiretroviral therapy for MSM in the US. We show both analytically and with the examples that HIV budgets are often best spent on the program that offers the greatest "bang for the buck.".
Ecosystem assembly in California [electronic resource] : linking pattern to process at the landscape scale
Keywords: Biology.

The processes controlling ecosystem assembly are diverse and interacting. While landscape ecologists and geographers tend to focus on the relationships between plants and the environment in space ('environmental filtering'), community ecologists often emphasize species interactions over time ('competition', 'migration', 'facilitation'). Here I integrate concepts from community and landscape ecology with geostatistics and data from the Carnegie Airborne Observatory to better understand what observed patterns in vegetation can tell us about ecosystem assembly processes. This work took place in two California ecosystems, where the mediterranean-type climate has helped to generate a distinct mosaic of grassland, shrubland, and forest. Chapter 1 focuses on understanding controls on aboveground biomass (AGB) in a small protected area (Jasper Ridge Biological Preserve, Woodside, CA). One conclusion from this work is that mapped environmental gradients were not the clear dominant drivers of AGB patterns, suggesting that dynamic processes like disturbance, dispersal limitation, and limits to establishment may be critical drivers of patterns in this system. Chapter 2 explores the controls on greenness and vegetation structure on a much larger scale (Santa Cruz Island, Santa Barbara County, CA). I show that environmental gradients do explain some of the variation in this recently disturbed landscape, but that grazing intensity and spatial autocorrelation are also important predictors. Chapter 3 returns to Jasper Ridge to consider the links between plant functional types, foliar chemistry, and environmental gradients. I conclude that at the landscape scale environmental filtering can explain some of the observed patterns in chemical traits, but that researchers' efforts to confirm or eliminate possible explanations for observed trait patterns are likely closely tied to the specific ecosystem or community in which they are tested, and results can vary even within a single landscape.
The effect of upstream perturbations on 3D annular diffusers [electronic resource]
Keywords: Mechanical Engineering

This study investigated annular diffuser sensitivity to varying inlet perturbations similar to those found in turbine exhaust diffuser applications. The diffusers had a range of opening angles and contained airfoil shaped struts. The full 3D velocity field was measured using Magnetic Resonance Velocimetry and pressure measurements were acquired with static wall pressure taps. Additionally, the inlet turbulence was characterized using hotwire anemometry. The overall goal was to better understand how to design diffusers which would give high performance without excess sensitivity to highly variable inlet conditions. Three diffusers were investigated which each had a single expanding wall at the outer radius with a high expansion angle for the front half of the diffuser and a lower expansion for the downstream half. The initial expansion angles were 12 deg, 16 deg and 20 deg and the back angle was 6 deg for all three cases. These expansion angles resulted in exit area ratios of 1.21, 1.29 and 1.34, respectively. There was a full annulus model with five struts and a higher resolution one-fifth annular sector with a single strut for each diffuser. Five inlet conditions were investigated; a baseline case with a nominally uniform inlet, thin boundary layers and around 3% turbulence intensity, a high turbulence case that was similar to the baseline case except it had approximately double the turbulence intensity, a hub-strong case with a negative radial velocity gradient, a case with a high velocity wall jet at the outer radius, and a case with swirling inlet flow. The conservative diffuser with the 12 deg initial expansion angle was robust under the inlet conditions investigated. There was little variation in the integral parameters from one inlet condition to another and it had the lowest overall loss coefficient ranging from 0.35 to 0.40. This diffuser did not stall although there were small regions of reverse flow in the corners between the expanding wall and the strut with the swirl inlet. The pressure recovery coefficient for this diffuser ranged from 0.24 to 0.31. The moderate diffuser with the 16 deg initial expansion angle had substantial variation in the integral parameters depending on the inlet condition. The diffuser stalled and had high losses with the uniform inlet while the tip jet case had no reverse flow except in the wake of the strut and had the highest pressure recovery coefficient of all of the cases (0.35). The aggressive diffuser with the 20 deg initial expansion angle was robust in that it always stalled but there was still substantial variation in the integral parameters. The blockage and outlet distortion changed greatly depending on the inlet condition similar to the range of variation for the moderate diffuser. The aggressive diffuser with the hub-strong inlet had the highest loss coefficient and the lowest pressure recovery for all of the cases investigated.
Effects of Supersonic Relative Velocity Between Baryons and Dark Matter in the Early Universe
Keywords:  Department of Physics
early Universe
nonlinear evolution models
Thesis

Evolution of the Universe following cosmic recombination is typically modeled only in linear approximation. Tseliakhovich and Hirata (2010) showed that supersonic bulk relative velocity between cold dark matter and baryonic matter, coherent over scales of tens to hundreds of comoving Mpc, produces important nonlinear effects during this era. We present a new pseudo-spectral simulation code, which is uniquely able to model the nonlinear evolution of the matter density fields beginning at recombination. Using this code, we investigate the relative-velocity effect and quantify the suppression of structure formation on small scales. We demonstrate that the effect is present even by redshift z ~ 400. By z ~ 100, baryonic power has been suppressed by around 40% at scales of k = 80 h/Mpc, as compared with the standard linear theory.