VictorJuiz/thesis huggingface dataset:
Order book models, signatures and numerical approximations of rough differential equations

We construct a mathematical model of an order driven market where traders can submit limit orders and market orders to buy and sell securities. We adapt the notion of no free lunch of Harrison and Kreps and Jouini and Kallal to our setting and we prove a no-arbitrage theorem for the model of the order driven market. Furthermore, we compute signatures of order books of different financial markets. Signatures, i.e. the full sequence of definite iterated integrals of a path, are one of the fundamental elements of the theory of rough paths. The theory of rough paths provides a framework to describe the evolution of dynamical systems that are driven by rough signals, including rough paths based on Brownian motion and fractional Brownian motion (see the work of Lyons). We show how we can obtain the solution of a polynomial differential equation and its (truncated) signature from the signature of the driving signal and the initial value.
We also present and analyse an ODE method for the numerical solution of rough differential equations. We derive error estimates and we prove that it achieves the same rate of convergence as the corresponding higher order Euler schemes studied by Davie and Friz and Victoir. At the same time, it enhances stability. The method has been implemented for the case of polynomial vector fields as part of the CoRoPa software package which is available at http://coropa.sourceforge.net. We describe both the algorithm and the implementation and we show by giving examples how it can be used to compute the pathwise solution of stochastic rough differential equations driven by Brownian rough paths and fractional Brownian rough paths.

Keywords: rough paths
limit order books
numerics of differential equations
Advisor: Lyons, T
"Rustication": Punishment or reward? Study of the life trajectories of the generation of the Cultural Revolution

This thesis contributes to a growing body of research on the impact of China’s rustication programme—a social mobilisation, transferring urban school graduates to rural communities during the Cultural Revolution—on the lives of the Cultural Revolution cohort (CR cohort), and more broadly, to research on the impact of socialist campaigns on social mobility.
The analyses of this thesis are based on two national surveys as well as interviews that I conducted with former rusticates and non-rusticates.
Distinct from earlier studies which stated that the rustication programme had indiscriminate and adverse effects on all social groups, my results show the process itself was socially stratified: (1) children from the bad class origin and highly-educated families were intensively targeted, and (2) the privileged military families were spared from the mobilisation, and their children were sent to join the People's Liberation Army (PLA).
In view of the timing of major life transitions, rusticates lag behind their non-rusticated counterparts and individuals from adjacent cohorts, despite the fact that the delayed attainment of further education was experienced by all members of the CR cohort.
After controlling for experience of rustication, children of party officials have a higher chance of obtaining a college degree than those from other social backgrounds. The analysis of the complete work-life histories of the CR cohort as a whole reveals four employment trajectories: Rusticates are more likely to be in the trajectory group characterised by unemployment in the late stage of their career than non-rusticates. Children of party members have a higher likelihood to be in the trajectory dominated by managerial work with short initial spells in the PLA. Rusticates are found to be less satisfied with their lives, their current situation is more deprived and they are more likely to be active in conflict solving, as opposed to non-rusticates and members of adjacent cohorts.
Interviews suggest that rusticates viewed the experience of rustication as being an important part of their past and display a thirst for public recognition. Yet, the extent of the transformation that this experience has made in their lives is stratified by their work-life experiences. Non-rusticates reckoned their lives were also affected by the rustication through their close links with rusticates.

Advisor: Gershuny, J
Construction of a synthetic ribosome using DNA as the building material

This thesis forms part of an ongoing project in the DNA Group to build and operate a synthetic ribosome. We present two synthetic ribosome designs that can be combined with DNA-templated chemistry to generate libraries of functional synthetic small molecules. In Chapter 2 we use the DNA strand displacement technique to construct a mechanism that is capable of moving along a DNA track. We explore ways to control the speed and the driving force of the mechanism, and present a mathematical model of the system. We discuss the ability of the design to incorporate chemically-functionalised DNA strands. In Chapter 3 we use a 2D DNA origami tile as the basis of the synthetic ribosome mechanism. Functionalised DNA strands are arranged on the surface of the tile, and we demonstrate the ability to template reactions between the strands, and discuss the possibility of creating a library of distinct chemical products from a single origami tile.

Keywords: biotechnology
biophysics
DNA origami
DNA walker
DNA nanotechnology
Advisor: Turberfield, A
Reconfiguring privacy and confidentiality practices: a case study of technological integration in HIV health services

Changes to the technological landscape of the National Health Service (NHS) in the UK have often raised debates on information privacy and patient confidentiality. This has been especially pertinent in the context of HIV health services, where patient records have been historically segregated from hospital notes to protect confidentiality and account for the nature of the condition as a stigmatised terminal illness. However, as current anti-retroviral treatment extends life expectancy, HIV is increasingly managed in ways similar to other chronic conditions and integrated patient management has been proposed as best practice. This shift offers a unique opportunity to study reconfigurations of privacy and confidentiality practices from the perspective of data users.
This thesis focuses on a technological integration project between the stand-alone systems used in two HIV specialist outpatient centres and the centralised Electronic Patient Records (EPR) of their respective NHS Hospital Trusts. The case study methodology draws on 46 semi-structured interviews with health and IT professionals, supplemented by an analysis of organisational documents and observation of work practices over a period of six months in the two clinics.
In weaving together different theoretical concepts, this thesis contributes to an in-depth, empirically informed understanding of privacy and confidentiality practices in healthcare. Firstly, by looking at how HIV practitioners cultivate their professional identities at the intersection of general medical and HIV-specific confidentiality, this thesis argues that identity work is an important component in the reconfiguration of privacy practices. Secondly, this research draws attention to the role of political negotiations for privacy change, as HIV professionals and EPR developers came in conflict over the ethics of the technological integration project in the hospitals studied here. Thirdly, this thesis illustrates how confidentiality practices are shaped within the co-construction of information infrastructures and medical work, especially in relation to HIV normalisation. A number of implications for practice and policy also emerge from this study.

Keywords: health services
technological integration
electronic patient records
NHS
confidentiality
HIV
privacy
Advisor: Brown, I
Oostveen, A
Investigation of pharmacological and physiological regulation of pyruvate dehydrogenase in diabetes using hyperpolarised magnetic resonance spectroscopy

In type II diabetes, systemic metabolism is perturbed and on a cellular level the balance of fuel use is upset. More specifically, increased fatty acid use is seen alongside decreased glucose metabolism. This altered fuel use is mediated by changes in the activity and expression of multiple enzymes. One such enzyme within the glucose breakdown pathway is pyruvate dehydrogenase, whose activity is known to be reduced in the diabetic state.
The field of real-time metabolic investigation has rapidly expanded over the past few years due to the invention of technology that has enabled the production of 13C labelled hyperpolarised compounds, which can generate high signal levels in magnetic resonance spectroscopy. This has provided the opportunity to measure real-time metabolism of injected hyperpolarised tracers both ex vivo and in vivo.
This thesis aimed to develop the use of hyperpolarised compounds in vivo, to investigate the cardiac and hepatic metabolism of a diabetic rat model. We initially addressed the systemic nature of the disease by establishing a two-slice acquisition for obtaining cardiac and hepatic data during a single injection of hyperpolarised pyruvate. This was tested in the fed and fasted states before being used in the studies described in the subsequent chapters of this thesis.
The value of hyperpolarised compounds in following metabolic modulation by drug treatment was explored in the next chapter. The effect on metabolism of two drugs targeted at pyruvate dehydrogenase, which differed in their isoform specificity, was investigated first in the perfused heart and subsequently in vivo, both in control and diabetic animals. Hyperpolarised magnetic resonance spectroscopy was combined with other established techniques to help both our understanding of the systemic changes that had occurred following treatment, and provide links between cardiac metabolism and function.
The final chapter of this thesis explored the use of hyperpolarised 13C pyruvate to understand the effect of hypoxia on pyruvate dehydrogenase, firstly in healthy animals and subsequently in the diabetic, metabolically altered state. Understanding the combination of diabetes and hypoxia was interesting given the existence of several opposing metabolic effects seen in the two states.
Overall this thesis has demonstrated developments in the use of hyperpolarised pyruvate that, when appropriately combined with other techniques, can yield valuable metabolic information, in terms of following disease progression, drug development, and understanding basic metabolism.

Keywords: magnetic resonance imaging
cardiovascular disease
drug development
magnetic resonance spectroscopy
hyperpolarised
hypoxia
diabetes
cardiac imaging
Advisor: Tyler, D
Aspects of defence in Roman Europe

This thesis has three parts which can be briefly described as the nature of the threat, the instrument of response and the method of response.
Before discussing the military system of the Roman empire, it is necessary to examine its enemies, to see how and why they fought. The first part of the thesis looks at the limitations of the evidence concerning barbarians. It then discusses the social and economic basis of barbarian life, showing their potential for war and the type of threat presented to the Roman empire. The next section deals with the types of conflict between Rome and the barbarians and the reasons for it. There then follows a detailed discussion of barbarian armies and their equipment, strategy and tactics when fighting the Romans.
The second section discusses the Roman army. Initially, the organisation of the army is examined, then its troop types and their equipment. This is done with regard to both land and naval forces. Then the sources of soldiers and the problem of barbarization are discussed in some depth. Lastly, the types of fixed defences are briefly examined.
Having examined the instrument of response, the third section discusses how it was used. It starts by examining the conditions affecting decision-making at this period, then discusses foreign policy, i.e. whether to use force or alternative methods, with regard to both barbarians and internal enemies. Strategy, i.e. the type of operation employed to defeat the enemy, is then discussed with regard to defence against barbarians, attack against barbarians and against internal enemies. The following part, on operations, discusses how the army performed in the field and analyses tactics for fighting field battles, naval battles and sieges.
The perception and cortical processing of communication sounds

The neural processes used to extract perceptual features of vocal calls, and subsequently to re-integrate those features to form a coherent auditory object, are poorly understood. In this thesis, extracellular recordings were carried out in order to investigate how the temporal envelope, pitch, timbre and spatial location of communication sounds are represented by neurons in two core and three belt areas of ferret (Mustela putorius furo) auditory cortex. Potential neural underpinnings of auditory perception were tested using neurometric analysis to relate the reliability of neural responses to the performance of ferret and human listeners on psychophysical tasks.
I found that human listeners' discrimination of the temporal envelopes of vocalization sounds matched the best neurometrics calculated from the temporal spiking patterns of ferret cortical neurons. Neurometric scores based on the spike rates of cortical neurons accounted for ferrets' discrimination of the pitch of artificial vowels. I show that most auditory cortical neurons are modulated by a number of stimulus features, rather than being tuned to only one feature. Neurons in the core auditory cortical fields often respond uniquely to particular combinations of pitch and timbre features, while those in belt regions respond more linearly to feature combinations. Subtle differences in the sensitivity of neurons to pitch, timbre and azimuthal cues were found across cortical areas and depths. These results suggest that auditory cortical neurons provide widely distributed representations of vocalizations, and a single neuron can often use combinations of spike rate and temporal spiking responses to encode multiple sound features.

Keywords: neurophysiology
pitch
psychophysics
auditory cortex
timbre
neural encoding
hearing
ferret
Advisor: King, A
Schnupp, J
The Book of Job

This thesis seeks to illustrate that the classic biblical work on the problem of the innocent sufferer, the Book of Job, is still relevant in twentieth century, Western culture. The exegetical complexity of the Book of Job is outlined in order to show that the work lends itself to diverse interpretations and uses by readers outside the academic community.
This thesis then focuses on the writings of Gustavo Gutierrez, a Peruvian Catholic priest, who uses the Book of Job to empower the people's revolt against dictatorships; Elie Wiesel, a Hungarian Holocaust survivor, who identifies himself with Job and believes that Job must still be arguing with God; Archibald MacLeish, an American poet, professor, and statesman, who creates a modern Job who eventually realizes that humans have only the love of other humans as a raison d'être for life; Carl Gustav Jung, a Swiss psychiatrist, who believed that the Book of Job reflects an honest appraisal of the unconscious/God energy - a dualism which Christianity has suppressed much to its detriment.
The four authors discussed are not 'critics'. Their use of the Book of Job is not exegetical in the standard sense of the text as object. To them it is a fundamental theme replete with a myriad of archetypal meanings.
The conclusions reached are: The existential angst of the second half of the twentieth century is apparent in the work of these four writers. They chose the Book of Job because it provides a foundation for testimony about crucial world conditions. These four radically different individuals find a similar 'core meaning' in the Book of Job. Subjective interpretation of ancient texts can be useful in presenting controversial subjects to the general public.
Time-integrated and time-resolved optical studies of InGaN quantum dots

The construction of a high-resolution optical microscope system for micro-photoluminescence (µ-PL) spectroscopy is described, and a range of time-integrated and time-resolved experimental work on single InGaN quantum dots (QDs) is presented. Time-integrated measurements demonstrate the existence of InGaN QDs in three different samples via the presence of sharp exciton recombination lines in the µ-PL spectra. The narrowest peaks display a linewidth Γ of ~230 µeV, implying a decoherence time T2 ≥5.7 ps. Time-resolved measurements on exciton recombination lines from single self-assembled InGaN QDs reveal typical lifetimes of ~2.0 ns (which decrease with increasing temperature), while typical lifetimes for excitons in single selectively-grown micropyramidal InGaN QDs are found to be ~0.4 ns. The shorter exciton recombination lifetime in selectively-grown QDs is believed to be due to a stronger coupling of these QDs to the underlying quantum well. Temporal fluctuations (on a timescale of seconds) in the energy, intensity and FWHM of µ-PL peaks arising from the recombination of excitons in single self-assembled InGaN QDs are observed. These are attributed to transient Stark shifts induced by a fluctuating local charge distribution as carriers become trapped in defect states in the vicinity of the QDs. Time-integrated power-dependent measurements are used to demonstrate the presence of biexciton states in single self-assembled InGaN QDs. The exciton–biexciton energy splitting is found to be ~41 meV, in agreement with values predicted by theoretical calculations. Time-resolved studies of the biexciton and exciton decay curves reveal a coupling as the exciton population is refilled by biexciton decays. The biexciton lifetime is found to be ~1.4 ns, compared to an exciton lifetime of ~1.0 ns. Lateral electric fields are applied to a single self-assembled InGaN QD using aluminium electrodes lithographically defined on the sample surface. Application of fields of the order of ~0.17 MVcm-1 is found to cause both a red-shift and a reduction in the intensity of the exciton recombination peak in the µ-PL spectrum.

Keywords: biexciton
time-resolved
exciton
InGaN
decoherence
spectroscopy
micro-photoluminescence
quantum dot
Advisor: Taylor, R
The unchaste woman in English fiction, 1835-1880

The thesis investigates the fictional uses of the figure of the unchaste woman over the period of the early feminist movement in order to trace attitudes towards woman as a sexual being and as a person in her own right. The cheap and popular literature of the period has been used both to illuminate accepted conventions, so that the achievement of major novelists can be more clearly understood, and to discover differences in style, moral intent, and emotional content of the fiction consumed by women of various social classes which may be related to class-based differences in feminine role, expectations, and self-image.
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Agrarian change in Zimbabwe: politics, production and accumulation 

The analysis of agrarian change presented in this thesis integrates state practices and wider politics to the study of rural differentiation, using a case study of Zimbabwe. Most studies of agrarian change in the 21st century have tried to come to grips with rural differentiation in Africa, its causes and effects, by using particular models such as those of neo-classical economics, livelihood approaches, Marxist analysis of accumulation and social and cultural networks, or a combination of variables from the four approaches. However, these theoretical approaches fail to comprehensively integrate the role of the state and politics into the analysis of rural differentiation. My study explains differentiation by exploring beneficiary selection, production and accumulation processes on Zimbabwe’s Fast Track land reform resettlement schemes. Fast Track involved a series of partisan and violent invasions of largely white owned commercial farms from 2000, which constituted the largest land redistribution in post-colonial Africa. Scholars exploring politics and the Zimbabwean state have not applied their insights to an analysis of field based data on production and accumulation on Zimbabwe’s resettlement farms. I argue that the restructuring of the state and politics as an instrument of violence and as a site of accumulation dominated by patronage-both justified through ideology-was central to agrarian change after 2000. I find the three concepts of violence, patronage and ideology more useful in capturing the nuances and modalities of empirical realities on resettlement schemes than neo-patrimonial theories that provide generalised accounts of the African state. Though still acknowledging the role of other differentiating factors such as social networks, hard work by resettled farmers and economic factors, it is through the integration of political processes into the analysis of agrarian change that, I argue, one can understand better the dynamics shaping rural differentiation in post-2000 Zimbabwe.

Keywords: Land Reform
Patronage
Zimbabwe
Production
Politics
Agrarian change
Advisor: Alexander, J
Legal aspects of seignorial control of land in the century after the Norman Conquest

In order to reveal the functioning and development of lordship and law within society, this thesis examines the control of land and other immoveable possessions during the century after 1066. This involves subjects central to the emergence of the Common Law: how notions of property developed, how succession and inheritance evolved, how disposal of land was controlled by various interests, and how lords enforced the services owed to them.
I argue that a view too narrowly restricted by modern legal definitions can miss important developments, and seek to place the various developments in their social and political context. By examining cases, I introduce the element of power as a determinant of the operation and development of law, a feature some recent writings lack. The answers to the questions posed above are thus of interest to all historians of this period, since they illuminate the distribution and functioning of power within Anglo-Norman society. I also align the changes with other developments in thought. In particular, I suggest links between the church reform movement and developing notions of land tenure.
I take issue with some legal historians who argue that property, strictly defined, only emerged from the third quarter of the twelfth century. They define property as involving the tenant's secure possession of land for life; his freedom to dispose of that land; and the automatic inheritance of the land by his heir. All these required regular enforcement by the external authority of law administered by royal power. In the century after 1066, they argue, landholding was controlled by the personal relationship of lord and man, within sovereign lordships. Royal involvement was exceptional. In the later twelfth century, property emerged with a shift of control to royal jurisdiction. I argue that a similar, if limited, shift of control occurred under Henry I, particularly in relation to ecclesiastical lordships.