VictorJuiz/thesis huggingface dataset:
Conditional Stochastic Disasters and the Equity Premium Puzzle

Motivated by Barro’s (2006) approach towards modeling the equity premium, we study the original formulation of the equity premium puzzle as posed by Mehra and Prescott (1985). Firstly, we build a single-regime stochastic model capable of simulating the effects of rare economic disasters. We then extend that into a multi-regime model which allows study of conditional disaster regimes and shocks that are not i.i.d., allowing for the simulation of a robust variety of economic phenomenon. Finally, we examine the results of modeling depression-recession economic cycles with the possibility of recessionary aftershocks following severe depressions. Compared to historical economic data, we conclude that a multi-regime model can account for the observed equity premium while simultaneously producing a plausibly low real rate.

Keywords:  Department of Economics
Stanford Department of Economics
Thesis
Advisor: Shoven John
Judd Kenneth
Confidence-building measures [electronic resource] : a theoretical and empirical assessment

Confidence-building measures (CBMs) are a unique class of international agreement intended to reduce mistrust between rival states by minimizing the risk of surprise attack, political exploitation of military power, and of inadvertent conflict or escalation. This dissertation offers four related papers that firmly ground the concept of CBMs in international relations theory. The first paper provides a conceptual definition of CBMs premised on the idea that uncertainty over a rival's intentions is a basic cause of mutual fears between states. CBMs attempt to build confidence in intentions by either credibly revealing a state's preferences or demonstrating that specific actions are non-hostile. Three strategic structures enable CBMs to overcome the obstacles of sustaining compliance in the face of incentives to defect. The first two strategic structures are familiar in international relations theory: Harmony and the repeated Prisoner's Dilemma. However, one important type of CBM - notification CBMs - cannot be sustained by either Harmony or the repeated Prisoner's Dilemma. The second paper offers a game theoretic model of notification CBMs that explores their unique strategic structure. They rely on a tradeoff between the utility of exploitation and the cost of accidents to make notification both possible and informative. The third paper explores the empiric landscape of CBM practice. Analysis of a new dataset of CBMs shows wide variation in the prevalence and type of CBM agreements. Statistical analysis of a number of theoretically and empirically derived determinants identifies several factors that are associated with increased probability of CBM agreements. The fourth paper examines the roots and effectiveness of the 1972 U.S.-Soviet Incidents at Sea Agreement, one of the most important early CBMs. The paper is the first quantitative test of whether or not the INCSEA Agreement succeeded in reducing dangerous naval incidents. Collectively, these papers provide a systematic exploration of an important but under-studied class of international agreement.

Keywords: Political Science.
Advisor: Schultz Kenneth A. primary advisor. Thesis advisor
Fearon James D. advisor. Thesis advisor
Sagan Scott Douglas advisor. Thesis advisor
Conflict, community and crime in fin-de-siècle Sichuan [electronic resource]

The 350 legal cases from the ming'an ["cases of unnatural death"] category of the Ba County archive that survive from the final decade of the nineteenth century create a textured picture of social life and state-society relations at the grassroots near the end of the Qing Dynasty (1644-1912). Close analysis of these cases enhances our understanding of the lives of ordinary people in the last decades of the old regime by untangling the webs of social relations, practices, and norms that bound people together and gave their actions meaning. At the same time, this study illuminates the role that local courts played, even at the end of the dynasty, in settling disputes and in enforcing the normative forms of authority that underpinned social order. Together, these chapters offer a vivid and unprecedented picture of life in late-Qing China. This study employs death to illuminate the webs of social life in the county. Despite the frequent opacity of the actual event (suicide, homicide or other violence), these acts explode into view the surrounding social connections and cleavages, revealing how both death and violence were instrumental in local life.

Keywords: History.
Advisor: Sommer Matthew Harvey
Henriot Christian advisor. Thesis advisor
Wigen Kären
Conic degeneration and the determinant of the laplacian [electronic resource]

We consider a family of smooth Riemannian manifolds which degenerate to a manifold with a conical singularity. Such families arise in various settings in spectral theory, including the study of the isospectral problem. We investigate the behavior of the determinant of the Laplacian under the degeneration. Our main result is an approximation formula for the determinant, including all terms which do not vanish in the limit. The key idea is a uniform parametrix construction for the heat kernel on the degenerating family of manifolds, which enables us to analyze the determinant via the heat trace. It becomes clear in the construction that we need to understand both the short-time and long-time behavior of the heat kernel on an asymptotically conic manifold. Using techniques of Melrose and building on previous work of Guillarmou and Hassell, we give a complete description of the asymptotic structure of this heat kernel in all spatial and temporal regimes.

Keywords: Mathematics
Advisor: Mazzeo Rafe primary advisor. Thesis advisor
Vasy András advisor. Thesis advisor
Venkatesh Akshay
Content in the digital era [electronic resource] : multiplex configuration and online pricing

In the first chapter, the movie exhibitor's problem is analyzed in the light of two forces vying for the limited footprint of their properties. Recent advances have enabled exhibitors to satisfy consumers' long-standing desire for increasingly larger screens. On the other hand, digital technology has reduced the cost of playing the same movie on multiple screens, thereby creating an incentive for screen expansion to increase the number of show times for a given movie. Increasing the screens also has the added benefit of allowing the exhibitor to expand the number of unique movies screened at a given time. The goal of this chapter is to evaluate consumers' relative valuations of the large screens vs. more shows tradeoff in determining space allocations. Using a new data set on movie showings in India at the movie-chain-market-week level, an aggregate discrete-choice demand model is estimated providing measures of customer preferences for the number of movie showings and screen size. India provides a valuable setting to study this question because the densely populated cities face substantial space constraints and regional heterogeneity in tastes and languages suggest the option of more shows may be more important in some cities than others. The findings generally indicate that while adding more shows is beneficial, the additional expenses associated with building more screens as opposed to larger screens is not justified by the increased demand in some markets. In the second chapter, I explore how the digital era is changing purchase and rental movie markets. Low transaction costs make it easier for consumers to access online content and Digital Rights Management enables studios to provide durable and non-durable versions of their movies. I design a conjoint experiment to recover consumer preferences to determine the studio's best strategy in the online space. I find that heterogeneity in one-time versus repeat consumption preferences drives purchase and rental offerings. I also find that when consumers place a premium on accessing new content, they are less likely to inter-temporally substitute thereby increasing the firm's pricing power. Consistent with theory, commitment to future prices increases profits considerably. This supports retailers', such as Apple's, rigid pricing structure despite studios' push towards more pricing flexibility.

Keywords: Business.
Advisor: Hartmann Wesley R. (Wesley Robert)
Nair Harikesh S. (Harikesh Sasikumar)
Narayanan Sridhar
Srinivasan V.
Continuous-time sigma-delta modulation using digitally linearized Gm-C integration [electronic resource]

High-performance continuous-time sigma-delta modulators that utilize rectangular DAC feedback pulses suffer from a relatively high sensitivity to timing jitter. In order to overcome this problem, many state-of-the-art designs rely on SC feedback pulses. Unfortunately, the large peak currents generated by the SC waveform dictate higher power dissipation, primarily due to the increased slew rate requirements in the active RC circuit that is typically employed as the modulator's first integrator. This research reports on a proof-of-concept evaluation of an alternative jitter-insensitive approach that replaces the slew-rate limited active RC circuit with a low-power Gm-C integrator that can efficiently absorb SC feedback waveforms. To further reduce the requirements on the Gm-C circuit in terms of linearity, we employ a polynomial-based digital-domain nonlinearity compensation. The required coefficients are background calibrated using a highly linear, but low SNR auxiliary modulator. In this scheme, the estimates of the linearization coefficients are obtained by minimizing the mean squared error between the two outputs using an LMS algorithm. A 65-nm CMOS experimental prototype achieves 79 dB dynamic range, 74.3 dB peak SNR and 73.3 dB peak SNDR for a signal bandwidth of 1.95 MHz and 124.8 MHz sampling rate. The IC dissipates 8.55 mW from a 2.5 V supply.

Keywords: Electrical Engineering
Advisor: Murmann Boris primary advisor. Thesis advisor
Narasimha Madihally advisor. Thesis advisor
Wooley Bruce A.
Control of DNA capture by nanofluidic transistors [electronic resource]

For decades, scaling of semiconductor devices has allowed massive parallelization and faster devices for higher processing throughput at a lower cost. Similar benefits can be reaped for biotechnological systems. Miniaturized microfluidic sensors and actuators have dramatically improved the throughput of biomolecular analysis by parallelization. The development of further miniaturized biotechnological sensors and actuators (in the nanoscale) is a thriving field of research today. A promising group of such nanofluidic devices are based on nanopores. Over the past 15 years nanopores have garnered significant interest as single-molecule analytical tools, particularly for DNA sequencing, and actuators to manipulate ionic and biomolecular transport. In this work, we report the use of electrically-gated ~200 nm pores as a reversible, electronically-tuneable biomolecular switch, namely, a nanofluidic transistor (NFT). We demonstrate highly effective electrostatic control of the nucleic acid capture rate with > 1000-fold modulation using sub-1V gate biases. These devices were fabricated to exploit the barrier-limited operation arising from the balanced interplay between electroosmotic flow (EOF) and electrophoresis for pores of this size and aspect ratio. The method relies on varying the gate voltage to modulate the shape of the electric double layer (EDL) to finely tune the strength of the EOF opposing the DNA's electrophoretic motion. We have determined that operating these NFTs within the sub- to near-threshold regime allows for exponential (or super-linear) control of the DNA capture rate. We present detailed numerical simulations to quantitatively elucidate the underlying mechanism of NFT operation and the effects of electrical biases, solution pHs, NFTs surface properties and NFT device dimensions. This dissertation will contain an overview of electrokinetics of nanopores, a survey of nanofluidic device research, the specifics of nanofluidic transistor fabrication used, the details of instrument development and behavior, the results of the DNA capture rate modulation experiments, and potential applications of the nanofluidic transistors studied.

Keywords: Electrical Engineering
Advisor: Davis Ronald W. (Ronald Wayne)
Dutton Robert W. primary advisor. Thesis advisor
Howe Roger Thomas advisor. Thesis advisor
Controlled electrode aging and nanoscale electrolytes for solid oxide fuel cells [electronic resource]

Solid oxide fuel cells (SOFCs) are a compelling energy conversion technology due to their high efficiency and fuel flexibility, but their commercialization has largely been limited by high operating temperatures (800-1000°C). Recent research efforts have focused on nanoscale SOFC membranes via MEMS-type fabrication and have demonstrated low-to-intermediate temperature operation (250-550°C) with improved device performance. Porous platinum is commonly used as the electrode material in these research devices, but it is unfortunately subject to coarsening at even moderate temperatures, leading to degradation of the electrodes and ultimately reduction of device performance. In order to investigate the evolution of porous Pt electrodes and evaluate nanoscale YSZ electrolytes, we fabricated two types of SOFCs with identical electrodes: bulk-YSZ (100um-thick) electrolyte with 115nm-thick porous Pt electrodes; and atomic layer deposited (ALD) nano-YSZ (30nm-thick, varying compositions) electrolyte with 115nm-thick porous Pt electrodes. This dissertation begins with a general introduction to solid oxide fuel cells, fundamentals of their operation, and key metrics for their evaluation. The second part of this dissertation focuses on bulk-YSZ SOFCs, which were the subject of an electrode pre-treatment study, and which also served as baseline devices for comparison with nano-YSZ SOFCs. In this pre-treatment study, we observed that cycling air and forming gas over the anode resulted in an immediate, sustained, and significant enhancement of the current density compared to devices tested without pre-treatment. The apparent enhanced current density was accompanied by a 10x enhancement of SOFC performance and a 93% reduction in total electrode resistance. The third and fourth parts of this dissertation focus on the ALD of YSZ and subsequent characterization of SOFCs fabricated with 30nm-thick YSZ membranes of varying composition. These SOFC membranes tested are among the thinnest reported.

Keywords: Materials Science and Engineering
Advisor: McIntyre Paul Cameron primary advisor. Thesis advisor
Bent Stacey advisor. Thesis advisor
Prinz F. B. advisor. Thesis advisor
Controlling ramification in number fields [electronic resource]

This thesis focuses on two aspects of limited ramification and is split up into two independent sections. The first section (which comprises the second and third chapters) is on the distribution of class groups of cyclic cubic fields. We propose an explanation for the discrepancy between the observed number of cyclic cubics whose 2-class group is C_2 x C_2 and the number predicted by the Cohen-Lenstra heuristics, in terms of an invariant living in a quotient of the Schur multiplier group. We also show that, in some cases, the definition of the invariant can be simplified greatly, and we compute 10^5 examples. The second section (which comprises the fourth and fifth chapters) discusses branched covers of algebraic curves, especially covers of elliptic curves with one branch point. We produce some techniques that allow us to write down explicit equations for such maps, and then we give examples of number fields which arise from such covers. Finally, we present some possibilities for future works that the author hopes to pursue.

Keywords: Mathematics
Advisor: Venkatesh Akshay
Conrad Brian
Diaconis Persi advisor. Thesis advisor
Convex methods for approximate dynamic programming [electronic resource]

his thesis studies the use of convex optimization in stochastic control problems. We propose methods based on convex optimization for approximate dynamic programming. Dynamic programming is a standard approach to many stochastic control problems, which involves decomposing the problem into a sequence of subproblems to solve for a global minimizer, called the value function. Traditional dynamic programming approaches focus on problems with finite state space and action space, and finding a solution gets prohibitively difficult as the state space or action space grows. With the exception of a few special cases, dynamic programming (DP) is difficult to carry out for general problems. In such cases, approximate dynamic programming (ADP) gives a method for finding a good, if not optimal, policy. In this work, we rely on our ability to (numerically) solve convex optimization problems with great speed and reliability. Using custom generated solvers we can speed up computation by orders of magnitude. In this thesis, we use convex optimization in conjunction with approximate dynamic programming to find the optimal (or suboptimal, but good) policies for an array of stochastic control problems. In the first part of the thesis, we consider applications where we have access to a good controller (which may be very complex): this could be a pilot controlling an aircraft, or a model predictive controller with a long lookahead horizon. In such cases, we can observe the actions chosen in different states, but we do not have access to the underlying objective function used by the controller (such as the pilot). We propose methods that use convex optimization to impute the underlying objective function. This results in a controller that can mimic the behavior of the original controller, often with the complexity reduced greatly. In the second part of the thesis, we develop the mathematical framework and present algorithms for carrying out projected value iteration using quadratic approximate value functions. Although there are no theoretical guarantees, we observe that in practice we achieve very good performance in a reasonable number of steps. We will consider problems in a variety of applications, such as consumer behavior modeling, robotics, finance, input-constrained control, and supply chain management.

Keywords: Electrical Engineering
Advisor: Boyd Stephen P. primary advisor. Thesis advisor
Judd Kenneth L.
Van Roy Benjamin advisor. Thesis advisor
Cosmic stellar explosions and galaxy cluster weak gravitational lensing [electronic resource]

Observations of supernova (SN) explosions and galaxy clusters have been essential to the construction of the standard $\Lambda$-CDM cosmological model. Type Ia SN are powerful probes of the cosmic expansion history and were the tools used to discover cosmic acceleration more than a decade ago. They are the thermonuclear explosions of white dwarf stars, and regular patterns in their light curves and luminosities enable distance measurements with a precision of ~10%. Core-collapse SN, which signal instead the deaths of young, massive stars, also have use as cosmological distance indicators and can be detected, when accompanied by a GRB, to very high redshift. A very different technique for constraining cosmological parameters is to measure the distribution of galaxy clusters as a function of mass and redshift within well-defined X-ray or optical surveys. For this method, the current limiting systematic uncertainty is the calibration of galaxy-cluster mass proxies such as total X-ray luminosity or cluster richness. In this thesis, I discuss the discovery that SNe Ia found in more massive host galaxies are ~10% brighter, after light curve corrections for stretch and color, than those in less massive galaxies. I also demonstrate the existence of strong patterns among the explosion environments of core-collapse SN which point to the effects of progenitor mass and metallicity on massive stellar evolution. Finally, I present a weak-lensing mass analysis of 51 X-ray--luminous galaxy clusters. The inclusion of these lensing mass estimates in current cosmological analyses will improve significantly the calibration of X-ray mass proxies and increase both the accuracy and precision of galaxy cluster cosmological constraints.

Keywords: Physics
Advisor: Allen Steven W. (Steven Ward) primary advisor. Thesis advisor
Burke David primary advisor. Thesis advisor
Kahn Steven M. (Steven Michael)
Romani Roger W. (Roger William) advisor. Thesis advisor
Crime, punishment, and war [electronic resource]

What explains public support for war? In my dissertation, I generate new insight into this question by developing a theory that treats war as one of the many kinds of violence that individuals regularly observe and experience over the course of their lives. I argue that the use of violence as punishment is pervasive throughout human society, and that individuals develop strong beliefs about the morality of punishment early in life. These beliefs then serve as a guide for forming opinions about the use of violence in three distinct domains: interpersonal, domestic and international. In particular, I focus on retributivism, a school of thought that justifies punishment on the basis of the moral value inherent in "just repayment" for an act of wrongdoing rather than on the basis of the positive future consequences that punishment will produce. Studies in a number of different fields have found that retributivism is the primary driver of support for harsh domestic criminal penalties in the United States. I build on this work by demonstrating that retributivism influences attitudes towards the kinds of punishment that take place between private individuals and between sovereign states, as well as the kinds of punishment that take place within an institutionalized system of criminal justice. This evidence is the subject of the first of three empirical chapters that comprise the dissertation. The second empirical chapter explores the implications of cross-national variation in popular retributivism for the use of military force by democracies, while the third empirical chapter investigates the cultural sources of that variation. The theories and evidence that I present in these chapters add a new dimension to the study of public opinion about war and generate new insights into the domestic sources of international conflict and the relationship between democracy and war.

Keywords: Political Science.
Advisor: Segura Gary M.
Tomz Michael primary advisor. Thesis advisor
Schultz Kenneth A. advisor. Thesis advisor
Data analytics [electronic resource] : integration and privacy

Data analytics has become an extremely important and challenging problem in disciplines like computer science, biology, medicine, finance, and homeland security. As massive amounts of data are available for analysis, scalable integration techniques become important. At the same time, new privacy issues arise where one's sensitive information can easily be inferred from the large amounts of data. In this thesis, we first cover the problem of entity resolution (ER), which identifies database records that refer to the same real-world entity. The recent explosion of data has now made ER a challenging problem in a wide range of applications. We propose scalable ER techniques and new ER functionalities that have not been studied in the past. We also view ER as a black-box operation and provide general techniques that can be used across applications. Next, we introduce the problem of managing information leakage, where one must try to prevent important bits of information from being resolved by ER, to guard against loss of data privacy. As more of our sensitive data gets exposed to a variety of merchants, health care providers, employers, social sites and so on, there is a higher chance that an adversary can "connect the dots" and piece together our information, leading to even more loss of privacy. We propose a measure for quantifying information leakage and use "disinformation" as a tool for containing information leakage.

Advisor: Garcia-Molina Hector primary advisor. Thesis advisor
Leskovec Jurij advisor. Thesis advisor
Widom Jennifer advisor. Thesis advisor