VictorJuiz/thesis huggingface dataset:
Cardinality-Constrained Financial Optimization Problems

To construct an optimal portfolio, an investment process typically involves a risk model and an asset allocation. Whether it is which factors to include in the risk model or which assets to include in the portfolio, investors are constantly making a choice. If the selection is made a-priori, then the included subset may be suboptimal; another choice may lead to better outcomes. In order to integrate the selection problem in the overall optimization, cardinality constraints are imposed on the decision variables resulting in mixed-integer programs (MIPs). This thesis investigates various cardinality-constrained optimization problems throughout the investment process using different techniques and methods to deal with the computational complexities presented by MIPs and improve model performance. First, a cardinality-constrained risk model is examined. A unified, data-driven framework that produces general factor models is presented. Three sparse factor models of varying degrees of nonlinearity across feature selection and engineering are proposed. Next, cardinality-constrained asset allocation problems are studied. First, cardinality constraints are imposed on the risk parity (RP) portfolio optimization problem. Presented are the first two formulations that can be solved using off-the-shelf solvers to global optimality without the need of specialized algorithms or approximations. Second, index tracking is reframed to be more risk-centric, focusing on matching the risk make-up of the tracking portfolio to that of the benchmark’s. To that end, a novel risk allocation-based index tracking (RABIT) framework is proposed. While it is formulated as a non-convex MIP that is solvable to global optimality by the latest off-the-shelf solvers, an exploration-exploitation heuristic is developed to tackle larger scale problems. The final work presented integrates both aspects of the investment process. Using end-to-end learning, the performance of the downstream portfolio is taken into account during the risk model’s parameter estimation. This is the first work to implement the end-to-end learning framework to non-linear MIPs. A tight, semi-definite programming relaxation is placed as an implicit layer in a neural network that uses a loss function corresponding directly to the portfolio's realized performance quality.

Keywords: Cardinality Constraints
End-to-End Learning
Factor Modelling
Mixed-Integer Programming
Portfolio Optimization
Advisor: Kwon, Roy H
The Effect of Using Bioflocculants as Conditioners on Dewatering of Biosludge

Chemical conditioning by biopolymers, as an alternative for petroleum-based synthetic polymers, for improving the dewatering of biosludge from pulp and paper mills is a growing interest. There are limited studies on the application of biopolymers for enhancing the dewaterability of biosludge and the underlying mechanisms in this process. This thesis explored the possibility of employing biopolymers such as hemoglobin (Hb), lignin-based flocculants (LBFs), and protamine to enhance the dewaterability.Cationic polymers improve the dewaterability of sludge by neutralizing the negative charge of the biosludge particles. Biopolymers such as hemoglobin and lignin do not possess high charge density naturally. As a result, they only exhibit a positive effect on dewaterability after modification through different processes. Hemoglobin from animal blood was methylated to replace the hydrogen carboxyl groups in its structure to become more positively charged. Lignin from pulp manufacturing processes was also modified via free radical polymerization with acrylate-based monomers. Dewaterability was assessed based on the dry solids content after treatment and pressing by Crown press. Capillary suction time (CST) was also used as water separation rate indicator. Only after modification, by using 10% of methylated hemoglobin, the dry solids content of biosludge increased by 5%. Similarly, LBFs considerably decreased the CST by nearly 50 seconds from 73s to 23s and increased the dry solids content by 7% with a relatively high dose of 7.5%. The potential of using dual conditioning method by combining cationic biopolymers such as protamine and LBFs with a small amount of a synthetic anionic polyacrylamide (APAM) was also investigated to lower the dosage required for biopolymers. Dual conditioning provided significant synergistic effect resulting in increasing the solids content of biosludge by 9% and lowering the amount of protamine addition substantially to 2%. In a similar way for LBFs, the biopolymer demand decreased from 7.5% to around 3% by using a dual conditioning system. The cationic biopolymer reduced the negative charge on the particles, allowing smaller particles to agglomerate and provided a positively charged framework for the addition of the APAM. Significant floc-bridging occurred after the addition of APAM, allowing smaller flocs to aggregate into larger flocs.

Keywords: Bio-flocculant
Biosludge
Dewatering
Pulp Paper
Wastewater
Advisor: Allen, Grant DGA
Tran, Honghi HT
Developing predictive stream fish productivity models using the metabolic theory of ecology and a size-based approach

Secondary production reflects the amount of energy available to higher trophic levels and can provide insight into the dynamics of energy transfer within an ecosystem. Fish production incorporates a wide range of key response metrics such as abundance, biomass, growth, and reproduction, into one quantitative metric but requires resource-intensive data for empirical estimation. While many studies have investigated fish productivity, few have evaluated different methods of estimating production or investigated the key drivers of productivity in riverine ecosystems. Additionally, size spectrum modeling reflects the negative scaling relationship between abundance and body size and has commonly been applied to lake and marine ecosystems to understand trophic dynamics and the transfer of energy for communities and ecosystems. In my thesis, I investigate different approaches to predict the biomass production of stream fish assemblages using the metabolic theory of ecology and size spectrum modeling. By testing the metabolic theory of ecology and published standard production model, I show that precise estimates of total stream fish productivity can be obtained from biomass and body size data. To ensure that fish data are unbiased and accurately represent fish assemblage, I developed a capture probability model using a hierarchical Bayesian framework that corrects the size bias associated with electrofishing removal samples. I then used variance partitioning and model selection to investigate how a combination of abiotic and biotic variables are related to stream fish productivity in wadeable streams. Finally, I investigated the parameterization of size spectrum models at various spatial scales to determine whether site aggregation is a suitable approach for riverine size spectrum modeling. My findings indicate that fish size spectra align better approximate theoretical expectations when multiple sites are aggregated together. Overall, my thesis demonstrates that published standard fish production models can be used to estimate productivity, that productivity is better predicted by biotic than abiotic variables, and that size spectra models at broader spatial scales can be used to investigate the movement of energy at higher trophic levels in river ecosystems.

Keywords: Fish ecology
Metabolic theory of ecology
Productivity
Size spectra
Stream fish
Advisor: Jackson, Donald A
Jones, Nicholas E
Under Surveillance: A Study of the Securitization of Somali Men in Canada

This study uses an autoethnographic approach as a Somali, Black, Muslim, Woman living in Canada. Drawing on my lived experiences, I look at the ramifications and direct material consequences of islamophobia and anti-blackness on the Somali Toronto community. In addition, this also utilizes a Critical Discourse Analysis Approach to study anti-terrorism policy and countering violent extremism programs in Canada; it critically examines 10 key government documents that focus on radicalization and national security. A critical examination of these documents reveals anti-Islamic, Islamophobic, and Orientalist discourses embedded within national security policies. The findings show a clear contradiction between the Charter Rights and Freedoms and the current anti-terrorism policies, which have directly caused an increase in racial profiling and racialization of Muslims. The key arguments presented in this study show that the current approaches to address ‘terrorism’ stem largely from Orientalist ideas about the East and the fear of the ‘enemy.’ I emphasize the need for a multi-centric depiction of Muslims that disrupts the common monolithic construction of the violent, intolerant, Muslim Male. The response to 9/11 resulted in discourses and constructions of Muslim men as potentially dangerous and a threat to democratic values, which has contributed to the continual surveillance and securitization of Muslim communities in Canada. This study contributes to the broader discussions surrounding national security, Islamophobia, and securitization in Canada. I utilize an anti-racist, Foucauldian, and intersectional approach to look at the existing barriers Canadian Somali men face. Through situating the dual oppressions Canadian Somali men face, I argue a need for an anti-racist approach to countering violent extremism, and the importance of a multi-centric understanding of Islam. I introduce an integrative anti-framework approach that addresses the systemic barriers Somali men face in Canada.

Keywords: Auto-ethnography
Islamophobia
Muslims
Securitization
Somali
Surveillance
Advisor: Manion, Caroline
Wane, Njoki
“The Scars Remain.” Power, Solidarity, and Punishment in an Atypical Latin American Prison

This dissertation presents an ethnographic research study of “Punta de Rieles,” an atypical Latin American prison where over 600 male prisoners coexist with a significant degree of autonomy in a relatively peaceful environment that resembles a poor neighbourhood. Unlike other experiences in the region, the atmosphere of this prison is a direct consequence of the prison authorities’ decision to promote responsibilization, prisoners' participation, and solidarity. The study explores this prison on its own social, geographical, and political terms, examining the discourses and rationalities that shape the warden's practices and leadership style. It describes how prisoners actively adapt and engage with the penal environment, shaping it through individual and collective participation. In this way, the penal environment, the governmental practices, the surveillance network, and the level of order are defined by the authorities and influenced by the prisoners. This study dialogues with prison sociology studies from the Global North and the Global South and sheds light on the fragility of penal regimes based on strong leadership, the impact of real subjects in defining penal scenarios, the limitations of responsibilization, the complex power assemblages that define punishment, the contradictions that arise when conflicting rationalities interact, the role of prisoner participation in establishing order, and the relationship between domination and space and time carceral configurations.

Keywords: global south
leadership
prisoners participation
prisons
punishment
Advisor: Hannah-Moffat, Kelly
Role of Intracellular Calcium Stores and Calcium-Permeable AMPARs in Functional and Structural Plasticity in Mouse Hippocampal Slices

Memories are internal representations of life that can last in the order of minutes to years, and are largely experience-dependent. For example, the memory of an inconsequential event typically fades, unless they are closely related to a novel event, succinctly explained by the synaptic tag and capture (STC) hypothesis. The formation of short (STM)- or long - term memories (LTM) involve several biochemical changes that either increase or decrease synaptic efficacy. These changes are commonly referred to as Long-term potentiation (LTP) or depression (LTD). LTP can be differentiated into two forms based on their dependence (LTP2) or independence (LTP1) on protein synthesis (PS) and are hypothesized to be analogous to LTM and STM respectively. In both forms of LTP, calcium (Ca2+) signaling plays a vital role. However, Ca2+ has a number of different sources, the relative importance of which is poorly understood. Here I have investigated the role of calcium-permeable (CP)- AMPARs and Ca2+ release from intracellular stores. Using theta burst stimulation (TBS) of varied strength and patterning, I was able to selectively induce LTP1 (wTBS or cTBS) or a combination of LTP1 and 2 (sTBS). Combining these induction protocols with pharmacological agents, I have confirmed the role of CP-AMPARs and demonstrated that intracellular Ca2+ stores are required specifically for LTP2. To investigate STC, I delivered LTP 2 and LTP1 to independent inputs, which resulted in an enhancement of LTP1 due to STC. I confirmed the role of CP-AMPARs and demonstrated the importance of Ca2+ release from intracellular stores during the induction of LTP2 in STC. Furthermore, to address the question of the association between functional and structural plasticity under physiological conditions, I developed a method to monitor both simultaneously using field potential recordings and two-photon imaging, respectively. I found that functional plasticity induced by sTBS is associated with structural plasticity and that the structural plasticity is entirely dependent on the activation of CP-AMPARs. In conclusion, my findings provide novel insights to the synaptic basis of memory formation and highlight the importance of CP-AMPARs and calcium release from intracellular stores in this process.

Keywords: Calcium
Calcium-permeable AMPA-receptor
Long-term potentiation
Protein synthesis-dependent plasticity
Synaptic tag and capture
Two-photon imaging
Advisor: Collingridge, Graham L
Multiple Fortification of Salt with Zinc and Other Micronutrients

Diets poor in essential vitamins and minerals are widespread throughout the world and have profound effects on the health and social development of individuals. Zinc deficiency is estimated to affect one-third of the world's population, which could be addressed by adding zinc to the current widespread salt iodization processes. This research aims to develop a cost-effective technology to fortify iodized salt with zinc alone and in combination with other micronutrients while ensuring micronutrient stability. Since the iodine spray solution was incompatible with zinc, it was concluded that the only viable option for adding zinc to iodized salt is to create a barrier between zinc and iodine. Two encapsulation techniques, extrusion agglomeration and spray drying, were optimized for encapsulating zinc alone and along with iron. For fortifying refined salt, zinc and iron were encapsulated to produce premixes by optimizing the extrusion agglomeration method. Our results confirmed that the formula in which iron was included in the core of the premix and the reddish colour of ferrous fumarate was masked with 20% zinc oxide and 15% titanium dioxide, with 5% hydroxypropyl methylcellulose and 5% soy stearin as the moisture barrier was the most promising formula. Salt prepared by this process retained more than 70% iodine when stored at 45°C and 70% relative humidity for 6 months. Zinc and iron-zinc powders were prepared to fortify coarse salt by optimizing the spray-drying technique. The hygroscopic properties of maltodextrin made it an inefficient barrier between the active ingredients and iodine. At the same time, chitosan and the combination of Eudraguard with hydroxypropyl methylcellulose proved to be an effective barrier. Characterization of the different powders and the role of each variable revealed that a ratio of 20% between the total active ingredients and the coating material was the optimal ratio, while the combination of Eudraguard: hydroxypropyl methylcellulose (3:1 w/w) showing superior encapsulation properties compared to other coating materials. Overall, this study demonstrated that it is possible to fortify fine and coarse salt with encapsulated stable zinc or zinc and iron powders.

Advisor: Diosady, Levente
Sperm Motion in Viscous Environments with Applications in Microfluidics-based Selection

Male infertility is a major global concern and is defined by an ejaculate that’s function is hindered by insufficient sperm counts and/or low-quality sperm that obscure fertilization success. Assisted reproduction techniques (ARTs) are used to treat infertility and focus on the selection of viable sperm from the sample for fertilization in vitro. However, conventional selection methods fail to recover the top sperm candidates, thereby limiting ARTs success. The concerns of infertility and challenges in its treatment techniques indicate the necessity of sperm analysis and selection methods to resolve the mechanisms mediating fertilization success and to improve ARTs. Biomimicry-based models supporting key properties of the in vivo microenvironment are required – and microfluidics has emerged as a promising tool to meet this demand. This thesis develops clinically-driven microfluidic approaches for sperm selection and investigates sperm behaviour in relevant rheological environments. A sperm selection-in-a-dish platform is developed, integrating the clinically established petri dish with a microchannel array that selects high-quality sperm directly from semen by way of a one-stage processing protocol that is representative of the clinical setup for fertilization in vitro (Chapter 3). Clinical tests with human sperm show a 63% improvement in selected sperm DNA integrity over that of the standard methods. In the course of clinical test development, an unexpected cooperative behaviour among human sperm is discovered within a microfluidic setup mimicking the viscous contrasts in the female tract. Sperm with high DNA integrity cooperate by attaching at the head region to migrate faster as a group through highly viscous conditions to potentially outcompete rival sperm for fertilization. This new mode presents a revision on the knowledge of motion of human sperm – some of the most studied human cells – and became the focus of the second half of the Ph.D. (Chapter 4). The cooperative swimming mode preferentially involves sperm with high DNA integrity and capacitation functionality, and can be an essential mechanism dictating fertilization success and for incorporation in selection processes in ARTs. Collectively, these contributions advance the field of male fertility by providing new methods for sperm selection in vitro, and new understanding of how sperm navigate in vivo.

Keywords: fertility
microfluidics
sperm
Advisor: Sinton, David
Visual Learning Using Synthetic Data

Deep learning has revolutionized several fields, including computer vision. Yet, creating computer vision datasets to train deep neural networks using supervised learning is time-consuming and expensive, typically involving collecting and annotating large amounts of sensor data. This collection and annotation process becomes more complex and costly if the task demands risky events, highly precise annotation, or expert knowledge. Using synthetic data generated with graphics simulators for training deep neural networks is an alternative solution. We can obtain an infinite number of perfectly labeled training samples with synthetic data, including long-tail rare events and safety-critical scenarios, and those humans might annotate noisily. However, the generalization performance in complex real-world scenes of synthetic-data-trained models frequently degrades. This thesis presents a collection of work toward overcoming this issue. Our core idea interprets learning from data generated with graphics simulators as a domain adaptation problem and develops novel adaptation techniques that improve the transfer performance in real-world datasets. The underpinning of our proposed algorithms lies in aligning synthetic and real-world data distributions using a novel adversarial framework that minimizes a chosen f-divergence and is both practical and theoretically motivated. We also show how to deal with complications arising in this framework, such as complex optimization dynamics and label-distribution mismatch. We demonstrate the effectiveness of our methods in both controlled settings using standard datasets and in more practical scenarios using an open-source self-driving simulator with multi-sensor data. Finally, I conclude the thesis by summarizing the key contributions of my work and discussing directions for future research.

Keywords: Adversarial Learning
Computer Vision
Deep Learning
Domain Adaptation
Synthetic Data
Advisor: Fidler, Sanja
Expressive Virtuosity on Accordion: The Performance Techniques of Joseph Macerollo, O.C.

Since the 1970s, Joseph Macerollo’s accordion teaching has attracted hundreds of students from at least 18 countries, and he has given hundreds of world premieres with an emphasis on contemporary chamber music. A pioneer of using accordion in a contemporary music landscape, Macerollo developed a multitude of precise body techniques for integrating the accordion’s sound into diverse musical environments. His techniques incorporate all parts of the upper body (and occasionally the legs) to achieve superior versatility and awareness in the performer’s production of tone, phrasing, articulation, projection, and the ability to alter how ‘time’ is perceived by the listener—all of which I call collectively Expressive Virtuosity. Macerollo summarizes his method in a four-point model—Time, Tone, Flow, and Space. Examples of his unconventional techniques include playing the left hand ahead of the right, using multi- dimensional bellowing motions, creating rhythmic points using combinations of finger, bellows, and body techniques, and moving around the instrument. These techniques have the potential to revolutionize how accordion is taught at the university level, and the central goal of this thesis is to document and explain Macerollo’s unconventional techniques. To offer additional perspectives on Expressive Virtuosity, I also conducted interviews with renowned Professors Geir Draugsvoll and Claudio Jacomucci, including in-depth discussions of performing as an orchestral soloist and using the Alexander Technique on accordion. The recent rise in articles related to accordion performance and pedagogy shows that the academic accordion community is searching for new techniques that will inspire greater creativity in relationships with composers, within pedagogy, and on the concert stage. After a lifetime of performance experience and teaching, Macerollo’s techniques will help raise concert accordion playing to the next level and acknowledge Canada’s most important contribution to date in this field.

Keywords: Accordion
Draugsvoll
Jacomucci
Macerollo
Performance
Technique
Advisor: Halladay, Wallace