VictorJuiz/thesis huggingface dataset:
Optimal Placement and Dynamics of Order Positions with Related Queues in the Limit Order Book

The optimal placement problem studies how to optimally place orders in a limit order book to purchase/sell a fixed number of shares of a stock. Under a correlated random walk model with mean-reversion for the best ask/bid price, optimal placement strategies for both single-step and multi-step cases are derived in this thesis. In the single-step case, the optimal strategy involves only the market order, the best bid, and the second best bid. In the multi-step case, the optimal strategy is of a threshold type. Critical to the analysis is a generalized reflection principle for correlated random walks./nFurthermore, a simple linear price impact model is also presented, which gives insight into the price impact of executing large orders on placement decisions./nThe availability of detailed limit order book information enables more accurate estimation of the order execution probability and price dynamics. Motivated by various optimization problems and models in algorithmic trading, a limiting behavior for order positions and related best bid/ask queues in a limit order book is studied in this thesis. In addition to the fluid and diffusion limits for the processes, fluctuations of the order position and related queues around their fluid limit are analyzed. As a corollary, explicit analytical expressions for various quantities of interests in a limit order book are derived.

Advisor: Guo, Xin
Metal-Semiconductor Hybrids and Pt-Ga Alloys for Catalytic Applications

Abstract/nMetal-Semiconductor Hybrids and Pt-Ga Alloys for Catalytic Applications/nby/nFadekemi Adetola Oba/nDoctor of Philosophy in Chemistry/nUniversity of California, Berkeley/nProfessor A. Paul Alivisatos, Chair/nCatalyst design using nanocrystals unlocks a wealth of independently tunable parameters which can optimize the catalytic performance of a material. The controlled placement of nanocrystals with distinct size, shape and composition within a single particle combines the advantages of each individual component for targeted reactions. Furthermore, the tailored mixing of two or more elements within a single nanocrystal can lead to novel properties distinct from the single elements themselves. Such parameters can be useful in enhancing the activity, selectivity and stability of a catalyst under reaction conditions. Thus, special attention must be paid to the assembly of such catalysts. Solution phase synthesis is a versatile tool for creating complex nano-architectures in a rational and controlled manner./nCatalytic reactions often have competing unwanted side reactions which lead to deactivation or degradation. Nanocrystal building blocks can be tuned to address these issues on an atomic level. Furthermore, structure-activity relationships can elucidate information regarding the nature of the active site when the catalyst itself has been carefully designed, assembled and thoroughly characterized. This dissertation covers the colloidal synthesis of platinum and ruthenium loaded chalcogenide semiconductor nanocrystals for applications in water splitting, as well as platinum-gallium alloy nanocrystals for propane dehydrogenation./nChapter 1 of this dissertation reviews the fundamentals of semiconductor nanocrystals, which covers the basic properties of nanocrystals, background on their colloidal synthesis and requirements to achieving solar water splitting. The design of a platinum and ruthenium loaded core/shell cadmium selenide/cadmium sulfide nanorod is introduced. Chapter 2 discusses the synthesis of this four component heterostructure, detailing crucial considerations that must be addressed when assembling such multicomponent structures. Initial photocatalytic studies are presented at the end, followed by synthetic approaches to replacing ruthenium with iron or cobalt oxide based materials. Chapter 3 reviews some fundamentals of metal nanocrystals and the synthesis/applications of alloys in heterogeneous catalysis. A brief background on propane dehydrogenation is provided, with a succinct description of major problems encountered and proposed solutions. This precedes the synthetic development and characterization of platinum-gallium nanocrystals for propane dehydrogenation in Chapter 4. Chapter 5 presents the in-situ monitoring of structural changes which occur under experimentally relevant conditions and initial propane dehydrogenation studies. Concluding remarks are summarized in Chapter 6, followed by an appendix of additional results and references.

Advisor: Alivisatos, Armand P
Application of Power Systems Economics to Wind and Solar Power Integration

The focus of this dissertation is the economic implications of the technical challenges of integrating variable generation, namely wind and solar, into the electric power system. The research is organized around three topics: short-term variability of wind and solar generation, changes in the economic value of wind and solar with increasing penetration, and the effectiveness of different measures at mitigating changes in economic value with increasing penetration levels. Early studies of PV grid impacts suggested that short-term variability could be a potential limiting factor in deploying PV. Many of these early studies, however, lacked high-quality data from multiple sites to assess the costs and impacts of increasing PV penetration. As is well known for wind, this research demonstrates that accounting for the potential for geographic diversity can significantly reduce the magnitude of extreme changes in aggregated PV output, the resources required to accommodate that variability, and the potential costs of managing variability. Still, the economic value of wind and PV is found to drop as the penetration increases in a case study of California that uses a long-run investment model with significant detail on the operational constraints in the power system. The drop is primarily due to a drop in the capacity value (particularly for solar) and energy value. Day-ahead forecast error and ancillary service costs, although not insignificant, do not change as dramatically with increasing penetration. The same model and data is then used to evaluate several options to stem the decline in value of these technologies. The largest increase in the value of wind at high penetration levels comes from increased geographic diversity. The largest increase in the value of PV at high penetration levels comes from assuming that low-cost bulk power storage is an investment option. Other attractive options, particularly at more modest penetration levels, include real-time pricing and technology diversity.

Advisor: Callaway, Duncan S.
Gullah Geechee Indigenous Articulation in the Americas

Gullah Geechee are descendants of enslaved West Africans who have articulated cultural traditions of their ancestors with the land- and seascapes of the Sea Islands. The ecological similarities of Sierra Leone’s coastal region facilitated the importation of African traditions into what became South Carolina, thus resulting in land-based cultural practices that can be defined in an unexpected way as indigenous (Reardon and TallBear 2012). The Gullah Geechee disrupts the dichotomy of traditional or historical indigeneity and diasporic identity (Clifford 2001, Yeh 2007). They are diasporic and also situated in a particular place. De jure sovereignty is not the reality but rather de facto assertions of belonging to the land. Rather than a biological hybridization inheritance analysis, my research uses a geographical and social type of co-constitution to illustrate Gullah Geechee indigenous articulation in the Americas (Ng'weno 2007, Sturm 2002). Rising from the legacies of the American South, the Gullah Geechee secured land abandoned after the civil war legally and through community sanctions. My analysis illustrates Gullah Geechee indigeneity and sovereignty constituted in relation to cultural practices linked to the land. Transitioning from a Western anthropocentric worldview to an African ethical framework of human and nonhuman reciprocity and cooperation, my research reveals the power dynamics of structures of authority producing identity and indigeneity within small-scale fisheries managed as common pool resources (CPR) in the Sea Islands. Although conventional resource management strategies typically ignore gendered perspectives in favor of male-biased frameworks that actually obscure women’s work, my study reveals Gullah Geechee indigenous livelihood strategies and self-determination pursuits inclusive of women’s critical engagement (Ray 2007). I also show how the performative is part of the identity politics of the Gullah Geechee as they articulate themselves as indigenous, but in a surprising way, in the Americas (Ebron 2002).

Advisor: Romm, Jeffrey M
Finney, Carolyn
Unfinished Yarn: Work, Technology, and the Ethical Subject in Kolkata

This dissertation explores jute life and community through the repair and reworking of old and analog machines. This, I claim, has given rise to particular brands of microlocal or community practices and politics, including craft revival, tensions between the “body mechanic” and the “fragmented mechanic,” repair and reuse as ethical work, strategies of dealing with “gray” infrastructure, “proverbial ethics,” and “pension politics,” which are different from the politics of unions and the “seamless” production theories of industrial capitalism as well as global capitalism. In short, the dissertation uses the idea of the local, tied to vernacular forms of thought, action, interaction, and interruption, to give a sense of shared values and tensions between individuals and the community in working neighborhoods. The community adapts to the ideas of recycling, flexibility, improvisation, and mobility, redefining the “fields of practice” in the domain of work and everyday life./nThe five chapters of the dissertation trace the material culture of jute from medieval to neoliberal times. I begin with the many local narratives of raw jute or pāṭ and jute handicrafts or pāṭshilpa, overlooked in most studies of jute. This grounds the ethnography of (machine)-woven jute or choṭ and the jute industry or choṭshilpa in the first section, “Jute Works.” The section begin with the total works, then moves in to focus on one machine, the hāti kal (elephant machine), and finally one tiny pinion of this machine. Moving out again from the jute works to “Jute Publics,” the last two chapters explore the spaces and circuits of the mohallā (neighborhood/community) bazaar and mohallā politics in the context of nonelite globalizations.

Advisor: Ray, Raka
Cohen, Lawrence
Variability Modeling and Statistical Parameter Extraction for CMOS Devices

Semiconductor technology has been scaling down at an exponential rate for many decades, yielding dramatic improvements in power, performance and cost, year after year. Today’s advanced CMOS transistors have critical dimensions well below 24nm. This means that controlling the manufacturing process is increasingly difficult. Process and material fluctuations cause device and circuit characteristics to deviate from design goals, and introduce significant device-to-device variability due to spatial variations across silicon wafers. Accurate modeling of these spatial process variations has become critical to both foundries and circuit designers that seek optimal power/speed/area balance./nTo understand the nature of spatial process variations, we first carried out a comprehensive variability analysis of data measured from thousands of variability-sensitized test structures, including ring oscillators, SRAM bit cells and their internal transistors. We manufactured these test chips using early stage 90nm and 45nm commercial semiconductor processes. We proposed a hierarchical variability model to capture the systematic and random components of device parameter variations across silicon wafers, and across chips. The detailed decomposition of the process variation profile reveals significant across-wafer systematic component for the delay and leakage of ring oscillators, and across-chip systematic component for the read/write margins of SRAM bit cells, as well as their internal transistors. The proper modeling of each hierarchical component proved to be crucial for the accurate estimation of the statistics of device performance distribution and its parametric yield./nThe knowledge gained about process variation from carefully designed test structures was leveraged into estimating the variation and parametric yield of new devices and circuits. This was accomplished by improved the statistical compact model parameter extraction methodology, and by proposing a stepwise parameter selection method. We used a normalized notional confidence interval and, and the sum of squares of fitting residuals as extraction and fitting quality criteria. This allowed us to determine the essential model parameters for accurate fitting over a large number of transistors. We applied this methodology to EKV and PSP with both simulated and experimental data, demonstrating its effectiveness. Finally, we combined the results from statistical parameter extraction with the hierarchical spatial variability model. This, compared to traditional methods, produced much-improved estimates of device performance and manufacturing yield.

Advisor: Spanos, Costas J
Meiotic prophase regulation and achiasmate chromosome segregation in Caenorhabditis elegans

Meiosis is the specialized cell division by which sexually reproducing organisms produce haploid gametes. In order to reduce the chromosome complement by half, chromosomes must undergo pairing, synapsis, and crossover formation, followed by two rounds of chromosome division. All of these mechanisms depend on the proper establishment, maintenance, and remodeling of sister chromatid cohesion. Sister chromatid cohesion is mediated by cohesin complexes, which associate with newly replicated sister chromatids. Cohesion is required for all major aspects of meiosis: formation of the synaptonemal complex, induction of DNA double-strand breaks, and the repair of breaks to form crossovers, in addition to the regulated release of cohesion to enable segregation. During meiosis, cohesin complexes incorporate specialized subunits and are subject to different regulation, compared to mitotically dividing cells. The functions and regulation of cohesion during meiosis remain poorly characterized, and a major goal of my thesis work has been to address these important questions./nWapl is a widely conserved regulator of cohesin. It has been implicated in antagonizing the association of cohesin complexes with DNA to facilitate cohesin removal during mitosis. However, its role in meiotic chromosome dynamics has not been investigated in any detail. To better understand the roles and regulation of sister chromatid cohesion in meiosis, I have focused on the Caenorhabditis elegans Wapl homolog, WAPL-1. I found that C. elegans WAPL-1 promotes faithful mitotic chromosome segregation, as in other organisms. I also found that WAPL-1 affects cohesin dynamics during meiosis, contributes to DNA double-strand break repair, and is regulated by the meiosis-specific kinase, CHK-2./nA second component of my thesis work examines the behavior of achiasmate chromosomes during meiosis. When early meiotic events fail to establish the requisite crossovers, the resulting achiasmate chromosomes often missegregate, or nondisjoin. Chromosome nondisjunction can result in aneuploid gametes, which has disastrous consequences for the developing embryo. To accurately detect autosomal nondisjunction in single embryos, I developed a fragment length polymorphism (FLP) assay. I used this approach to analyze chromosome segregation in oocyte meiosis in wildtype animals at different ages, and in mutants with elevated frequencies of achiasmate chromosomes. I found that nondisjunction occurred asymmetrically, yielding a higher frequency of monosomic than trisomic embryos. I also found evidence that germline apoptosis protects C. elegans hermaphrodites from increased nondisjunction as they age. Together, the results of these studies further illuminate meiotic prophase regulation and achiasmate chromosome segregation.

Advisor: Dernburg, Abby F
Government Issue: The Material Culture of the Red Army 1941-1945

This dissertation uses everyday objects to explore the meaning of the changes in Soviet society during the Great Patriotic War. The war was a fundamental shift in relations between citizen-soldiers and the state. It was also the greatest threat to the survival of the Stalinist state and Soviet people. The state survived by providing soldiers with the necessities and motivation to defend it. The former included rifles, boots, spoons and shovels, while the later encompassed harsh discipline, concern for well-being, and a shift to celebrating the accomplishments of the Russian Empire. All of this played out in objects, from underwear kept lice free, newspapers and books to occupy soldiers' time and lamps to light their bunkers, to the introduction of medals depicting Russian Imperial heroes./nFocusing on things (e.g. uniforms, weapons, tools, personal possessions) allows us to see the intersection of ideology and everyday life, of prescription and practice. Every chapter presents a different object or series of objects and uses them to both provide an ethnography of life in the Red Army and to highlight an aspect of the changes that took place in Soviet society during the war. In every chapter, we see how common experiences based on using the same objects – eating from the same pot, sleeping in the same bunker, receiving the same medal, crewing the same gun – brought people of different ages, ethnicities, classes, creeds, and sexes together. The first three chapters focus on the soldier’s body and identity. Starting with the body itself, discussing how a diverse group of people became state property and how both the state and the soldiers managed this new relationship. Chapter 2 shows how uniforms refashioned soldiers’ biographies and made them readable texts consisting of medals and insignia, while allowing the state to present itself as having ancient roots. Chapter 3 focuses on how the state provided and soldiers used rations. The next section is devoted to violence. Chapter 4 examines the uses of the soldier’s spade and attempts by individuals to stay alive and craft something like normal life in the trenches. Chapter 5 is dedicated to weapons: both the act of killing and social hierarchy associated with different arms. A third section focuses on possessions, presenting a final chapter (6) on trophies, covering a sea change from a state that claimed a monopoly over everything on the battlefield to one that encouraging soldiers to take what they wanted from the defeated Third Reich. The dissertation concludes with a brief discussion of the subjects fostered by these objects.

Advisor: Slezkine, Yuri L
The Prosaics of Weak Modernism

This dissertation puts philosophies of existence in dialogue with general and historical grammar to describe the moments in which a style comes into being. Cultivating a poetics of prose hinged between nineteenth-century realism and an emergent aesthetics yet to be called modernism, the dissertation identifies in the Bildungsroman of D. H. Lawrence and James Joyce the “weak” -- non-narrative and non-explicative -- means of circumscribing structures of reflection into linguistic forms. The formal undercurrent found in proto-modernist novels, in which grammatical functions exploit the modes of the “subject” or “agency” operating in the narrative, persists throughout the long twentieth century. I turn to Doris Lessing and a generation of mid-century critics whose writings are hinged between the modernist avant-garde and a formal exhaustion yet to be called postmodernism. The existential grammar of modern narratives presented in the dissertation show that the dynamics of historic accumulation inverts the dynamics of language to the point of its utmost evacuation.

Advisor: Blanton, Charles Daniel
Verb-Initial Clauses in Ancient Greek Prose: A Discourse-Pragmatic Study

Word order in Ancient Greek, a ‘free word order’ or discourse-configurational language, depends/nlargely on pragmatic and information-structural factors, but the precise nature of these factors is/nstill a matter of some controversy (Dik 1995, Matić 2003). In this dissertation, I examine the set/nof constructions in which a verb appears in first position in its clause, and consider the conditions/nunder which such constructions appear and the roles they play in structuring Greek discourse. I/ndistinguish between topical and focal initial verbs, and show that the former class (which are the/nmain concern of the study) in fact occur as part of larger units definable in terms of both prosody/nand pragmatics. The function of such units, I argue, is to mark specific kinds of transitions between/nthe implicit questions that structure discourse (Questions Under Discussion [QUDs], Roberts/n1996). I describe and categorize the types of QUD transitions marked by verb-initial units in a/ncorpus of five fifth-and fourth-century Greek prose authors, and relate these to transitions marked/nby other classes of constructions, including a newly identified contrastive-topic construction. My/naccount improves on preceding models by unifying a number of phenomena previously treated as/ndisparate. It also represents the first large-scale application of the QUD model to real discourse.

Advisor: Garrett, Andrew J
OS and Runtime Support for Efficiently Managing Cores in Parallel Applications

Parallel applications can benefit from the ability to explicitly control their thread scheduling policies in user-space. However, modern operating systems lack the interfaces necessary to make this type of “user-level” scheduling efficient. The key component missing is the ability for applications to gain direct access to cores and keep control of those cores even when making I/O operations that traditionally block in the kernel. A number of former systems provided limited support for these capabilities, but they have been abandoned in modern systems, where all efforts are now focused exclusively on kernel-based scheduling approaches similar to Linux’s. In many circles, the term “kernel” has actually become synonymous with Linux, and its Unix-based model of process and thread management is often assumed as the only possible choice./nIn this work, we explore the OS and runtime support required to resurrect user-level threading as a viable mechanism for exploiting parallelism on modern systems. The idea is that applications request cores, not threads, from the underlying system and employ user-level scheduling techniques to multiplex their own set of threads on top of those cores. So long as an application has control of a core, it will have uninterrupted, dedicated access to it. This gives developers more control over what runs where (and when), so they can design their algorithms to take full advantage of the parallelism available to them. They express their parallelism via core requests and their concurrency via user-level threads./nWe frame our work with a discussion of Akaros, a new, experimental operating system we developed, whose “Many-Core Process” (MCP) abstraction is built specifically with user-level scheduling in mind. The Akaros kernel provides low-level primitives for gaining direct access to cores, and a user-level library, called parlib, provides a framework for building custom threading packages that make use of those cores. From a parlib-based version of pthreads to a port of Lithe and the popular Go programming language, the combination of Akaros and parlib proves itself as a powerful medium to help bring user-level scheduling back from the dark ages.

Advisor: Brewer, Eric