VictorJuiz/thesis huggingface dataset:
Optimization Problems in Model-Free Stochastic Portfolio Theory and Sequential Testing Games

The principal focus of this dissertation is on problems in Mathematical Finance whose solutions (i) help inform optimal individual actions, or (ii) lend understanding to the downstream behaviour of complex systems. The first part of this thesis addresses questions in Stochastic Portfolio Theory, a field that takes a descriptive approach to the study of financial markets and portfolio selection. The direction (i) incentivizes the study of a model-free non-parametric optimization problem related to the important infinite dimensional family of functionally generated portfolios which has desirable theoretical properties and can be implemented numerically. Insights from this work motivate the development of the statistical and computational theory of Convex PCA, a dimension reduction methodology for data living in a convex subset of a Hilbert space. In line with (ii), the applications generate new insights about the principal features of financial markets. The second part of this thesis begins by introducing and solving a soft classification version of a Bayesian sequential testing problem whose history dates back to Wald. This formulation is then embedded in a game setting where a continuum of agents interact and influence each other’s decisions. The study of this game presents the first treatment in the literature of a tractable mean field game with information filtering, optimal stopping, and a common unobserved noise. In the spirit of (i) and (ii), an investigation of the solution reveals the optimal decisions agents make and the nature of the equilibria that arise.

Keywords: Convex Principal Component Analysis
Mathematical Finance
Mean Field Games
Portfolio Optimization
Sequential Analysis
Stochastic Portfolio Theory
Advisor: Wong, Ting-Kam Leonard
Zhang, Yuchong
Investigating the Fundamental Molecular Interactions Responsible for Polymer Mucoadhesion

Polymer-protein interactions are fundamental to the success of drug delivery vehicles, as they dictate their biological fate. There are many examples of these protein-polymer interactions that can be leveraged to not only improve existing devices but add new functionalities that would otherwise not be possible. Mucoadhesion is one such example, where polymer materials are designed to enable binding with mucin proteins present in mucosa. This binding has the potential to facilitate transmucosal drug delivery with high retention times, reducing the frequency of administration, improving bioavailability and ultimately patient outcomes of such a pharmaceutical device. One overarching challenge of these design approaches is that the mechanisms responsible for protein-polymer binding are poorly understood and challenging to measure in situ. The goal of this thesis was to investigate these mucin-polymer interactions to better understand these underlying mechanisms. To achieve this goal a new spectroscopy technique, DISCO NMR, was developed to map these macromolecular binding interactions in solution without the need for probe molecules. We then used this spectroscopy to uncover nuanced structure-activity relationships that underpin mucoadhesive interactions for a library of 22 polymer species, comprising 122 unique polymer protons. In addition, we probed the influence of adjusting materials parameters, and uncovered that binding modes for mucin-polymer complexes are unique and can be perturbed by small changes to the underlying material. These changes include spatial rearrangements of binding complexes as a function of molecular weight (observed in hydroxypropyl and hydroxypropylmethyl cellulose) and provide a physical justification for optimal molecular weight of binding. We also investigated the impact of functionalizing polymer materials into three dimensional materials namely micellar nanoparticles and polymer-coated gold nanoparticles. These experiments uncovered that the characteristics that dictate polymer surface assembly can cause interaction switching (from binding to inert or vice versa) without chemical modification for both polyvinylpyrrolidone and polyvinyl alcohol coatings. In total, the results of this thesis can be used to optimize polymer materials for mucoadhesion and provide quantification of the underlying structure activity relationships. These results can be taken further and applied to higher order materials systems, to provide guidance to real-world commercial products.

Keywords: DISCO
Nanoparticles
Nuclear Magnetic Resonance
Polymers
Protein Interactions
Advisor: Gu, Frank X
Toward Increased Inclusivity: Women’s Solo Piano Repertoire in Royal Conservatory of Music Curricula

In 1886, The Royal Conservatory of Music established its presence in Toronto where it continues to maintain significance as a Canadian institution for Western classical music study. The primary focus of this research is to understand how women’s solo piano music has been included in Canada’s most prominent music conservatory curricula by tracking how and when women’s music appeared in editions of the syllabi. Ultimately, this research intends to better understand how classical music repertoire has shifted from its patriarchal core through an intersectional feminist lens. This study bridges music education and music performance literature to better inform scholars and musicians of the impact surrounding historically underrepresented groups and its effect on the canon. With the societal shifts that took place since 2015—namely the #metoo movement, pandemic, and racial reckoning—many education systems were confronted with identity-related bias. Using the RCM as my case study, I discovered an increase of inclusive patterns regarding women composers in the last two editions of piano syllabi (2015, 2022). I gathered primary data regarding new inclusions, ultimately resulting in a catalogue of 306 newly included solo piano works by women composers (Preparatory A to Licentiate Diploma) in the 2022 piano syllabus. Each new piece of repertoire includes information that outlines composer name, date of birth and death (where applicable), composition title and date, publisher(s), geographical points of interest, and a narrative link discussing topics from the literature review. In addition, a numerical and thematic analysis regarding women composers of the last two editions of RCM piano syllabi (2015, 2022) was conducted. Themes that emerged include politics of place, the focus on the RCM examination system, level-based inclusive patterns, and women composers included in the 2022 RCM piano syllabus. No research on this 2022 RCM piano syllabus—the most recent edition at the time of this writing—exists. This dissertation fills the gap and provide teachers, students, and performers with a catalogue of the 306 newly included pieces of piano music by women in the 2022 syllabus. This tool highlights newly included repertoire and composers and provides means to avoid becoming overshadowed by the more familiar repertoire of previous syllabi, which, as the study shows, has historically been comprised of music by men. The significance of this study informs our understanding of the historical patriarchy of Western classical music, confronts gender bias in the evaluation of composers, and ultimately highlights the RCM as an institution toward increasing inclusive practices. The goal of this research is to amplify women’s music for solo piano, ultimately resulting in more interest and performance of this repertoire.

Keywords: Classical piano
Music
Pedagogy
Piano
Royal Conservatory of Music
Women's music
Advisor: Niknafs, Nasim
Microbiota-regulated host determinants of intestinal immune homeostasis

Development and functional programming of the intestinal immune system partly relies on signals derived from the intestinal microbiota. Dysfunctional host-microbiota communication can result in impaired host defense or overt inflammation, leading to disease states. However, the specific microbial products involved in this interaction and the mechanisms by which they interact with immune cells are not well understood, particularly when considering understudied non-bacterial members of the microbiota. In this thesis, I identified adenosine triphosphate (ATP) as a trans-kingdom molecular motif, indicative of microbial vitality and diversity, that shapes innate and adaptive immunity in the colon. Microbial energy metabolism activates colony stimulating factor 2 (CSF2) production by group 3 innate lymphoid cells (ILC3s) within solitary isolated lymphoid tissues (SILTs) in a cell extrinsic, P2X7R/NLRP3-dependent fashion. CSF2 regulates the survival and mitochondrial activity of SILT-associated macrophages (SAMs), a spatially contained macrophage subpopulation implicated in defense against enteric bacterial infection. Additionally, diversification of the microbiota, for example via colonization with protozoan commensals, elevates ATP and activates a local Th1/Th17 response in an NLRP3/NLRP1-dependent manner, resulting in enhanced resistance against Salmonella typhimurium infection. Collectively, these findings provide a mechanistic model in which microbiota diversity and metabolism serve as a rheostat that activates innate immune sensing to confer host defense against enteric pathogens. This work offers insight into our fundamental understanding of host-microbiota communication with possible therapeutic implications for inflammatory bowel disease and enteric infection.

Keywords: host-microbe interactions
infectious diseases
innate immunity
macrophages
microbiome
mucosal immunology
Advisor: Mortha, Arthur
The Concept of Policy Departure: Understanding When and Why Political Parties and their Leaders Abandon Ideological Policy Objectives

How do political parties and their leaders choose policy positions? Why and when do they choose to change them? This dissertation argues that one way to explain why political parties and their leaders abruptly change policy positions is to understand their need to build a winning electoral coalition. It posits that parties need to both mobilize core supporters and persuade swing voters to vote for them at the polls in order to win elections in majoritarian democracies. In order to bring together a winning coalition, this dissertation suggests that one means of doing so is to engage in what is referred to as policy departure. Through this method, parties and leaders will depart from ideological positions on issues that are not seen as core issues by a party’s base but may help win over swing voters. Such an approach allows them to appeal to swing voters without losing the support of the base, support that is necessary to build a winning electoral coalition. This dissertation puts forward a theoretical framework that posits that parties and their leaders make strategic decisions to engage in policy departure in three decision-making contexts: pre-election, post-election and critical moment. Different constraints are placed on decision-makers depending on the context in which those decisions are being made. The dissertation examines six core case studies, two for each of the three contexts. Core case studies come from Canada and focus on the Mulroney, Chrétien and Harper governments. Evidence in these studies was gathered from first-hand relational interviews. Secondary case studies, undertaken through process tracing, come from Canada, the United Kingdom and the United States. In this dissertation, the theory of policy departure is presented as a possible explanation when seeking to understand why political parties adopt policy positions that run counter to their baseline ideologies, as measured in prior election platforms. A clear method for understanding policy departure, both theoretically and in practice, is outlined. This method offers insight into how parties and leaders make strategic decisions, circumstances in which policy departure is likely to be successful, as well as the role of leaders in the decision-making process.

Keywords: Canada
Elections
Ideology
Interview
Strategy
Advisor: Loewen, Peter
Lie Theory in Generalized Kähler Geometry

Generalized Kähler (GK) geometry was discovered in the study of N = (2, 2) supersymmetric σ-models. In this thesis we develop a new approach to GK geometry by addressing the integration problem of GK structures. To tackle this problem, we first reformulate the definition of GK structures in terms of holomorphic Manin triples. Throughout this approach, we discovered an intimate connection between GK geometry and double structures invented by Ehresmann and further developed by Mackenzie in the fields of Poisson geometry and Lie theory.We introduce and develop the concept of holomorphic Morita equivalences of symplectic double groupoids, 2-morphisms between Morita equivalences, and multiplicative LS bisections in order to access the underlying holomorphic data, and smooth data associated with GK structures. We then employ techniques from Poisson Geometry, such as gauge transformations, and IM 2-forms to solve the integration problem and prove a differentiation theorem. As applications, we provide a definition of generalized Kähler classes and present a Hamiltonian flow construction of GK metrics. In the last chapter, we introduce and develop the notion of groupoid equivariant gerbes, double groupoid equivariant gerbes, Morita equivalences between equivariant gerbes. We make a connection between equivariant gerbes and shifted symplectic structures, and determine the gerbe prequantization of pluriclosed 2-forms.

Keywords: Generalized geometry
Lie theory
Manin triples
Mathematical physics
Poisson geometry
Symplectic double groupoids
Advisor: Gualtieri, Marco
Petrologic Thermodynamic and Diffusion Kinetic Modeling: Applications to Venus and the Western Tianshan Metamorphic Belt, China

Slab subduction plays an essential role in plate tectonics and Earth's geological evolution. While conventional petrologic and thermodynamic modeling derive valuable P-T information from exhumed high-pressure terranes, assessing rates or timescales adds a new dynamic perspective on subduction processes. Recent studies, through calibrated diffusion models for minerals, have successfully formulated comprehensive P-T-t paths using diffusion speedometry. However, the intricate mathematics involved underscores the need for accessible and adaptable software, leading to the creation of DIFFUSUP, a user-friendly diffusion simulation tool introduced in this Ph.D. thesis.Garnet is a prevalent mineral in metamorphic rocks. The diffusion of divalent cations (Ca2+, Mg2+, Fe2+, Mn2+) in garnet is widely used for resolving transient geological events in diverse contexts. However, the available models have demonstrated inconsistencies, especially at low temperatures. This thesis then recalibrates the garnet diffusion model, focusing on Mn2+, utilizing samples from the Western Tianshan ultrahigh-pressure metamorphic belt. This recalibrated model, when applied to an eclogitic breccia, unveils a transient thermal phase during slab exhumation. For carbonate minerals, the existing diffusion models for Mg2+–Fe2+/Mn2+ in dolomite need re-evaluation due to notable disparities between model predictions and empirical observations. Through high-pressure experiments and natural sample examination, this research shows that the diffusion rates are considerably slower than previous insights from experiments, setting new upper limits at a series of temperatures. Such findings emphasize the critical role of spatial resolution of analytical methods in diffusion modeling. Beyond diffusion speedometry, an analysis of the physical properties of subduction slabs offers valuable insights into subduction geodynamics and broader consequences. The final chapter compares the buoyancy of subducting slabs on Archean Earth with Venus. Based on 2D thermo-metamorphic modeling, the results shed light on how the variation in eclogitization influences slab buoyancy on these two planets. The greater chemical buoyancy on Venus, posing resistance to subduction, may have hindered its transition to self-sustained subduction.

Keywords: Diffusion
Eclogite
Garnet
Petrologic modeling
Subduction
Thermodynamics
Advisor: Chu, Xu X.C.
The Learning Regulator

Politicians routinely give regulators the authority to make decisions that affect the interests of others, but set procedures for the exercise of this authority. Procedures are said to guide the substance of the decisions regulators reach by making these decisions more transparent. The more sunlight its decisions attract, the less likely it is that a regulator will pursue its own policy preferences in place of those reflected in legislation. This account of how procedures guide substance has been the subject of persuasive criticism, however, which in turn casts doubt on whether procedures guide substance in the first place. If politicians cannot guide regulators’ decisions through procedures, this would seem to call into question the democratic pedigree of much of the administrative state. In Canada, securities regulators, with their broad powers to engage in rulemaking with little to no direct involvement from politicians, would seem especially vulnerable on this score. This thesis argues it is too early to reject the claim that procedures guide substance. Instead, it proposes an alternative account of how procedures might guide substance: by shaping the learning process that feeds into regulators’ decisions. By shaping regulators’ choices about what and how much information to gather and use in making decisions, procedures may serve to ensure these decisions reflect value judgments made by politicians and reflected in law. The thesis develops this account through three case studies, each comparing Canadian securities regulators’ efforts to learn about and respond to a new financial innovation against those of their US and UK counterparts, and illustrating how procedures might have helped guide them in different directions. If procedures guide substance, this does not necessarily mean that regulation always promotes social welfare or some other interpretation of the public interest. Procedures might inadvertently guide regulators in a different direction than politicians intended. Politicians might also use procedures to guide regulators towards making decisions that cater to vested interests. The thesis suggests pathways for future work shedding light on these risks and options for reform.

Keywords: cryptoassets
high-frequency trading
robo-advice
securities regulation
Advisor: Niblett, Anthony
University Inc. and the Spectre of Violence

This thesis shines a light on the socio-political experience of a particular sub-discipline at a large research-intensive university in North America. It explores the authoritatively controlled narrative framing the university, questions its normative practices, and establishes ‘all is not as it seems’. From the data the university emerges as an intensely authoritative place with employment expectations tightly wound around ideological control. This conclusion is in relation to the theoretical framework which highlights the relationships between the university, research and teaching, and their ideological accordance with the maintenance of State violence. Proceeding this is a literature review which empirically grounds the theory and illustrates the connection between the historically enfranchised and the types of socio-political participation still excluded. To understand this issue further academics are interviewed: the interviewees allude to the authoritative dynamics in their sub-discipline and how they limit their ability to participate on their own ideological terms. In addition, research and pedagogy are bound clearly to the power of imperialist white-supremacist capitalist patriarchal knowledge traditions which reify State violence. The discussion section offers a model for engaging with individual participation in relation to the reproduction of the university in its current authoritative and ideological form.

Keywords: authority and the State
bell hooks
critical methodology
critiques of the university
social justice education
violence and education
Advisor: Darnell, Simon
An Engineered 3D Co-Culture Model of Macrophages and Pancreatic Cancer Organoids to Explore Cellular Interactions in the Tumour Microenvironment

Pancreatic ductal adenocarcinoma (PDAC) is the most common form of pancreatic cancer and is currently the third leading cause of cancer-related deaths in Canada. Despite innovations in research and the advent of immunotherapies, PDAC remains one of the deadliest cancers. PDAC is extremely challenging to treat because of its highly dysregulated tumour microenvironment (TME) comprised of aggressive cancer cells and pro-tumorigenic immune cells that interact with hypoxic and molecular gradients to promote malignancy. Specifically, interactions between tumour associated macrophages (TAMs) and cancer cells in the hypoxic TME have been shown to play significant roles in disease progression. However, deciphering these complex interactions is challenging with current cancer models, which either do not capture the complexities of the TME or allow for the interrogation of cellular interactions in physiologically relevant microenvironmental gradients. In this work, we present a fully human engineered 3D co-culture model of primary macrophages and patient-derived pancreatic cancer organoids based on the Tissue Roll for Analysis of Cellular Environment and Response (TRACER). Here, we incorporate macrophages with PDAC organoids and show that cell-generated hypoxic gradients and expected responses to these gradients are observed in TRACER. Moreover, we report that the TRACER co-culture can be used to evaluate the impact of macrophage-cancer interactions on response to chemotherapies and T-cell inflammation. To decipher these cancer-immune cell relationships with more granularity, we performed bulk transcriptional analysis. Here, we show that transcriptional profiles, such as metabolic rewiring of tumour cells, were uniquely present in TRACER but not in cells cultured in hypoxia chambers. Importantly, we observe that macrophages in TRACER resembled pro-tumourigenic PDAC TAMs. Interestingly, we reveal that organoids in co-culture with macrophages in TRACER were less sensitive to gradient and hypoxia-driven perturbations, and that macrophages played a potentially dominant role in driving these changes. Overall, we anticipate that our TRACER co-culture model will uniquely enable the investigation of intersecting parameters between cancer cells, immune cells and microenvironmental gradients like hypoxia, and will provide valuable insight on how the PDAC TME can be modulated for therapeutic benefit – a feat that is not possible with other in vitro models or patient data alone.

Keywords: 3D in vitro models
Hypoxia
Macrophages
Organoids
RNA-seq
Tumour microenvironment
Advisor: McGuigan, Alison P