VictorJuiz/thesis huggingface dataset:
Integrating Prediction and Portfolio Optimization

The fundamental objective of portfolio optimization is the determination of next period's optimal asset allocation under conditions of uncertainty. In most settings the portfolio optimization inputs, such as risk and return, are unobservable at decision time and must be forecasted using observable feature data. Traditionally, predictive forecast models are optimized independently of their use in the downstream portfolio optimization. While a perfect prediction model would lead to optimal decision-making, in reality, all prediction models do make some error. As such, an inefficiency exists in the traditional `predict then optimize' paradigm: prediction models are optimized with unique prediction-based objectives and are therefore unaware as to how those predictions will be used in the downstream portfolio optimization. This thesis aims to address this shortcoming and presents an alternative integrated prediction and optimization (IPO) framework. In contrast to a traditional estimation approach, the IPO framework optimizes prediction models in order to minimize the final downstream decision objective. We first consider the integration of linear regression prediction models in a mean-variance optimization setting and derive closed-form analytical expressions for the optimal IPO coefficients. We then consider IPO estimation for more general prediction and portfolio optimization problems. We make use of recent advances in neural network architecture and provide a first-order gradient descent framework for optimizing prediction model parameters to minimize downstream portfolio objectives. Experimental results demonstrate that IPO prediction models can result in lower out-of-sample decision error and improved economic performance. The IPO parameter estimation process, however, can be computationally demanding, particularly when the number of decision variables is large. We address these computational challenges in the medium to large scale limit and present an alternative differentiable neural network architecture for constrained quadratic programming. We conclude by demonstrating that the IPO frameworks developed and studied herein are generalizable to alternative forms of prediction and optimization modelling. We present a gradient boosting algorithm for integrating general additive prediction models with downstream convex quadratic cone decision optimization. Experimental results comparing with state-of-the-art IPO methods demonstrate improved reduction in out-of-sample decision regret.

Keywords: convex optimization
neural networks
portfolio optimization
regression
statistical learning
Advisor: Kwon, Roy H
Defining the Role of Novel Therapeutics on Hepatitis B Virus Specific CD8 T Cell Recognition of Infected Hepatoma Cells and the Characterization of Mediators of the Male Bias of Liver Disease

Chronic hepatitis B (CHB) infection affects 292 million individuals globally and is the cause of an estimated 887,000 deaths annually, primarily through liver cirrhosis and hepatocellular carcinoma (HCC) as a consequence of chronic liver inflammation. CHB is managed with nucleos(t)ide analogues to prevent disease progression. However, nucleos(t)ide analogues do not cure CHB and can be required indefinitely. Therefore, there is a need for novel therapies enabling the long-term control of hepatitis B virus (HBV). The HBV-specific CD8 T cell response is central to the sustained control of HBV; however, it remains unclear how, or if, novel therapies for CHB will alter the function of HBV-specific CD8 T cells. When the outcomes of CHB are considered, sex plays a significant role in disease progression. Men develop HCC earlier and more frequently than women do. Together, this makes understanding if novel therapeutics can allow for the sustained control of HBV integral to preventing HCC. Using an in vitro model for HBV infection we evaluated two classes of novel therapeutics on the HBV-specific CD8 T cell response. We defined that immunomodulatory compounds can enhance CD8 T cell recognition of HBV through induction of the immunoproteasome by interferon dependent mechanisms. Additionally, we have shown that RNA interference can impede HBV-specific CD8 T cell recognition. Finally, we confirmed that men have worsened clinical outcome and elevated inflammatory potential during HBV reactivation. Using intrasinusoidal liver derived cells isolated through liver perfusion, we demonstrated that immune compositions between men and women are similar. Male liver monocytes responded to in vitro stimulations with more robust inflammatory cytokine production and had lower expression of negative regulators of Toll-like receptor signalling. Together, these data provide insight into how novel therapeutics may interact with the HBV-specific CD8 T cell response in vivo and identify a potential mechanism governing worse outcomes of CHB in men.

Advisor: Gehring, Adam
Light by Design: Generating Arbitrary Scalar and Vectorial Optical Fields in Simple, Inhomogeneous and Anisotropic Media

The ability to design and realize arbitrarily chosen optical fields without modifying the medium's index of refraction remains an elusive but much-desired capability with applications in various fields such as optical micromanipulation, imaging, microscopy, remote sensing, and data communications, to name a few. With the recent advances in spatial light modulators and metasurfaces, this long-sought goal has become more tangible. Toward that end, researchers have demonstrated control over different light properties such as the field's intensity, orbital angular momentum, and polarization state, each of which plays a crucial role in one or more of the aforementioned applications. While a tremendous effort has been dedicated to structuring the previously mentioned properties, the focus has been mainly on homogeneous and isotropic media due to their simplicity, which is a severe limitation considering that most applications involve more complicated media. In this dissertation, we establish a systematic method to design and realize optical fields (scalar or vectorial), where properties such as intensity, trajectory, spot shape, orbital angular momentum, and polarization state can be controlled "at-will" inside a simple, inhomogeneous, or anisotropic medium. Using different ideas from PDE-constrained optimization, the developed framework provides the closest realizable optical field to the pattern of interest. In addition to providing systematic tools for designing optical fields for different applications, the developed framework sheds light on some of the interesting physical dynamics of these optical fields.

Keywords: Diffraction
Imaging
Interference
Optical trapping
Structured light
Wavefront shaping
Advisor: Mojahedi, Mo
Enabling Consistent Workspaces Across Contexts For Information Workers

Working with multiple physical and digital devices has become a commonplace activity today. Though every device within its own walled garden can be easily 'connected', users encounter gaps between the physical and digital world, fragmented storage solutions across devices, inconsistent interface designs, and a lack of mutual state awareness facilitating mixed-use. Modern operating systems often employ a device-centric model; as a result, operations are restricted to a particular device, leaving users without a sense of 'home' that manages their unified digital world. There is also a lack of consistent design guidelines across contexts that are equivalent to the desktop metaphor and WIMP interface in the multi-device environment. This dissertation presents an organizing principle of information to fill this gap and proposes a series of interaction techniques to demonstrate a consistent workspace across contexts. In particular, we highlight the values of the physical reality, arm-anchored interaction space, and unified shell interfaces managing personal information and devices. We first present a thorough examination of background literature, including investigations on how people work with physical and digital devices, theories and experiments on the proprioception and peripersonal space, and a summary of interaction techniques, frameworks, and hardware infrastructures adopted by existing work. Next, we explore the fusion of physical and digital documents via two experiments and a series of MR interactions that augment physical artifacts with rich, dynamic virtual content and combine the benefits of being physical and digital. We then conduct a study to investigate how users interact with an arm-anchored interface and examine a data-driven approach to optimize the layout of 3D UI controls surrounding the user's arm. We further present our design of a shell interface that enables consistent, spatially-aware access to information anytime and anywhere.

Keywords: Arm-anchored UIs
Cross-device interaction
Human-computer interaction
Mixed reality
Pen-based interface
Spatial awareness
Advisor: Wigdor, Daniel D
In Violation of International Law: The War on Terror and Anticipatory Self-defence

As Darryl Li writes in the Universal Enemy, this new world order is characterized by two forms of armed conflicts: national ethnic wars and a “globally threatening militant Islam.” The latter characterization is attributed to the attacks of September 11, 2001 against the United States, after which the figure of the ‘Muslim’ evil ‘terrorist’ was designated as the enemy of all humankind. In light of this, the present paper tells a story of the development of the international legal regime in the realm of counter-terrorism, focusing on the doctrine of anticipatory self-defence that was introduced by the United States’ National Security Strategy in 2002. The paper argues that the novel doctrine of anticipatory self-defence introduced by the Bush administration not only undermines the principles of necessity and proportionality that govern the use of force under international law, but it also represents a neo-colonial extension of earlier colonial legacies of domination.

Keywords: 9/11
anticipation
international law
self-defence
use of force
war on terror
Advisor: Fadel, Mohammad
Development of Electrochemical and Bio-electrochemical Technologies for Environmental Applications

Electrochemical and bioelectrochemical processes have recently emerged as intriguing options for sensing and wastewater treatment. There is an urgent need for the development of a sensing device capable of multiplex detections, as well as being cost-effective, quick, sensitive, portable, and selective. As nanotechnology advances, nanocomposites are emerging as model modifier components for meeting the aforementioned needs and amplifying electrochemical detection mechanisms via electrochemical sensors. In addition, bioelectrochemical systems are a novel bioengineering technology that combines electrogenic microbes with electrochemical methods to improve the microbes' reducing or oxidising metabolism. Power is generated in bioelectrochemical systems due to the oxidation reactions at the anode and reduction reactions at the cathode via electron transfer between electron acceptors and donors. Recently, microbial fuel cell (MFC) technology has emerged as a promising hybrid platform for the simultaneous removal of organic contaminants from wastewater and the generation of green energy using microorganisms already present in the wastewater.Cost-effective polyaniline-based nanocomposite modified graphite paste electrodes for simultaneous detection of phenolic pollutants such as benzenediol isomers and endocrine disrupting phenolic pollutants were developed. Furthermore, novel nanocomposites were developed to investigate the use of electrochemical sensors beyond environmental research by detecting biomolecules for clinical diagnosis, food safety, and the beverages industry. The feasibility of the developed sensors was also tested by analysing real-world samples of human urine, canned juice, hair dye, and wastewater. Finally, the dissertation focused on the fabrication of low-cost clay-based ceramic membranes, as an alternative to more expensive polymeric Nafion proton exchange membranes in MFC application. Ceramic membranes modified with plant-based organic waste such as durum wheat semolina (DWS) were developed. The DWS acted as a pore-forming agent and was used for the first time in the fabrication of novel porous ceramic membranes that improved MFC performance. This dissertation focused on the selection and optimization of electrode modifiers in conjunction with various electrochemical methods. It also concentrated on novel ceramic membrane modifiers, as well as the design and fabrication of nanocomposite-modified electrochemical sensors and MFCs. Finally, this dissertation elaborated on the concepts of electrochemical devices which have potential for miniaturisation and mass production.

Keywords: ceramic
fuel cell
membranes
microbial
nanoprobe
sensor
Advisor: Kerman, Kagan
Structural Identification of Production Functions

This thesis addresses important questions about the theory of endogenous growth using micro-economic modeling, empirical studies and structural econometric identification. The thesis comprises three distinct but related chapters. The first chapter of the thesis highlights the importance of technology spillovers by developing a simple tournament model. The equilibrium demonstrates that technology spillovers have negative incentives effects on firms R&D investments, yet spillovers have several benefits: they potentially reduce R&D investments costs, and they impact positively aggregate variables such as industry-level prices. This chapter demonstrates that the level of social welfare and the performance of competitive markets depend upon the concentration of the market and the magnitude of technology spillovers. Consequently, the effectiveness of antitrust policies designed to increase social welfare or market efficiency is subject to the magnitude of technology spillovers. The second chapter of the thesis advances a dynamic structural econometric model to measure returns of R&D investments and the magnitude of technology spillovers. A key feature of the structural model is that both productivity and the number of patents granted are determined endogenously. In this model, externalities of technology are incorporated into the R&D investment problems. The parameters of the production function and the parameters of the equation of motion of productivity are identified. The novel estimator for production functions accounts for simultaneity, attrition, functional dependence and the reflection problem. The chapter provides empirical evidence for the theory of endogenous growth: R&D investments and technology spillovers are determinants of productivity heterogeneity across firms. The third chapter is the most important and advances a fundamental econometric result: the endogeneity problem is not well-defined, and it is not the source of identification issues in regression models. This chapter demonstrates that reduced-form models cannot be transparently identified because cross-moments between factor inputs and the residual are unknown. Subsequently, it is clearly established that controversial assumptions required for identification of production functions using control functions are not necessary. Identification of production functions parameters can be achieved using Euler-equations. The main assumptions of this original approach are profit-maximization and rational expectations.

Keywords: Production functions
Structural identification
Technology spillovers
Advisor: Yatchew, Adonis AY
Kēdzéntēdé Kedzedı̨̄: Aunties, Disestablishment, and the Making of Communiversitea

This work is an exploration of identity in relation to land+, language, nation, community, clan, and family; or what I call my ecocentric relational identity and relational-determination. Weaving my identity through stories and language, this work reflects on a lifelong journey of learning and applying the teachings of Dena Au’nezen (the highest law of the Kaska Dena) and Dena K’eh (the Dena way) in my community and work. From the perspectives and experiences of being a long-time advocate for missing and murdered Indigenous women, girls, and two-spirit+ people and their families and survivors in the Yukon, nationally, and internationally, I articulate and examine tacit aspects of colonialism, ‘beneviolence’, and violence and speak to Indigenous experiences of resistance, antifragility, and survivance. This work, nested in the Kaska Dena community, seeks to rematriate Indigenous learning models and modalities, and introduces the concept of Denagogy1 (learning and leading from Dena K’eh), ecogogy (learning and leading from the land+), and ecocentric relational identity as foundational concepts. The dissertation in practice is presented in two parts: a narrative storytelling, and a digital educational model. Through the practice of dän känàdän äch’e (teaching) and känídän (learning) simultaneously, and the sharing of tea and stories, I have been gifted with the privilege of having a role in restory-ing the future through sharing a theory of decolonial living. This work introduces the practice of methodolotea as a formal research tool, deconstructing western approaches to teaching and learning while articulating the ways these have impugned and aspersed Indigenous teaching and learning methodologies and spaces as an act of genocide. Echō (Elders/highest teachers of Dena K’eh) often say Kēdzéntēdé Kedzedı̨̄ (we are all learning together) which is the conceptual midwife for introducing the model for what I call communiversitea in Kaska homelands. _____________________________________1 Auntie Dorothy Smith, witnessing, 2022

Keywords: beneviolence
communiversitea
Dena Au'Nezen
Denagogy and ecogogy
Land + and Ecocentric relational identity
methodolotea
Advisor: Bakan, Abigail
Tracing Eugenics: The Rise of Totalizing Psychiatric Ideology in Canada

This dissertation explores constructions of psychiatry as accurate, effective, and necessary by tracing supposedly objective psychiatric facts to their subjective roots. I focus on post-WWII Montreal, where the discursive shift from “mental hygiene” into “mental health” signified a new era of psychiatric alignment with science and medicine in order to question the ostensible and self-proclaimed certainty of psychiatric philosophy and practice. I explore the purposeful association of psychiatry with medicine, foregrounding the ways that a totalizing ideology (Arendt, 1951) was used to buttress psychiatric expansion while simultaneously abstracting individuals into groups and types of mental health problems. By constructing the subjective opinions of professionals as objective reality, the facticity of psychiatry is rooted in eugenics hierarchies that are mobilized towards creating a particular version of desirable citizens. Using archival data from the National Committee for Mental Hygiene (Canada) and related organizations, I read expert-centered accounts against the grain, tracing ideologies, logical leaps, constructions of facticity, and overarchingly, tracing objective facts to their subjective situatedness. Focusing on the ways that undescribed and abstracted behaviours were used to funnel many individuals into a few problem-types, I show how constructions of contemporary mental health ideology are bound to social context. Specifically, I point to a psychiatric totalitarianism where all human suffering and problems become interpreted through a psychiatric lens and judged against problematic ideals of desirable citizens that bear direct overlap with eugenic ideals. This limited and limiting version of ‘the human’ rules Western social and economic hierarchies, defining both normalcy and abnormality as grounded in eugenic-based gradations that favour a white supremacist, patriarchal, and capitalist view of mental health. As such, the ideology propagated by psychiatry becomes increasingly further removed from people’s experiences of distress, defining each citizen as either participating and helping with Canada’s “mental health crisis” or else as being part of the problem and becoming categorized through the problem groups and types taxonomized within psychiatry. In this way, I show how psychiatric hegemony represents a medicalized approach to human suffering and problems that works to depoliticize distress and stunt social justice-informed change.

Keywords: Critical Mental Health
Disability Studies
History of Psychiatry
Interpretive Sociology
Mad Studies
Psychiatric Legitimacy
Advisor: Titchkosky, Tanya
The Problem with Pertussis: Finding Undetected Pertussis Cases in Electronic Medical Record Primary Care (EMRPC) to Improve Data Accuracy and Burden Estimates

Pertussis is a reportable disease in many countries and surveillance is essential, but ascertainment bias has limited data accuracy. However, the true extent of bias, and its impact on burden estimates, is unknown. Within this dissertation are three novel studies which aim to evaluate and enhance the accuracy of health data used for pertussis research in Ontario to improve burden estimates which can inform disease surveillance, health interventions, and public health policy.I used a stratified strategy to sample a reference standard from a primary care electronic medical record cohort to minimize partial verification bias while optimizing sensitivity precision. Eight hundred records were abstracted, with 208 (26.0%) definite and 261 (32.6%) possible prevalent pertussis cases. Classifications demonstrated a variety of case severities. During optimization, the predicted width of 95% confidence intervals for sensitivity ranged from 12.4% to 32.8%. I used a cohort-selected cross-sectional design to evaluate pertussis detection algorithms and reasons for lack of detection in a primary care electronic medical record database. The algorithm including all data measures achieved the highest sensitivity at 20.6%. Sensitivity increased to 100% after reclassifying symptom-only cases as non-cases, but the PPV remained low. Age at first episode was significantly associated with detection in half of the tested scenarios, and false negatives often had some history of immunization. I used Chao capture-recapture models to obtain abundance and sensitivity estimates using a dataset comprised of pertussis case report, laboratory, and health administrative data. I compared results between prevalence, incidence, and adjusted false positive case definitions. Findings demonstrated that all sources consistently fail to detect pertussis cases. Estimate validity improved after adjusting for false positives, demonstrating how capture-recapture methods can be adapted to further their utility to epidemiological research when data is biased. This research strives to improve understanding of gaps in pertussis case ascertainment and burden in Ontario while suggesting mitigation strategies. Each separate aim contributes to this effort. High quality data is essential for conducting vaccine research and effectiveness studies, in addition to evaluating immunization programs. As a result, findings from this study can help direct future research and policy towards the design of optimal public health interventions for pertussis.

Keywords: Epidemiology
Infectious diseases
Public health
Public health policy
Surveillance
Vaccine-preventable diseases
Advisor: Kwong, Jeffrey C