VictorJuiz/thesis huggingface dataset:
Investigation into Vibrato Monte Carlo for the Computation of
Greeks of Discontinuous Payoffs

Monte Carlo simulation is a popular method in computational finance. Its basic theory is relatively simple, it is also quite easy to implement and allows nevertheless an efficient pricing of financial options, even in high-dimensional problems (basket options, interest rates products...). The pricing of options is just one use of Monte Carlo in finance. More important than the prices themselves are their sensitivities to input parameters (underlying asset value, interest rates, market volatility...). Indeed we need those sensitivities (also known as "Greeks") to hedge against market risk. In this paper, we will first recall classical approaches to the computation of Greeks through Monte Carlo simulation: finite differences, Likelihood Ratio method (LRM) and Pathwise Sensitivities (PwS). Each of those approaches has particular limitations in the case of options with discontinuous payoffs. We will expound those limitations and introduce a new hybrid method proposed by Prof. Mike Giles, the Vibrato Monte Carlo, which combines both Pathwise Sensitivity and Likelihood Ratio methods to get around their shortcomings. We will discuss the possible use of Vibrato Monte Carlo ideas for options with discontinuous payoffs. My personal contribution is an improvement to the standard Vibrato Monte Carlo yielding both computational savings and an improved accuracy. I will call it Allargando Vibrato Monte Carlo (AVMC). I then also extend the Vibrato Monte Carlo technique to discretely sampled path dependent options (digital option with discretely sampled barrier, lookback option with discretely sampled maximum).
Development of the mammalian retinofugal pathways

The retinofugal pathways in the rat and the ferret have been studied in order to understand how the decussation pattern at the chiasm and the retinotopic maps in the targets are developed.
By using Dil as a anterograde marker, it was found that fibres from one eye are arranged in a quadrant-specific order in the developing rat optic stalk. This order decays as the fibres approach the brain and is eventually lost at the chiasm. Thereafter, the fibres are arranged in another order which may predict the dorsoventral axis of their target termination. There is no obvious difference in the arrangement of fibres when the albino and normally pigmented optic pathways are compared, indicating that the misrouting of fibres at the chiasm of albino rats is not due to a change in gross fibre topography in the stalk.
By using Dil as a retrograde marker, it was found that the earliest uncrossed axons come exclusively from the central retina of rats, the axons from the temporal crescent arise later during prenatal development. The uncrossed fibres are found intermingling in the stalk with the crossed fibres at all ages studied, indicating that a non-chiasmatic cue must be involved in setting up the decussation pattern. It was also shown that only the temporal crescent but not the central ipsilateral component is abnormal in the albino rat during early stages of development, suggesting that the albino gene may act specifically on the cells in the retina.
By removing one eye prenatally in rats and ferrets, either pigmented or albino, the uncrossed pathway of the remaining eye is reduced at birth. This indicates that the axons require an interaction with fibres from the other eye to select an uncrossed path at the chiasm. The decussation line of the pigmented enucleates is not altered, indicating that the early enucleation does not produce an albino-like uncrossed pathway. Further, it has been shown in ferrets that the temporal crescent can be abolished after an early monocular enucleation, indicating that the binocular fibre interaction at the chiasm is crucial for the development of the temporal crescent.

Advisor: Guillery, R
Coping with peace

The objective of this thesis is to understand how poor farm households in developing countries are affected by and cope with the legacy of internal war. The theoretical analysis is based on a peasant household model for land abundant countries as war can be shown to weaken markets, re-enforce household subsistence and increase overall land abundance. The empirical analysis uses regression techniques and a household survey from post-war northern Mozambique to assess the implications of the war legacy for land access, coping strategies, and household welfare.
The key findings include that war can enhance the degree of land abundance while also creating barriers to land access for some households, thus re-defining land abundance as a household-level concept. Land emerges as the least war vulnerable asset thus encouraging households to shift to land-based subsistence activities during the war. The experience of war increases the number of endogenously determined land variables, which should therefore be reflected in models of African land use.
The thesis advances the literature of household coping strategies by focussing on little researched post-disaster and war-induced strategies. Households are found to respond to indirect war effects and thus to rely on subsistence and non-market activities and to make selective use of markets. Surprisingly, social exchange does not play a large role for insuring incomes.
Finally, the thesis finds that the war legacy continues to depress household welfare for many years after the end of the conflict, which is attributed to a variety of poverty traps. Importantly, and in contrast to other studies of post-war Mozambique, education and cotton adoption are not found to enhance household welfare significantly but a larger area farmed does. The findings indicate that post-war reconstruction policy should re-capitalise household endowments and stimulate rural markets as part of a broadly based programme of rural development.

Advisor: FitzGerald, V
A discussion of the Canaanite mythological background to the Israelite concept of eschatological hope in Isaiah 24-27

The thesis begins with an overview of views concerning the dating of Isa 24–27 and its place within the genres of apocalyptic and eschatology, before stating its aim as showing how Canaanite myths were used by the author to give future hope rooted in cultic ideals. The second chapter looks at the image of the divine warrior, with particular emphasis on the chaos enemy as the dragon/serpent/sea, and the remarkable similarities between Isa 27:1 and the Ugaritic KTU 1.5.i.1–5. A possible cultic setting of the combat myth is examined, together with the question of why the myth appears here in an eschatological manner. The following chapter discusses the Israelite and Canaanite traditions concerning the holy mountain and divine banquet. Zion motifs are compared with those of Mt. Zaphon, and the nature of cultic feasts considered in Israelite and Canaanite literature, as well as later traditions. Chapter Four argues that the verses concerning death and resurrection represented exile/oppression and restoration, at a time when ideas of resurrection and judgment after death were emerging. The Israelite imagery of Mot/Death and Sheol are examined in relation to the nature of Ugaritic Mot, showing how Canaanite traditions were used to demonstrate Yahweh’s might and the possibility of individual and universal restoration. The following chapter places Israelite religion within the context of Canaanite fertility cults and popular practices. That myth and cult are connected is the basis for the view that the themes in Isa 24–27 were passed down to the post-exilic era via cultic activities and the reuse of myths to promote Yahweh, whether the author was aware that he was using ancient, mythological ideas or not. The sixth chapter gives a short overview of hope in the Hebrew Bible, before demonstrating how the universalism of Isa 24–27 combines with the ancient mythic themes to provide an eschatological hope in an all-encompassing deity. The paper concludes that the author of these chapters deliberately used Canaanite mythology to show how the final victory, rule, and celebration of Yahweh would bring about a personal and moral victory for all nations.

Keywords: Israelite
Isaiah
Eschatology
Mythology
Canaanite
Advisor: Day, J
The effects of latitude on hominin social network maintenance

Social networks have been essential throughout hominin evolution, facilitating cooperative childrearing, transmission of cultural knowledge and the sharing of information and resources. As hominins dispersed out of Africa, these networks needed to be maintained at progressively higher latitudes.
The first part of this thesis explores the impact of latitude on brain organisation and the possible implications for social cognition. I hypothesise that the lower temperatures and light levels found at higher latitudes select for larger bodies and visual systems, which in turn necessitate larger somatic and visual brain areas. Using orbit size to index eye and visual cortex size, I demonstrate a robust positive relationship between absolute latitude and orbit volume in recent humans. I show that Neanderthals, who solely inhabited high latitudes, have significantly larger orbits than contemporary anatomically modern humans (AMH), who evolved in lower latitude Africa and had only relatively recently dispersed into higher latitudes. Since Neanderthals and AMH dated 27-75kya have almost identical endocranial volumes, I argue that if a greater proportion of the Neanderthal brain was required for somatic and visual processing, this would reduce the volume of neural tissue available for other functions. Since, according to the Social Brain Hypothesis, neocortex volume is positively associated with social complexity, I propose that Neanderthals might have been limited to smaller social networks than AMH.
The second part of the thesis explores the challenge of maintaining social networks across greater geographic distances at higher latitudes, where high travelling costs seem to prevent whole tribes from bonding during periodic aggregations. Using a gas model I predict that at lower latitudes daily subsistence mobility allows sufficient encounters between subgroups for the tribe to maintain connectivity, whereas in (Sub)Arctic biomes additional mechanisms are required to facilitate tribal cohesion. This may explain the apparent ‘explosion’ of Upper Palaeolithic art in Europe: symbolic representations allowed social ties to be sustained in the absence of frequent face-to-face contact.
Overall, this thesis demonstrates that latitude may influence both brain organisation and cultural expression and argues that both can have a substantial impact on the maintenance of hominin social networks at high latitudes.

Keywords: modern humans
Neanderthals
gas model
hunter-gatherers
community cohesion
Advisor: Dunbar, R
Morley, I
Politics and war in the sixteenth century state

A note on terminology.
Throughout, the term 'Holland' is used to apply only to the province of that name. Similarly, where 'Flanders' appears in the text it applies only to that province, although commonly used by contemporaries to designate the Netherlands as a whole. 'Dutch' is employed as a convenient shorthand for the inhabitants of the rebel provinces, but 'Belgian' has been avoided for the southern provinces because it implies a predetermined racial/ national division in the Netherlands. 'Spanish' is used generally to describe the government and the armed forces operating against the United Provinces even though, in the armed forces, Spaniards were themselves a small minority. This is justified by the commanding position held by the servants of Madrid during this period.
Rather than adopt a slavish consistency with place names, we have employed forms familiar to English speakers, such as The Hague (Den Haag), Antwerp (Antwerpen), Flushing (Vlissingen). Elsewhere, the form familiar to the inhabitants has been employed (Mechlin for Malines, Liege for Luik).
Dates are given according to the 'New Style' except where otherwise stated, or where it is unclear which style is being used.
Breast cancer related lymphedema

Improvements in the treatment of breast cancer have resulted in better survival rates and less breast cancer related morbidity. Nevertheless, a significant group of patients still experience a diminished quality of life as a result of lymphedema. In the early, often reversible, stage of lymphedema patients can experience subjective changes in the affected area. However, with the traditionally available tools the lymphedema often remains clinically undetectable and patients are denied essential care that can prevent worsening. Furthermore, most lymphedema assessment tools fail to support a clear unambiguous definition of lymphedema. This underlines the need for a sensitive objective measurement method that can assess lymphedema in a subclinical stage.
In this study we demonstrated that measuring tissue dielectric constant (TDC) using the MoistureMeter-D is an effective method to detect tissue water changes and could potentially provide a cost-effective adequate tool to measure the early onset of breast cancer related lymphedema (BCRL). Secondarily, we established the correlation between the novel TDC method and the frequently used arm volume measurements and self-assessment questionnaires. A group of 20 female patients with clinically BCRL were included. TDC measurements in both arms and all quadrant of both breast were recorded along with volumetric measurements of both arms. All patients were asked to complete a self-report questionnaire.
The novel TDC method detected significantly higher tissue water levels in the affected arm and breast compared to the control side. The TDC ratio between control and affected side showed significant correlation with self-reported pain and discomfort in both arm and breast. In the arm, the TDC method also showed correlation with the volume measurement method. The TDC value of the arm was correlated to age, but not to BMI. This study demonstrates that measuring TDC using the MMD is an effective method for quantifying lymphedema in arm and breast and is an important tool in detecting early TWC changes.

Keywords: tissue water concentration
lymphoedema
cancer
tissue dielectric constant
surgery
Breast
lymphedema
Advisor: Hamdy, F
Greeks outside the polis in the fourth century B.C

This thesis examines Greeks who in the fourth century B.C. did not live in the sovereign city- and town-sized communities in which most inhabitants of South Greece spent their lives. In it I argue that the number of Greeks living outside these communities increased very significantly during this period.
I examine what Greek cities were destroyed and what Greek cities were founded in the fourth century, considering wherever possible how many Greeks are likely to have been added to or taken from the number of stateless Greeks by these destructions and foundations. I argue that until Alexander the Great and Timoleon began large programmes of settlement in the East and West respectively, there were probably many more Greeks losing their city homes than finding new ones (and that this is in contrast to the position before 400 B.C.).
I consider the increasing numbers of Greek mercenaries, pirates, skilled workers and traders. Though people of widely differing kinds entered these occupations, I suggest that the way in which they all grew simultaneously in the fourth century indicates that the movement towards living outside cities was not entirely a response to difficult political circumstances in cities. Though some who were outside cities were so perforce, nevertheless an ideology which treated loosening of city ties as normal was being developed and was contrary to the established ideology whereby πόλις life was definitive of normal Greek life.
I suggest that the availability of a large number of people with specialist skills from soldiering to diplomatic and literary skills created a world fit for Hellenistic Kings to live in. They could easily find recruits for their armies and courts. This contributes to explaining how Alexander and his Successors managed to conquer and subdue all Greece, which no power had previously done.
The impact of HIV-1 disease and its treatment on mycobacterium tuberculosis-specific immunity

Human immunodeficiency virus-1 (HIV-1) and tuberculosis (TB) are significant global health issues today and the immunological correlates of protection to both diseases remain poorly defined. HIV-1 is the greatest risk factor for the development of TB and HIV-associated TB contributes significantly to the global TB burden, particularly in sub-Saharan Africa. The host T cell response to Mycobacterium tuberculosis (Mtb) is critical for control and is weakened in HIV-1 disease. However, the extent and precise mechanisms remain incompletely elucidated. Antiretroviral therapy (ART) for HIV-1 reduces TB risk in treated individuals significantly, although not to levels seen in HIV-uninfected individuals.
This thesis studies HIV- and Mtb-specific T cell responses in 2 cohorts of individuals from a community with high HIV-1 and TB prevalence in Bloemfontein, South Africa. An analysis of HIV-specific CD8 T cell responses in Chapter 4, confirms the superior role of HIV-1 Gag-specific CD8 responses in controlling HIV-1 viraemia and demonstrates that the loss of such responses contributes to HIV-1 disease progression and likely susceptibility to opportunistic infection.
I investigated the impact of HIV-1 infection on the Mtb-specific T cell response through a cross-sectional comparison of T cell responses in HIV-infected and HIV-uninfected individuals (Chapters 5 and 6). HIV-infected individuals had a significant depletion of both Th1 and Th17 CD4 responses to Mtb-specific antigens as well inhibition of Mtb-specific CD8 T cell responses, in comparison to those uninfected with HIV-1. PPD- and Rv2031c-specific responses were particularly reduced in HIV-infected individuals.
Over a 12 month period of therapy, ART partially restored the Mtb-specific CD4 T cell response (Chapters 5 and 7). This effect was greater for Th1 than Th17 responses and had no detectable effect on the Mtb-specific CD8 response. However, despite some evident restoration, there remains a significant quantitative deficit in individuals on ART that is likely to contribute to persistent elevated TB risk.
Overall, these data contribute to a better understanding of the mechanisms of susceptibility to TB during HIV-1 disease and ART, as well as of the correlates of protective immune responses to both pathogens.

Keywords: Antiretroviral
Tuberculosis
HIV/AIDS
Reconstitution
Immunology
CD8
Cytomegalovirus
CD4
TB
Advisor: Frater, A
Phillips, R
Structure and function studies of K2P channels

Members of the two-pore potassium-selective (K2P) ion channel superfamily control cell excitability by contributing to the resting membrane potential. Through this, K2P channels are involved in a variety of physiological processes and dysfunction of these channels has been linked to diseases such as epilepsy, depression and migraine. The aim of this study was to develop a greater understanding of how K2P channels, in particular TREK-1, are gated.
In the initial stage of this study we hoped to identify mutations which alter the function of the TREK-1 channel by screening a random mutant library using a K+-auxotrophic strain of S. cerevisiae, SGY1528. From the assay we identified a number of gain-of-function (GoF) mutations, primarily distributed through the pore-lining transmembrane (TM) helices TM2 and TM4. The clustering of mutations in these regions suggested a major role for these helices in channel gating.
Subsequent electrophysiological characterisation of these mutations revealed an increase in basal channel activity and altered sensitivity to modulation by extracellular pH, as well as by activators DEPC and BL-1249.
The publication of two K2P channel crystal structures, TWIK-1 (pdb code: 3UKM) and TRAAK (3UM7), enabled us to build an accurate homology model of TREK-1 and more accurately interpret these functional studies. This approach revealed a number of interesting points, the most important being an interaction between TM4 and pore-helix 1 (PH1). Further mutagenesis studies of this region confirmed that this interaction is essential for normal channel function. Another interaction was identified involving a number of residues within the interface between TM helices TM2, TM3 and TM4 emphasised the importance of helical movements for gating TREK-1 channels.
Based on our findings we therefore present a model for gating of the TREK-1 channel, which suggests that the movement of TM4 in particular, is transduced to the selectivity filter gate via PH1.

Keywords: potassium channels
TREK-1
K2P
Advisor: Tucker, S
Mechanistic Studies of JMJD6, Fe(II) and 2OG dependent lysyl hydroxylase

JMJD6 or PSR (phosphatidyl serine receptor) was initially proposed to be a membrane receptor involved in apoptotic cell clearance by recognition of apoptotic cells. However, sequence analyses implied the presence of a jelly roll or double stranded beta helix (DSBH) structural domain in PSR/JMJD6 and similarity with JmjC family of enzymes which are involved in chromatin regulation. Subsequently, PSR was renamed as JMJD6 and was reported to be a histone arginine demethylase. Previous work from our group has shown that JMJD6 is a lysine hydroxylase that interacts with nuclear proteins including CROP and U2AF65 which are involved in mRNA splicing. Peptide screening and cell based assays led to the conclusion that JMJD6 catalyses lysine hydroxylation of splicing regulatory proteins containing arginine serine rich domains (SR proteins) including U2AF65 and Luc7like-2.
Studies were carried out to investigate the putative arginine demethylation activity of JMJD6 using MS analysis of histone peptides and luminescence-based assays. New substrates from SR proteins were identified by immunoprecipitation of JMJD6 expressed in human cell lines followed by LC-MS/MS analysis and MALDI-MS based assays of synthesised peptide substrates. Work then focussed on studying the mechanism of lysyl-hydroxylation from substrate and enzyme perspective. A crystal structure of seleno-methionine labelled JMJD6 was obtained and it provided insights into the JMJD6 active site and its substrate interactions. Based on this data, single point variants of JMJD6 were prepared and their substrate binding properties were studied by MALDI-MS and 2OG turnover assays.
Collagen lysyl-hydroxylases are also 2OG dependent oxygenases. Efforts to investigate the stereochemistry of JMJD6 catalysed hydroxylation, employing NMR and amino acid analyses were carried out. These studies led to the interesting finding that the C-5 stereochemistry of hydroxylysine in LUC7L2 peptide is opposite (2S,5S-hydroxylysine) to that present in collagen (2S,5R-hydroxylysine). It was found that JMJD6 undergoes autocatalytic self-hydroxylation. Lysine residues from both recombinant JMJD6 and that from HeLa cells at endogenous level were identified to be hydroxylated by amino acid and LC-MS/MS analyses.
JMJD6 has a strong tendency to form aggregates and gel electrophoresis always reveals multimeric bands of various JMJD6 constructs. Characterisation and identification of oligomeric states of JMJD6 was carried out using Electron Microscopy. Studies were initiated to identify possible inhibitors by screening a set of 2OG analogues. The results from this preliminary inhibition studies have identified the tricarboxylic acid (TCA) cycle intermediates, succinate and fumarate to be JMJD6 inhibitors and form a basis of further studies aimed at identifying selective inhibitors.

Keywords: lysine hydroxykase
oxygenases
histone modification
mRNA splicing
amino acid analysis
Advisor: Schofield, C